This seems to be a genereal and repeated (and unsolved) issue when trying to plot information from a Python Pandas MultiIndex.
The plotting code:
df.unstack(0).plot(x='SHIFT', y='INFORMATION_SURPLUS_PCT')
will render the following graph:
Unfortunately the color of the legend lines do not match the lines on the graph, I've also tried the following code to supply a legend but this still doesn't match up:
df.unstack(0).plot(x='SHIFT', y='INFORMATION_SURPLUS_PCT', legend=df.index.levels)
Example df:
INFORMATION_SURPLUS_DIFF INFORMATION_SURPLUS_PCT \
SYMBOL
LBTYB 0 0.000000 0.000000
1 0.015046 11.206891
2 0.042249 31.468118
3 0.005421 4.037495
4 -0.005569 0.000000
5 -0.069742 0.000000
6 0.036281 27.022972
7 0.072626 54.093432
8 -0.026966 0.000000
9 -0.048241 0.000000
10 0.145121 108.088780
MNST 0 0.000000 0.000000
1 0.062962 0.000000
2 0.029280 0.000000
3 0.056574 63.569509
4 0.088341 99.265331
5 0.052083 0.000000
6 0.041253 46.353665
7 0.058658 65.911282
8 0.080748 90.732985
9 0.031419 0.000000
10 0.055326 62.167628
MUTUAL_INFORMATION SHIFT
SYMBOL
LBTYB 0 0.134261 0
1 0.149307 -1
2 0.176510 -2
3 0.139681 -3
4 0.128692 -4
5 0.064518 -5
6 0.170542 -6
7 0.206887 -7
8 0.107294 -8
9 0.086020 -9
10 0.279381 -10
MNST 0 0.088995 0
1 0.151957 -1
2 0.118276 -2
3 0.145569 -3
4 0.177337 -4
5 0.141078 -5
6 0.130248 -6
7 0.147653 -7
8 0.169743 -8
9 0.120414 -9
10 0.144322 -10



df, so that we can see what data is actually in there.