# Exercise 3 Merge MultiIndex The goal of this exercise is to learn to merge DataFrames with MultiIndex. 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. 1. Using `market_data` as the reference, merge `alternative_data` on `market_data` ```python #generate days all_dates = pd.date_range('2021-01-01', '2021-12-15') business_dates = pd.bdate_range('2021-01-01', '2021-12-31') #generate tickers tickers = ['AAPL', 'FB', 'GE', 'AMZN', 'DAI'] #create indexs index_alt = pd.MultiIndex.from_product([all_dates, tickers], names=['Date', 'Ticker']) index = pd.MultiIndex.from_product([business_dates, tickers], names=['Date', 'Ticker']) # create DFs market_data = pd.DataFrame(index=index, data=np.random.randn(len(index), 3), columns=['Open','Close','Close_Adjusted']) alternative_data = pd.DataFrame(index=index_alt, data=np.random.randn(len(index_alt), 2), columns=['Twitter','Reddit']) ``` `reset_index` is not allowed for this question 2. Fill missing values with 0 - https://medium.com/swlh/merging-dataframes-with-pandas-pd-merge-7764c7e2d46d