Added quantile method to Resampler

Author: discort

doc/source/api.rst

@@ -2352,6 +2352,7 @@ Computations / Descriptive Stats
    Resampler.std
    Resampler.sum
    Resampler.var
+   Resampler.quantile
 
 Style
 -----

doc/source/whatsnew/v0.24.0.txt

@@ -182,6 +182,7 @@ Other Enhancements
 - :func:`to_timedelta` now supports iso-formated timedelta strings (:issue:`21877`)
 - :class:`Series` and :class:`DataFrame` now support :class:`Iterable` in constructor (:issue:`2193`)
 - :class:`DatetimeIndex` gained :attr:`DatetimeIndex.timetz` attribute. Returns local time with timezone information. (:issue:`21358`)
+- Added :meth:`Resampler.quantile` (:issue:`15023`).
 
 .. _whatsnew_0240.api_breaking:
 

pandas/core/resample.py

@@ -749,6 +749,18 @@ 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)
+
+        .. versionadded:: 0.24.0
+        """
+        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
@@ -2165,6 +2165,13 @@ def test_resample_datetime_values(self):
         res = df['timestamp'].resample('2D').first()
         tm.assert_series_equal(res, exp)
 
+    def test_resample_quantile(self):
+        # GH 15023
+        s = pd.Series(range(20), index=date_range('2016-01-01', periods=20))
+        result = s.resample('W').quantile(0.75)
+        expected = s.resample('W').agg(lambda x: x.quantile(0.75))
+        tm.assert_series_equal(result, expected)
+
 
 class TestPeriodIndex(Base):
     _index_factory = lambda x: period_range