在多索引数据框中捕获熊猫 loc 中的过滤器异常

Question

我有一个多索引时间序列数据如下 -

库存清单

datetimestamp,stock_id,period_value,date,stock_code,broker_token,period,open,high,low,close,volume,open_interest,candle_no
2021-10-25 09:15:00,AAA,1,2021-10-25,AAA,10100000007,1 min,1018.0,1018.9,1011.1,1014.25,5575,0.0,0
2021-10-25 09:16:00,AAA,1,2021-10-25,AAA,10100000007,1 min,1013.0,1013.0,1000.05,1002.6,9682,0.0,1
2021-10-25 09:17:00,AAA,1,2021-10-25,AAA,10100000007,1 min,1000.7,1001.3,994.0,995.0,13121,0.0,2
2021-10-25 09:18:00,AAA,1,2021-10-25,AAA,10100000007,1 min,994.7,997.65,994.0,995.2,5378,0.0,3
2021-10-25 09:19:00,AAA,1,2021-10-25,AAA,10100000007,1 min,995.3,998.4,995.15,998.0,3205,0.0,4
2021-10-25 09:16:00,BBB,1,2021-10-25,BBB,10100000005378,1 min,357.55,358.4,357.55,358.4,78,0.0,0
2021-10-25 09:17:00,BBB,1,2021-10-25,BBB,10100000005378,1 min,357.6,357.85,357.0,357.0,502,0.0,1
2021-10-25 09:18:00,BBB,1,2021-10-25,BBB,10100000005378,1 min,357.0,357.0,355.15,355.15,325,0.0,2
2021-10-25 09:19:00,BBB,1,2021-10-25,BBB,10100000005378,1 min,355.85,355.85,355.55,355.55,23,0.0,3
2021-10-25 09:20:00,BBB,1,2021-10-25,BBB,10100000005378,1 min,356.0,356.2,355.65,356.2,22,0.0,4
2021-10-25 09:21:00,BBB,1,2021-10-25,BBB,10100000005378,1 min,355.1,355.8,355.1,355.1,436,0.0,5

我正在尝试从多索引数据帧中为每个时间戳循环读取每只股票的开盘、代码、交易量。

下面是代码-

    period_file_index = ['datetimestamp', 'stock_id', 'period_value']
    period_file_df.set_index(period_file_index, inplace=True)
    period_file_df = period_file_df.sort_index(level=[0,1,2])
    
    index_slice = pd.IndexSlice
    for stock in stock_list
        open_price = period_file_df.loc[index_slice[('2021-10-25 09:15:00'), stock, 1]]['open']

我收到以下错误。

文件

"/Users/macdev1/PycharmProjects/SMLogin2/library/utility/archive_data_analysis.py", line 218, in analyze_archive_dated_period_file_v0
    open_price = period_file_df.loc[index_slice[('2021-10-25 09:15:00'), stock, 1]]['open']
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/pandas/core/indexing.py", line 889, in __getitem__
    return self._getitem_tuple(key)
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/pandas/core/indexing.py", line 1060, in _getitem_tuple
    return self._getitem_lowerdim(tup)
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/pandas/core/indexing.py", line 799, in _getitem_lowerdim
    return self._handle_lowerdim_multi_index_axis0(tup)
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/pandas/core/indexing.py", line 1088, in _handle_lowerdim_multi_index_axis0
    raise ek
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/pandas/core/indexing.py", line 1080, in _handle_lowerdim_multi_index_axis0
    return self._get_label(tup, axis=axis)
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/pandas/core/indexing.py", line 1073, in _get_label
    return self.obj.xs(label, axis=axis)
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/pandas/core/generic.py", line 3733, in xs
    loc, new_index = index._get_loc_level(
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/pandas/core/indexes/multi.py", line 3038, in _get_loc_level
    raise KeyError(key) from e
KeyError: ('2021-10-25 09:15:00', 'BBB', 1)

The reason is that there is no record for BBB for the datetimestamp - '2021-10-25 09:15:00' for period value 1.

我能够通过为每个时间戳取最小值来克服错误，但这会增加额外的时间，因为必须为每只股票生成。

如果我能捕捉到这个异常以及如果它发生转移到下一个股票，我将不胜感激。

Answer 1

使用try - except KeyError:

stock_list = ['AAA','BBB']
index_slice = pd.IndexSlice
for stock in stock_list:
    try:
        open_price = period_file_df.loc[index_slice[('2021-10-25 09:15:00'), stock, 1]]['open']
        print (open_price)
    except KeyError:
        print ('keyerror')