我有一个面板,其Items
索引为天。你知道吗
<class 'pandas.core.panel.Panel'>
Dimensions: 1260 (items) x 6 (major_axis) x 6 (minor_axis)
Items axis: 2011-06-27 00:00:00 to 2016-06-28 00:00:00
Major_axis axis: BP to XOM
Minor_axis axis: BP to XOM
索引:
DatetimeIndex(['2011-06-27', '2011-06-28', '2011-06-29', '2011-06-30',
'2011-07-01', '2011-07-05', '2011-07-06', '2011-07-07',
'2011-07-08', '2011-07-11',
...
'2016-06-15', '2016-06-16', '2016-06-17', '2016-06-20',
'2016-06-21', '2016-06-22', '2016-06-23', '2016-06-24',
'2016-06-27', '2016-06-28'],
dtype='datetime64[ns]', name=u'Date', length=1260, freq=None, tz=None)
我有一个以毫秒分辨率表示的时间索引的数据帧:
DatetimeIndex(['2016-05-18 09:30:00.200000', '2016-05-18 09:30:00.400000',
'2016-05-18 09:30:00.600000', '2016-05-18 09:30:00.800000',
'2016-05-18 09:30:01', '2016-05-18 09:30:01.200000',
'2016-05-18 09:30:01.400000', '2016-05-18 09:30:01.600000',
'2016-05-18 09:30:01.800000', '2016-05-18 09:30:02',
...
'2016-05-20 15:59:58.200000', '2016-05-20 15:59:58.400000',
'2016-05-20 15:59:58.600000', '2016-05-20 15:59:58.800000',
'2016-05-20 15:59:59', '2016-05-20 15:59:59.200000',
'2016-05-20 15:59:59.400000', '2016-05-20 15:59:59.600000',
'2016-05-20 15:59:59.800000', '2016-05-20 16:00:00'],
dtype='datetime64[ns]', name=u'time', length=351000, freq='200L', tz=None)
当我试图重新索引我的面板时,我只得到一个值
pnl2 = pnl.reindex(df.index)
pnl2[0,:,:]
BP COP CVX MPC VLO XOM
BP NaN NaN NaN NaN NaN NaN
COP NaN NaN NaN NaN NaN NaN
CVX NaN NaN NaN NaN NaN NaN
MPC NaN NaN NaN NaN NaN NaN
VLO NaN NaN NaN NaN NaN NaN
XOM NaN NaN NaN NaN NaN NaN
但是,我知道面板中有与我的数据帧匹配的日期数据:
pnl[datetime.datetime(2016, 5, 18),:,:]
BP COP CVX MPC VLO XOM
BP 0.085169 -0.020719 -0.027176 -0.001270 -0.004472 -0.025772
COP -0.020719 0.064905 -0.043904 -0.012531 0.010451 -0.005583
CVX -0.027176 -0.043904 0.185100 -0.006396 -0.001374 -0.108513
MPC -0.001270 -0.012531 -0.006396 0.053583 -0.042791 0.012225
VLO -0.004472 0.010451 -0.001374 -0.042791 0.059244 -0.015029
XOM -0.025772 -0.005583 -0.108513 0.012225 -0.015029 0.199892
问题:
我需要做什么才能用数据帧的索引正确地重新索引我的面板?你知道吗
由于时间组件的原因,重新索引失败,因此您只能访问datetimeIndex的date组件
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