Concatenate two DataFrames into one MultiIndex sharing the same DateTimeIndex

Question

I could concatenate two DataFrames df1 & df2 into one df but I somehow could not get the "stack" structure that I need - see attached image.

How do I get df1 & df2 to combine to share one DateTimeIndex like the one in a "stack" structure?

Answer 1

I think you need to_frame:

df = pd.DataFrame({'AAPL':[1,3,4],
                   'GOOG_L':[6,7,8]}, index=pd.date_range('2012-01-01', periods=3))
print (df)
            AAPL  GOOG_L
2012-01-01     1       6
2012-01-02     3       7
2012-01-03     4       8

df1 = df.stack().to_frame('col')
print (df1)
                   col
2012-01-01 AAPL      1
           GOOG_L    6
2012-01-02 AAPL      3
           GOOG_L    7
2012-01-03 AAPL      4
           GOOG_L    8

df2 = df.unstack().to_frame('col')
print (df2)
                   col
AAPL   2012-01-01    1
       2012-01-02    3
       2012-01-03    4
GOOG_L 2012-01-01    6
       2012-01-02    7
       2012-01-03    8