Exemplo n.º 1
0
    # 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)
Exemplo n.º 2
0
    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)