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POResample Daily OHLCV to Weekly OHLCV
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  1. POResample Daily OHLCV to Weekly OHLCV
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    copied!<p>I would like to resample/convert Daily (ohlcv) to Weekly (ohlcv). Is it possilbe to do this with pandas?</p> <p>The sample data is as follows (1 week daily data) in Dictonary format:</p> <pre><code> {'High': {&lt;Timestamp: 2007-03-02 00:00:00&gt;: 1384.5, &lt;Timestamp: 2007-03-05 00:00:00&gt;: 1373.0, &lt;Timestamp: 2007-03-06 00:00:00&gt;: 1378.75, &lt;Timestamp: 2007-03-07 00:00:00&gt;: 1381.75, &lt;Timestamp: 2007-03-08 00:00:00&gt;: 1388.75}, 'Last': {&lt;Timestamp: 2007-03-02 00:00:00&gt;: 1365.0, &lt;Timestamp: 2007-03-05 00:00:00&gt;: 1351.5, &lt;Timestamp: 2007-03-06 00:00:00&gt;: 1374.5, &lt;Timestamp: 2007-03-07 00:00:00&gt;: 1372.0, &lt;Timestamp: 2007-03-08 00:00:00&gt;: 1384.5}, 'Low': {&lt;Timestamp: 2007-03-02 00:00:00&gt;: 1364.25, &lt;Timestamp: 2007-03-05 00:00:00&gt;: 1350.5, &lt;Timestamp: 2007-03-06 00:00:00&gt;: 1362.0, &lt;Timestamp: 2007-03-07 00:00:00&gt;: 1370.75, &lt;Timestamp: 2007-03-08 00:00:00&gt;: 1369.25}, 'Open': {&lt;Timestamp: 2007-03-02 00:00:00&gt;: 1378.5, &lt;Timestamp: 2007-03-05 00:00:00&gt;: 1356.75, &lt;Timestamp: 2007-03-06 00:00:00&gt;: 1365.25, &lt;Timestamp: 2007-03-07 00:00:00&gt;: 1374.0, &lt;Timestamp: 2007-03-08 00:00:00&gt;: 1370.0}, 'Volume': {&lt;Timestamp: 2007-03-02 00:00:00&gt;: 1706906, &lt;Timestamp: 2007-03-05 00:00:00&gt;: 1984041, &lt;Timestamp: 2007-03-06 00:00:00&gt;: 1397911, &lt;Timestamp: 2007-03-07 00:00:00&gt;: 1255484, &lt;Timestamp: 2007-03-08 00:00:00&gt;: 798237}} </code></pre> <p>Thanks and Regards.</p>
 

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