set multi index of an existing data frame in pandas
When you pass inplace in makes the changes on the original variable and returns None, and the function does not return the modified dataframe, it returns None.
is_none = df.set_index(['Company', 'date'], inplace=True)
df # the dataframe you want
is_none # has the value None
so when you have a line like:
df = df.set_index(['Company', 'date'], inplace=True)
it first modifies df... but then it sets df to None!
That is, you should just use the line:
df.set_index(['Company', 'date'], inplace=True)