[python] Comparing two dataframes and getting the differences

One important detail to notice is that your data has duplicate index values, so to perform any straightforward comparison we need to turn everything as unique with df.reset_index() and therefore we can perform selections based on conditions. Once in your case the index is defined, I assume that you would like to keep de index so there are a one-line solution:

[~df2.reset_index().isin(df1.reset_index())].dropna().set_index('Date')

Once the objective from a pythonic perspective is to improve readability, we can break a little bit:

# keep the index name, if it does not have a name it uses the default name
index_name = df.index.name if df.index.name else 'index' 

# setting the index to become unique
df1 = df1.reset_index()
df2 = df2.reset_index()

# getting the differences to a Dataframe
df_diff = df2[~df2.isin(df1)].dropna().set_index(index_name)

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