Python Pandas: Is it possible to convert date Object to DateTimeIndex in multi-index dataframe?

Question

                       open      high       low     close    volume
Ticker  date
NAVER   2008-11-28  185724.0  192776.0  177887.0  191993.0  399179.0
        2008-12-01  191209.0  191993.0  178671.0  178671.0  258409.0
SAMSUNG 2008-11-28  185724.0  192776.0  177887.0  191993.0  399179.0
        2008-12-01  191209.0  191993.0  178671.0  178671.0  258409.0
        2008-12-02  156729.0  174753.0  156729.0  169267.0  296473.0

What I had tried,

data_dfs.index = data_dfs.index.set_levels([data_dfs.index.levels[:-1], pd.to_datetime(data_dfs.index.levels[-1])])

It works but the problem is that it remove index name 'Ticker'....

So, I tried data_dfs = data_dfs.rename_axis(['Ticker', 'date'], axis=1) but it doesn't set index name as 'Ticker'...

How can I deal with it?

jezrael · Accepted Answer · 2018-03-27 05:59:49Z

1

I think you can use set_levels with parameter level=1 and for values use get_level_values:

mux = pd.MultiIndex.from_product([['NAVER'], ['2018-11-28','2018-12-01','2018-12-02']], 
                                 names=['Ticker', 'date'])
df = pd.DataFrame({'open':[1,2,3]}, 
                  index=mux)

df.index = df.index.set_levels(pd.to_datetime(df.index.get_level_values(1)), level=1)
print(df)
                   open
Ticker date            
NAVER  2018-11-28     1
       2018-12-01     2
       2018-12-02     3

print(df.index.get_level_values(1))
DatetimeIndex(['2018-11-28', '2018-12-01', '2018-12-02'],
dtype='datetime64[ns]', name='date', freq=None)

answered Mar 27, 2018 at 5:59

jezrael

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1 Comment

user3595632 Over a year ago

Thanks, u save my life again :)

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