pandas_multiindex.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# How do I use the MultiIndex in pandas? ([video](https://www.youtube.com/watch?v=tcRGa2soc-c&list=PL5-da3qGB5ICCsgW1MxlZ0Hq8LL5U3u9y&index=31))\n",
    "\n",
    "- [My pandas video series](https://www.dataschool.io/easier-data-analysis-with-pandas/)\n",
    "- [GitHub repository](https://github.com/justmarkham/pandas-videos)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Date</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>Symbol</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2016-10-03</td>\n",
       "      <td>31.50</td>\n",
       "      <td>14070500</td>\n",
       "      <td>CSCO</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2016-10-03</td>\n",
       "      <td>112.52</td>\n",
       "      <td>21701800</td>\n",
       "      <td>AAPL</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2016-10-03</td>\n",
       "      <td>57.42</td>\n",
       "      <td>19189500</td>\n",
       "      <td>MSFT</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2016-10-04</td>\n",
       "      <td>113.00</td>\n",
       "      <td>29736800</td>\n",
       "      <td>AAPL</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2016-10-04</td>\n",
       "      <td>57.24</td>\n",
       "      <td>20085900</td>\n",
       "      <td>MSFT</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2016-10-04</td>\n",
       "      <td>31.35</td>\n",
       "      <td>18460400</td>\n",
       "      <td>CSCO</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>2016-10-05</td>\n",
       "      <td>57.64</td>\n",
       "      <td>16726400</td>\n",
       "      <td>MSFT</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>2016-10-05</td>\n",
       "      <td>31.59</td>\n",
       "      <td>11808600</td>\n",
       "      <td>CSCO</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>2016-10-05</td>\n",
       "      <td>113.05</td>\n",
       "      <td>21453100</td>\n",
       "      <td>AAPL</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "         Date   Close    Volume Symbol\n",
       "0  2016-10-03   31.50  14070500   CSCO\n",
       "1  2016-10-03  112.52  21701800   AAPL\n",
       "2  2016-10-03   57.42  19189500   MSFT\n",
       "3  2016-10-04  113.00  29736800   AAPL\n",
       "4  2016-10-04   57.24  20085900   MSFT\n",
       "5  2016-10-04   31.35  18460400   CSCO\n",
       "6  2016-10-05   57.64  16726400   MSFT\n",
       "7  2016-10-05   31.59  11808600   CSCO\n",
       "8  2016-10-05  113.05  21453100   AAPL"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks = pd.read_csv('data/stocks.csv')\n",
    "stocks"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "RangeIndex(start=0, stop=9, step=1)"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Symbol\n",
       "AAPL    112.856667\n",
       "CSCO     31.480000\n",
       "MSFT     57.433333\n",
       "Name: Close, dtype: float64"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.groupby('Symbol').Close.mean()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Series with MultiIndex"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Symbol  Date      \n",
       "AAPL    2016-10-03    112.52\n",
       "        2016-10-04    113.00\n",
       "        2016-10-05    113.05\n",
       "CSCO    2016-10-03     31.50\n",
       "        2016-10-04     31.35\n",
       "        2016-10-05     31.59\n",
       "MSFT    2016-10-03     57.42\n",
       "        2016-10-04     57.24\n",
       "        2016-10-05     57.64\n",
       "Name: Close, dtype: float64"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ser = stocks.groupby(['Symbol', 'Date']).Close.mean()\n",
    "ser"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "MultiIndex(levels=[['AAPL', 'CSCO', 'MSFT'], ['2016-10-03', '2016-10-04', '2016-10-05']],\n",
       "           codes=[[0, 0, 0, 1, 1, 1, 2, 2, 2], [0, 1, 2, 0, 1, 2, 0, 1, 2]],\n",
       "           names=['Symbol', 'Date'])"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ser.index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>Date</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <th>2016-10-04</th>\n",
       "      <th>2016-10-05</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>AAPL</th>\n",
       "      <td>112.52</td>\n",
       "      <td>113.00</td>\n",
       "      <td>113.05</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>CSCO</th>\n",
       "      <td>31.50</td>\n",
       "      <td>31.35</td>\n",
       "      <td>31.59</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>MSFT</th>\n",
       "      <td>57.42</td>\n",
       "      <td>57.24</td>\n",
       "      <td>57.64</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
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      ],
      "text/plain": [
       "Date    2016-10-03  2016-10-04  2016-10-05\n",
       "Symbol                                    \n",
       "AAPL        112.52      113.00      113.05\n",
       "CSCO         31.50       31.35       31.59\n",
       "MSFT         57.42       57.24       57.64"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ser.unstack()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>Date</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <th>2016-10-04</th>\n",
