polars.DataFrame.upsample

DataFrame.upsample(time_column: str, every: str, offset: Optional[str] = None, by: Optional[Union[str, Sequence[str]]] = None, maintain_order: bool = False) → polars.internals.frame.DF

Upsample a DataFrame at a regular frequency.

Parameters

time_column

time column will be used to determine a date_range. Note that this column has to be sorted for the output to make sense.

every

interval will start ‘every’ duration

offset

change the start of the date_range by this offset.

by

First group by these columns and then upsample for every group

maintain_order

Keep the ordering predictable. This is slower.

The `period` and `offset` arguments are created with

the following string language:

- 1ns (1 nanosecond)

- 1us (1 microsecond)

- 1ms (1 millisecond)

- 1s (1 second)

- 1m (1 minute)

- 1h (1 hour)

- 1d (1 day)

- 1w (1 week)

- 1mo (1 calendar month)

- 1y (1 calendar year)

- 1i (1 index count)

Or combine them:

“3d12h4m25s” # 3 days, 12 hours, 4 minutes, and 25 seconds

Examples

Upsample a DataFrame by a certain interval.

>>> from datetime import datetime
>>> df = pl.DataFrame(
...     {
...         "time": [
...             datetime(2021, 2, 1),
...             datetime(2021, 4, 1),
...             datetime(2021, 5, 1),
...             datetime(2021, 6, 1),
...         ],
...         "groups": ["A", "B", "A", "B"],
...         "values": [0, 1, 2, 3],
...     }
... )
>>> (
...     df.upsample(
...         time_column="time", every="1mo", by="groups", maintain_order=True
...     ).select(pl.all().forward_fill())
... )
shape: (7, 3)
┌─────────────────────┬────────┬────────┐
│ time                ┆ groups ┆ values │
│ ---                 ┆ ---    ┆ ---    │
│ datetime[ns]        ┆ str    ┆ i64    │
╞═════════════════════╪════════╪════════╡
│ 2021-02-01 00:00:00 ┆ A      ┆ 0      │
├╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┤
│ 2021-03-01 00:00:00 ┆ A      ┆ 0      │
├╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┤
│ 2021-04-01 00:00:00 ┆ A      ┆ 0      │
├╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┤
│ 2021-05-01 00:00:00 ┆ A      ┆ 2      │
├╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┤
│ 2021-04-01 00:00:00 ┆ B      ┆ 1      │
├╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┤
│ 2021-05-01 00:00:00 ┆ B      ┆ 1      │
├╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┤
│ 2021-06-01 00:00:00 ┆ B      ┆ 3      │
└─────────────────────┴────────┴────────┘

polars.DataFrame.unnest polars.DataFrame.var