I'm attempting to groupby the day and locate the max value for each day.
df.loc[df.groupby(pd.Grouper(freq='D'))['High'].idxmax()]
When my dataframe is small with only a few consecutive days it successfully runs (hits an error with weekends/holidays missing I think)
InternalSymbol Open High Low Close
CollectionTimestamp (CST)
2018-09-17 10:00:00 GCZ8 1206.1 1209.7 1205.9 1208.3
2018-09-18 09:00:00 GCZ8 1205.6 1208.2 1205.2 1206.4
2018-09-19 08:00:00 GCZ8 1207.6 1211.0 1205.9 1210.0
2018-09-20 10:00:00 GCZ8 1211.0 1213.2 1208.1 1209.1
2018-09-21 06:00:00 GCZ8 1212.3 1212.7 1209.3 1209.7
When I try to incorrporate my entire dataset (a few years, Sun-Fri, excluding market holidays etc). I receive this error..
ValueError: attempt to get argmax of an empty sequence
I'm assuming it has something to do with my line of code in regards to the freq='D'. Is there a work around for something like this?
Here is the example dataframe. Note I left in 2018-09-24 data so it will hit the error I'm refering to, if you delete the 2018-09-24 lines, then the .pdGrouper(freq='D') will work.
InternalSymbol Open High Low Close
CollectionTimestamp (CST)
2018-09-17 06:00:00 GCZ8 1202.1 1203.7 1201.5 1202.5
2018-09-17 07:00:00 GCZ8 1202.5 1202.6 1200.8 1202.2
2018-09-17 08:00:00 GCZ8 1202.3 1204.8 1202.1 1204.1
2018-09-17 09:00:00 GCZ8 1204.1 1206.7 1203.4 1206.1
2018-09-17 10:00:00 GCZ8 1206.1 1209.7 1205.9 1208.3
2018-09-17 11:00:00 GCZ8 1208.2 1209.0 1207.0 1207.8
2018-09-17 12:00:00 GCZ8 1207.8 1207.9 1206.5 1207.3
2018-09-17 13:00:00 GCZ8 1207.2 1207.4 1205.3 1205.9
2018-09-17 14:00:00 GCZ8 1205.9 1206.8 1204.6 1205.6
2018-09-17 15:00:00 GCZ8 1205.7 1206.0 1204.6 1205.2
2018-09-18 06:00:00 GCZ8 1203.7 1204.9 1202.9 1204.7
2018-09-18 07:00:00 GCZ8 1204.8 1207.8 1204.6 1207.0
2018-09-18 08:00:00 GCZ8 1207.0 1207.1 1204.1 1205.7
2018-09-18 09:00:00 GCZ8 1205.6 1208.2 1205.2 1206.4
2018-09-18 10:00:00 GCZ8 1206.3 1206.5 1202.2 1204.6
2018-09-18 11:00:00 GCZ8 1204.7 1205.0 1203.1 1203.8
2018-09-18 12:00:00 GCZ8 1203.8 1204.3 1202.7 1203.0
2018-09-18 13:00:00 GCZ8 1203.0 1203.9 1201.9 1203.0
2018-09-18 14:00:00 GCZ8 1203.0 1203.3 1201.7 1202.4
2018-09-18 15:00:00 GCZ8 1202.3 1203.0 1201.4 1202.9
2018-09-19 06:00:00 GCZ8 1207.3 1208.4 1207.2 1207.6
2018-09-19 07:00:00 GCZ8 1207.6 1208.2 1206.8 1207.6
2018-09-19 08:00:00 GCZ8 1207.6 1211.0 1205.9 1210.0
2018-09-19 09:00:00 GCZ8 1210.0 1210.1 1206.0 1207.9
2018-09-19 10:00:00 GCZ8 1207.9 1208.9 1205.7 1208.1
2018-09-19 11:00:00 GCZ8 1208.1 1210.8 1207.4 1208.2
2018-09-19 12:00:00 GCZ8 1208.3 1209.5 1208.1 1208.9
2018-09-19 13:00:00 GCZ8 1208.9 1209.0 1207.2 1207.5
2018-09-19 14:00:00 GCZ8 1207.4 1208.9 1207.4 1208.6
2018-09-19 15:00:00 GCZ8 1208.6 1208.7 1207.6 1208.3
2018-09-20 06:00:00 GCZ8 1207.4 1208.3 1206.8 1207.8
2018-09-20 07:00:00 GCZ8 1207.8 1210.4 1207.2 1210.2
2018-09-20 08:00:00 GCZ8 1210.2 1212.5 1209.7 1211.7
2018-09-20 09:00:00 GCZ8 1211.8 1212.4 1209.8 1211.0
2018-09-20 10:00:00 GCZ8 1211.0 1213.2 1208.1 1209.1
2018-09-20 11:00:00 GCZ8 1209.1 1209.6 1207.6 1208.2
2018-09-20 12:00:00 GCZ8 1208.2 1210.5 1208.0 1210.4
2018-09-20 13:00:00 GCZ8 1210.3 1211.6 1209.5 1210.6
2018-09-20 14:00:00 GCZ8 1210.5 1211.4 1209.6 1211.3
2018-09-20 15:00:00 GCZ8 1211.4 1212.6 1211.2 1211.9
2018-09-21 06:00:00 GCZ8 1212.3 1212.7 1209.3 1209.7
2018-09-21 07:00:00 GCZ8 1209.7 1210.4 1208.6 1209.1
2018-09-21 08:00:00 GCZ8 1209.0 1209.8 1199.3 1200.1
2018-09-21 09:00:00 GCZ8 1200.2 1202.0 1196.0 1200.8
2018-09-21 10:00:00 GCZ8 1200.9 1205.6 1200.9 1204.3
2018-09-21 11:00:00 GCZ8 1204.3 1204.7 1199.8 1200.6
2018-09-21 12:00:00 GCZ8 1200.6 1203.0 1200.3 1201.7
2018-09-21 13:00:00 GCZ8 1201.6 1203.3 1200.3 1201.3
2018-09-21 14:00:00 GCZ8 1201.4 1201.5 1200.2 1201.5
2018-09-21 15:00:00 GCZ8 1201.6 1203.5 1201.5 1203.3
2018-09-24 06:00:00 GCZ8 1203.3 1204.1 1202.9 1203.0
2018-09-24 07:00:00 GCZ8 1203.0 1204.9 1202.9 1204.2
2018-09-24 08:00:00 GCZ8 1204.3 1205.4 1202.5 1202.6
2018-09-24 09:00:00 GCZ8 1202.5 1208.6 1202.3 1207.1
2018-09-24 10:00:00 GCZ8 1207.1 1208.8 1205.9 1207.8
2018-09-24 11:00:00 GCZ8 1207.7 1208.3 1204.7 1206.1
2018-09-24 12:00:00 GCZ8 1206.1 1206.2 1204.7 1205.6
2018-09-24 13:00:00 GCZ8 1205.5 1205.5 1203.5 1204.2
2018-09-24 14:00:00 GCZ8 1204.1 1204.3 1203.3 1203.8
2018-09-24 15:00:00 GCZ8 1203.7 1204.2 1202.9 1203.3