如何在 Pandas 中选择“本月的最后一个工作日"?

2022-01-11 00:00:00 python pandas dataframe datetime time-series

问题描述

我正在尝试在本月最后一天的条件下对 DataFrame 进行子集化.我用过:

I'm trying to subset a DataFrame on the condition that is the last of the month. I used:

df['Month_End'] = df.index.is_month_end sample = df[df['Month_End'] == 1]

这行得通，但我正在处理股市数据，所以我错过了所有实际月底在周末的情况，我需要一种方法来选择本月的最后一个工作日"".

This works, but I'm working with stock market data, so I'm missing all the instances where the actual end of the month is during the weekend, I need a way to select the "last business day of the month".

解决方案

可以生成一个freq='BM' 获得每个月最后一个工作日的时间序列".

You can generate a time series with the last business day of each month by passing in freq='BM'.

例如，要创建一系列 2014 年最后一个工作日:

For example, to create a series of the last business days of 2014:

>>> pd.date_range('1/1/2014', periods=12, freq='BM') [2014-01-31 00:00:00, ..., 2014-12-31 00:00:00] Length: 12, Freq: BM, Timezone: None

然后您可以使用此时间序列来子集/重新索引您的 DataFrame.

You could then use this timeseries to subset/reindex your DataFrame.

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