pandas dataframe按時間連續性分塊

當時序數據不連續時，需要將連續的數據划分為一塊，基於pandas dataframe的方案如下。

>>> df
  DateAnalyzed       Val
1   2018-03-18  0.470253
2   2018-03-19  0.470253
3   2018-03-20  0.470253
4   2017-01-20  0.485949  # < watch out for this
5   2018-09-25  0.467729
6   2018-09-26  0.467729
7   2018-09-27  0.467729

>>> df.dtypes
DateAnalyzed    datetime64[ns]
Val                    float64
dtype: object



>>> dt = df['DateAnalyzed']
>>> day = pd.Timedelta('1d')
>>> in_block = ((dt - dt.shift(-1)).abs() == day) | (dt.diff() == day)
>>> in_block
1     True
2     True
3     True
4    False
5     True
6     True
7     True
Name: DateAnalyzed, dtype: bool



>>> filt = df.loc[in_block]
>>> breaks = filt['DateAnalyzed'].diff() != day
>>> groups = breaks.cumsum()
>>> groups
1    1
2    1
3    1
5    2
6    2
7    2
Name: DateAnalyzed, dtype: int64



>>> for _, frame in filt.groupby(groups):
...     print(frame, end='\n\n')
... 
  DateAnalyzed       Val
1   2018-03-18  0.470253
2   2018-03-19  0.470253
3   2018-03-20  0.470253

  DateAnalyzed       Val
5   2018-09-25  0.467729
6   2018-09-26  0.467729
7   2018-09-27  0.467729