'Get latest N days/hours/minutes data considering business hours and days with pandas
I have following data
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Datetime
2022-05-12 13:00:00-04:00 141.779999 142.470001 140.000000 140.259995
2022-05-12 14:00:00-04:00 140.220001 140.479996 138.800003 139.600006
2022-05-12 15:00:00-04:00 139.610001 142.860001 139.399994 142.589996
2022-05-13 09:00:00-04:00 144.589996 145.229996 143.250000 144.984406 <--- Friday
2022-05-13 10:00:00-04:00 144.990005 146.919998 144.979996 146.860001
2022-05-13 11:00:00-04:00 146.869995 147.839996 146.559998 147.039093
2022-05-13 12:00:00-04:00 147.059998 148.104996 146.809998 147.255005
2022-05-13 13:00:00-04:00 147.257202 147.479996 146.000000 146.214996
2022-05-13 14:00:00-04:00 146.199997 146.929993 144.800003 146.860001
2022-05-13 15:00:00-04:00 146.878403 147.809998 145.919998 147.130005
2022-05-16 09:00:00-04:00 145.350006 146.160004 144.500000 145.023804 <--- Monday
2022-05-16 10:00:00-04:00 145.020004 146.660004 144.419998 144.429993
2022-05-16 11:00:00-04:00 144.440002 146.940002 144.179993 146.649994
2022-05-16 12:00:00-04:00 146.649994 146.800003 145.229996 145.380005
2022-05-16 13:00:00-04:00 145.369995 146.768997 145.149994 146.304993
2022-05-16 14:00:00-04:00 146.309998 147.519897 146.059998 146.955002
2022-05-16 15:00:00-04:00 146.944794 147.169998 145.000000 145.539993
2022-05-17 09:00:00-04:00 148.860001 149.199997 147.630005 147.797806 <--- Tuesday
2022-05-17 10:00:00-04:00 147.789993 148.320007 146.679993 147.339996
2022-05-17 11:00:00-04:00 147.339996 148.679993 147.050003 147.990601
2022-05-17 12:00:00-04:00 148.000000 148.401794 147.460007 147.990005
2022-05-17 13:00:00-04:00 147.990005 148.830093 147.649994 148.550003
2022-05-17 14:00:00-04:00 148.539993 149.330002 147.300293 149.109894
2022-05-17 15:00:00-04:00 149.106003 149.770004 148.789993 149.250000
2022-05-17 16:00:00-04:00 149.240005 149.240005 149.240005 149.240005 <--- Last recorded date
Based on last record, I want to get data for N time-interval, where N can be in days, hours, minutes, weeks, months. The weekends should be skipped as well as any time outside working hours 9:30 - 16:00.
For Ex., N = 2 days
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Datetime
2022-05-12 13:00:00-04:00 141.779999 142.470001 140.000000 140.259995
2022-05-12 14:00:00-04:00 140.220001 140.479996 138.800003 139.600006
2022-05-12 15:00:00-04:00 139.610001 142.860001 139.399994 142.589996
2022-05-13 09:00:00-04:00 144.589996 145.229996 143.250000 144.984406 <--- Friday
2022-05-13 10:00:00-04:00 144.990005 146.919998 144.979996 146.860001
2022-05-13 11:00:00-04:00 146.869995 147.839996 146.559998 147.039093
2022-05-13 12:00:00-04:00 147.059998 148.104996 146.809998 147.255005
2022-05-13 13:00:00-04:00 147.257202 147.479996 146.000000 146.214996
2022-05-13 14:00:00-04:00 146.199997 146.929993 144.800003 146.860001
2022-05-13 15:00:00-04:00 146.878403 147.809998 145.919998 147.130005 <====Result===
2022-05-16 09:00:00-04:00 145.350006 146.160004 144.500000 145.023804 <--- Monday
2022-05-16 10:00:00-04:00 145.020004 146.660004 144.419998 144.429993
