Pandas Convert Yearly To Monthly
I'm working on pulling financial data, in which some is formatted in yearly and other is monthly. My model will need all of it monthly, therefore I need that same yearly value rep
Solution 1:
You want resample
First, you need to set the index so that resample
will work. Then you backfill and reset the index.
df.set_index('date').resample('M').bfill().reset_index()datetickervalue01999-12-31 ECB/RA61.012000-01-31 ECB/RA64.022000-02-29 ECB/RA64.032000-03-31 ECB/RA64.042000-04-30 ECB/RA64.052000-05-31 ECB/RA64.062000-06-30 ECB/RA64.072000-07-31 ECB/RA64.082000-08-31 ECB/RA64.092000-09-30 ECB/RA64.0102000-10-31 ECB/RA64.0112000-11-30 ECB/RA64.0122000-12-31 ECB/RA64.0132001-01-31 ECB/RA62.0142001-02-28 ECB/RA62.0152001-03-31 ECB/RA62.0...
To handle this per ticker
df.set_index('date').groupby('ticker', group_keys=False) \
.resample('M').bfill().reset_index()
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