python - 计算 Pandas Dataframe 索引之间的时间差

Question

我正在尝试将一列 deltaT 添加到数据帧中，其中 deltaT 是连续行之间的时间差(在时间序列中索引)。

time                 value

2012-03-16 23:50:00      1
2012-03-16 23:56:00      2
2012-03-17 00:08:00      3
2012-03-17 00:10:00      4
2012-03-17 00:12:00      5
2012-03-17 00:20:00      6
2012-03-20 00:43:00      7

想要的结果如下所示(deltaT 单位以分钟为单位):

time                 value  deltaT

2012-03-16 23:50:00      1       0
2012-03-16 23:56:00      2       6
2012-03-17 00:08:00      3      12
2012-03-17 00:10:00      4       2
2012-03-17 00:12:00      5       2
2012-03-17 00:20:00      6       8
2012-03-20 00:43:00      7      23

Answer 1

注意这是使用 numpy >= 1.7，对于 numpy < 1.7，请参见此处的转换:http://pandas.pydata.org/pandas-docs/dev/timeseries.html#time-deltas

您的原始框架，带有日期时间索引

In [196]: df
Out[196]: 
                     value
2012-03-16 23:50:00      1
2012-03-16 23:56:00      2
2012-03-17 00:08:00      3
2012-03-17 00:10:00      4
2012-03-17 00:12:00      5
2012-03-17 00:20:00      6
2012-03-20 00:43:00      7

In [199]: df.index
Out[199]: 
<class 'pandas.tseries.index.DatetimeIndex'>
[2012-03-16 23:50:00, ..., 2012-03-20 00:43:00]
Length: 7, Freq: None, Timezone: None

这是你想要的 timedelta64

In [200]: df['tvalue'] = df.index

In [201]: df['delta'] = (df['tvalue']-df['tvalue'].shift()).fillna(0)

In [202]: df
Out[202]: 
                     value              tvalue            delta
2012-03-16 23:50:00      1 2012-03-16 23:50:00         00:00:00
2012-03-16 23:56:00      2 2012-03-16 23:56:00         00:06:00
2012-03-17 00:08:00      3 2012-03-17 00:08:00         00:12:00
2012-03-17 00:10:00      4 2012-03-17 00:10:00         00:02:00
2012-03-17 00:12:00      5 2012-03-17 00:12:00         00:02:00
2012-03-17 00:20:00      6 2012-03-17 00:20:00         00:08:00
2012-03-20 00:43:00      7 2012-03-20 00:43:00 3 days, 00:23:00

在不考虑天差的情况下找出答案(你的最后一天是 3/20，之前是 3/17)，实际上很棘手

In [204]: df['ans'] = df['delta'].apply(lambda x: x  / np.timedelta64(1,'m')).astype('int64') % (24*60)

In [205]: df
Out[205]: 
                     value              tvalue            delta  ans
2012-03-16 23:50:00      1 2012-03-16 23:50:00         00:00:00    0
2012-03-16 23:56:00      2 2012-03-16 23:56:00         00:06:00    6
2012-03-17 00:08:00      3 2012-03-17 00:08:00         00:12:00   12
2012-03-17 00:10:00      4 2012-03-17 00:10:00         00:02:00    2
2012-03-17 00:12:00      5 2012-03-17 00:12:00         00:02:00    2
2012-03-17 00:20:00      6 2012-03-17 00:20:00         00:08:00    8
2012-03-20 00:43:00      7 2012-03-20 00:43:00 3 days, 00:23:00   23