占戈灬礻申
问题描述
具有以下时间序列:
In [65]: p Out[65]: Date 2008-06-02 125.20 2008-06-03 124.47 2008-06-04 124.40 2008-06-05 126.89 2008-06-06 122.84 2008-06-09 123.14 2008-06-10 122.53 2008-06-11 120.73 2008-06-12 121.19 Name: SPY
如何在特定日期 +/- 2 个相邻(工作日)进行切片，即如??果 d = '2008-06-06':
how can I slice on a specfic date +/- 2 neighbouring (business) days, so ie if d = '2008-06-06':
-2 2008-06-04 124.40 -1 2008-06-05 126.89 0 2008-06-06 122.84 1 2008-06-09 123.14 2 2008-06-10 122.53
推荐答案
你可以使用索引方法get_loc，然后切片:
You could use the index method get_loc, and then slice:
d = pd.to_datetime('2008-06-06')
loc = s.index.get_loc(d)
In [12]: loc
Out[12]: 4
In [13]: s[loc-2:loc+3]
Out[13]:
2008-06-04 124.40
2008-06-05 126.89
2008-06-06 122.84
2008-06-09 123.14
2008-06-10 122.53
Name: SPY
.
如果你只是在两天内对这些感兴趣:
In [14]: dt = datetime.timedelta(1) In [15]: s[d - 2*dt:d + 2*dt] Out[15]: 2008-06-04 124.40 2008-06-05 126.89 2008-06-06 122.84 Name: SPY
