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35 lines
1.5 KiB
35 lines
1.5 KiB
2 years ago
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# Exercise 3 Merge MultiIndex
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The goal of this exercise is to learn to merge DataFrames with MultiIndex.
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Use the code below to generate the DataFrames. `market_data` contains fake market data. In finance, the market is available during the trading days (business days). `alternative_data` contains fake alternative data from social media. This data is available every day. But, for some reasons the Data Engineer lost the last 15 days of alternative data.
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1. Using `market_data` as the reference, merge `alternative_data` on `market_data`
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```python
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#generate days
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all_dates = pd.date_range('2021-01-01', '2021-12-15')
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business_dates = pd.bdate_range('2021-01-01', '2021-12-31')
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#generate tickers
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tickers = ['AAPL', 'FB', 'GE', 'AMZN', 'DAI']
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#create indexs
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index_alt = pd.MultiIndex.from_product([all_dates, tickers], names=['Date', 'Ticker'])
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index = pd.MultiIndex.from_product([business_dates, tickers], names=['Date', 'Ticker'])
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# create DFs
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market_data = pd.DataFrame(index=index,
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data=np.random.randn(len(index), 3),
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columns=['Open','Close','Close_Adjusted'])
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alternative_data = pd.DataFrame(index=index_alt,
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data=np.random.randn(len(index_alt), 2),
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columns=['Twitter','Reddit'])
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```
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`reset_index` is not allowed for this question
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2. Fill missing values with 0
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- https://medium.com/swlh/merging-dataframes-with-pandas-pd-merge-7764c7e2d46d
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