擅长:python、mysql、java
<p>使用<a href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.join.html" rel="nofollow noreferrer">^{<cd1>}</a>by由<a href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.xs.html" rel="nofollow noreferrer">^{<cd2>}</a>创建的2列选择<code>close</code>级别,使用<a href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.Series.unstack.html" rel="nofollow noreferrer">^{<cd4>}</a>重塑:</p>
<pre><code>s = df1.xs('close', axis=1, level=1).unstack().rename('close')
df2 = (df2.drop('close', 1)
.reset_index()
.join(s, on=['contract', 'index'])
.set_index('index')
.rename_axis(None))
print (df2)
contract close
2018-03-20 ZN1805 124
2018-03-21 ZN1805 112
2018-03-22 ZN1807 118
2018-03-23 ZN1807 136
2018-03-24 ZN1805 103
2018-03-25 ZN1805 135
2018-03-26 ZN1805 138
2018-03-27 ZN1805 109
2018-03-28 ZN1805 129
2018-03-29 ZN1805 104
</code></pre>