Error encountered when attempting to resample time series data using Python's pandas module

I have a dataset with time-series data in the following format:

              ticker        close
created_at                                   
2020-06-10 18:30:00+00:00   TSLA  1017.419312
2020-06-10 17:02:00+00:00   TSLA  1014.354980
2020-06-10 17:03:00+00:00   TSLA  1014.922302
2020-06-10 17:04:00+00:00   TSLA  1015.626709
2020-06-10 17:05:00+00:00   TSLA  1016.400024
2020-06-10 17:06:00+00:00   TSLA  1017.223389
2020-06-10 17:07:00+00:00   TSLA  1016.110107
2020-06-10 17:08:00+00:00   TSLA  1016.109985
..........................................

I am attempting to resample the data using a 5-minute interval, and here is my code snippet:

df = pd.read_sql_query("SELECT created_at,ticker,close FROM market_data_history WHERE ticker='TSLA' and CREATED_AT > '2020-06-10 00:01:00+00' AND created_at < '2020-06-11 00:01:00+00'", index_col='created_at', con=engine)
# df = pd.read_csv("market_data_history.csv", usecols = ['created_at','ticker','close','volume'])
print(df)

d=df.resample('5T')
print(d)

Unfortunately, when I run this code, the output only displays:

DatetimeIndexResampler [freq=<5 * Minutes>, axis=0, closed=left, label=left, convention=start, base=0]

I'm puzzled as to why the resampling isn't being applied. Can someone please provide assistance?

pythonpandas

Answer №1

resample acts like a group-by function where you specify how to aggregate resampled data.

For instance:

df.resample("5T").max()

will result in:

                          symbol        value
created_at                                   
2020-06-10 17:00:00+00:00   AAPL  212.426555
2020-06-10 17:05:00+00:00   AAPL  213.357254
2020-06-10 17:10:00+00:00    NaN          NaN
2020-06-10 17:15:00+00:00    NaN          NaN
2020-06-10 17:20:00+00:00    NaN          NaN
2020-06-10 17:25:00+00:00    NaN          NaN
...

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