{
"cells": [
{
"cell_type": "markdown",
"id": "0ee5295a-fd77-4cbe-aa7f-4fcbf2af349d",
"metadata": {},
"source": [
"# インデックス"
]
},
{
"cell_type": "code",
"execution_count": 1,
"id": "fd687ffa-f53a-478a-ad9c-77bd2eb23afe",
"metadata": {},
"outputs": [
{
"data": {
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"text/plain": [
" startTime time open high low \\\n",
"0 2022-03-09 20:00:00+00:00 2022-03-09 20:00:00 42229.0 42271.0 42228.0 \n",
"1 2022-03-09 20:05:00+00:00 2022-03-09 20:05:00 42254.0 42357.0 42246.0 \n",
"2 2022-03-09 20:10:00+00:00 2022-03-09 20:10:00 42253.0 42318.0 42123.0 \n",
"3 2022-03-09 20:15:00+00:00 2022-03-09 20:15:00 42147.0 42183.0 42080.0 \n",
"4 2022-03-09 20:20:00+00:00 2022-03-09 20:20:00 42089.0 42190.0 42089.0 \n",
"\n",
" close volume \n",
"0 42254.0 4.986935e+06 \n",
"1 42253.0 1.541197e+07 \n",
"2 42146.0 1.741020e+07 \n",
"3 42089.0 8.337687e+06 \n",
"4 42110.0 5.248858e+06 "
]
},
"execution_count": 1,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"import pandas as pd\n",
"\n",
"df = pd.read_pickle(\"ftx_btc-rerp_20220306-20220312.pickle\")\n",
"df.head()"
]
},
{
"cell_type": "markdown",
"id": "eeeb3ec0-6372-4402-a4f4-ff705e27e31e",
"metadata": {},
"source": [
"## locインデクサ\n",
"\n",
"`DataFrame.loc` はDataFrameの要素に「ラベルから」アクセスするためのインデクサです。\n",
"\n",
"`loc[行のラベル, 列のラベル]` の形式で要素を指定します。\n",
"\n",
"```{note}\n",
"行および列のラベルを「インデックス」と表記することもありますが、ここでは順序を表すインデックスと区別するため、「ラベル」と表記しています\n",
"```"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "c6fd2bbc-0b28-4726-8deb-c65dc8cd282e",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"42147.0"
]
},
"execution_count": 2,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.loc[3, \"open\"]"
]
},
{
"cell_type": "markdown",
"id": "16dc7d01-9c20-4678-baa7-8fd59fdf0382",
"metadata": {},
"source": [
"`loc` にはスライスやリストによる要素に指定ができます"
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "4853af41-9d64-4d7a-a8be-7d3034e20a22",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
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" 2 | \n",
" 2022-03-09 20:10:00 | \n",
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"text/plain": [
" time volume\n",
"2 2022-03-09 20:10:00 1.741020e+07\n",
"3 2022-03-09 20:15:00 8.337687e+06\n",
"4 2022-03-09 20:20:00 5.248858e+06\n",
"5 2022-03-09 20:25:00 3.678867e+06"
]
},
"execution_count": 3,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.loc[2:5, [\"time\", \"volume\"]]"
]
},
{
"cell_type": "markdown",
"id": "115daafc-0f75-4084-b05c-9f3a21ab66b1",
"metadata": {},
"source": [
"## ilocインデクサ\n",
"\n",
"`DataFrame.loc` はDataFrameの要素に「順序から」アクセスするためのインデクサです。\n",
"\n",
"`loc[行の順序, 列の順序]` の形式で要素を指定します。"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "d9c95914-c53b-4583-ae41-526015a46231",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"42147.0"
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.iloc[3, 2]"
]
},
{
"cell_type": "code",
"execution_count": 5,
"id": "61d86df6-27a3-48ab-b787-39487d865659",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"\n",
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"
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" | \n",
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" \n",
" \n",
" 2 | \n",
" 2022-03-09 20:10:00 | \n",
" 1.741020e+07 | \n",
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" 3 | \n",
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" 8.337687e+06 | \n",
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"
