Trying to find a way of efficiently filtering all entries under both top level columns based on a filter defined for only one of the top level columns. Best explained with the example below and desired output.
Example DataFrame
import pandas as pd
import numpy as np
info = ['price', 'year']
months = ['month0','month1','month2']
settlement_dates = ['2020-12-31', '2021-01-01']
Data = [[[2,4,5],[2020,2021,2022]],[[1,4,2],[2021,2022,2023]]]
Data = np.array(Data).reshape(len(settlement_date),len(months) * len(info))
midx = pd.MultiIndex.from_product([assets, Asset_feature])
df = pd.DataFrame(Data, index=settlement_dates, columns=midx)
df
price year
month0 month1 month2 month0 month1 month2
2020-12-31 2 4 5 2020 2021 2022
2021-01-01 1 4 2 2021 2022 2023
Create filter for multiindex dataframe
idx_cols = pd.IndexSlice
df_filter = df.loc[:, idx_cols['year', :]]==2021
df[df_filter]
price year
month0 month1 month2 month0 month1 month2
2020-12-31 NaN NaN NaN NaN 2021.0 NaN
2021-01-01 NaN NaN NaN 2021.0 NaN NaN
Desired output:
price year
month0 month1 month2 month0 month1 month2
2020-12-31 NaN 4 NaN NaN 2021.0 NaN
2021-01-01 1 NaN NaN 2021.0 NaN NaN
You can reshape for simplify solution by reshape for DataFrame
by DataFrame.stack
with filter by DataFrame.where
:
df1 = df.stack()
df_filter = df1['year']==2021
df_filter = df1.where(df_filter).unstack()
print (df_filter)
price year
month0 month1 month2 month0 month1 month2
2020-12-31 NaN 4.0 NaN NaN 2021.0 NaN
2021-01-01 1.0 NaN NaN 2021.0 NaN NaN
Your solution is possible, but more complicated - there is reshaped mask for repalce missing values by back and forward filling missing values:
idx_cols = pd.IndexSlice
df_filter = df.loc[:, idx_cols['year', :]]==2021
df_filter = df_filter.reindex(df.columns, axis=1).stack(dropna=False).bfill(axis=1).ffill(axis=1).unstack()
print (df_filter)
price year
month0 month1 month2 month0 month1 month2
2020-12-31 False True False False True False
2021-01-01 True False False True False False
print (df[df_filter])
price year
month0 month1 month2 month0 month1 month2
2020-12-31 NaN 4.0 NaN NaN 2021.0 NaN
2021-01-01 1.0 NaN NaN 2021.0 NaN NaN