CODEWITHSUNDEEP
pythonpython-2.7pandas
Ivan
Ivan

Reputation: 7746

Key errors on extracting first item in dataframe

This code sets up a dictionary of datafames from data which is itself a dataframe. data is read from a file:

data = pandas.read_csv(QuoteData, usecols=[0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22])

Because the data dataframe mixes many different time-frames, I separate them out into a dictionary of dataframes indexed by time. Then each dataframe in the dictionary are sorted by the shown criteria.

No matter what I try, I can't access the fist element of dodf[k]['underlying_bid']. So for example dodf[k]['underlying_bid'][0] works for the first dataframe, bur crashes on the second time through the loop. 0 is a key of the first dataframe column but not of the second?

Traceback (most recent call last):
  File "cboelivedata.py", line 481, in <module>
    main()
  File "cboelivedata.py", line 422, in main
    underlyingprice = dodf[k]['underlying_bid'][0]
  File "/home/idf/anaconda2/lib/python2.7/site-packages/pandas/core/series.py", line 583, in __getitem__
    result = self.index.get_value(self, key)
  File "/home/idf/anaconda2/lib/python2.7/site-packages/pandas/indexes/base.py", line 1980, in get_value
    tz=getattr(series.dtype, 'tz', None))
  File "pandas/index.pyx", line 103, in pandas.index.IndexEngine.get_value (pandas/index.c:3332)
  File "pandas/index.pyx", line 111, in pandas.index.IndexEngine.get_value (pandas/index.c:3035)
  File "pandas/index.pyx", line 159, in pandas.index.IndexEngine.get_loc (pandas/index.c:4018)
  File "pandas/hashtable.pyx", line 303, in pandas.hashtable.Int64HashTable.get_item (pandas/hashtable.c:6610)
  File "pandas/hashtable.pyx", line 309, in pandas.hashtable.Int64HashTable.get_item (pandas/hashtable.c:6554)
KeyError: 0

The code fragment:

dodf = {name: group for name, group in data.groupby('quote_datetime')}
dodf = collections.OrderedDict(sorted(dodf.items(), key=lambda x: x[0]))#key=operator.itemgetter))

for k in dodf:   
        df = dodf[k].sort_values(['option_type', 'Strike', 'Expiration'], ascending=True)  
        underlyingprice = dodf[k]['underlying_bid'] # **What goes here?**

Upvotes: 2

Views: 202

Answers (1)

Ivan
Ivan

Reputation: 7746

Much easier than I thought

dodf[k]['underlying_bid'].iloc[0]

Upvotes: 1

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