Slicing a pandas.MultiIndex Series

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Slicing a pandas.MultiIndex Series

Joseph Moorhouse

edited Jul 4, 2019

Seeking Help Tools and Tips

I'm having an issue slicing a pandas.MultiIndex Series in the research environment. The problem seems to be isolated to my research area, as I'm recycling code from a local project. The issue is demonstrated below (The code example is taken from jakevdp's website)

import pandas as pd  
import numpy as np

index = pd.MultiIndex.from_product([[2013, 2014, 2015, 2016, 2017], [1, 2]], names=['year', 'visit'])  
columns = pd.MultiIndex.from_product([['Bob', 'Guido', 'Sue']])

# Fake data taken from the website referenced  
data = np.round(np.random.randn(10, 3), 1)  
data[:, ::2] *= 10  
data += 37

# DataFrame  
health_data = pd.DataFrame(data, index=index, columns=columns)  
health_data

# IndexSlice class for slicing MultiIndex Dataframe/Series  
idx = pd.IndexSlice  
dates = [2013, 2014]  
bob = health_data.iloc[:, 0]

# The following should slice at dates  
bob.loc[idx[dates, :]]

This yields the following error

AttributeError: '_iLocIndexer' object has no attribute '_getitem_axis'

I can get around the issue by using bob = health_data[['Bob']]instead, but I'm curious as to why this error is being raised when it's a valid operation?

2 responses

This seems to be a bug in version 0.18.1 of Pandas (used on Quantopian). The code works fine in later versions (tried it on ver 0.24.2). Specifically, multi indexed series get confused with IndexSlice. Dataframes work fine. So the following works

bob.to_frame().loc[idx[dates, :]]

Ensure you are working with a dataframe and things should work as expected. As a side note, Quantopian will be migrating to a newer version of Pandas later this year so this should be cleared up then.

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Joseph Moorhouse

Thanks for your help Dan, really appreciate your feedback. That's the solution I opted for.

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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.

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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.