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Hello,
I can not manage to pull tick data from Tickstore based on a DateRange. It pulls the entire database every single time. Here is the method that I am using:
```
import datetime as dt
import pan…
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Was this available at some stage (it's looking in `self._cython_functions` for it rather than just saying no dice with a plain ol' AttributeError):
```
In [1]: rng = pd.date_range('2012', periods=3)
…
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``` python
In [1]: import pandas as pd
In [2]: index = pd.date_range('1-1-2000', '2-15-2000', freq='h')
In [3]: index = index.union(pd.date_range('4-15-2000', '5-15-2000', freq='h'))
In [4]: s = pd…
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Starting a new thread to expand on the feature object design that I vaguely started in #4.
In the previous jam, we had features like 'timbre' and 'pitch' connected to segments. I'd like to abstract …
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@ vfilimonov are you perhaps planning to do this at some stage?
ceaza updated
8 years ago
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Hi all,
I have tick data on local storage that I will like to load into Zipline. So I resampled the original data using `pandas.resample` into a DataFrame containing the 4 OHLC columns and a DataFram…
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Hi guys,
For certain values of start dates, the method `resample` seems to bug.
I explain with an example :
```
rng = pd.date_range('20110105 12:20:00',periods=5*60,freq='min')
tsMin=pd.Series(rang…
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related #6512, #6524, #6346
_Update from @hayd I think these should reference `_selected_obj` rather than `obj`._
Looking through some others, looks these also ignore the selection
- [x] count #6570…
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related is #1148 (the groupby)
sse also #3551
useful in a case where the returned arrity is > 1 (right now not implemented)
essentially
```
In [3]: df = DataFrame(randn(20,2),index=date_range('2013…
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```
In [21]: df = DataFrame(np.random.randn(100000,2),index=date_range('20130101',periods=100000,freq='50L'))
In [19]: %timeit df.resample('1s',how=np.max)[0]
1 loops, best of 3: 902 ms per loop
```
…