I got the following error message when trying to slicing a pandas dataframe using labels.
triggerDate = dat.loc[dat.Close <= threshold[0]][:1].index
cutDate= triggerDate.shift(1, 'd')
dat.truncate(before=triggerDate, after=cutDate)
TypeError: Cannot convert input [DatetimeIndex(['2010-05-05'], dtype='datetime64[ns]', name=u'Date', freq=None)] of type to Timestamp
I am confused why datetimeIndex object cannot be used to slice this pandas dataframe here, because from the documentation on truncating function, this should work? Why do I still need to convert datetimeIndex to Timestamp?
So I am guessing I probably miss some details here? Any help would be appreciated. Thanks!
And here is the code and output of my sample dat:
type(dat)
class 'pandas.core.frame.DataFrame'
dat.head(5)
Open High Low Close Volume Adj Close Cash Position
Date
2010-05-03 13.18 13.49 13.18 13.30 106416800 10.747104 11.7 9988.3
2010-05-04 13.07 13.08 12.75 12.85 123207400 10.383480 0.0 0.0
2010-05-05 12.32 12.70 11.59 12.34 198525600 9.971373 0.0 0.0
2010-05-06 12.17 12.51 10.59 11.78 237094700 9.518863 0.0 0.0
2010-05-07 11.95 11.97 10.95 11.51 261066500 9.300689 0.0 0.0
triggerDate
DatetimeIndex(['2010-05-05'], dtype='datetime64[ns]', name=u'Date', freq=None)
type(triggerDate)
class 'pandas.tseries.index.DatetimeIndex'
type(cutDate)
class 'pandas.tseries.index.DatetimeIndex'
I think yous need [0] for convert DatetimeIndex as array with one value to scalar:
triggerDate = dat.loc[dat.Close <= threshold[0]][:1].index[0]
Or better:
triggerDate = dat.index[dat.Close <= threshold[0]][0]