[英]append to level in Multiindex pandas DataFrame
我的 Multiindex 數據幀的結構如下所示:
close high low open
index = (timestamp,key)
(2018-09-10 16:00:00, ask) 1.16023 1.16064 1.16007 1.16046
(2018-09-10 16:00:00, bid) 1.16009 1.16053 1.15992 1.16033
(2018-09-10 16:00:00, volume) 817.00000 817.00000 817.00000 817.00000
對於每個時間戳,都有對買價、賣價和交易量的觀察。
我試圖通過計算相應的 (bid + ask)/2 將“中間”觀察值添加到指數的第二級(即 [bid,ask,volume])。
我想要的數據框應該是這樣的
close high low open
index = (timestamp,key)
(2018-09-10 16:00:00, ask) 1.16023 1.16064 1.16007 1.16046
(2018-09-10 16:00:00, bid) 1.16009 1.16053 1.15992 1.16033
(2018-09-10 16:00:00, volume) 817.00000 817.00000 817.00000 817.00000
(2018-09-10 16:00:00, mid) 1.16016 1.16059 1.15999 1.1604
執行此操作的最有效方法是什么? 這可以就地完成嗎?
編輯:
打印出數據幀的頭部以更清楚地查看結構。
`bid_ask.head(5).to_dict()
Out[3]:
{'close': {(Timestamp('2018-09-10 16:00:00'), 'ask'): 1.1602300000000001,
(Timestamp('2018-09-10 16:00:00'), 'bid'): 1.1600900000000001,
(Timestamp('2018-09-10 16:00:00'), 'volume'): 817.0,
(Timestamp('2018-09-10 17:00:00'), 'ask'): 1.15977,
(Timestamp('2018-09-10 17:00:00'), 'bid'): 1.15968},
'high': {(Timestamp('2018-09-10 16:00:00'), 'ask'): 1.1606399999999999,
(Timestamp('2018-09-10 16:00:00'), 'bid'): 1.1605300000000001,
(Timestamp('2018-09-10 16:00:00'), 'volume'): 817.0,
(Timestamp('2018-09-10 17:00:00'), 'ask'): 1.16039,
(Timestamp('2018-09-10 17:00:00'), 'bid'): 1.16029},
'low': {(Timestamp('2018-09-10 16:00:00'), 'ask'): 1.1600699999999999,
(Timestamp('2018-09-10 16:00:00'), 'bid'): 1.1599200000000001,
(Timestamp('2018-09-10 16:00:00'), 'volume'): 817.0,
(Timestamp('2018-09-10 17:00:00'), 'ask'): 1.1596200000000001,
(Timestamp('2018-09-10 17:00:00'), 'bid'): 1.1595299999999999},
'open': {(Timestamp('2018-09-10 16:00:00'), 'ask'): 1.16046,
(Timestamp('2018-09-10 16:00:00'), 'bid'): 1.1603300000000001,
(Timestamp('2018-09-10 16:00:00'), 'volume'): 817.0,
(Timestamp('2018-09-10 17:00:00'), 'ask'): 1.1601900000000001,
(Timestamp('2018-09-10 17:00:00'), 'bid'): 1.1600999999999999}}
`
我不完全確定你的DataFrame
是如何構建的,但這是本質
df.loc[('2018-09-10 16:00:00', 'mid'), :] = [1.16016, 1.16059, 1.15999 , 1.1604]
所有你需要做的是利用df.loc
,並提供一個新的元組的MultiIndex
在我的猜測中,我假設您的新MultiIndex
條目是('2018-09-10 16:00:00', 'mid')
In [353]: ref
Out[353]:
Names Values
idx2
1 one A 5
2 two B 10
In [354]: ref.loc[(3, 'three'), :] = ['C', 15]
In [355]: ref
Out[355]:
Names Values
idx2
1 one A 5.0
2 two B 10.0
3 three C 15.0
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