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],
"text/plain": [
" time volume\n",
"2 2022-03-09 20:10:00 1.741020e+07\n",
"3 2022-03-09 20:15:00 8.337687e+06\n",
"4 2022-03-09 20:20:00 5.248858e+06"
]
},
"execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.iloc[2:5, [1, -1]]"
]
},
{
"cell_type": "markdown",
"id": "7bfa1491-1f36-4fce-9700-65defc320fa0",
"metadata": {},
"source": [
"## DatetimeIndex\n",
"\n",
"`DatetimeIndex` は時系列データに特化したインデックスです。日時を柔軟に指定して要素にアクセスできます。\n",
"\n",
"`set_index` メソッドは指定した列をインデックスにします。"
]
},
{
"cell_type": "code",
"execution_count": 6,
"id": "d3002791-4f0b-402d-8c23-9df187c2ed4e",
"metadata": {},
"outputs": [
{
"data": {
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"
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"
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],
"text/plain": [
" startTime open high low \\\n",
"time \n",
"2022-03-09 20:00:00 2022-03-09 20:00:00+00:00 42229.0 42271.0 42228.0 \n",
"2022-03-09 20:05:00 2022-03-09 20:05:00+00:00 42254.0 42357.0 42246.0 \n",
"2022-03-09 20:10:00 2022-03-09 20:10:00+00:00 42253.0 42318.0 42123.0 \n",
"2022-03-09 20:15:00 2022-03-09 20:15:00+00:00 42147.0 42183.0 42080.0 \n",
"2022-03-09 20:20:00 2022-03-09 20:20:00+00:00 42089.0 42190.0 42089.0 \n",
"\n",
" close volume \n",
"time \n",
"2022-03-09 20:00:00 42254.0 4.986935e+06 \n",
"2022-03-09 20:05:00 42253.0 1.541197e+07 \n",
"2022-03-09 20:10:00 42146.0 1.741020e+07 \n",
"2022-03-09 20:15:00 42089.0 8.337687e+06 \n",
"2022-03-09 20:20:00 42110.0 5.248858e+06 "
]
},
"execution_count": 6,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.set_index(\"time\", inplace=True)\n",
"df.head()"
]
},
{
"cell_type": "code",
"execution_count": 7,
"id": "2dab60f6-aa76-4992-a7d7-3fac16fd3dcd",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"DatetimeIndex(['2022-03-09 20:00:00', '2022-03-09 20:05:00',\n",
" '2022-03-09 20:10:00', '2022-03-09 20:15:00',\n",
" '2022-03-09 20:20:00', '2022-03-09 20:25:00',\n",
" '2022-03-09 20:30:00', '2022-03-09 20:35:00',\n",
" '2022-03-09 20:40:00', '2022-03-09 20:45:00',\n",
" ...\n",
" '2022-03-15 00:10:00', '2022-03-15 00:15:00',\n",
" '2022-03-15 00:20:00', '2022-03-15 00:25:00',\n",
" '2022-03-15 00:30:00', '2022-03-15 00:35:00',\n",
" '2022-03-15 00:40:00', '2022-03-15 00:45:00',\n",
" '2022-03-15 00:50:00', '2022-03-15 00:55:00'],\n",
" dtype='datetime64[ns]', name='time', length=1500, freq=None)"
]
},
"execution_count": 7,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.index"
]
},
{
"cell_type": "markdown",
"id": "37d97153-bb0d-4f54-ba63-081d88ea8d28",
"metadata": {},
"source": [
"datetime型やtime型による指定ができます。"
]
},
{
"cell_type": "code",
"execution_count": 8,
"id": "6a72ba0f-e9da-4da3-9176-5bae21813e0a",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"4986934.9804"
]
},
"execution_count": 8,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"import datetime\n",
"\n",
"df.loc[datetime.datetime(2022, 3, 9, 20), \"volume\"]"
]
},
{
"cell_type": "code",
"execution_count": 9,
"id": "246b3281-2440-41de-8a71-771ece76f8be",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
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" | \n",
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" 1.995891e+07 | \n",
"
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" \n",
" 2022-03-14 20:00:00 | \n",
" 2022-03-14 20:00:00+00:00 | \n",
" 38824.0 | \n",
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" 1.423804e+07 | \n",
