Iterate Over Dataframe And Calculate Min Value For Every 5 Minutes For Particular Symbol

dataframe symbol,Time,Day,x_value,y_value aaa,2018-09-21 11:01:00,saturday,1,2 aaa,2018-09-21 11:02:00,saturday,2,5 aaa,2018-09-21 11:03:00,saturday,5,1 aaa,2018-09-21 11:04:00,sat

Solution 1:

Use groupby and pd.Grouper:

df['Time'] = pd.to_datetime(df['Time'])
df_new = df.groupby([pd.Grouper(key = 'Time', freq='5 min'), 'symbol', 'Day'])
                                              .agg({'x_value': 'min', 'y_value': 'min'})
                                              .reset_index()
df_new['Time_End'] = df_new['Time'].shift(-1) - pd.Timedelta('1s')
df_new

            Time        symbol  Day     x_value y_value  Time_End
0   2018-09-21 11:00:00 aaa   saturday  1         1      2018-09-21 11:04:59
1   2018-09-21 11:05:00 aaa   saturday  2         2      2018-09-21 11:09:59
2   2018-09-21 11:10:00 aaa   saturday  2         3         NaT