我有一个带有两个索引的DataFrame,并希望通过其中一个索引重新索引它。
from pandas_datareader import data
import matplotlib.pyplot as plt
import pandas as pd
# Instruments to download
tickers = ['AAPL']
# Online source one should use
data_source = 'yahoo'
# Data range
start_date = '2000-01-01'
end_date = '2018-01-09'
# Load the desired data
panel_data = data.DataReader(tickers, data_source, start_date, end_date).to_frame()
panel_data.head()
重新索引的步骤如下:
# Get just the adjusted closing prices
adj_close = panel_data['Adj Close']
# Gett all weekdays between start and end dates
all_weekdays = pd.date_range(start=start_date, end=end_date, freq='B')
# Align the existing prices in adj_close with our new set of dates
adj_close = adj_close.reindex(all_weekdays, method="ffill")
最后一行出现以下错误:
TypeError: '<' not supported between instances of 'tuple' and 'int'
这是因为DataFrame的索引是一个元组列表:
panel_data.index[0]
(Timestamp('2018-01-09 00:00:00'), 'AAPL')
是否可以重新索引adj_close
?顺便说一句,如果我不使用to_frame()
将Panel对象转换为DataFrame,则重新索引会正常工作。但是似乎Panel对象已被弃用...
adj_close.reindex(all_weekdays, level=0).ffill()
? - cs95