1 | initial version |
One possible solution for handling column names with multiple levels in yfinance data download is to use pandas' MultiIndex
feature. This allows us to handle hierarchical indices and columns in a more structured and efficient manner.
To create a MultiIndex
for the columns, we can use the from_tuples
method and pass in a list of tuples that represent the levels of the column names. For example, to create a MultiIndex
with two levels for the OHLC data, we can do the following:
import yfinance as yf
# download data for 'AAPL' stock
df = yf.download('AAPL', start='2021-01-01', end='2021-06-30')
# create multi-level columns
cols = [('Open', 'AAPL'), ('High', 'AAPL'), ('Low', 'AAPL'), ('Close', 'AAPL'), ('Adj Close', 'AAPL'), ('Volume', 'AAPL')]
df.columns = pd.MultiIndex.from_tuples(cols)
This will create a DataFrame
with column names like (Open, AAPL)
, (High, AAPL)
, etc. We can then access the columns using the .loc
accessor and pass in a tuple of the levels we want to select. For example, to select the 'Open'
column for 'AAPL'
, we can do:
print(df.loc[:, ('Open', 'AAPL')])
This will output a Series
with the 'Open'
prices for 'AAPL'
. We can also use slicing and other operations on the MultiIndex
columns as needed.