How to get the delta value of a row using pandas dataframe
I got a dataframe combined with index = datetime
andcolumn = {'currentprice'}
index currentPrice
2015-03-26 10:09:01 75.75
2015-03-26 10:11:57 75.70
Now I want to get the delta value for every 3 minutes (as an example), I can get the data tactics like this:
index delta
2015-03-26 10:09:01 -0.05
2015-03-26 10:11:57 0.10
...
What should I do?
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To expand on the answer given in the comments, you can use
df['delta'] = df.currentPrice.diff().shift(-1)
to get the difference between the price on one line and the next. However, if you are really interested in finding the difference between time periods divided by 3 minutes and not 2m56s in your data, you will need to reprogram your timers using the resample method as described here: http://pandas.pydata.org/ pandas-docs / dev / timeseries.html
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