Groupby And Resample Using Forward And Backward Fill In Window In Python

I want to resample data column using forward fill ffill and backward fill bfill at the frequency of 1min while grouping df by id column. df: id timestamp

Solution 1:

Without a data, I can't really test this. So take this as a suggestion/comment put for proper formatting. Since you are looking to resample with bfill/ffill, I think merge_asof would work:

# common time window
r = pd.to_datetime(pd.date_range(start='2017-12-23', end='2017-01-02 23:00:00', freq='1h')) 

# unique id
unique_ids = df['id'].unique()

# new time reference:
new_df = pd.DataFrame({'id': np.repeat(unique_ids, len(r)),
                       'time': np.tile(r, len(unique_ids)),
                      })

# merge_asof may complain about sorting key, then sort both df by time
# default of merge_asof is `direction='backward'`
# change to `direction='forward'` if you want to *floor* time
out = pd.merge_asof(new_df, df, on='time', by='id')