Elegant way to apply each element of an array to a dataframe?

[deanhystad]

This gives you the first and last time for each day. Does it solve your problem?

iimport pandas as pd
from datetime import datetime, timedelta
from time import time

now = datetime.now()
df = pd.DataFrame({"time": [now + timedelta(seconds=x) for x in range(930000)]})
start = time()
df["day"] = df.time.dt.day
df2 = df[df.day.shift(1) != df.day.shift(-1)]
print(time() - start)
print(df2)

Output:
0.0659632682800293
                             time  day
0      2024-03-28 16:26:10.637194   28
27229  2024-03-28 23:59:59.637194   28
27230  2024-03-29 00:00:00.637194   29
113629 2024-03-29 23:59:59.637194   29
113630 2024-03-30 00:00:00.637194   30
200029 2024-03-30 23:59:59.637194   30
200030 2024-03-31 00:00:00.637194   31
286429 2024-03-31 23:59:59.637194   31
286430 2024-04-01 00:00:00.637194    1
372829 2024-04-01 23:59:59.637194    1
372830 2024-04-02 00:00:00.637194    2
459229 2024-04-02 23:59:59.637194    2
459230 2024-04-03 00:00:00.637194    3
545629 2024-04-03 23:59:59.637194    3

Another approach is to extract the day as above, then group the dataframe by day. You could compute the high, low, nean, open, close for each day.