我有一个Items
索引为天的小组。
<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
指数:
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)
我有一个数据帧,其中包含以毫秒分辨率为单位的索引:
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)
当我尝试重新索引我的面板时,我只得到NAN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,我知道该小组的日期数据与我的数据框匹配:
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:
为了正确地使用我的数据框索引重新索引我的面板,我需要做什么?