StackOverflow2013

Note that there are some explanatory texts on larger screens.

plurals

POHow to aggregate duplicate timestamps with pandas?
primarykey
Id
10982266
data
AcceptedAnswerId
10982599
AnswerCount
1
ClosedDate
CommentCount
2
CommunityOwnedDate
CreationDate
2012-06-11T14:38:45.153
FavoriteCount
2
LastActivityDate
2017-01-04T23:18:06.890
LastEditDate
2017-01-04T23:18:06.890
LastEditorUserId
2336654
OwnerUserId
1449148
ParentId
0
PostTypeId
1
Score
1
ViewCount
1819
LastEditorDisplayName
text
Body
I am working on python (<code>pandas</code> specifically) to analyze a dataset. (Python is too awesome, the power of open source is amazing). I am having trouble with a specific part of my dataset. I have the following data set, <pre><code>time,contract,ticker,expiry,strike,quote,price,volume 08:01:08,C,PXA,20100101,4000,A,57.8,60 08:01:11,C,PXA,20100101,4000,A,58.4,60 08:01:12,C,PXA,20100101,4000,A,58,60 08:01:16,C,PXA,20100101,4000,A,58.4,60 08:01:16,C,PXA,20100101,4000,A,58,60 08:01:21,C,PXA,20100101,4000,A,58.4,60 08:01:21,C,PXA,20100101,4000,A,58,60 </code></pre> and it goes on ... I am using pandas to load the data. After this, I would like to be able to do the following, take a volume weighted average of the time there are duplicates. i.e. since there are two asks at time 08:01:16, I would like to calculate the average price based on volume which would be (58.4*60 + 58*60)/(60+60) and an average of the volume on the volume column which would be (60+60)/2.
Tags
<python><indexing><time-series><pandas>
Title
How to aggregate duplicate timestamps with pandas?
singulars
PostAcceptedAnswerId
1. PO
 singulars
 PostTypePostTypeId
 PTAnswer
PostParentId
1. This table or related slice is empty.
PostTypePostTypeId
1. PTQuestion
UserLastEditorUserId
1. USpiRSquared
UserOwnerUserId
1. USAndrew
plurals
PostLinksPostIdRelatedPostId
1. This table or related slice is empty.
PostLinksRelatedPostIdPostId
1. This table or related slice is empty.
PostsAcceptedAnswerId
1. This table or related slice is empty.
PostsParentIdCreationDate
1. PO
 singulars
 PostTypePostTypeId
 PTAnswer
VotesPostIdCreationDate
1. VO
 singulars
 PostPostId
 POHow to aggregate duplicate timestamps with pandas?
 UserUserId
 This table or related slice is empty.
 VoteTypeVoteTypeId
 VTApproveEditSuggestion
2. VO
 singulars
 PostPostId
 POHow to aggregate duplicate timestamps with pandas?
 UserUserId
 USuser1063887
 VoteTypeVoteTypeId
 VTFavorite
CommentsPostId
1. COHow do you read the data? Pandas usually does not accept duplicates in index.
 singulars
 PostPostId
 POHow to aggregate duplicate timestamps with pandas?
 UserUserId
 USeumiro
2. COi used pds.read_csv, it had no problem reading the data. What it did was it made my first column the date and so on.
 singulars
 PostPostId
 POHow to aggregate duplicate timestamps with pandas?
 UserUserId
 USAndrew

Querying!

Guidance

A row detail

Detail views are divided into sections. All the information in the data section comes from columns in the selected row. The other sections display data from other, related rows.

Related data can be related in a to-one or a to-many fashion. Captions of data related in a to-many fashion link to a list view showing a filtered view of the table.

Try moving around until you find a non-empty to-many entry and click on the label to get to one. You can move back to the root by clicking on the database name in the header.