I am trying to convert the DateTimeIndex of a DataFrame into a Day Index. This is my Dataframe:
data = pd.read_csv('EURUSD=X.csv')
data['DateTime'] = pd.to_datetime(data['Gmt time'])
data = data.set_index('DateTime')
Open High Low Close Volume
DateTime
2003-04-05 21:00:00 1.12284 1.12338 1.12242 1.12305 29059.0996
2003-04-05 22:00:00 1.12274 1.12302 1.12226 1.12241 26091.8008
2003-04-05 23:00:00 1.12235 1.12235 1.12160 1.12169 29240.9004
2003-05-05 00:00:00 1.12161 1.12314 1.12154 1.12258 29914.8008
2003-05-05 01:00:00 1.12232 1.12262 1.12099 1.12140 28370.6992
I tried using:
data['Day'] = data.date()
This gives the following error:
AttributeError: 'DataFrame' object has no attribute 'date'
I also tried using:
data.groupby(["Day"])["close"]
giving me a KeyError: 'Day'
This is my desired output:
Open High Low Close Volume
DateTime
2003-04-05 1.12284 1.12338 1.12242 1.12305 29059.0996
2003-04-05 1.12274 1.12302 1.12226 1.12241 26091.8008
2003-04-05 1.12235 1.12235 1.12160 1.12169 29240.9004
2003-05-05 1.12161 1.12314 1.12154 1.12258 29914.8008
2003-05-05 1.12232 1.12262 1.12099 1.12140 28370.6992