Reputation: 7746
I have a DataFrame
df
with several columns
, including expiry and iv. I would like to create a lol
= list-of-list [[]]
so that each row in the lol
corresponds to a given expiry. For example, say df
look like this:
df =
expiry iv
===========================
2019-01-18, .18
2019-01-18, .17
2019-01-18, .16
2019-02-18, .14
2019-02-18, .13
2019-02-18, .12
the lol
would look like this:
lol = [
[0.18, 0.17, 0.16],
[0.14, 0.13, 0.12]]
So each row of the lol
would correspond to the corresponding date in the df
.
Upvotes: 0
Views: 24
Reputation: 323226
IIUC
LoL=df.groupby('expiry').iv.agg(list).tolist()
LoL
[[0.18, 0.17, 0.16], [0.14, 0.13, 0.12]]
Upvotes: 2