From@ALollz-重新采样时,存储箱基于索引中的第一个日期。
sistart = daily_3mo_treasury.index.searchsorted(date(1992,12,31))
siend = daily_3mo_treasury.index.searchsorted(date(2017,12,31))
In [95]: daily_3mo_treasury.iloc[sistart:siend].resample('5Y').mean()
Out[95]:
1992-12-31 3.080000
1997-12-31 4.562246
2002-12-31 4.050696
2007-12-31 2.925971
2012-12-31 0.360775
2017-12-31 0.278233
dtype: float64