I have a 3-level dictionary like this:
data={'2016-11-28': {'area1': {'am': -0.007, 'pm': 0.008}, 'area2': {'am': 0.0, 'pm': 0.0}, 'area3': {'am': -0.01, 'pm': -0.001}},'2016-11-29':{'area1': {'am': -0.007, 'pm': 0.008}, 'area2': {'am': 0.0, 'pm': 0.0}, 'area3': {'am': -0.01, 'pm': -0.001}}}
I want to convert it to a dataframe, and I tried:
tickers=data['2016-11-28'].keys()
iterables=[tickers,['am','pm']]
index=pd.MultiIndex.from_product(iterables, names=['ticker', 'time'])
frame=pd.DataFrame(data,index=index)
but I got
2016-11-28 2016-11-29
ticker time
area1 am NaN NaN
pm NaN NaN
area3 am NaN NaN
pm NaN NaN
area2 am NaN NaN
pm NaN NaN
There are no values in the dataframe, only column names and index names. What's wrong with my code? Can someone help? Thanks very much!