如何将列添加到具有不匹配时间的现有 DataFrame？

Question

在现有的 DataFrame 中；

2019-12-02 | 1.000000 
2019-12-04 | 1.020100
2019-12-05 | 1.030301
2019-12-06 | 1.040604
2019-12-09 | 1.051010
2019-12-10 | 1.061520

我想添加一个基于现有 DF 或 TS 的新列，但索引不匹配；

2019-12-04  00:00:00 | A
2019-12-05  15:40:00 | B
2019-12-07  00:30:00 | C
2019-12-10  15:00:00 | D

结果；

2019-12-02 | 1.000000 NaN
2019-12-04 | 1.020100 A
2019-12-05 | 1.030301 B
2019-12-06 | 1.040604 C
2019-12-09 | 1.051010 NaN
2019-12-10 | 1.061520 D

现有DataFrame中的间隔也可以小于24小时。

谢谢！

Answer 1

使用merge_asof:

df = pd.merge_asof(df1, 
                   df2, 
                   left_index=True, 
                   right_index=True, 
                   tolerance=pd.Timedelta(24, 'H'), 
                   direction='forward')
print (df)
                   A    B
2019-12-02  1.000000  NaN
2019-12-04  1.020100    A
2019-12-05  1.030301    B
2019-12-06  1.040604  NaN
2019-12-09  1.051010  NaN
2019-12-10  1.061520    D

---

df = pd.merge_asof(df1, 
                   df2, 
                   left_index=True, 
                   right_index=True, 
                   tolerance=pd.Timedelta(25, 'H'), 
                   direction='forward')
print (df)
                   A    B
2019-12-02  1.000000  NaN
2019-12-04  1.020100    A
2019-12-05  1.030301    B
2019-12-06  1.040604    C
2019-12-09  1.051010  NaN
2019-12-10  1.061520    D