为了缩短冗长而令人困惑的故事，我有两个数据框，TFS和TICK：
TFS
openbid highbid lowbid closebid openask highask lowask closeask
DT
1T 2016-01-05 00:00:00 1.08241 1.08241 1.08216 1.08216 1.08242 1.08245 1.08218 1.08218
2016-01-05 00:01:00 1.08217 1.08217 1.08179 1.08180 1.08222 1.08222 1.08185 1.08188
2016-01-05 00:02:00 1.08183 1.08190 1.08179 1.08187 1.08188 1.08195 1.08184 1.08192
2016-01-05 00:03:00 1.08189 1.08196 1.08183 1.08191 1.08194 1.08198 1.08191 1.08198
2016-01-05 00:04:00 1.08193 1.08194 1.08187 1.08190 1.08198 1.08198 1.08191 1.08194
... ... ... ... ... ... ... ... ...
240T 2016-01-05 04:00:00 1.08194 1.08366 1.08040 1.08085 1.08200 1.08371 1.08044 1.08087
2016-01-05 08:00:00 1.08084 1.08183 1.07519 1.07557 1.08090 1.08188 1.07524 1.07563
2016-01-05 12:00:00 1.07559 1.07648 1.07105 1.07214 1.07564 1.07652 1.07110 1.07218
2016-01-05 16:00:00 1.07216 1.07485 1.07196 1.07431 1.07218 1.07489 1.07199 1.07435
2016-01-05 20:00:00 1.07435 1.07583 1.07418 1.07502 1.07438 1.07588 1.07424 1.07507
[1518 rows x 8 columns]
TICK
Bid Ask Time Date_Day
0 1.08241 1.08242 00:00:00.593000 2016-01-05
1 1.08237 1.08244 00:00:00.632000 2016-01-05
2 1.08238 1.08244 00:00:00.942000 2016-01-05
3 1.08237 1.08244 00:00:01.309000 2016-01-05
4 1.08235 1.08244 00:00:01.515000 2016-01-05
... ... ... ... ...
96232 1.07496 1.07502 23:59:10.659000 2016-01-05
96233 1.07498 1.07502 23:59:12.414000 2016-01-05
96234 1.07499 1.07502 23:59:12.505000 2016-01-05
96235 1.07501 1.07507 23:59:12.621000 2016-01-05
96236 1.07502 1.07507 23:59:13.088000 2016-01-05
[96237 rows x 4 columns]
使用TFS我可以切入并使用TFS.ix['1T']获取任何特定的时间范围 - 所以我留下了：
openbid highbid lowbid closebid openask highask lowask closeask
DT
1T 2016-01-05 00:00:00 1.08241 1.08241 1.08216 1.08216 1.08242 1.08245 1.08218 1.08218
2016-01-05 00:01:00 1.08217 1.08217 1.08179 1.08180 1.08222 1.08222 1.08185 1.08188
2016-01-05 00:02:00 1.08183 1.08190 1.08179 1.08187 1.08188 1.08195 1.08184 1.08192
2016-01-05 00:03:00 1.08189 1.08196 1.08183 1.08191 1.08194 1.08198 1.08191 1.08198
2016-01-05 00:04:00 1.08193 1.08194 1.08187 1.08190 1.08198 1.08198 1.08191 1.08194
我的问题是，我可以加入TICK加入TFS，就像我加入1T到240T一样吗？进入类似的东西：
openbid highbid lowbid closebid openask highask lowask closeask
DT
1T 2016-01-05 00:00:00 1.08241 1.08241 1.08216 1.08216 1.08242 1.08245 1.08218 1.08218
2016-01-05 00:01:00 1.08217 1.08217 1.08179 1.08180 1.08222 1.08222 1.08185 1.08188
2016-01-05 00:02:00 1.08183 1.08190 1.08179 1.08187 1.08188 1.08195 1.08184 1.08192
2016-01-05 00:03:00 1.08189 1.08196 1.08183 1.08191 1.08194 1.08198 1.08191 1.08198
2016-01-05 00:04:00 1.08193 1.08194 1.08187 1.08190 1.08198 1.08198 1.08191 1.08194
... ... ... ... ... ... ... ... ...
240T 2016-01-05 04:00:00 1.08194 1.08366 1.08040 1.08085 1.08200 1.08371 1.08044 1.08087
2016-01-05 08:00:00 1.08084 1.08183 1.07519 1.07557 1.08090 1.08188 1.07524 1.07563
2016-01-05 12:00:00 1.07559 1.07648 1.07105 1.07214 1.07564 1.07652 1.07110 1.07218
2016-01-05 16:00:00 1.07216 1.07485 1.07196 1.07431 1.07218 1.07489 1.07199 1.07435
2016-01-05 20:00:00 1.07435 1.07583 1.07418 1.07502 1.07438 1.07588 1.07424 1.07507
TICK Bid Ask Time Date_Day
0 1.08241 1.08242 00:00:00.593000 2016-01-05
1 1.08237 1.08244 00:00:00.632000 2016-01-05
2 1.08238 1.08244 00:00:00.942000 2016-01-05
3 1.08237 1.08244 00:00:01.309000 2016-01-05
4 1.08235 1.08244 00:00:01.515000 2016-01-05
我想我要问的是，是否有一种粗暴的方式将这两者混为一谈，以便我可以使用一个函数返回该批次，然后使用NEW_DF.ix['TICKS']来获取TICK df。
感谢。