尝试这个:
compare[compare.index.get_level_values(0).month.isin([5, 6, 7])]
演示:
In [45]: import pandas_datareader.data as web
In [46]: df = web.DataReader('AAPL', 'google', '2017-06-01')
In [48]: df = df.assign(i2=np.arange(len(df))).set_index('i2', append=True)
In [49]: df
Out[49]:
Open High Low Close Volume
Date i2
2017-06-01 0 153.17 153.33 152.22 153.18 16404088
2017-06-02 1 153.58 155.45 152.89 155.45 27770715
2017-06-05 2 154.34 154.45 153.46 153.93 25331662
2017-06-06 3 153.90 155.81 153.78 154.45 26624926
2017-06-07 4 155.02 155.98 154.48 155.37 21069647
2017-06-08 5 155.25 155.54 154.40 154.99 21250798
2017-06-09 6 155.19 155.19 146.02 148.98 64882657
2017-06-12 7 145.74 146.09 142.51 145.42 72307330
2017-06-13 8 147.16 147.45