Find closest row of DataFrame to given time in Pandas

Question

I have a Pandas dataframe which is indexed by a DatetimeIndex:

DatetimeIndex: 53732 entries, 1993-01-07 12:23:5         


        

Answer 1

I was confronting the same problem today. I wanted a function able to give me the closest value prior a given timestamp. Here is the function I got:

def get_nearest_past(data, timestamp):
    index = data.index.get_loc(timestamp,"ffill")
    return data.iloc[index]

In the case that you need the global closest (and not the closest before as in my case), you can use:

def get_nearest(data, timestamp):
    index = data.index.get_loc(timestamp,"nearest")
    return data.iloc[index]

You can find more information in the get_loc documentation.