       "      <th>2016-10-05</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>AAPL</th>\n",
       "      <td>112.52</td>\n",
       "      <td>113.00</td>\n",
       "      <td>113.05</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>CSCO</th>\n",
       "      <td>31.50</td>\n",
       "      <td>31.35</td>\n",
       "      <td>31.59</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>MSFT</th>\n",
       "      <td>57.42</td>\n",
       "      <td>57.24</td>\n",
       "      <td>57.64</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "Date    2016-10-03  2016-10-04  2016-10-05\n",
       "Symbol                                    \n",
       "AAPL        112.52      113.00      113.05\n",
       "CSCO         31.50       31.35       31.59\n",
       "MSFT         57.42       57.24       57.64"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = stocks.pivot_table(values='Close', index='Symbol', columns='Date')\n",
    "df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Selection from Series with MultiIndex"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Symbol  Date      \n",
       "AAPL    2016-10-03    112.52\n",
       "        2016-10-04    113.00\n",
       "        2016-10-05    113.05\n",
       "CSCO    2016-10-03     31.50\n",
       "        2016-10-04     31.35\n",
       "        2016-10-05     31.59\n",
       "MSFT    2016-10-03     57.42\n",
       "        2016-10-04     57.24\n",
       "        2016-10-05     57.64\n",
       "Name: Close, dtype: float64"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ser"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-10-03    112.52\n",
       "2016-10-04    113.00\n",
       "2016-10-05    113.05\n",
       "Name: Close, dtype: float64"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ser.loc['AAPL']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "112.52"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ser.loc['AAPL', '2016-10-03']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Symbol\n",
       "AAPL    112.52\n",
       "CSCO     31.50\n",
       "MSFT     57.42\n",
       "Name: Close, dtype: float64"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ser.loc[:, '2016-10-03']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>Date</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <th>2016-10-04</th>\n",
       "      <th>2016-10-05</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>AAPL</th>\n",
       "      <td>112.52</td>\n",
       "      <td>113.00</td>\n",
       "      <td>113.05</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>CSCO</th>\n",
       "      <td>31.50</td>\n",
       "      <td>31.35</td>\n",
       "      <td>31.59</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>MSFT</th>\n",
       "      <td>57.42</td>\n",
       "      <td>57.24</td>\n",
       "      <td>57.64</td>\n",
       "    </tr>\n",
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      ],
      "text/plain": [
       "Date    2016-10-03  2016-10-04  2016-10-05\n",
       "Symbol                                    \n",
       "AAPL        112.52      113.00      113.05\n",
       "CSCO         31.50       31.35       31.59\n",
       "MSFT         57.42       57.24       57.64"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-10-03    112.52\n",
       "2016-10-04    113.00\n",
       "2016-10-05    113.05\n",
       "Name: AAPL, dtype: float64"
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.loc['AAPL']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "112.52"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.loc['AAPL', '2016-10-03']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Symbol\n",
       "AAPL    112.52\n",
       "CSCO     31.50\n",
       "MSFT     57.42\n",
       "Name: 2016-10-03, dtype: float64"
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.loc[:, '2016-10-03']"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## DataFrame with MultiIndex"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>CSCO</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>31.50</td>\n",
       "      <td>14070500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>AAPL</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>112.52</td>\n",
       "      <td>21701800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>MSFT</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>57.42</td>\n",
       "      <td>19189500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>AAPL</th>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>113.00</td>\n",
       "      <td>29736800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>MSFT</th>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>57.24</td>\n",
       "      <td>20085900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>CSCO</th>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>31.35</td>\n",
       "      <td>18460400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>MSFT</th>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>57.64</td>\n",
       "      <td>16726400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>CSCO</th>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>31.59</td>\n",
       "      <td>11808600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>AAPL</th>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>113.05</td>\n",
