Pandas OHLC aggregation on OHLC data

Question

I understand that OHLC re-sampling of time series data in Pandas, using one column of data, will work perfectly, for example on the following dataframe:

>         


        

Answer 1

This one seems to work,

def ohlcVolume(x):
    if len(x):
        ohlc={ "open":x["open"][0],"high":max(x["high"]),"low":min(x["low"]),"close":x["close"][-1],"volume":sum(x["volume"])}
        return pd.Series(ohlc)

daily=df.resample('1D').apply(ohlcVolume)