I am using the code in the answer provided in the link below to aggregate the daily prices to 2-day period (freq='2B'); however, the datestamp shows the starting date of the aggregation period. Is it possible to show the result stamped with the last date of the period?
example: if aggregating over Jan 16th and 17th, the datestamp would show 2023-01-17
pd.Grouper() supports a convention parameter. You could set this param to "e" or "end". convention requires to have a period index. Thus, you should set the index first. Putting it all together:
import yfinance as yf
import pandas as pd
df = yf.download("AAPL", period="2y", interval="1h")
# set period index
df.index = df.index.to_period(freq="2B")
# use convention
df_agg = df.groupby(pd.Grouper(freq="2B", convention="end")).agg(
{"Open": "first", "High": "max", "Low": "min", "Close": "last", "Adj Close": "last"}
)
df_agg.head()
Output:
Open High Low Close Adj Close
Datetime
2021-01-22 133.863998 139.850006 133.789993 138.969894 138.969894
2021-01-26 143.222702 145.080002 136.539993 143.184998 143.184998
2021-01-28 143.429993 144.300003 136.699997 137.089996 137.089996
2021-02-01 136.179993 136.729996 130.210007 134.110001 134.110001
2021-02-03 135.729996 136.309998 133.610001 133.904999 133.904999