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pythonpandasdatefinance

Subsetting last business day of the week in python data frame

I have a below sample Data Frame and would like to subset the dataframe which has the last business day of particular week to separate data frame. I have tried many ways but not able to do for weekday.

df = 

        Date    Open    High    Low Close   Adj Close   Volume
0   2007-06-01  0.33979 0.33979 0.33979 0.33979 0.33979 1591888
1   2007-06-02  0.33074 0.33074 0.33074 0.33074 0.33074 88440
2   2007-06-04  0.33526 0.33526 0.33526 0.33526 0.33526 3538
3   2007-06-05  0.32113 0.32113 0.32113 0.32113 0.32113 3550
4   2007-06-06  0.34713 0.34713 0.34713 0.34713 0.34713 670
5   2007-06-07  0.34713 0.34713 0.34713 0.34713 0.34713 670

OUTPUT

      Date    Open    High    Low Close   Adj Close   Volume
1   2007-06-02  0.33074 0.33074 0.33074 0.33074 0.33074 88440
2   2007-06-07  0.34713 0.34713 0.34713 0.34713 0.34713 670

Code I have tried:

df_output = df.loc[df.Date.isin(df.Date + pd.offsets.BWeekEnd(1))]
Solution

  • Could this help you?

    import pandas as pd
import numpy as np
df =  pd.DataFrame({"Date": ["2007-06-01",
                             "2007-06-02",
                            "2007-06-04",
                            "2007-06-05",
                            "2007-06-06",
                            "2007-06-07"],
                    "High": [0.33979,
                             0.33074,
                             0.33526,
                             0.32113,
                             0.34713,
                             0.34713]})
df["week"] = df["Date"].astype("M8[us]").dt.week
last_day = df.groupby("week")["Date"].max().values
del df["week"]
df[df["Date"].isin(last_day)]