       "      <td>21453100</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                    Close    Volume\n",
       "Symbol Date                        \n",
       "CSCO   2016-10-03   31.50  14070500\n",
       "AAPL   2016-10-03  112.52  21701800\n",
       "MSFT   2016-10-03   57.42  19189500\n",
       "AAPL   2016-10-04  113.00  29736800\n",
       "MSFT   2016-10-04   57.24  20085900\n",
       "CSCO   2016-10-04   31.35  18460400\n",
       "MSFT   2016-10-05   57.64  16726400\n",
       "CSCO   2016-10-05   31.59  11808600\n",
       "AAPL   2016-10-05  113.05  21453100"
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.set_index(['Symbol', 'Date'], inplace=True)\n",
    "stocks"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "MultiIndex(levels=[['AAPL', 'CSCO', 'MSFT'], ['2016-10-03', '2016-10-04', '2016-10-05']],\n",
       "           codes=[[1, 0, 2, 0, 2, 1, 2, 1, 0], [0, 0, 0, 1, 1, 1, 2, 2, 2]],\n",
       "           names=['Symbol', 'Date'])"
      ]
     },
     "execution_count": 18,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<style scoped>\n",
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">AAPL</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>112.52</td>\n",
       "      <td>21701800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>113.00</td>\n",
       "      <td>29736800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>113.05</td>\n",
       "      <td>21453100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">CSCO</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>31.50</td>\n",
       "      <td>14070500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>31.35</td>\n",
       "      <td>18460400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>31.59</td>\n",
       "      <td>11808600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">MSFT</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>57.42</td>\n",
       "      <td>19189500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>57.24</td>\n",
       "      <td>20085900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>57.64</td>\n",
       "      <td>16726400</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                    Close    Volume\n",
       "Symbol Date                        \n",
       "AAPL   2016-10-03  112.52  21701800\n",
       "       2016-10-04  113.00  29736800\n",
       "       2016-10-05  113.05  21453100\n",
       "CSCO   2016-10-03   31.50  14070500\n",
       "       2016-10-04   31.35  18460400\n",
       "       2016-10-05   31.59  11808600\n",
       "MSFT   2016-10-03   57.42  19189500\n",
       "       2016-10-04   57.24  20085900\n",
       "       2016-10-05   57.64  16726400"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.sort_index(inplace=True)\n",
    "stocks"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Selection from DataFrame with MultiIndex"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>112.52</td>\n",
       "      <td>21701800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>113.00</td>\n",
       "      <td>29736800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>113.05</td>\n",
       "      <td>21453100</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "             Close    Volume\n",
       "Date                        \n",
       "2016-10-03  112.52  21701800\n",
       "2016-10-04  113.00  29736800\n",
       "2016-10-05  113.05  21453100"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.loc['AAPL']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Close          112.52\n",
       "Volume    21701800.00\n",
       "Name: (AAPL, 2016-10-03), dtype: float64"
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.loc[('AAPL', '2016-10-03'), :]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "112.52"
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.loc[('AAPL', '2016-10-03'), 'Close']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "      <th></th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">AAPL</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>112.52</td>\n",
       "      <td>21701800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>113.00</td>\n",
       "      <td>29736800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>113.05</td>\n",
       "      <td>21453100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">MSFT</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>57.42</td>\n",
       "      <td>19189500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>57.24</td>\n",
       "      <td>20085900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>57.64</td>\n",
       "      <td>16726400</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                    Close    Volume\n",
       "Symbol Date                        \n",
       "AAPL   2016-10-03  112.52  21701800\n",
       "       2016-10-04  113.00  29736800\n",
       "       2016-10-05  113.05  21453100\n",
       "MSFT   2016-10-03   57.42  19189500\n",
       "       2016-10-04   57.24  20085900\n",
       "       2016-10-05   57.64  16726400"
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.loc[['AAPL', 'MSFT'], :]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<style scoped>\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>AAPL</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>112.52</td>\n",
