Pandas 0.20
Pandas 0.20
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pandas.merge_asof()

pandas.merge_asof

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’) [source]

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