Construct pandas DataFrame from items in nested dictionary

Question

Suppose I have a nested dictionary \'user_dict\' with structure:

• Level 1: UserId (Long Integer)
• Level 2: Category (S

Answer 1

So I used to use a for loop for iterating through the dictionary as well, but one thing I've found that works much faster is to convert to a panel and then to a dataframe. Say you have a dictionary d

import pandas as pd
d
{'RAY Index': {datetime.date(2014, 11, 3): {'PX_LAST': 1199.46,
'PX_OPEN': 1200.14},
datetime.date(2014, 11, 4): {'PX_LAST': 1195.323, 'PX_OPEN': 1197.69},
datetime.date(2014, 11, 5): {'PX_LAST': 1200.936, 'PX_OPEN': 1195.32},
datetime.date(2014, 11, 6): {'PX_LAST': 1206.061, 'PX_OPEN': 1200.62}},
'SPX Index': {datetime.date(2014, 11, 3): {'PX_LAST': 2017.81,
'PX_OPEN': 2018.21},
datetime.date(2014, 11, 4): {'PX_LAST': 2012.1, 'PX_OPEN': 2015.81},
datetime.date(2014, 11, 5): {'PX_LAST': 2023.57, 'PX_OPEN': 2015.29},
datetime.date(2014, 11, 6): {'PX_LAST': 2031.21, 'PX_OPEN': 2023.33}}}

The command

pd.Panel(d)

Dimensions: 2 (items) x 2 (major_axis) x 4 (minor_axis)
Items axis: RAY Index to SPX Index
Major_axis axis: PX_LAST to PX_OPEN
Minor_axis axis: 2014-11-03 to 2014-11-06

where pd.Panel(d)[item] yields a dataframe

pd.Panel(d)['SPX Index']
2014-11-03  2014-11-04  2014-11-05 2014-11-06
PX_LAST 2017.81 2012.10 2023.57 2031.21
PX_OPEN 2018.21 2015.81 2015.29 2023.33

You can then hit the command to_frame() to turn it into a dataframe. I use reset_index as well to turn the major and minor axis into columns rather than have them as indices.

pd.Panel(d).to_frame().reset_index()
major   minor      RAY Index    SPX Index
PX_LAST 2014-11-03  1199.460    2017.81
PX_LAST 2014-11-04  1195.323    2012.10
PX_LAST 2014-11-05  1200.936    2023.57
PX_LAST 2014-11-06  1206.061    2031.21
PX_OPEN 2014-11-03  1200.140    2018.21
PX_OPEN 2014-11-04  1197.690    2015.81
PX_OPEN 2014-11-05  1195.320    2015.29
PX_OPEN 2014-11-06  1200.620    2023.33

Finally, if you don't like the way the frame looks you can use the transpose function of panel to change the appearance before calling to_frame() see documentation here http://pandas.pydata.org/pandas-docs/dev/generated/pandas.Panel.transpose.html

Just as an example

pd.Panel(d).transpose(2,0,1).to_frame().reset_index()
major        minor  2014-11-03  2014-11-04  2014-11-05  2014-11-06
RAY Index   PX_LAST 1199.46    1195.323     1200.936    1206.061
RAY Index   PX_OPEN 1200.14    1197.690     1195.320    1200.620
SPX Index   PX_LAST 2017.81    2012.100     2023.570    2031.210
SPX Index   PX_OPEN 2018.21    2015.810     2015.290    2023.330

Hope this helps.