I want to slice a MultiIndex DataFrame by multiple values from a secondary level. For example, in the following DataFrame:
val1 val2
ind1 ind2 ind3
1 6 s1 10 8
2 7 s1 20 6
3 8 s2 30 4
4 9 s2 50 2
5 10 s3 60 0
I wish to slice only the rows in which ind3 == s1 or ind3 == s3:
val1 val2
ind1 ind2
1 6 10 8
2 7 20 6
5 10 60 0
Best hypothetical option would be to pass multiple arguments to .xs, since it is possible to explicitly state the desired level.
I could obviously concat all the sliced-by-single-value DataFrames:
In[2]: pd.concat([df.xs('s1',level=2), df.xs('s3',level=2)])
Out[2]:
val1 val2
ind1 ind2
1 6 10 8
2 7 20 6
5 10 60 0
But (a) it's tedious and not so readable when using more than 2 values, and (b) for large DataFrames it's quite heavy (or at least heavier than a multi-value slicing option, if that exists).
Here's the code to build the example DataFrame:
import pandas as pd
df = pd.DataFrame({'ind1':[1,2,3,4,5], 'ind2':[6,7,8,9,10], 'ind3':['s1','s1','s2','s2','s3'], 'val1':[10,20,30,50,60], 'val2':[8,6,4,2,0]}).set_index(['ind1','ind2','ind3'])