is there any faster way to resamle 1min data to daily data

[zha0yangchen]

my stratege need 1min data and daily data, if i use 1min data resample to daily data, the backtesting will be very slow, i wonder is there any faster way to resamle 1min data to daily data?

[kernc]

Can you show us how you are currently resampling it? It's best to resample it outside the Backtest altogether, and there are probably few faster ways than pandas' df.resample('1D') ...

[zha0yangchen]

hi kernc, thank you for your reply! now, i resampling daily bar from 1min bar under next function, every 1min bar coming, i'll resampling it to daily bar, as my strategy need 10 days bar data. i also tried to load day bar to backtesting before the backtest begin, but i still facing same issue, i need to upsampling the day bar to 1min bar, then resample to day bar

[kernc]

Resampling in next() sounds absolutely a wrong way to do it!

[zha0yangchen]

now, I try to use resample_apply to resample the 1min data, but the result is not as my expected, the result is like this:
[ nan nan nan ... 9865. 9865. 9865.] , there are a lot of repeat data in the result, how can i get a result without repeat data? or if the repeat data can be replace by nan, then I can dropna in my strategy, thank you.