I'm new to python, so I apologize in advance if my question is a little ill-formed...
I'm downloading futures price data into a csv file and creating a dataframe with pandas. My dataframe looks like this...
Each day in the "Date" column is defined by a normal 24-hour period. So each day begins at 0:00:00 and ends at 23:59:59. I'd like to re-define each day in terms of market hours, so that the day begins at 15:00:00 (PST) and ends at 13:59:59.
I have attempted to use pandas-market-calenders, but I'm not quite sure how to apply it to a dataframe...and I'm not really sure how PMC works overall actually. :becky:. I realize that I may not even have to use pandas-market-calenders to get where I need to go...so, any help is appreciated.