I have a DataFrame with time index like:
df.index = [2013-09-09 06:23:18, 2013-09-10 07:09:05, ..., 2014-02-02 06:04:04]
How could I choose
You can get the weekday by df.index.weekday, note that Monday = 0 and Sunday = 6
df.index.weekday
Monday = 0
Sunday = 6
To select the rows on Monday, you can do
df = df[df.index.weekday==0]