python - 将多级多索引名称转换为 DataFrame 列，Python 3.6

Question

数据列:

MultiIndex(levels=[['PDARS1M', 'PDARS1Y', 'PDKRW1M'], ['EB', 'EO', 'ER']],
       labels=[[2, 0, 1, 2, 0, 1, 2, 0, 1], [0, 0, 0, 2, 2, 2, 1, 1, 1]],
       names=['Instrument', 'Field'])

数据:

PDKRW1M PDARS1M PDARS1Y PDKRW1M PDARS1M PDARS1Y PDKRW1M PDARS1M PDARS1Y
EB  EB  EB  ER  ER  ER  EO  EO  EO
1125    40  53  1126    40  53  1127    40  54
1125    41  54  1126    41  54  1127    41  55
1126    41  54  1127    41  54  1128    41  55

我想合并 Data.columns.levels[0] 和 Data.columns.levels[1] 并更新为 Data.columns

我使用了下面的脚本但是出现了错误

Data.columns = Data.columns.levels[0] + '|' + Data.columns.levels[1]

"ValueError: Length mismatch: Expected axis has 9 elements, new values have 3 elements"

预期数据列名称:

PDKRW1M|EB, PDARS1M|EB, PDARS1Y|EB, PDKRW1M|ER, PDARS1M|ER, PDARS1Y|ER, PDKRW1M|EO, PDARS1M|EO, PDARS1Y|EO

Answer 1

使用 map 和 join:

Data.columns = Data.columns.map('|'.join)

或者列表理解:

Data.columns = [f'{a}{b}' for a, b in Data.columns]