How to split a pandas dataframe or series by day (possibly using an iterator)

Question

I have a long time series, eg.

import pandas as pd
index=pd.date_range(start=\'2012-11-05\', end=\'2012-11-10\', freq=\'1S\').tz_localize(\'Europe/Berlin\')         


        

Answer 1

If you want to group by date (AKA: year+month+day), then use df.index.date:

result = [group[1] for group in df.groupby(df.index.date)]

As df.index.day will use the day of the month (i.e.: from 1 to 31) for grouping, which could result in undesirable behavior if the input dataframe dates extend to multiple months.

Answer 2

Perhaps groupby?

DFList = []
for group in df.groupby(df.index.day):
    DFList.append(group[1])

Should give you a list of data frames where each data frame is one day of data.

Or in one line:

DFList = [group[1] for group in df.groupby(df.index.day)]

Gotta love python!