I have a dataframe that contains 1 years of weekly OHLC data.
What do I need ?
- list only the last monday’s data of each month. For example, May has 5 weeks and I want to list the last monday’s data of may and need to discard the rest. Here’s the code that I tried and I’m able to list the data on weekly basis. I got stuck here!
Any help would be appreciated!
import pandas as pd
import yfinance as yf
import datetime
from datetime import date, timedelta
periods=pd.date_range(start='2021-4-30',periods=60,freq='W')
start = periods[0].strftime('%Y-%m-%d')
end = periods[-1].strftime('%Y-%m-%d')
symbol="^NSEI"
df=yf.download(symbol,start,end,interval="1wk",index=periods)
Answers:
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Method 1
You can use groupby(pd.Grouper()) to group by month and get the latest record.
# reset index to flatten columns df = df.reset_index() # copy date column to label last monday of a month df['last_monday_of_month'] = df['Date'] # groupby month and get latest record df.groupby(pd.Grouper(freq='M', key='Date')).last().reset_index()
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