大熊猫用ohlc重采样

我对熊猫不熟悉。所以如果我做了什么蠢事,就告诉我。

输入文件: (仅) head 如下所示。文件有10多行)

$ head /var/tmp/ticks_data.csv 
2019-01-18 14:55:00,296
2019-01-18 14:55:01,296
2019-01-18 14:55:02,296
2019-01-18 14:55:03,296.05
2019-01-18 14:55:04,296.05
2019-01-18 14:55:05,296
2019-01-18 14:55:06,296
2019-01-18 14:55:08,296
2019-01-18 14:55:09,296
2019-01-18 14:55:10,296.05

代码:

$ cat create_candles.py 

import pandas as pd

filename = '/var/tmp/ticks_data.csv'
df = pd.read_csv(filename, names=['timestamp', 'ltp'], index_col=1, parse_dates=['timestamp'])
# print(df.head())
data = df['ltp'].resample('1min').ohlc()
print(data)

错误:

$ python3 create_candles.py 
Traceback (most recent call last):
  File "/usr/local/lib/python3.5/dist-packages/pandas/core/indexes/base.py", line 3078, in get_loc
    return self._engine.get_loc(key)
  File "pandas/_libs/index.pyx", line 140, in pandas._libs.index.IndexEngine.get_loc
  File "pandas/_libs/index.pyx", line 162, in pandas._libs.index.IndexEngine.get_loc
  File "pandas/_libs/hashtable_class_helper.pxi", line 1492, in pandas._libs.hashtable.PyObjectHashTable.get_item
  File "pandas/_libs/hashtable_class_helper.pxi", line 1500, in pandas._libs.hashtable.PyObjectHashTable.get_item
KeyError: 'ltp'

我以为文件有未知字符,所以我运行 dos2unix 在 /var/tmp/ticks_data.csv 但问题还是一样。

如果我尝试移除 index_col=1, 从 df :

df = pd.read_csv(filename, names=['timestamp', 'ltp'], parse_dates=['timestamp'])

然后我得到以下错误:

Traceback (most recent call last):
  File "/Users/dheeraj.kabra/Desktop/Ticks/create_candles.py", line 6, in <module>
    data = df['ltp'].resample('1min').ohlc()
  File "/usr/local/lib/python3.7/site-packages/pandas/core/generic.py", line 7110, in resample
    base=base, key=on, level=level)
  File "/usr/local/lib/python3.7/site-packages/pandas/core/resample.py", line 1148, in resample
    return tg._get_resampler(obj, kind=kind)
  File "/usr/local/lib/python3.7/site-packages/pandas/core/resample.py", line 1276, in _get_resampler
    "but got an instance of %r" % type(ax).__name__)
TypeError: Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, but got an instance of 'RangeIndex'
[Finished in 0.5s with exit code 1]

任何解决这一问题的建议都是非常有用的。