Hi!
For a personal project I'm trying to merge two pandas dataframe which have a multiindex formed by FDS_ID (you can assume it's a ticker symbol) and DATE.
I'm having difficulties in merging, I would like to perform a "LEFT JOIN", where all the elements of df are kept but not of df2.
I would like the new df, let's call it df3, to have this structure, discarding all elements in df2 which do not match on BOTH FDS_ID and DATE:
Here's a link to my target df, let's call it df3 : wanted target df
There may be a way to do this with joins but, to be candid, I hate figuring out the inners and outers. I tend to think serially. I would first concatenate all the rows, and then drop the rows where the index (FDS_ID and DATE) are not in df. In other words, select only rows where the index is in the df index. Like this
df3 = pd.concat([df, df2], axis=1).loc[df.index]
One issue with your df dataframe. It contains duplicate index values. The index date '1997-12-31' appears twice (I changed it to 1995 in the attached notebook). Not sure that was intentional? Usually index values are unique. The concatenate method above doesn't work with duplicate index values. If those duplicates are intentional then a different way needs to be found.
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yes, it works! The original dataframes, which I can't show, had indeed undesired duplicate indexes, had to use (the names of the various dataframes are different than the one in the notebook I attached)
df_Universe_indexed[~df_Universe_indexed.index.duplicated()] after dropping the duplicate values, merging with your code worked!
All fine, besides that in the new dataframe I have a new column called:
Unnamed: 0 float64
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.