将大熊猫时间序列分割成n个月的块

Question

鉴于按日期索引的熊猫系列，我需要将系列分成n个月的大块。下面的代码将数据分成12个月的块。如何概括这个分成n个月的块？另外，请注意，并非所有日期都在系列中，因此系列中可能不存在每个月的第一天和最后一天。

# Create a pandas series indexed by date 
import pandas as pd 
import numpy as np 
dates = pd.date_range('2000-01-01', '2009-12-31') 
data = np.random.rand(len(dates)) 
series = pd.Series(data, dates) 

# Poke holes in the data, so not all dates are represented 
series = series[series > 0.50] 

# Slice the series into chunks of 12 months each 
for year in range(2000, 2009+1): 
    slice = series[str(year):str(year)] 
    print "Start date =", slice.index[0], " End date =", slice.index[-1] 

Answer 1

您可以使用pd.cut()削减你的时间序列索引块，然后用groupby执行自定义计算。

# Create a pandas series indexed by date 
import pandas as pd 
import numpy as np 

np.random.seed(0) 
dates = pd.date_range('2000-01-01', '2009-12-31', freq='D') 
data = np.random.rand(len(dates)) 
series = pd.Series(data, dates) 

# Poke holes in the data, so not all dates are represented 
series = series[series > 0.8] 

# create a data_range, suppose start at 2001-01-01, 3 month 
date_rng = pd.date_range('2000-01-01', periods=50, freq='3MS') 
labels = date_rng[1:] 
# use pd.cut to cut ts index into chunks 
grouped = series.groupby(pd.cut(series.index, bins=date_rng, labels=labels, right=False)) 

start_date = grouped.head(1).index 
Out[206]: 
DatetimeIndex(['2000-01-08', '2000-04-08', '2000-07-03', '2000-10-02', 
       '2001-01-03', '2001-04-04', '2001-07-01', '2001-10-02', 
       '2002-01-11', '2002-04-05', '2002-07-01', '2002-10-02', 
       '2003-01-02', '2003-04-03', '2003-07-02', '2003-10-04', 
       '2004-01-01', '2004-04-01', '2004-07-03', '2004-10-03', 
       '2005-01-07', '2005-04-08', '2005-07-12', '2005-10-05', 
       '2006-01-01', '2006-04-01', '2006-07-01', '2006-10-04', 
       '2007-01-05', '2007-04-04', '2007-07-05', '2007-10-06', 
       '2008-01-01', '2008-04-05', '2008-07-05', '2008-10-01', 
       '2009-01-02', '2009-04-04', '2009-07-04', '2009-10-02'], 
       dtype='datetime64[ns]', freq=None, tz=None) 

end_date = grouped.tail(1).index 

Out[207]: 
DatetimeIndex(['2000-03-30', '2000-06-26', '2000-09-30', '2000-12-30', 
       '2001-03-30', '2001-06-28', '2001-09-27', '2001-12-28', 
       '2002-03-24', '2002-06-29', '2002-09-24', '2002-12-29', 
       '2003-03-27', '2003-06-22', '2003-09-28', '2003-12-31', 
       '2004-03-31', '2004-06-27', '2004-09-17', '2004-12-31', 
       '2005-03-23', '2005-06-23', '2005-09-30', '2005-12-30', 
       '2006-03-29', '2006-06-24', '2006-09-30', '2006-12-31', 
       '2007-03-26', '2007-06-27', '2007-09-29', '2007-12-31', 
       '2008-03-25', '2008-06-30', '2008-09-28', '2008-12-30', 
       '2009-03-25', '2009-06-29', '2009-09-26', '2009-12-27'], 
       dtype='datetime64[ns]', freq=None, tz=None)