polars.DataFrame.upsample#

DataFrame.upsample(
time_column: str,
*,
every: str | timedelta,
group_by: str | Sequence[str] | None = None,
maintain_order: bool = False,
) → Self[source]#

Upsample a DataFrame at a regular frequency.

The every argument is 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 calendar day)

  • 1w (1 calendar week)

  • 1mo (1 calendar month)

  • 1q (1 calendar quarter)

  • 1y (1 calendar year)

  • 1i (1 index count)

Or combine them:

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

By “calendar day”, we mean the corresponding time on the next day (which may not be 24 hours, due to daylight savings). Similarly for “calendar week”, “calendar month”, “calendar quarter”, and “calendar year”.

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.

group_by

First group by these columns and then upsample for every group.

maintain_order

Keep the ordering predictable. This is slower.

Returns:
DataFrame

Result will be sorted by time_column (but note that if group_by columns are passed, it will only be sorted within each group).

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],
...     }
... ).set_sorted("time")
>>> df.upsample(
...     time_column="time", every="1mo", group_by="groups", maintain_order=True
... ).select(pl.all().forward_fill())
shape: (7, 3)
┌─────────────────────┬────────┬────────┐
│ time                ┆ groups ┆ values │
│ ---                 ┆ ---    ┆ ---    │
│ datetime[μs]        ┆ 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      │
└─────────────────────┴────────┴────────┘