Question

我有一个嵌套列表的字典

d = {'IBGB100': [RealTimeBar(time=datetime.datetime(2019, 2, 21, 19, 17, tzinfo=datetime.timezone.utc), open_=7169.42, high=7169.67, low=7169.42, close=7169.42, volume=-1, wap=-1.0, count=-1),
                 RealTimeBar(time=datetime.datetime(2019, 2, 21, 19, 17, 5, tzinfo=datetime.timezone.utc), open_=7169.42, high=7169.42, low=7168.92, close=7168.92, volume=-1, wap=-1.0, count=-1)],
      'IBEU50': [RealTimeBar(time=datetime.datetime(2019, 2, 21, 19, 17, tzinfo=datetime.timezone.utc), open_=3262.455, high=3262.455, low=3262.455, close=3262.455, volume=-1, wap=-1.0, count=-1),
                 RealTimeBar(time=datetime.datetime(2019, 2, 21, 19, 17, 5, tzinfo=datetime.timezone.utc), open_=3262.455, high=3262.455, low=3262.455, close=3262.455, volume=-1, wap=-1.0, count=-1)],
      'IBDE30': [RealTimeBar(time=datetime.datetime(2019, 2, 21, 19, 17, tzinfo=datetime.timezone.utc), open_=11417.15, high=11417.655, low=11416.9, close=11416.9, volume=-1, wap=-1.0, count=-1),
                 RealTimeBar(time=datetime.datetime(2019, 2, 21, 19, 17, 5, tzinfo=datetime.timezone.utc), open_=11416.9, high=11416.905, low=11416.15, close=11416.65, volume=-1, wap=-1.0, count=-1)]}

我正在尝试将这种格式转换为DataFrame

instrument   datetime                open       high        low        close    volume    wap    count
'IBGB100'    2019, 2, 21, 19, 17,    7169.42    7169.67     7169.42    7169.42   -1       -1.0   -1
             2019, 2, 21, 19, 17, 5, 7169.42    7169.42     7168.92    7168.92   -1       -1.0   -1
'IBEU50'     2019, 2, 21, 19, 17,    3262.455   3262.455    3262.455   3262.455  -1       -1.0   -1
             2019, 2, 21, 19, 17, 5, 3262.455   3262.455    3262.455   3262.455  -1       -1.0   -1
'IBDE30'     2019, 2, 21, 19, 17,    11417.15   11417.655   11416.9    11416.9   -1       -1.0   -1
             2019, 2, 21, 19, 17, 5, 11416.9    11416.905   11416.15   11416.65  -1       -1.0   -1

pd.DataFrame（d）.transpose（）使我接近，但是我无法解决如何以列的形式访问嵌套列表数据。

嵌套列表以1xN个形状（即按列扩展）返回，而不是我需要的Nx8个形状（即按行向下扩展）返回。

            0                   1                  
'IBGB100'   RealTimeBar(...)    RealTimeBar(...)    
'IBEU50'    RealTimeBar(...)    RealTimeBar(...)    
'IBDE30'    RealTimeBar(...)    RealTimeBar(...)

将嵌套列表的字典转换为DataFrame

0 个答案: