我有一分钟的数据:
# Import data
import yfinance as yf
data = yf.download(tickers="MSFT", period="7d", interval="1m")
print(data.tail())
我想删除那个些细微差别比日常差别更大的观察结果,我们指的是分秒必争的日子。我想把这条规则应用于除卷以外的每一列。代码的开头:
minute_diff = data.diff()
dail_diff = data.resample('D').last().diff().median()
# here remove rows from data were minute_diff is grater than daily diff
我找到了解决办法:
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