add a field in pandas dataframe with MultiIndex columns

Question

i have looked for an answer to this question as it seems pretty simple, but have not been able to find anything yet. Apologies if I missed something. I have pandas version 0.1

Answer 1

I don't know how to do the broadcasting you want but for strict assignment this should do it:

dftst[(('GOOG', 'avg_close'))] = 7 

More specifically but still without broadcasting:

for tic in cols_1:
   dftst[(tic, 'avg_close')] = pandas.rolling_mean(dftst[(tic, 'close')],5)