"
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" \n",
"
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"
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],
"text/plain": [
" startTime open high low \\\n",
"time \n",
"2022-03-09 20:00:00 2022-03-09 20:00:00+00:00 42229.0 42271.0 42228.0 \n",
"2022-03-10 20:00:00 2022-03-10 20:00:00+00:00 39437.0 39455.0 39372.0 \n",
"2022-03-11 20:00:00 2022-03-11 20:00:00+00:00 38797.0 38837.0 38759.0 \n",
"2022-03-12 20:00:00 2022-03-12 20:00:00+00:00 39031.0 39055.0 38991.0 \n",
"2022-03-13 20:00:00 2022-03-13 20:00:00+00:00 38865.0 38866.0 38738.0 \n",
"2022-03-14 20:00:00 2022-03-14 20:00:00+00:00 38824.0 38920.0 38808.0 \n",
"\n",
" close volume \n",
"time \n",
"2022-03-09 20:00:00 42254.0 4.986935e+06 \n",
"2022-03-10 20:00:00 39402.0 7.649057e+06 \n",
"2022-03-11 20:00:00 38787.0 7.301834e+06 \n",
"2022-03-12 20:00:00 39010.0 2.578932e+06 \n",
"2022-03-13 20:00:00 38774.0 1.995891e+07 \n",
"2022-03-14 20:00:00 38904.0 1.423804e+07 "
]
},
"execution_count": 9,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.loc[datetime.time(20, 0), :]"
]
},
{
"cell_type": "code",
"execution_count": 10,
"id": "882f31b4-f75d-479a-8e39-efb119be8854",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"startTime 2022-03-09 20:00:00+00:00\n",
"open 42229.0\n",
"high 42271.0\n",
"low 42228.0\n",
"close 42254.0\n",
"volume 4986934.9804\n",
"Name: 2022-03-09 20:00:00, dtype: object"
]
},
"execution_count": 10,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.loc[pd.Timestamp(\"2022-03-09 20:00\"), :]"
]
},
{
"cell_type": "markdown",
"id": "566ec0db-c685-47df-9aac-488e887bc952",
"metadata": {},
"source": [
"文字列による指定もできます。"
]
},
{
"cell_type": "code",
"execution_count": 11,
"id": "c0486e6f-468c-428a-a671-b191d0cc0e5c",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"startTime 2022-03-09 20:00:00+00:00\n",
"open 42229.0\n",
"high 42271.0\n",
"low 42228.0\n",
"close 42254.0\n",
"volume 4986934.9804\n",
"Name: 2022-03-09 20:00:00, dtype: object"
]
},
"execution_count": 11,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# 2022年3月9日20時0分\n",
"df.loc[\"2022-03-09 20:00\", :]"
]
},
{
"cell_type": "code",
"execution_count": 12,
"id": "864cda87-cab3-4520-a543-587d058955a7",
"metadata": {},
"outputs": [
{
"data": {
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" \n",
" 2022-03-09 20:15:00 | \n",
" 2022-03-09 20:15:00+00:00 | \n",
" 42147.0 | \n",
" 42183.0 | \n",
" 42080.0 | \n",
" 42089.0 | \n",
" 8.337687e+06 | \n",
"
\n",
" \n",
" 2022-03-09 20:20:00 | \n",
" 2022-03-09 20:20:00+00:00 | \n",
" 42089.0 | \n",
" 42190.0 | \n",
" 42089.0 | \n",
" 42110.0 | \n",
" 5.248858e+06 | \n",
"
\n",
" \n",
"
\n",
"
"
],
"text/plain": [
" startTime open high low \\\n",
"time \n",
"2022-03-09 20:00:00 2022-03-09 20:00:00+00:00 42229.0 42271.0 42228.0 \n",
"2022-03-09 20:05:00 2022-03-09 20:05:00+00:00 42254.0 42357.0 42246.0 \n",
"2022-03-09 20:10:00 2022-03-09 20:10:00+00:00 42253.0 42318.0 42123.0 \n",
"2022-03-09 20:15:00 2022-03-09 20:15:00+00:00 42147.0 42183.0 42080.0 \n",
"2022-03-09 20:20:00 2022-03-09 20:20:00+00:00 42089.0 42190.0 42089.0 \n",
"\n",
" close volume \n",
"time \n",
"2022-03-09 20:00:00 42254.0 4.986935e+06 \n",
"2022-03-09 20:05:00 42253.0 1.541197e+07 \n",
"2022-03-09 20:10:00 42146.0 1.741020e+07 \n",
"2022-03-09 20:15:00 42089.0 8.337687e+06 \n",
"2022-03-09 20:20:00 42110.0 5.248858e+06 "
]
},
"execution_count": 12,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# 2022年3月9日\n",