       "      <td>21701800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>MSFT</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>57.42</td>\n",
       "      <td>19189500</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                    Close    Volume\n",
       "Symbol Date                        \n",
       "AAPL   2016-10-03  112.52  21701800\n",
       "MSFT   2016-10-03   57.42  19189500"
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.loc[(['AAPL', 'MSFT'], '2016-10-03'), :]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Symbol  Date      \n",
       "AAPL    2016-10-03    112.52\n",
       "MSFT    2016-10-03     57.42\n",
       "Name: Close, dtype: float64"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.loc[(['AAPL', 'MSFT'], '2016-10-03'), 'Close']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Symbol  Date      \n",
       "AAPL    2016-10-03    112.52\n",
       "        2016-10-04    113.00\n",
       "Name: Close, dtype: float64"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.loc[('AAPL', ['2016-10-03', '2016-10-04']), 'Close']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
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       "    <tr>\n",
       "      <th>Symbol</th>\n",
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       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"2\" valign=\"top\">AAPL</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>112.52</td>\n",
       "      <td>21701800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>113.00</td>\n",
       "      <td>29736800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"2\" valign=\"top\">CSCO</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>31.50</td>\n",
       "      <td>14070500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>31.35</td>\n",
       "      <td>18460400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"2\" valign=\"top\">MSFT</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>57.42</td>\n",
       "      <td>19189500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>57.24</td>\n",
       "      <td>20085900</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                    Close    Volume\n",
       "Symbol Date                        \n",
       "AAPL   2016-10-03  112.52  21701800\n",
       "       2016-10-04  113.00  29736800\n",
       "CSCO   2016-10-03   31.50  14070500\n",
       "       2016-10-04   31.35  18460400\n",
       "MSFT   2016-10-03   57.42  19189500\n",
       "       2016-10-04   57.24  20085900"
      ]
     },
     "execution_count": 27,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stocks.loc[(slice(None), ['2016-10-03', '2016-10-04']), :]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Merging DataFrames with MultiIndexes"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
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       "    .dataframe tbody tr th:only-of-type {\n",
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       "      <th></th>\n",
       "      <th>Close</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">AAPL</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>112.52</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>113.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>113.05</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">CSCO</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>31.50</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>31.35</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>31.59</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">MSFT</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>57.42</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>57.24</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>57.64</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                    Close\n",
       "Symbol Date              \n",
       "AAPL   2016-10-03  112.52\n",
       "       2016-10-04  113.00\n",
       "       2016-10-05  113.05\n",
       "CSCO   2016-10-03   31.50\n",
       "       2016-10-04   31.35\n",
       "       2016-10-05   31.59\n",
       "MSFT   2016-10-03   57.42\n",
       "       2016-10-04   57.24\n",
       "       2016-10-05   57.64"
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "close = pd.read_csv('data/stocks.csv', usecols=[0, 1, 3], index_col=['Symbol', 'Date']).sort_index()\n",
    "close"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>Volume</th>\n",
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       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th>Date</th>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">AAPL</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>21701800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>29736800</td>\n",
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       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>21453100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">CSCO</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>14070500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>18460400</td>\n",
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       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>11808600</td>\n",
