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Slicing a pandas.MultiIndex Series

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