"df.loc[\"2022-03-09\", :].head()"
]
},
{
"cell_type": "code",
"execution_count": 13,
"id": "ec7268ef-3bae-4ce3-9e2e-d43252a0f24c",
"metadata": {},
"outputs": [
{
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" 2022-03-09 23:35:00 | \n",
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\n",
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" 2022-03-09 23:45:00+00:00 | \n",
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" 42003.0 | \n",
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" 2022-03-09 23:50:00 | \n",
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" 42003.0 | \n",
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" 41975.0 | \n",
" 41997.0 | \n",
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"text/plain": [
" startTime open high low \\\n",
"time \n",
"2022-03-09 23:35:00 2022-03-09 23:35:00+00:00 42128.0 42150.0 42043.0 \n",
"2022-03-09 23:40:00 2022-03-09 23:40:00+00:00 42043.0 42062.0 41971.0 \n",
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"2022-03-09 23:50:00 2022-03-09 23:50:00+00:00 42003.0 42019.0 41975.0 \n",
"2022-03-09 23:55:00 2022-03-09 23:55:00+00:00 41997.0 42033.0 41943.0 \n",
"\n",
" close volume \n",
"time \n",
"2022-03-09 23:35:00 42043.0 3.064221e+07 \n",
"2022-03-09 23:40:00 42041.0 7.510289e+06 \n",
"2022-03-09 23:45:00 42003.0 5.706220e+06 \n",
"2022-03-09 23:50:00 41997.0 3.546661e+06 \n",
"2022-03-09 23:55:00 41960.0 9.030276e+06 "
]
},
"execution_count": 13,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.loc[\"2022-03-09\", :].tail()"
]
},
{
"cell_type": "code",
"execution_count": 14,
"id": "4a4fed58-5704-45ae-8bd6-e0e463cda66a",
"metadata": {},
"outputs": [
{
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" 2022-03-09 20:15:00 | \n",
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" 42147.0 | \n",
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\n",
" \n",
" 2022-03-09 20:20:00 | \n",
" 2022-03-09 20:20:00+00:00 | \n",
" 42089.0 | \n",
" 42190.0 | \n",
" 42089.0 | \n",
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"text/plain": [
" startTime open high low \\\n",
"time \n",
"2022-03-09 20:00:00 2022-03-09 20:00:00+00:00 42229.0 42271.0 42228.0 \n",
"2022-03-09 20:05:00 2022-03-09 20:05:00+00:00 42254.0 42357.0 42246.0 \n",
"2022-03-09 20:10:00 2022-03-09 20:10:00+00:00 42253.0 42318.0 42123.0 \n",
"2022-03-09 20:15:00 2022-03-09 20:15:00+00:00 42147.0 42183.0 42080.0 \n",
"2022-03-09 20:20:00 2022-03-09 20:20:00+00:00 42089.0 42190.0 42089.0 \n",
"\n",
" close volume \n",
"time \n",
"2022-03-09 20:00:00 42254.0 4.986935e+06 \n",
"2022-03-09 20:05:00 42253.0 1.541197e+07 \n",
"2022-03-09 20:10:00 42146.0 1.741020e+07 \n",
"2022-03-09 20:15:00 42089.0 8.337687e+06 \n",
"2022-03-09 20:20:00 42110.0 5.248858e+06 "
]
},
"execution_count": 14,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# 2022年3月\n",
"df.loc[\"2022-03\", :].head()"
]
},
{
"cell_type": "code",
"execution_count": 15,
"id": "42a611be-4ebc-4f6a-b0c7-804286b32d34",
"metadata": {},
"outputs": [
{
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" 2022-03-15 00:50:00 | \n",
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" 39506.0 | \n",
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" 2022-03-15 00:55:00 | \n",
" 2022-03-15 00:55:00+00:00 | \n",
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" startTime open high low \\\n",
"time \n",
"2022-03-15 00:35:00 2022-03-15 00:35:00+00:00 39558.0 39562.0 39460.0 \n",
