hernanavella hernanavella - 13 days ago 10
Python Question

How to create a multilevel dataframe in pandas?

Given two different df's:

'A'

a b
2016-11-21 2 1
2016-11-22 3 4
2016-11-23 5 2
2016-11-24 6 3
2016-11-25 6 3


'B'

a b
2016-11-21 3 0
2016-11-22 1 0
2016-11-23 1 6
2016-11-24 1 5
2016-11-25 0 2


How can I create a 'multilevel' dataframe of this shape:

'C'

A B
a b a b
2016-11-21 2 1 3 0
2016-11-22 3 4 1 0
2016-11-23 5 2 1 6
2016-11-24 6 3 1 5
2016-11-25 6 3 0 2


*index is a 'datatime' object

Thanks

Answer

One option is to use MultiIndex() to construct the columns level for A and B and then concatenate them:

import pandas as pd
A.columns = pd.MultiIndex.from_product([['A'], A.columns])
B.columns = pd.MultiIndex.from_product([['B'], B.columns])
pd.concat([A, B], axis = 1)

#               A       B
#           a   b   a   b
#2016-11-21 2   1   3   0
#2016-11-22 3   4   1   0
#2016-11-23 5   2   1   6
#2016-11-24 6   3   1   5
#2016-11-25 6   3   0   2