Here is an example:
这是一个例子:
# Generate some random time series dataframe with 'price' and 'volume'
x = pd.date_range('2017-01-01', periods=100, freq='1min')
df_x = pd.DataFrame({'price': np.random.randint(50, 100, size=x.shape), 'vol': np.random.randint(1000, 2000, size=x.shape)}, index=x)
df_x.head(10)
price vol
2017-01-01 00:00:00 56 1544
2017-01-01 00:01:00 70 1680
2017-01-01 00:02:00 92 1853
2017-01-01 00:03:00 94 1039
2017-01-01 00:04:00 81 1180
2017-01-01 00:05:00 70 1443
2017-01-01 00:06:00 56 1621
2017-01-01 00:07:00 68 1093
2017-01-01 00:08:00 59 1684
2017-01-01 00:09:00 86 1591
# Here is some example aggregate function:
df_x.resample('5Min').agg({'price': 'mean', 'vol': 'sum'}).head()
price vol
2017-01-01 00:00:00 78.6 7296
2017-01-01 00:05:00 67.8 7432
2017-01-01 00:10:00 76.0 9017
2017-01-01 00:15:00 74.0 6989
2017-01-01 00:20:00 64.4 8078
# Generate some
