[python] pandas read_csv and filter columns with usecols

This code achieves what you want --- also its weird and certainly buggy:

I observed that it works when:

a) you specify the index_col rel. to the number of columns you really use -- so its three columns in this example, not four (you drop dummy and start counting from then onwards)

b) same for parse_dates

c) not so for usecols ;) for obvious reasons

d) here I adapted the names to mirror this behaviour

import pandas as pd
from StringIO import StringIO

csv = """dummy,date,loc,x
bar,20090101,a,1
bar,20090102,a,3
bar,20090103,a,5
bar,20090101,b,1
bar,20090102,b,3
bar,20090103,b,5
"""

df = pd.read_csv(StringIO(csv),
        index_col=[0,1],
        usecols=[1,2,3], 
        parse_dates=[0],
        header=0,
        names=["date", "loc", "", "x"])

print df

which prints

                x
date       loc   
2009-01-01 a    1
2009-01-02 a    3
2009-01-03 a    5
2009-01-01 b    1
2009-01-02 b    3
2009-01-03 b    5

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