Simple example:
>>> from collections import namedtuple
>>> import pandas
>>> Price = namedtuple(\'Price\', \'ticker date price\')
>
To get a Series from a namedtuple you could use the _fields
attribute:
In [11]: pd.Series(a, a._fields)
Out[11]:
ticker GE
date 2010-01-01
price 30
dtype: object
Similarly you can create a DataFrame like this:
In [12]: df = pd.DataFrame(l, columns=l[0]._fields)
In [13]: df
Out[13]:
ticker date price
0 GE 2010-01-01 30
1 GE 2010-01-02 31
You have to set_index after the fact, but you can do this inplace
:
In [14]: df.set_index(['ticker', 'date'], inplace=True)
In [15]: df
Out[15]:
price
ticker date
GE 2010-01-01 30
2010-01-02 31