fefc1fc7fefd84f31018a4b02e08df6e4ae5fa71,QUANTAXIS/QAData/data_resample.py,,QA_data_day_resample,#Any#Any#,105

Before Change

        day_data=day_data.set_index("date",drop=False)

    day_data_p = day_data.resample(type_).last()
    return day_data_p.assign(open=day_data.open.resample(type_).first()).assign(high=day_data.high.resample(type_).max()).assign(low=day_data.low.resample(type_).min())\
                .assign(vol=day_data.vol.resample(type_).sum() if "vol" in day_data.columns else day_data.volume.resample(type_).sum())\
                .assign(amount=day_data.amount.resample(type_).sum()).dropna().set_index("date")

After Change

    day_data_p = day_data.resample(type_).last()

    CONVERSION = {"open": "first", "high": "max", "low": "min", "close": "last", "vol": "sum"} if "vol" in day_data.columns else {
        "open": "first", "high": "max", "low": "min", "close": "last", "volume": "sum"}

    return day_data.resample(type_, closed="right").apply(CONVERSION)

Instances