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       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">MSFT</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>19189500</td>\n",
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       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>20085900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>16726400</td>\n",
       "    </tr>\n",
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       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                     Volume\n",
       "Symbol Date                \n",
       "AAPL   2016-10-03  21701800\n",
       "       2016-10-04  29736800\n",
       "       2016-10-05  21453100\n",
       "CSCO   2016-10-03  14070500\n",
       "       2016-10-04  18460400\n",
       "       2016-10-05  11808600\n",
       "MSFT   2016-10-03  19189500\n",
       "       2016-10-04  20085900\n",
       "       2016-10-05  16726400"
      ]
     },
     "execution_count": 29,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "volume = pd.read_csv('data/stocks.csv', usecols=[0, 2, 3], index_col=['Symbol', 'Date']).sort_index()\n",
    "volume"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th></th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">AAPL</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>112.52</td>\n",
       "      <td>21701800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>113.00</td>\n",
       "      <td>29736800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>113.05</td>\n",
       "      <td>21453100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">CSCO</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>31.50</td>\n",
       "      <td>14070500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>31.35</td>\n",
       "      <td>18460400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>31.59</td>\n",
       "      <td>11808600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">MSFT</th>\n",
       "      <th>2016-10-03</th>\n",
       "      <td>57.42</td>\n",
       "      <td>19189500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-04</th>\n",
       "      <td>57.24</td>\n",
       "      <td>20085900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-10-05</th>\n",
       "      <td>57.64</td>\n",
       "      <td>16726400</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                    Close    Volume\n",
       "Symbol Date                        \n",
       "AAPL   2016-10-03  112.52  21701800\n",
       "       2016-10-04  113.00  29736800\n",
       "       2016-10-05  113.05  21453100\n",
       "CSCO   2016-10-03   31.50  14070500\n",
       "       2016-10-04   31.35  18460400\n",
       "       2016-10-05   31.59  11808600\n",
       "MSFT   2016-10-03   57.42  19189500\n",
       "       2016-10-04   57.24  20085900\n",
       "       2016-10-05   57.64  16726400"
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "both = pd.merge(close, volume, left_index=True, right_index=True)\n",
    "both"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th>0</th>\n",
       "      <td>AAPL</td>\n",
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       "      <td>112.52</td>\n",
       "      <td>21701800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>AAPL</td>\n",
       "      <td>2016-10-04</td>\n",
       "      <td>113.00</td>\n",
       "      <td>29736800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>AAPL</td>\n",
       "      <td>2016-10-05</td>\n",
       "      <td>113.05</td>\n",
       "      <td>21453100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>CSCO</td>\n",
       "      <td>2016-10-03</td>\n",
       "      <td>31.50</td>\n",
       "      <td>14070500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>CSCO</td>\n",
       "      <td>2016-10-04</td>\n",
       "      <td>31.35</td>\n",
       "      <td>18460400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>CSCO</td>\n",
       "      <td>2016-10-05</td>\n",
       "      <td>31.59</td>\n",
       "      <td>11808600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>MSFT</td>\n",
       "      <td>2016-10-03</td>\n",
       "      <td>57.42</td>\n",
       "      <td>19189500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>MSFT</td>\n",
       "      <td>2016-10-04</td>\n",
       "      <td>57.24</td>\n",
       "      <td>20085900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>MSFT</td>\n",
       "      <td>2016-10-05</td>\n",
       "      <td>57.64</td>\n",
       "      <td>16726400</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Symbol        Date   Close    Volume\n",
       "0   AAPL  2016-10-03  112.52  21701800\n",
       "1   AAPL  2016-10-04  113.00  29736800\n",
       "2   AAPL  2016-10-05  113.05  21453100\n",
       "3   CSCO  2016-10-03   31.50  14070500\n",
       "4   CSCO  2016-10-04   31.35  18460400\n",
       "5   CSCO  2016-10-05   31.59  11808600\n",
       "6   MSFT  2016-10-03   57.42  19189500\n",
       "7   MSFT  2016-10-04   57.24  20085900\n",
       "8   MSFT  2016-10-05   57.64  16726400"
      ]
     },
     "execution_count": 31,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "both.reset_index()"
   ]
  }
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