def values_at_time(obj, time, tz=None, asof=False): """ Select values at particular time of day (e.g. 9:30AM) Parameters ---------- time : datetime.time or string tz : string or pytz.timezone Time zone for time. Corresponding timestamps would be converted to time zone of the TimeSeries Returns ------- values_at_time : TimeSeries """ from dateutil.parser import parse if asof: raise NotImplementedError if tz: raise NotImplementedError if not isinstance(obj.index, DatetimeIndex): raise NotImplementedError if isinstance(time, basestring): time = parse(time).time() # TODO: time object with tzinfo? mus = _time_to_nanosecond(time) indexer = lib.values_at_time(obj.index.asi8, mus) indexer = com._ensure_platform_int(indexer) return obj.take(indexer)
def _indices_at_time(self, key): from dateutil.parser import parse # TODO: time object with tzinfo? nanos = _time_to_nanosecond(key) indexer = lib.values_at_time(self.asi8, nanos) return com._ensure_platform_int(indexer)