假设我有下表,
+-------+----------+-------+-------+
| Date | Exchange | price | x |
+-------+----------+-------+-------+
| 02/12 | LSE | 1 | s |
| 03/12 | LSE | 2 | d |
| 03/12 | LSE | 2 | f |
| 03/12 | CBOE | 3 | q |
| 04/12 | CBOE | 4 | w |
| 04/12 | CBOE | 5 | t |
+-------+----------+-------+-------+
我想得到一个在两列日期和交换相同时添加价格列的表,即该表看起来像
+-------+----------+-------+
| Date | Exchange | price |
+-------+----------+-------+
| 02/12 | LSE | 1 |
| 03/12 | LSE | 4 |
| 03/12 | CBOE | 3 |
| 04/12 | CBOE | 9 |
+-------+----------+-------+
我尝试了一些但是没用
spread_per_isin_size_2500.groupby(['exchange', 'date']).size().groupby(level=1).max()
我能做到吗?
谢谢