擅长:python、mysql、java
<p>棘手的部分是合并具有不同日期时间分辨率索引的两个序列/数据帧。一旦你智能地组合它们,你就可以正常地过滤了。在</p>
<pre><code># Make sure your series has a name
# Make sure the index is pure dates, not date 00:00:00
most_liquid_contracts.name = 'most'
most_liquid_conttracts.index = most_liquid_contracts.index.date
data = df
data['day'] = data.index.date
combined = data.join(most_liquid_contracts, on='day', how='left')
</code></pre>
<p>现在你可以做一些类似</p>
^{pr2}$
<p>这将产生<code>data</code>(<code>df</code>)中的行,其中<code>data.delivery</code>等于当天<code>most_liquid_contracts</code>中的值。在</p>