Added quantile method to Resampler

Author: discort

doc/source/whatsnew/v0.24.0.txt

@@ -650,6 +650,7 @@ Groupby/Resample/Rolling
   ``SeriesGroupBy`` when the grouping variable only contains NaNs and numpy version < 1.13 (:issue:`21956`).
 - Multiple bugs in :func:`pandas.core.Rolling.min` with ``closed='left'` and a
   datetime-like index leading to incorrect results and also segfault. (:issue:`21704`)
+- Added :meth:`Resampler.quantile` (:issue:`15023`).
 -
 
 Sparse

pandas/core/resample.py

@@ -749,6 +749,16 @@ def size(self):
             result = pd.Series([], index=result.index, dtype='int64')
         return result
 
+    def quantile(self, q=0.5, **kwargs):
+        """
+        Return value at the given quantile.
+
+        Parameters
+        ----------
+        q : float or array-like, default 0.5 (50% quantile)
+        """
+        return self._downsample('quantile', q=q, **kwargs)
+
 
 # downsample methods
 for method in ['sum', 'prod']:

pandas/tests/test_resample.py

@@ -41,7 +41,7 @@
 
 # The various methods we support
 downsample_methods = ['min', 'max', 'first', 'last', 'sum', 'mean', 'sem',
-                      'median', 'prod', 'var', 'ohlc']
+                      'median', 'prod', 'var', 'ohlc', 'quantile']
 upsample_methods = ['count', 'size']
 series_methods = ['nunique']
 resample_methods = downsample_methods + upsample_methods + series_methods