python - Pandas Column Multiindex Subtracting Columns from each other -


pandas dataframe:

constructor:

c = pd.multiindex.from_product([['aapl','amzn'],['price','custom']]) = pd.date_range(start='2017-01-01',end='2017-01-6') df1 = pd.dataframe(index=i,columns=c)  df1.loc[:,('aapl','price')] = list(range(51,57)) df1.loc[:,('amzn','price')] = list(range(101,107)) df1.loc[:,('aapl','custom')] = list(range(1,7)) df1.loc[:,('amzn','custom')] = list(range(17,23)) df1.index.set_names('dates',inplace=true) df1.sort_index(axis=1,level=0,inplace=true) # needed pd.indexslice[]  df1

produces: (can't figure out how format output jupyter notebook)

    aapl    amzn     custom  price   custom  price dates                2017-01-01  1   51  17  101 2017-01-02  2   52  18  102 2017-01-03  3   53  19  103 2017-01-04  4   54  20  104 2017-01-05  5   55  21  105 2017-01-06  6   56  22  106

question: how can create 3rd column @ 2nd level of multiindex difference between price , custom? should calculated separately each top column level, i.e. separately aapl , amzn.

attempted solutions:

i tried using pd.indexslice in 2 ways, both give me nans:

df1.loc[:,pd.indexslice[:,'price']].sub(df1.loc[:,pd.indexslice[:,'custom']]) df1.loc[:,pd.indexslice[:,'price']] - df1.loc[:,pd.indexslice[:,'custom']]

returns:

    aapl    amzn     custom  price   custom  price dates                2017-01-01  nan nan nan nan 2017-01-02  nan nan nan nan 2017-01-03  nan nan nan nan 2017-01-04  nan nan nan nan 2017-01-05  nan nan nan nan 2017-01-06  nan nan nan nan

how can add third column difference?

thanks.

you might consider subtraction of values:

df1.loc[:, pd.indexslice[:, 'price']] - df1.loc[:,pd.indexslice[:,'custom']].values

to join back, can use pd.concat:

in [221]: df2 = (df1.loc[:, pd.indexslice[:, 'price']] - df1.loc[:,pd.indexslice[:,'custom']].values)\                             .rename(columns={'price' : 'new'})  in [222]: pd.concat([df1, df2], axis=1) out[222]:               aapl         amzn       aapl amzn            custom price custom price  new  new dates                                          2017-01-01      1    51     17   101   50   84 2017-01-02      2    52     18   102   50   84 2017-01-03      3    53     19   103   50   84 2017-01-04      4    54     20   104   50   84 2017-01-05      5    55     21   105   50   84 2017-01-06      6    56     22   106   50   84

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