test_resample.py 文件源码

def test_resample_ohlc(self):
        s = self.series

        grouper = TimeGrouper(Minute(5))
        expect = s.groupby(grouper).agg(lambda x: x[-1])
        result = s.resample('5Min').ohlc()

        self.assertEqual(len(result), len(expect))
        self.assertEqual(len(result.columns), 4)

        xs = result.iloc[-2]
        self.assertEqual(xs['open'], s[-6])
        self.assertEqual(xs['high'], s[-6:-1].max())
        self.assertEqual(xs['low'], s[-6:-1].min())
        self.assertEqual(xs['close'], s[-2])

        xs = result.iloc[0]
        self.assertEqual(xs['open'], s[0])
        self.assertEqual(xs['high'], s[:5].max())
        self.assertEqual(xs['low'], s[:5].min())
        self.assertEqual(xs['close'], s[4])