将pandas多索引数据帧转换为嵌套字典

import pandas as pd

# 创建一个多索引数据帧
data = {'A': [1, 2, 3, 4],
        'B': [5, 6, 7, 8],
        'C': [9, 10, 11, 12]}
index = pd.MultiIndex.from_tuples([('Group1', 'Index1'), ('Group1', 'Index2'), ('Group2', 'Index1'), ('Group2', 'Index2')])
df = pd.DataFrame(data, index=index)

# 将多索引数据帧转换为字典
dict_data = df.to_dict(orient='index')

# 构建嵌套字典
nested_dict = {group: {index: values for index, values in zip(df.index.get_level_values(1), values_dict)} for group, values_dict in dict_data.items()}

# 打印嵌套字典
print(nested_dict)

{'Group1': {'Index1': {'A': 1, 'B': 5, 'C': 9}, 'Index2': {'A': 2, 'B': 6, 'C': 10}}, 'Group2': {'Index1': {'A': 3, 'B': 7, 'C': 11}, 'Index2': {'A': 4, 'B': 8, 'C': 12}}}