【发布时间】:2020-10-18 18:44:56
【问题描述】:
我想删除与 alpha 向量值为负数的“技术”部门相关的行。该索引由两部分组成,0 级“日期”和 1 级“资产”。
alpha_vector sector
date asset
2019-06-28 00:00:00+00:00 A 1.218573 Healthcare
AA 1.247386 Basic Materials
AAL 1.842296 Industrials
AAP -0.713696 Consumer Cyclical
AAPL 3.370962 Technology
AAXN -1.892290 Industrials
ABB 1.525332 Industrials
ABBV 4.647228 Healthcare
ABC 1.421925 Healthcare
ABMD 3.130564 Healthcare
ABT -6.842299 Healthcare
ACAD -2.015420 Healthcare
ACC 0.448264 Real Estate
ACGL -1.179464 Financial Services
ACIA 2.839611 Technology
... ... ... ...
2020-06-26 00:00:00+00:00 WRK 5.098169 Consumer Cyclical
WSM -8.620308 Consumer Cyclical
WSO -9.874210 Industrials
WST -10.74130 Healthcare
WU 1.267384 Financial Services
WWD 3.379096 Industrials
WWE -0.766277 Consumer Cyclical
226296 rows × 2 columns
我试过了:
for date in df.index.levels[0]:
for ticker in df.index.levels[1]:
if (df.loc[(date,ticker),'sector'] == 'Technology') and (df.loc[(date,ticker),'alpha_vector'] < 0):
df.drop((date,ticker),inplace =True)
但是执行时间太长了。
【问题讨论】:
-
显示你的样本数据?
标签: pandas multi-index