Fills a DataFrame with the Cartesian product of the given indices.

fill-product.py

# Goal: Fill missing date/group pairs with fill_value using Cartesian product of indices
import pandas as pd

def fill_product(df, index, fill_value=0):
    """
    Fills a DataFrame with the Cartesian product of the given indices.
    
    See: http://stackoverflow.com/a/16994910/234233
    
    Example:
    df = pd.DataFrame([['01-02-2015', 'a', 17],
                  ['01-09-2015', 'a', 42],
                  ['01-30-2015', 'a', 19],
                  ['01-02-2015', 'b', 23],
                  ['01-23-2015', 'b', 1],
                  ['01-30-2015', 'b', 13]])
    df.columns = ['date', 'group', 'response']
    fill_product(df, ['date', 'group'], fill_value=0)

    :param df: pandas DataFrame
    :param index: df's columns to index
    :param fill_value: missing values are filled with this value
    :return: DataFrame filled wtih Cartesian product of indices
    """
    df = df.set_index(index)
    idx_product = pd.MultiIndex.from_product(df.index.levels, names=df.index.names)
    return df.reindex(idx_product, fill_value=fill_value)