How to query MultiIndex index columns values in pandas
For better readability, we can simply use the query() Method, to avoid the lengthy df.index.get_level_values() and reset_index/set_index to and fro.
Here is the target DataFrame:
In [12]: df
Out[12]:
C
A B
1.1 111 68
222 40
3.3 222 20
333 11
5.5 333 80
6.6 777 51
Answer for Q1 (A in range [3.3, 6.6]):
In [13]: df.query('3.3 <= A <= 6.6') # for closed interval
Out[13]:
C
A B
3.3 222 20
333 11
5.5 333 80
6.6 777 51
In [14]: df.query('3.3 < A < 6.6') # for open interval
Out[14]:
C
A B
5.5 333 80
and of course one can play around with <, <=, >, >= for any kind of inclusion.
Similarly, answer for Q2 (A in range [2.0, 4.0]):
In [15]: df.query('2.0 <= A <= 4.0')
Out[15]:
C
A B
3.3 222 20
333 11
Answer for Q3 (B in range [111, 500]):
In [16]: df.query('111 <= B <= 500')
Out[16]:
C
A B
1.1 111 68
222 40
3.3 222 20
333 11
5.5 333 80
And moreover, you can COMBINE the query for col A and B very naturally!
In [17]: df.query('0 < A < 4 and 150 < B < 400')
Out[17]:
C
A B
1.1 222 40
3.3 222 20
333 11
With a 'float' like index you always want to use it as a column rather than a direct indexing action. These will all work whether the endpoints exist or not.
In [11]: df
Out[11]:
C
A B
1.1 111 81
222 45
3.3 222 98
333 13
5.5 333 89
6.6 777 98
In [12]: x = df.reset_index()
Q1
In [13]: x.loc[(x.A>=3.3)&(x.A<=6.6)]
Out[13]:
A B C
2 3.3 222 98
3 3.3 333 13
4 5.5 333 89
5 6.6 777 98
Q2
In [14]: x.loc[(x.A>=2.0)&(x.A<=4.0)]
Out[14]:
A B C
2 3.3 222 98
3 3.3 333 13
Q3
In [15]: x.loc[(x.B>=111.0)&(x.B<=500.0)]
Out[15]:
A B C
0 1.1 111 81
1 1.1 222 45
2 3.3 222 98
3 3.3 333 13
4 5.5 333 89
If you want the indices back, just set them. This is a cheap operation.
In [16]: x.loc[(x.B>=111.0)&(x.B<=500.0)].set_index(['A','B'])
Out[16]:
C
A B
1.1 111 81
222 45
3.3 222 98
333 13
5.5 333 89
If you REALLY want the actual index values
In [5]: x.loc[(x.B>=111.0)&(x.B<=500.0)].set_index(['A','B']).index
Out[5]:
MultiIndex
[(1.1, 111), (1.1, 222), (3.3, 222), (3.3, 333), (5.5, 333)]
To query the df by the MultiIndex values, for example where (A > 1.7) and (B < 666):
In [536]: result_df = df.loc[(df.index.get_level_values('A') > 1.7) & (df.index.get_level_values('B') < 666)]
In [537]: result_df
Out[537]:
C
A B
3.3 222 43
333 59
5.5 333 56
Hence, to get for example the 'A' index values, if still required:
In [538]: result_df.index.get_level_values('A')
Out[538]: Index([3.3, 3.3, 5.5], dtype=object)
The problem is, that in large data frames the performance of by index selection worse by 10% than the sorted regular rows selection. And in repetitive work, looping, the delay accumulated. See example:
In [558]: df = store.select(STORE_EXTENT_BURSTS_DF_KEY)
In [559]: len(df)
Out[559]: 12857
In [560]: df.sort(inplace=True)
In [561]: df_without_index = df.reset_index()
In [562]: %timeit df.loc[(df.index.get_level_values('END_TIME') > 358200) & (df.index.get_level_values('START_TIME') < 361680)]
1000 loops, best of 3: 562 µs per loop
In [563]: %timeit df_without_index[(df_without_index.END_TIME > 358200) & (df_without_index.START_TIME < 361680)]
1000 loops, best of 3: 507 µs per loop