"2022-03-15 00:40:00 2022-03-15 00:40:00+00:00 39481.0 39574.0 39469.0 \n",
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"2022-03-15 00:55:00 2022-03-15 00:55:00+00:00 39535.0 39580.0 39532.0 \n",
"\n",
" close volume \n",
"time \n",
"2022-03-15 00:35:00 39481.0 7.827251e+06 \n",
"2022-03-15 00:40:00 39567.0 5.586437e+06 \n",
"2022-03-15 00:45:00 39506.0 9.568077e+06 \n",
"2022-03-15 00:50:00 39531.0 3.365713e+06 \n",
"2022-03-15 00:55:00 39571.0 2.119015e+06 "
]
},
"execution_count": 15,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.loc[\"2022-03\", :].tail()"
]
},
{
"cell_type": "code",
"execution_count": 16,
"id": "2a4581ae-4599-4523-9bf0-0dc19f08d3d0",
"metadata": {},
"outputs": [
{
"data": {
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" 2022-03-10 13:15:00 | \n",
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" 2022-03-11 02:40:00 | \n",
" 2022-03-11 02:40:00+00:00 | \n",
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" 2022-03-11 02:50:00 | \n",
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" 38373.0 | \n",
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" 38243.0 | \n",
" 38426.0 | \n",
" 1.326355e+07 | \n",
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" \n",
" 2022-03-11 02:55:00 | \n",
" 2022-03-11 02:55:00+00:00 | \n",
" 38426.0 | \n",
" 38451.0 | \n",
" 38240.0 | \n",
" 38292.0 | \n",
" 1.406263e+07 | \n",
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\n",
" \n",
" 2022-03-11 03:00:00 | \n",
" 2022-03-11 03:00:00+00:00 | \n",
" 38292.0 | \n",
" 38420.0 | \n",
" 38272.0 | \n",
" 38336.0 | \n",
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169 rows × 6 columns
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"text/plain": [
" startTime open high low \\\n",
"time \n",
"2022-03-10 13:00:00 2022-03-10 13:00:00+00:00 39262.0 39311.0 39246.0 \n",
"2022-03-10 13:05:00 2022-03-10 13:05:00+00:00 39281.0 39284.0 39201.0 \n",
"2022-03-10 13:10:00 2022-03-10 13:10:00+00:00 39216.0 39265.0 39213.0 \n",
"2022-03-10 13:15:00 2022-03-10 13:15:00+00:00 39243.0 39326.0 39236.0 \n",
"2022-03-10 13:20:00 2022-03-10 13:20:00+00:00 39307.0 39342.0 39273.0 \n",
"... ... ... ... ... \n",
"2022-03-11 02:40:00 2022-03-11 02:40:00+00:00 38407.0 38435.0 38369.0 \n",
"2022-03-11 02:45:00 2022-03-11 02:45:00+00:00 38377.0 38415.0 38364.0 \n",
"2022-03-11 02:50:00 2022-03-11 02:50:00+00:00 38373.0 38455.0 38243.0 \n",
"2022-03-11 02:55:00 2022-03-11 02:55:00+00:00 38426.0 38451.0 38240.0 \n",
"2022-03-11 03:00:00 2022-03-11 03:00:00+00:00 38292.0 38420.0 38272.0 \n",
"\n",
" close volume \n",
"time \n",
"2022-03-10 13:00:00 39281.0 1.068628e+07 \n",
"2022-03-10 13:05:00 39216.0 7.875157e+06 \n",
"2022-03-10 13:10:00 39243.0 7.673845e+06 \n",
"2022-03-10 13:15:00 39307.0 1.134806e+07 \n",
"2022-03-10 13:20:00 39309.0 1.251940e+07 \n",
"... ... ... \n",
"2022-03-11 02:40:00 38377.0 4.307957e+06 \n",
"2022-03-11 02:45:00 38373.0 4.826126e+06 \n",
"2022-03-11 02:50:00 38426.0 1.326355e+07 \n",
"2022-03-11 02:55:00 38292.0 1.406263e+07 \n",
"2022-03-11 03:00:00 38336.0 1.442301e+07 \n",
"\n",
"[169 rows x 6 columns]"
]
},
"execution_count": 16,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.loc[\"2022-03-10 13:00\":\"2022-03-11 03:00\", :]"
]
},
{
"cell_type": "code",
"execution_count": 17,
"id": "a5959c1a-a977-40b7-8130-4e3388684b38",
"metadata": {},
"outputs": [
{
"data": {
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" 2022-03-10 10:20:00 | \n",
