To create filtering on pandas.DataFrame used in PyQt5 QtWiddgets.QTableView.

Proxy_SymbolNamesFilter.py

import pandas as pd
from PyQt5 import QtCore


class SymbolsProxy(QtCore.QSortFilterProxyModel):
    def __init__(self, df_symbol_exchange: 'pd.DataFrame', parent=None):
        super(SymbolsProxy, self).__init__(parent=parent)
        self.check_df = df_symbol_exchange
        self.exchange_filter = None
        self.symbols_filter: 'QtCore.QRegularExpression' =\
            QtCore.QRegularExpression(".*", QtCore.QRegularExpression.CaseInsensitiveOption)

    def filterAcceptsRow(self, source_row: int, source_parent: QtCore.QModelIndex) -> bool:
        index_0 = self.sourceModel().index(source_row, 0)
        symbol = self.sourceModel().data(index_0)
        if self.exchange_filter:
            possible_matches = self.check_df[self.check_df["exchangeString"] == self.exchange_filter][
                "symbolNames"].tolist()
            for possible_match in possible_matches:
                if self.symbols_filter.match(possible_match).hasMatch():
                    return True
            return False
        return self.symbols_filter.match(symbol).hasMatch()

    def set_symbols_filter(self, symbols_filter: str):
        reg_exp = QtCore.QRegularExpression(symbols_filter, QtCore.QRegularExpression.CaseInsensitiveOption)
        self.symbols_filter = reg_exp

    def set_exchange_filter(self, exchange_filter: str):
        self.exchange_filter = exchange_filter