pandas: how to run a pivot with a multi-index?

Question

You can group and then unstack.

>>> df.groupby(['year', 'month', 'item'])['value'].sum().unstack('item')
item        item 1  item 2
year month                
2004 1          33     250
     2          44     224
     3          41     268
     4          29     232
     5          57     252
     6          61     255
     7          28     254
     8          15     229
     9          29     258
     10         49     207
     11         36     254
     12         23     209

Or use pivot_table:

>>> df.pivot_table(
        values='value', 
        index=['year', 'month'], 
        columns='item', 
        aggfunc=np.sum)
item        item 1  item 2
year month                
2004 1          33     250
     2          44     224
     3          41     268
     4          29     232
     5          57     252
     6          61     255
     7          28     254
     8          15     229
     9          29     258
     10         49     207
     11         36     254
     12         23     209

I believe if you include item in your MultiIndex, then you can just unstack:

df.set_index(['year', 'month', 'item']).unstack(level=-1)

This yields:

                value      
item       item 1 item 2
year month              
2004 1         21    277
     2         43    244
     3         12    262
     4         80    201
     5         22    287
     6         52    284
     7         90    249
     8         14    229
     9         52    205
     10        76    207
     11        88    259
     12        90    200

It's a bit faster than using pivot_table, and about the same speed or slightly slower than using groupby.

The following worked for me:

mypiv = df.pivot(index=['year','month'],columns='item')[['values1','values2']]