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"
\n",
" \n",
" 2022-03-14 10:50:00 | \n",
" 2022-03-14 10:50:00+00:00 | \n",
" 39025.0 | \n",
" 39096.0 | \n",
" 39022.0 | \n",
" 39089.0 | \n",
" 2.936812e+06 | \n",
"
\n",
" \n",
" 2022-03-14 10:55:00 | \n",
" 2022-03-14 10:55:00+00:00 | \n",
" 39089.0 | \n",
" 39134.0 | \n",
" 39072.0 | \n",
" 39112.0 | \n",
" 4.526722e+06 | \n",
"
\n",
" \n",
" 2022-03-14 11:00:00 | \n",
" 2022-03-14 11:00:00+00:00 | \n",
" 39112.0 | \n",
" 39133.0 | \n",
" 39066.0 | \n",
" 39066.0 | \n",
" 4.075655e+06 | \n",
"
\n",
" \n",
"
\n",
"
65 rows × 6 columns
\n",
"
"
],
"text/plain": [
" startTime open high low \\\n",
"time \n",
"2022-03-10 10:00:00 2022-03-10 10:00:00+00:00 39161.0 39232.0 39122.0 \n",
"2022-03-10 10:05:00 2022-03-10 10:05:00+00:00 39224.0 39238.0 39172.0 \n",
"2022-03-10 10:10:00 2022-03-10 10:10:00+00:00 39202.0 39238.0 39159.0 \n",
"2022-03-10 10:15:00 2022-03-10 10:15:00+00:00 39220.0 39234.0 39144.0 \n",
"2022-03-10 10:20:00 2022-03-10 10:20:00+00:00 39205.0 39246.0 39175.0 \n",
"... ... ... ... ... \n",
"2022-03-14 10:40:00 2022-03-14 10:40:00+00:00 39015.0 39079.0 38988.0 \n",
"2022-03-14 10:45:00 2022-03-14 10:45:00+00:00 39040.0 39048.0 39016.0 \n",
"2022-03-14 10:50:00 2022-03-14 10:50:00+00:00 39025.0 39096.0 39022.0 \n",
"2022-03-14 10:55:00 2022-03-14 10:55:00+00:00 39089.0 39134.0 39072.0 \n",
"2022-03-14 11:00:00 2022-03-14 11:00:00+00:00 39112.0 39133.0 39066.0 \n",
"\n",
" close volume \n",
"time \n",
"2022-03-10 10:00:00 39224.0 1.232851e+07 \n",
"2022-03-10 10:05:00 39202.0 9.854052e+06 \n",
"2022-03-10 10:10:00 39220.0 9.966978e+06 \n",
"2022-03-10 10:15:00 39205.0 9.997023e+06 \n",
"2022-03-10 10:20:00 39202.0 8.136784e+06 \n",
"... ... ... \n",
"2022-03-14 10:40:00 39040.0 9.049719e+06 \n",
"2022-03-14 10:45:00 39025.0 4.972424e+06 \n",
"2022-03-14 10:50:00 39089.0 2.936812e+06 \n",
"2022-03-14 10:55:00 39112.0 4.526722e+06 \n",
"2022-03-14 11:00:00 39066.0 4.075655e+06 \n",
"\n",
"[65 rows x 6 columns]"
]
},
"execution_count": 17,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# 10時から11時\n",
"df.between_time(\"10:00\", \"11:00\")"
]
},
{
"cell_type": "markdown",
"id": "71690e21-a191-4bb5-b8de-06ab80e98dc3",
"metadata": {},
"source": [
"## ブールインデックス\n",
"\n",
"SeriesやDataFrameに対して比較演算すると、ブール値が返ります。"
]
},
{
"cell_type": "code",
"execution_count": 18,
"id": "866b96db-42f8-41b2-bf98-f8847a2ebe9c",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"time\n",
"2022-03-09 20:00:00 False\n",
"2022-03-09 20:05:00 True\n",
"2022-03-09 20:10:00 True\n",
"2022-03-09 20:15:00 False\n",
"2022-03-09 20:20:00 False\n",
" ... \n",
"2022-03-15 00:35:00 False\n",
"2022-03-15 00:40:00 False\n",
"2022-03-15 00:45:00 False\n",
"2022-03-15 00:50:00 False\n",
"2022-03-15 00:55:00 False\n",
"Name: volume, Length: 1500, dtype: bool"
]
},
"execution_count": 18,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.loc[:, \"volume\"] > 1e+7"
]
},
{
"cell_type": "markdown",
"id": "dcdfe1dc-cc75-4fc2-b905-00c7ccfac42c",
"metadata": {},
"source": [
"locにブール値を指定することで、Trueの要素に対してアクセスできます。"
]
},
{
"cell_type": "code",
"execution_count": 19,
"id": "28cea880-0b77-4a86-8669-a786a54a1b3b",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"\n",
"\n",
"
\n",
" \n",
" \n",
" | \n",
" startTime | \n",
" open | \n",
" high | \n",
" low | \n",
" close | \n",
" volume | \n",
"
\n",
" \n",
" time | \n",
" | \n",
" | \n",
" | \n",
" | \n",
" | \n",
" | \n",
"
