Pandas: Data Manipulation - merge_asof() function

Last update on August 19 2022 21:50:32 (UTC/GMT +8 hours)

merge_asof() function

Perform an asof merge. This is similar to a left-join except that we match on nearest key rather than equal keys.
Both DataFrames must be sorted by the key.
For each row in the left DataFrame:

A “backward” search selects the last row in the right DataFrame whose 'on' key is less than or equal to the left’s key.
A “forward” search selects the first row in the right DataFrame whose 'on' key is greater than or equal to the left’s key.
A “nearest” search selects the row in the right DataFrame whose 'on' key is closest in absolute distance to the left’s key.

The default is “backward” and is compatible in versions below 0.20.0. The direction parameter was added in version 0.20.0 and introduces “forward” and “nearest”.

Optionally match on equivalent keys with 'by' before searching with 'on'.

Syntax:

pandas.merge_asof(left, right, on=None, left_on=None, right_on=None, left_index=False, right_index=False, by=None, left_by=None, right_by=None, suffixes=('_x', '_y'), tolerance=None, allow_exact_matches=True, direction='backward')

Parameters:

Name	Description	Type	Required / Optional
left		DataFrame	Required
right		DataFrame	Required
on	Field name to join on. Must be found in both DataFrames. The data MUST be ordered. Furthermore this must be a numeric column, such as datetimelike, integer, or float. On or left_on/right_on must be given.	label	Required
left_on	Field name to join on in left DataFrame.	label	Optional
right_on	Field name to join on in right DataFrame.	label	Optional
left_index	Use the index of the left DataFrame as the join key.	boolean	Optional
right_index	Use the index of the right DataFrame as the join key.	boolean	Optional
by	Match on these columns before performing merge operation.	column name or list of column names	Optional
left_by	Field names to match on in the left DataFrame.	column name	Optional
right_by	Field names to match on in the right DataFrame.	column name	Optional
suffixes	Suffix to apply to overlapping column names in the left and right side, respectively.	2-length sequence (tuple, list, …)	Optional
tolerance	Select asof tolerance within this range; must be compatible with the merge index.	integer or Timedelta, default None	Optional
allow_exact_matches	If True, allow matching with the same ‘on’ value (i.e. less-than-or-equal-to / greater-than-or-equal-to) If False, don’t match the same ‘on’ value (i.e., strictly less-than / strictly greater-than)	boolean, default True	Optional
direction	Whether to search for prior, subsequent, or closest matches.	{'backward' (default), 'forward', or 'nearest'}	Optional

Returns: merged: DataFrame.

Example:

Download the Pandas DataFrame Notebooks from here.

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