# choose run_example = 0 for everything # run_example = 1 - combine intraday dataframe with daily data dataframe run_example = 0 if run_example == 1 or run_example == 0: df_intraday = pd.DataFrame(index=pd.date_range(start='01 Jan 2020', end='10 Jan 2020', freq='1min'), columns=['ones']) df_intraday['ones'] = 1 df_intraday = df_intraday.tz_localize('utc') df_daily = pd.DataFrame(index=pd.date_range(start='01 Jan 2020', end='10 Jan 2020', freq='B'), columns=['ones', 'twos']) df_daily['ones'] = 1 df_daily['twos'] = 2 df_joined = calculations.join_intraday_daily( df_intraday, df_daily, daily_time_of_day='10:00', daily_time_zone='Europe/London') print(df_joined)
calendar = Calendar() filter = Filter() # choose run_example = 0 for everything # run_example = 1 - combine intraday dataframe with daily data dataframe run_example = 0 if run_example == 1 or run_example == 0: df_intraday = pd.DataFrame( index=pd.date_range(start="01 Jan 2020", end="10 Jan 2020", freq="1min"), columns=["ones"]) df_intraday["ones"] = 1 df_intraday = df_intraday.tz_localize("utc") df_daily = pd.DataFrame( index=pd.date_range(start="01 Jan 2020", end="10 Jan 2020", freq="B"), columns=["ones", "twos"]) df_daily["ones"] = 1 df_daily["twos"] = 2 df_joined = calculations.join_intraday_daily( df_intraday, df_daily, daily_time_of_day="10:00", daily_time_zone="Europe/London") print(df_joined)