I have a dataframe as follows
df:
ticker A B C D
Date symbol
2022-01-01 XYZ 0 1 0 0
JFK 0.5 0 0.5 0
2022-01-02 EFG 0 0 1 0
2022-01-07 MNO 0 0.5 0.5 0
2022-01-12 XYZ 1 0 0 0
I want to resample the dataframe on a daily basis (for the Date index) and I want to carry over the values for the symbol index to all dates (i.e. forward fill the symbol index and the values for the columns as well).
So my final dataframe should look like this
df_final:
ticker A B C D
Date symbol
2022-01-01 XYZ 0 1 0 0
JFK 0.5 0 0.5 0
2022-01-02 XYZ 0 1 0 0
JFK 0.5 0 0.5 0
EFG 0 0 1 0
2022-01-03 XYZ 0 1 0 0
JFK 0.5 0 0.5 0
EFG 0 0 1 0
2022-01-04 XYZ 0 1 0 0
JFK 0.5 0 0.5 0
EFG 0 0 1 0
2022-01-05 XYZ 0 1 0 0
JFK 0.5 0 0.5 0
EFG 0 0 1 0
2022-01-06 XYZ 0 1 0 0
JFK 0.5 0 0.5 0
EFG 0 0 1 0
2022-01-07 XYZ 0 1 0 0
JFK 0.5 0 0.5 0
EFG 0 0 1 0
MNO 0 0.5 0.5 0
2022-01-08 XYZ 0 1 0 0
JFK 0.5 0 0.5 0
EFG 0 0 1 0
MNO 0 0.5 0.5 0
2022-01-09 XYZ 0 1 0 0
JFK 0.5 0 0.5 0
EFG 0 0 1 0
MNO 0 0.5 0.5 0
2022-01-10 XYZ 0 1 0 0
JFK 0.5 0 0.5 0
EFG 0 0 1 0
MNO 0 0.5 0.5 0
2022-01-11 XYZ 0 1 0 0
JFK 0.5 0 0.5 0
EFG 0 0 1 0
MNO 0 0.5 0.5 0
2022-01-12 XYZ 1 0 0 0
JFK 0.5 0 0.5 0
EFG 0 0 1 0
MNO 0 0.5 0.5 0
There was a post about this (Resampling a pandas MultiIndex dataframe) but I could not get it to work.
How can this be done?