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" \n",
" \n",
" \n",
" 2022-03-09 20:05:00 | \n",
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" 42254.0 | \n",
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\n",
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" 1.741020e+07 | \n",
"
\n",
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" 2022-03-09 20:40:00 | \n",
" 2022-03-09 20:40:00+00:00 | \n",
" 41947.0 | \n",
" 41993.0 | \n",
" 41826.0 | \n",
" 41850.0 | \n",
" 1.928753e+07 | \n",
"
\n",
" \n",
" 2022-03-09 20:50:00 | \n",
" 2022-03-09 20:50:00+00:00 | \n",
" 41877.0 | \n",
" 41920.0 | \n",
" 41724.0 | \n",
" 41865.0 | \n",
" 2.270338e+07 | \n",
"
\n",
" \n",
" 2022-03-09 21:05:00 | \n",
" 2022-03-09 21:05:00+00:00 | \n",
" 41897.0 | \n",
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" 41822.0 | \n",
" 1.060387e+07 | \n",
"
\n",
" \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
"
\n",
" \n",
" 2022-03-14 23:55:00 | \n",
" 2022-03-14 23:55:00+00:00 | \n",
" 39620.0 | \n",
" 39731.0 | \n",
" 39614.0 | \n",
" 39689.0 | \n",
" 1.003464e+07 | \n",
"
\n",
" \n",
" 2022-03-15 00:00:00 | \n",
" 2022-03-15 00:00:00+00:00 | \n",
" 39689.0 | \n",
" 39835.0 | \n",
" 39608.0 | \n",
" 39700.0 | \n",
" 5.662910e+07 | \n",
"
\n",
" \n",
" 2022-03-15 00:05:00 | \n",
" 2022-03-15 00:05:00+00:00 | \n",
" 39700.0 | \n",
" 39759.0 | \n",
" 39647.0 | \n",
" 39718.0 | \n",
" 1.092920e+07 | \n",
"
\n",
" \n",
" 2022-03-15 00:10:00 | \n",
" 2022-03-15 00:10:00+00:00 | \n",
" 39718.0 | \n",
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" 1.141035e+07 | \n",
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\n",
" \n",
" 2022-03-15 00:15:00 | \n",
" 2022-03-15 00:15:00+00:00 | \n",
" 39555.0 | \n",
" 39555.0 | \n",
" 39383.0 | \n",
" 39451.0 | \n",
" 2.928895e+07 | \n",
"
\n",
" \n",
"
\n",
"
492 rows × 6 columns
\n",
"
"
],
"text/plain": [
" startTime open high low \\\n",
"time \n",
"2022-03-09 20:05:00 2022-03-09 20:05:00+00:00 42254.0 42357.0 42246.0 \n",
"2022-03-09 20:10:00 2022-03-09 20:10:00+00:00 42253.0 42318.0 42123.0 \n",
"2022-03-09 20:40:00 2022-03-09 20:40:00+00:00 41947.0 41993.0 41826.0 \n",
"2022-03-09 20:50:00 2022-03-09 20:50:00+00:00 41877.0 41920.0 41724.0 \n",
"2022-03-09 21:05:00 2022-03-09 21:05:00+00:00 41897.0 41968.0 41819.0 \n",
"... ... ... ... ... \n",
"2022-03-14 23:55:00 2022-03-14 23:55:00+00:00 39620.0 39731.0 39614.0 \n",
"2022-03-15 00:00:00 2022-03-15 00:00:00+00:00 39689.0 39835.0 39608.0 \n",
"2022-03-15 00:05:00 2022-03-15 00:05:00+00:00 39700.0 39759.0 39647.0 \n",
"2022-03-15 00:10:00 2022-03-15 00:10:00+00:00 39718.0 39734.0 39552.0 \n",
"2022-03-15 00:15:00 2022-03-15 00:15:00+00:00 39555.0 39555.0 39383.0 \n",
"\n",
" close volume \n",
"time \n",
"2022-03-09 20:05:00 42253.0 1.541197e+07 \n",
"2022-03-09 20:10:00 42146.0 1.741020e+07 \n",
"2022-03-09 20:40:00 41850.0 1.928753e+07 \n",
"2022-03-09 20:50:00 41865.0 2.270338e+07 \n",
"2022-03-09 21:05:00 41822.0 1.060387e+07 \n",
"... ... ... \n",
"2022-03-14 23:55:00 39689.0 1.003464e+07 \n",
"2022-03-15 00:00:00 39700.0 5.662910e+07 \n",
"2022-03-15 00:05:00 39718.0 1.092920e+07 \n",
"2022-03-15 00:10:00 39555.0 1.141035e+07 \n",
"2022-03-15 00:15:00 39451.0 2.928895e+07 \n",
"\n",
"[492 rows x 6 columns]"
]
},
"execution_count": 19,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.loc[df.loc[:, \"volume\"] > 1e+7, :]"
]
},
{
"cell_type": "markdown",
"id": "b9622148-1c6a-40b3-bc5e-bd5e8445967c",