2022-05-16 11:00:00-04:00 144.440002 146.940002 144.179993 146.649994
2022-05-16 12:00:00-04:00 146.649994 146.800003 145.229996 145.380005
2022-05-16 13:00:00-04:00 145.369995 146.768997 145.149994 146.304993
2022-05-16 14:00:00-04:00 146.309998 147.519897 146.059998 146.955002
2022-05-16 15:00:00-04:00 146.944794 147.169998 145.000000 145.539993
2022-05-17 09:00:00-04:00 148.860001 149.199997 147.630005 147.797806 <--- Tuesday
2022-05-17 10:00:00-04:00 147.789993 148.320007 146.679993 147.339996
2022-05-17 11:00:00-04:00 147.339996 148.679993 147.050003 147.990601
2022-05-17 12:00:00-04:00 148.000000 148.401794 147.460007 147.990005
2022-05-17 13:00:00-04:00 147.990005 148.830093 147.649994 148.550003
2022-05-17 14:00:00-04:00 148.539993 149.330002 147.300293 149.109894
2022-05-17 15:00:00-04:00 149.106003 149.770004 148.789993 149.250000
2022-05-17 16:00:00-04:00 149.240005 149.240005 149.240005 149.240005 <--- Last recorded date
N = 10 hours
open high low close
Datetime
2022-05-12 13:00:00-04:00 141.779999 142.470001 140.000000 140.259995
2022-05-12 14:00:00-04:00 140.220001 140.479996 138.800003 139.600006
2022-05-12 15:00:00-04:00 139.610001 142.860001 139.399994 142.589996
2022-05-13 09:00:00-04:00 144.589996 145.229996 143.250000 144.984406 <--- Friday
2022-05-13 10:00:00-04:00 144.990005 146.919998 144.979996 146.860001
2022-05-13 11:00:00-04:00 146.869995 147.839996 146.559998 147.039093
2022-05-13 12:00:00-04:00 147.059998 148.104996 146.809998 147.255005
2022-05-13 13:00:00-04:00 147.257202 147.479996 146.000000 146.214996
2022-05-13 14:00:00-04:00 146.199997 146.929993 144.800003 146.860001
2022-05-13 15:00:00-04:00 146.878403 147.809998 145.919998 147.130005
2022-05-16 09:00:00-04:00 145.350006 146.160004 144.500000 145.023804 <--- Monday
2022-05-16 10:00:00-04:00 145.020004 146.660004 144.419998 144.429993
2022-05-16 11:00:00-04:00 144.440002 146.940002 144.179993 146.649994
2022-05-16 12:00:00-04:00 146.649994 146.800003 145.229996 145.380005
2022-05-16 13:00:00-04:00 145.369995 146.768997 145.149994 146.304993 <====Result===
2022-05-16 14:00:00-04:00 146.309998 147.519897 146.059998 146.955002
2022-05-16 15:00:00-04:00 146.944794 147.169998 145.000000 145.539993
2022-05-17 09:00:00-04:00 148.860001 149.199997 147.630005 147.797806 <--- Tuesday
2022-05-17 10:00:00-04:00 147.789993 148.320007 146.679993 147.339996
2022-05-17 11:00:00-04:00 147.339996 148.679993 147.050003 147.990601
2022-05-17 12:00:00-04:00 148.000000 148.401794 147.460007 147.990005
2022-05-17 13:00:00-04:00 147.990005 148.830093 147.649994 148.550003
2022-05-17 14:00:00-04:00 148.539993 149.330002 147.300293 149.109894
2022-05-17 15:00:00-04:00 149.106003 149.770004 148.789993 149.250000
2022-05-17 16:00:00-04:00 149.240005 149.240005 149.240005 149.240005 <--- Last recorded date
How can I retrieve data like above examples for different time intervals. Thanks :)
Note that, last recorded date can be like - 2022-05-17 15:36:00-04:00, so 2 day difference will be 2022-05-13 15:36:00-04:00.
Sources
This article follows the attribution requirements of Stack Overflow and is licensed under CC BY-SA 3.0.
Source: Stack Overflow
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