merge_asof question

[Peter Trinh]

Hi,

Is there a function similar to merge_asof that selects the first row in the right DF whose 'on' key is greater than (or equal to) the left key?

Thank you,

Peter

[Christopher Aycock]

Off the top of my head, you could get the indices you want with

np.searchsorted(right['timestamp'].values, left['timestamp'].values)

This will return one-past-the-end for non-matching timestamps, so you can't directly use these indices with .iloc[] if there would be missing rows.

[Christopher Aycock]

I've just added this as a new request:

https://github.com/pandas-dev/pandas/issues/14887

[Peter Trinh]

search sorted has been useful, but definitely looking forward to the merge_asof update.  Thank you for adding it as a new request Christopher.  

Peter