重采样错误：ValueError：无法使用方法或限制重新索引非唯一索引

Question

我的数据框如下所示：

    timestamp
2020-03-01 01:11:42.520      -674.0
2020-03-01 02:00:48.778      -700.0
2020-03-01 02:00:58.850      -702.0
2020-03-01 11:45:23.741     -1249.0
2020-03-02 01:56:51.021     -1229.0
2020-03-02 01:56:51.021      -917.0
2020-03-02 01:56:51.021      -837.0

我尝试做的是：

cum = (orders[['cum']]
        .resample('1S')
        .bfill()
        .fillna('ffill')
      )

然后我收到标题错误消息，知道它是什么意思吗？感谢您的帮助！

Answer 1

一个想法是首先过滤重复的索引值以像您的解决方案一样重新采样，然后过滤重复到 added 系列，按楼层更改索引并通过排序添加到原始值：

print (orders)
                            cum
timestamp                      
2020-03-01 01:11:42.520  -674.0
2020-03-01 02:00:48.778  -700.0
2020-03-01 02:00:58.850  -702.0
2020-03-01 11:45:23.741 -1249.0
2020-03-02 01:56:51.021 -1229.0
2020-03-02 01:56:51.021  -917.0
2020-03-02 01:56:51.021  -837.0
2020-03-02 01:56:54.021   -67.0

mask = orders.index.duplicated()
cum = (orders.loc[~mask, 'cum']
        .resample('1S')
        .bfill()
        .ffill()
      )
added = orders.loc[mask, 'cum']
added.index = added.index.floor('S')
cum = added.append(cum).sort_index()
print (cum.tail(10))
timestamp
2020-03-02 01:56:47   -1229.0
2020-03-02 01:56:48   -1229.0
2020-03-02 01:56:49   -1229.0
2020-03-02 01:56:50   -1229.0
2020-03-02 01:56:51   -1229.0
2020-03-02 01:56:51    -917.0
2020-03-02 01:56:51    -837.0
2020-03-02 01:56:52     -67.0
2020-03-02 01:56:53     -67.0
2020-03-02 01:56:54     -67.0
Name: cum, dtype: float64