Using pandas, I have a DataFrame consisting of MultiIndex Series where level 0 is a DateTimeindex (from date_range). Now, when I resample this dataframe (I go from monthly data points to quarterly for example, so I'm downscaling), I seem to lose level 1 from the MultiIndex Series.
I suspect it happens because of the sum() I'm applying to the DatetimeIndexResampler, but how can I prevent this from happening?
To give you an idea of the DataFrame:
A B C
2017-03-31 a EUR 0.00 EUR 0.00 EUR 0.00
b EUR 0.00 EUR 0.00 EUR 0.00
c EUR 0.00 EUR 895.00 EUR 600.00
d EUR 0.00 EUR 468.00 EUR 771.43
e EUR 0.00 EUR 4,120.00 EUR 6,048.57
2017-04-30 a EUR 0.00 EUR 0.00 EUR 0.00
b EUR 0.00 EUR 0.00 EUR 0.00
c EUR 0.00 EUR 895.00 EUR 600.00
d EUR 0.00 EUR 468.00 EUR 800.00
e EUR 0.00 EUR 4,120.00 EUR 6,290.00
2017-05-31 a EUR 0.00 EUR 0.00 EUR 0.00
b EUR 4,333.33 EUR 0.00 EUR 0.00
c EUR 995.00 EUR 895.00 EUR 600.00
d EUR 790.00 EUR 468.00 EUR 800.00
e EUR 3,650.00 EUR 4,120.00 EUR 6,290.00
It is stored in the variable values
.
Then:
values.resample('QS', level=0).sum()
returns
A B C
2017-01-01 EUR 0.00 EUR 5,483.00 EUR 7,420.00
2017-04-01 EUR 9,768.33 EUR 10,966.00 EUR 15,380.00
So, where did my MultiIndex go? I am hoping to be able to sum over 'a', 'b', 'c', 'd' and 'e' separately when resampling.