How to filter dates on multiindex dataframe

删除回忆录丶 提交于 2019-12-01 11:22:05

If you have the Date as datetime type, you can just use dayofweek to get the day of week and query based on it.

Select only Mondays:

df[df.index.get_level_values('Date').dayofweek == 0]

Select days except Monday and Friday:

import numpy as np
df[np.in1d(df.index.get_level_values('Date').dayofweek, [1,2,3,5,6])]

#                    Col1      Col2   Col3       Col4
#      Date Two             
#2015-05-14 10  81.370003   6.11282 39.753  44.950001
#           11  80.419998   6.03380 39.289  44.750000
#           C3  80.879997   6.00746 41.249  44.360001
#2015-05-19 3   80.629997   6.10465 41.047  40.980000
#           S9  80.550003   6.14370 41.636  42.790001
#2015-05-21 19  80.480003   6.16096 42.137  43.680000
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