"metadata": {},
"source": [
"## 要素の変更\n",
"\n",
"インデックスで指定した要素に対して代入すると、値が変更されます。"
]
},
{
"cell_type": "code",
"execution_count": 20,
"id": "13b1416b-a1b2-4cc6-b47c-cef543249631",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
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\n",
" \n",
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" low | \n",
" close | \n",
" volume | \n",
"
\n",
" \n",
" time | \n",
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" | \n",
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" | \n",
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" 2022-03-09 20:00:00 | \n",
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\n",
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" 2022-03-09 20:15:00 | \n",
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\n",
" \n",
" 2022-03-09 20:20:00 | \n",
" 2022-03-09 20:20:00+00:00 | \n",
" 42089.0 | \n",
" 42190.0 | \n",
" 42089.0 | \n",
" 42110.0 | \n",
" 5.248858e+06 | \n",
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\n",
" \n",
"
\n",
"
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],
"text/plain": [
" startTime open high low \\\n",
"time \n",
"2022-03-09 20:00:00 2022-03-09 20:00:00+00:00 42229.0 42271.0 42228.0 \n",
"2022-03-09 20:05:00 2022-03-09 20:05:00+00:00 42254.0 42357.0 42246.0 \n",
"2022-03-09 20:10:00 2022-03-09 20:10:00+00:00 42253.0 42318.0 42123.0 \n",
"2022-03-09 20:15:00 2022-03-09 20:15:00+00:00 42147.0 42183.0 42080.0 \n",
"2022-03-09 20:20:00 2022-03-09 20:20:00+00:00 42089.0 42190.0 42089.0 \n",
"\n",
" close volume \n",
"time \n",
"2022-03-09 20:00:00 42254.0 0.000000e+00 \n",
"2022-03-09 20:05:00 42253.0 1.541197e+07 \n",
"2022-03-09 20:10:00 42146.0 1.741020e+07 \n",
"2022-03-09 20:15:00 42089.0 8.337687e+06 \n",
"2022-03-09 20:20:00 42110.0 5.248858e+06 "
]
},
"execution_count": 20,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.loc[\"2022-03-09 20:00\", \"volume\"] = 0\n",
"df.head()"
]
},
{
"cell_type": "code",
"execution_count": 21,
"id": "4bcca3c1-88d7-4542-a8ff-f6f47c700654",
"metadata": {},
"outputs": [
{
"data": {
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" low | \n",
" close | \n",
" volume | \n",
"
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" \n",
" time | \n",
" | \n",
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" 2022-03-09 20:00:00 | \n",
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"text/plain": [
" startTime open high low \\\n",
"time \n",
"2022-03-09 20:00:00 0 0.0 0.0 0.0 \n",
"2022-03-09 20:05:00 2022-03-09 20:05:00+00:00 42254.0 42357.0 42246.0 \n",
"2022-03-09 20:10:00 2022-03-09 20:10:00+00:00 42253.0 42318.0 42123.0 \n",
"2022-03-09 20:15:00 2022-03-09 20:15:00+00:00 42147.0 42183.0 42080.0 \n",
"2022-03-09 20:20:00 2022-03-09 20:20:00+00:00 42089.0 42190.0 42089.0 \n",
"\n",
" close volume \n",
"time \n",
"2022-03-09 20:00:00 0.0 0.000000e+00 \n",
"2022-03-09 20:05:00 42253.0 1.541197e+07 \n",
"2022-03-09 20:10:00 42146.0 1.741020e+07 \n",
"2022-03-09 20:15:00 42089.0 8.337687e+06 \n",
"2022-03-09 20:20:00 42110.0 5.248858e+06 "
]
},
"execution_count": 21,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.loc[\"2022-03-09 20:00\", :] = 0\n",
"df.head()"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3 (ipykernel)",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.9.6"
}
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"nbformat_minor": 5
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