CODEWITHSUNDEEP
pythonpandas
blue-sky
blue-sky

Reputation: 53786

How to select from pandas MultiIndex?

This code : 

# from pandas_datareader import data
import matplotlib.pyplot as plt
import pandas as pd

import matplotlib.pyplot as plt
import fix_yahoo_finance as yf  
%matplotlib inline

import seaborn as sns
sns.set_style("darkgrid")

data = yf.download(tickers = ['AAPL' , 'GOOGL'] , start='2016-01-01',end='2018-01-01')

data

data.columns returns : 

MultiIndex(levels=[['Adj Close', 'Close', 'High', 'Low', 'Open', 'Volume'], ['AAPL', 'GOOGL']],
           labels=[[4, 4, 2, 2, 3, 3, 1, 1, 0, 0, 5, 5], [0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1]])

Attempting to select from multi index with : 

data.xs('AAPL', level='Adj Close', axis=1)

returns : 

/opt/conda/lib/python3.6/site-packages/pandas/core/indexes/multi.py in _get_level_number(self, level)
    612         except ValueError:
    613             if not isinstance(level, int):
--> 614                 raise KeyError('Level %s not found' % str(level))
    615             elif level < 0:
    616                 level += self.nlevels

KeyError: 'Level Adj Close not found'

How to select from a MultiIndex pandas dataframe ?

Upvotes: 0

Views: 66

Answers (1)

jezrael
jezrael

Reputation: 862406

I think need tuple for select by both levels of MultiIndex:

print (data[('Adj Close', 'AAPL')])

Date
2015-12-31    100.540207
2016-01-04    100.626175
2016-01-05     98.104546
2016-01-06     96.184654
2016-01-07     92.125244
2016-01-08     92.612358
2016-01-11     94.111984
2016-01-12     95.477859
2016-01-13     93.023087
2016-01-14     95.057579
2016-01-15     92.774750
...

For more complicated selections use slicers:

idx = pd.IndexSlice
print (data.loc[:, idx[['Adj Close'], :]].head())

             Adj Close            
                  AAPL       GOOGL
Date                              
2015-12-31  100.540207  778.010010
2016-01-04  100.626175  759.440002
2016-01-05   98.104546  761.530029
2016-01-06   96.184654  759.330017
2016-01-07   92.125244  741.000000

Upvotes: 1

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