的Bug大熊猫重新取样/ TimeGrouper

这里是一个重复的例子：的Bug大熊猫重新取样/ TimeGrouper

from pandas import DataFrame, Timestamp, TimeGrouper 

i = [Timestamp('2015-10-07 03:50:01.543999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:02.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:02.180000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:04.380000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:14.744000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:17.380000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:19.860000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:19.996000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:32.823999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:41.956000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:41.956000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:46.828000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:46.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:49.047999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:53.668000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:53.668000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:55.675999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:55.675999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:55.675999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:55.675999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:50:55.464000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:57.123999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:02.127999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:02.327999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:07.484000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:07.484000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.520000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:15.547999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:15.547999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:15.547999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:16.996000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:16.996000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:23.888000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:24.671999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:26.719999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:51:26.719999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:29.924000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:00.372000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:00.372000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:00.372000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:00.372000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:02.900000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:02.900000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:02.900000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:02.900000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:05.888000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:05.888000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:29.119999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:33.676000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:33.987999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:33.987999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:33.248000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:43.288000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:43.288000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:43.288000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:45.068000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:45.068000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:45.068000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:45.068000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:48.259999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:48.259999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:59.743999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:00.244000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:00.248000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:00.356000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:00.380000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:03.012000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:14.055999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:18.447999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:18.447999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:18.472000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:18.472000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:27.259999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:30.840000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:30.840000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:31.631999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:41.776000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:44.119999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:52.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:52.319999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:54.239999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:54.243999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:54.243999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:54.243999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:53:54.311999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:04.268000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:04.268000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:04.268000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:05.980000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:08.959999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:08.959999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:09.144000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:09.223999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:09.223999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:09.223999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:12.751999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:15.480000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:15.480000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:15.480000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:16.963999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:16.963999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:17.460000+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:34.519999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:34.519999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:35.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:35.319999+0000', tz='UTC'), 
Timestamp('2015-10-07 03:54:35.319999+0000', tz='UTC')] 

p = [1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.5, 
1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 
1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 
1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 
1965.5, 1965.75, 1965.75, 1965.75, 1965.75, 1965.5, 1965.5, 1965.75, 1965.75, 1965.75, 
1965.75, 1965.75, 1965.75, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 
1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 
1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 
1965.5, 1965.5, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 
1965.25, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.75, 1965.75, 1965.5, 
1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 
1965.75, 1965.75, 1965.75, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 
1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 
1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.5, 1965.5, 1965.5, 1965.5, 
1965.5, 1965.75, 1965.5, 1965.75, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 
1965.5, 1965.5, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 
1965.5, 1965.25, 1965.5, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.5, 
1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1964.75, 1964.75, 1964.75, 1964.75, 
1964.75, 1964.75, 1964.75, 1964.75, 1964.5, 1964.5, 1964.5, 1964.75, 1964.75, 1964.75, 
1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.25, 1965.25, 
1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.0, 1965.0, 1965.25, 
1965.25, 1965.25, 1965.25, 1965.25, 1965.25]

现在让我们创建数据框：

df = DataFrame(data=p, index=i, columns=['price'])

看起来什么数据，如针对分钟03:54：

df[df.index >= Timestamp('2015-10-07 03:54:00+00:00')].head(12) 

            price 
2015-10-07 03:54:02.648000+00:00 1965.00 
2015-10-07 03:54:02.648000+00:00 1965.00 
2015-10-07 03:54:02.648000+00:00 1965.00 
2015-10-07 03:54:02.648000+00:00 1965.00 
2015-10-07 03:54:02.648000+00:00 1965.00 
2015-10-07 03:54:02.648000+00:00 1965.00 
2015-10-07 03:54:02.648000+00:00 1964.75 
2015-10-07 03:54:02.648000+00:00 1964.75 
2015-10-07 03:54:02.648000+00:00 1964.75 
2015-10-07 03:54:02.648000+00:00 1964.75 
2015-10-07 03:54:04.268000+00:00 1964.75 
2015-10-07 03:54:04.268000+00:00 1964.75

第一个价格是1965.00。现在，让我们用大熊猫resample方法创建1分钟吧：

df.resample(rule='1Min', how='ohlc', closed='left', label='left') 

          price       
           open  high  low close 
2015-10-07 03:50:00+00:00 1965.25 1965.75 1965.25 1965.50 
2015-10-07 03:51:00+00:00 1965.75 1965.75 1965.25 1965.50 
2015-10-07 03:52:00+00:00 1965.75 1965.75 1965.25 1965.75 
2015-10-07 03:53:00+00:00 1965.50 1965.75 1965.25 1965.50 
2015-10-07 03:54:00+00:00 1964.75 1965.25 1964.50 1965.25

开市价为1964.75当它应该是1965.00在03:54。

添加行列显示问题完美：

df['row'] = range(1, df.shape[0] + 1) 
grouped = df.groupby(TimeGrouper(freq='1Min', closed='left', label='left')) 
grouped.get_group(Timestamp('2015-10-07 03:54:00+00:00')).head(12) 
            price row 
2015-10-07 03:54:02.648000+00:00 1964.75 189 
2015-10-07 03:54:02.648000+00:00 1964.75 188 
2015-10-07 03:54:02.648000+00:00 1964.75 187 
2015-10-07 03:54:02.648000+00:00 1964.75 186 
2015-10-07 03:54:02.648000+00:00 1965.00 185 
2015-10-07 03:54:02.648000+00:00 1965.00 181 
2015-10-07 03:54:02.648000+00:00 1965.00 183 
2015-10-07 03:54:02.648000+00:00 1965.00 182 
2015-10-07 03:54:02.648000+00:00 1965.00 180 
2015-10-07 03:54:02.648000+00:00 1965.00 184 
2015-10-07 03:54:04.268000+00:00 1964.75 190 
2015-10-07 03:54:04.268000+00:00 1964.75 191

时的时间戳是相同的类TimeGrouper改变行的顺序。

临时解决方案是在应用ohlc转换之前按行列对每个组进行排序。

感谢您的关注！

来源

2015-10-08 agiap

大熊猫的什么版本？为什么不使用OHLC方法... –

熊猫版本16.2 与OHLC相同的问题： x ['price']。resample（'1Min'，closed ='left'，label ='left'，how ='ohlc '） 2015-10-07 03:54:00 + 00：00 1964.75 1965.50 1964.50 1965.25 – agiap

我不相信所有的熊猫都必须稳定，所以我猜想resample会做一些不稳定的排序？如果是这样，我想你会需要做一些类似于你所做的事情，并在一些独特的列上手动排序。 – JohnE

以下代码可能适用于您。

df = DataFrame(data=p, index=i, columns=['price']) 
df = df.reset_index().drop_duplicates(subset='index').set_index('index') 

df.resample(rule='1Min', how='ohlc', closed='left', label='left')

它表明O/P为

      price 
          open high low  close 
index    
2015-10-07 03:50:00+00:00 1965.25 1965.75 1965.25 1965.50 
2015-10-07 03:51:00+00:00 1965.75 1965.75 1965.25 1965.50 
2015-10-07 03:52:00+00:00 1965.75 1965.75 1965.25 1965.75 
2015-10-07 03:53:00+00:00 1965.50 1965.75 1965.25 1965.50 
2015-10-07 03:54:00+00:00 1965.00 1965.25 1964.50 1965.25

来源

2015-11-26 19:45:45 PShiw

的Bug大熊猫重新取样/ TimeGrouper

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