get previous value of pandas datetime index

Question

I have a pandas dataframe with datetime index

Date 2013-02-22 00:00:00+00:00    0.280001 2013-02-25 00:00:00+00:00    0.109999 2013-02-26 00:00:00+00:00   -0.150000 2013-02-27 00:00:00+00:00    0.130001 2013-02-28 00:00:00+00:00    0.139999 Name: MOM12 

and want to evaluate the previous three values of the given datetime index.

date = "2013-02-27 00:00:00+00:00" df.ix[date] 

I searched for this but since my index is a date I can't do

df.ix[int-1] 

Answer 1

Here's one way to do it, first grab the integer location of the index key via get_loc:

In [15]: t = pd.Timestamp("2013-02-27 00:00:00+00:00")  In [16]: df1.index.get_loc(t) Out[16]: 3 

And then you can use iloc (to get the integer location, or slice by integer location):

In [17]: loc = df1.index.get_loc(t)  In [18]: df.iloc[loc - 1] Out[18]:  Date    2013-02-26 00:00:00                       -0.15 Name: 2, Dtype: object  In [19]: df1.iloc[slice(max(0, loc-3), min(loc, len(df)))]         # the min and max feel slightly hacky (!) but needed incase it's within top or bottom 3 Out[19]:                          Date                     2013-02-22  0.280001 2013-02-25  0.109999 2013-02-26 -0.150000 

See the indexing section of the docs.

---

I'm not quite sure how you set up your DataFrame, but that doesn't look like a Datetime Index to me. Here's how I got the DataFrame (with Timestamp index):

In [11]: df = pd.read_clipboard(sep='\s\s+', header=None, parse_dates=[0], names=['Date', None])  In [12]: df Out[12]:                   Date           0 2013-02-22 00:00:00  0.280001 1 2013-02-25 00:00:00  0.109999 2 2013-02-26 00:00:00 -0.150000 3 2013-02-27 00:00:00  0.130001 4 2013-02-28 00:00:00  0.139999  In [13]: df1 = df.set_index('Date')  In [14]: df1 Out[14]:                 Date                 2013-02-22  0.280001 2013-02-25  0.109999 2013-02-26 -0.150000 2013-02-27  0.130001 2013-02-28  0.139999 

Answer 2

Could you just do df.shift().loc[date]?