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32 lines
1.6 KiB
32 lines
1.6 KiB
2 years ago
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# Exercise 6 Unstack
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The goal of this exercise is to learn to unstack a MultiIndex
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Let's assume we trained a machine learning model that predicts a daily score on the companies (tickers) below. It may be very useful to unstack the MultiIndex: plot the time series, vectorize the backtest, ...
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```python
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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 = 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), 1),
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columns=['Prediction'])
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```
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1. Unstack the DataFrame.
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The first 3 rows of the DataFrame should like this:
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| Date | ('Prediction', 'AAPL') | ('Prediction', 'AMZN') | ('Prediction', 'DAI') | ('Prediction', 'FB') | ('Prediction', 'GE') |
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|:--------------------|-------------------------:|-------------------------:|------------------------:|-----------------------:|-----------------------:|
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| 2021-01-01 00:00:00 | 0.382312 | -0.072392 | -0.551167 | -0.0585555 | 1.05955 |
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| 2021-01-04 00:00:00 | -0.560953 | 0.503199 | -0.79517 | -3.23136 | 1.50271 |
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| 2021-01-05 00:00:00 | 0.211489 | 1.84867 | 0.287906 | -1.81119 | 1.20321 |
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2. Plot the 5 times series in the same plot using Pandas built-in visualization functions with a title.
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