"""
SQL-style merge routines
"""
from __future__ import annotations
from collections.abc import (
Hashable,
Sequence,
)
import datetime
from functools import partial
from typing import (
TYPE_CHECKING,
Literal,
cast,
final,
)
import uuid
import warnings
import numpy as np
from pandas._libs import (
Timedelta,
hashtable as libhashtable,
join as libjoin,
lib,
)
from pandas._libs.lib import is_range_indexer
from pandas._typing import (
AnyArrayLike,
ArrayLike,
IndexLabel,
JoinHow,
MergeHow,
Shape,
Suffixes,
npt,
)
from pandas.errors import MergeError
from pandas.util._decorators import cache_readonly
from pandas.util._exceptions import find_stack_level
from pandas.core.dtypes.base import ExtensionDtype
from pandas.core.dtypes.cast import find_common_type
from pandas.core.dtypes.common import (
ensure_int64,
ensure_object,
is_bool,
is_bool_dtype,
is_float_dtype,
is_integer,
is_integer_dtype,
is_list_like,
is_number,
is_numeric_dtype,
is_object_dtype,
is_string_dtype,
needs_i8_conversion,
)
from pandas.core.dtypes.dtypes import (
CategoricalDtype,
DatetimeTZDtype,
)
from pandas.core.dtypes.generic import (
ABCDataFrame,
ABCSeries,
)
from pandas.core.dtypes.missing import (
isna,
na_value_for_dtype,
)
from pandas import (
ArrowDtype,
Categorical,
Index,
MultiIndex,
Series,
)
import pandas.core.algorithms as algos
from pandas.core.arrays import (
ArrowExtensionArray,
BaseMaskedArray,
ExtensionArray,
)
from pandas.core.arrays.string_ import StringDtype
import pandas.core.common as com
from pandas.core.construction import (
ensure_wrapped_if_datetimelike,
extract_array,
)
from pandas.core.indexes.api import default_index
from pandas.core.sorting import (
get_group_index,
is_int64_overflow_possible,
)
if TYPE_CHECKING:
from pandas import DataFrame
from pandas.core import groupby
from pandas.core.arrays import DatetimeArray
from pandas.core.indexes.frozen import FrozenList
_factorizers = {
np.int64: libhashtable.Int64Factorizer,
np.longlong: libhashtable.Int64Factorizer,
np.int32: libhashtable.Int32Factorizer,
np.int16: libhashtable.Int16Factorizer,
np.int8: libhashtable.Int8Factorizer,
np.uint64: libhashtable.UInt64Factorizer,
np.uint32: libhashtable.UInt32Factorizer,
np.uint16: libhashtable.UInt16Factorizer,
np.uint8: libhashtable.UInt8Factorizer,
np.bool_: libhashtable.UInt8Factorizer,
np.float64: libhashtable.Float64Factorizer,
np.float32: libhashtable.Float32Factorizer,
np.complex64: libhashtable.Complex64Factorizer,
np.complex128: libhashtable.Complex128Factorizer,
np.object_: libhashtable.ObjectFactorizer,
}
# See https://github.com/pandas-dev/pandas/issues/52451
if np.intc is not np.int32:
_factorizers[np.intc] = libhashtable.Int64Factorizer
_known = (np.ndarray, ExtensionArray, Index, ABCSeries)
[文档]
def merge(
left: DataFrame | Series,
right: DataFrame | Series,
how: MergeHow = "inner",
on: IndexLabel | AnyArrayLike | None = None,
left_on: IndexLabel | AnyArrayLike | None = None,
right_on: IndexLabel | AnyArrayLike | None = None,
left_index: bool = False,
right_index: bool = False,
sort: bool = False,
suffixes: Suffixes = ("_x", "_y"),
copy: bool | lib.NoDefault = lib.no_default,
indicator: str | bool = False,
validate: str | None = None,
) -> DataFrame:
"""
Merge DataFrame or named Series objects with a database-style join.
A named Series object is treated as a DataFrame with a single named column.
The join is done on columns or indexes. If joining columns on
columns, the DataFrame indexes *will be ignored*. Otherwise if joining indexes
on indexes or indexes on a column or columns, the index will be passed on.
When performing a cross merge, no column specifications to merge on are
allowed.
.. warning::
If both key columns contain rows where the key is a null value, those
rows will be matched against each other. This is different from usual SQL
join behaviour and can lead to unexpected results.
Parameters
----------
left : DataFrame or named Series
First pandas object to merge.
right : DataFrame or named Series
Second pandas object to merge.
how : {'left', 'right', 'outer', 'inner', 'cross'}, default 'inner'
Type of merge to be performed.
* left: use only keys from left frame, similar to a SQL left outer join;
preserve key order.
* right: use only keys from right frame, similar to a SQL right outer join;
preserve key order.
* outer: use union of keys from both frames, similar to a SQL full outer
join; sort keys lexicographically.
* inner: use intersection of keys from both frames, similar to a SQL inner
join; preserve the order of the left keys.
* cross: creates the cartesian product from both frames, preserves the order
of the left keys.
on : label or list
Column or index level names to join on. These must be found in both
DataFrames. If `on` is None and not merging on indexes then this defaults
to the intersection of the columns in both DataFrames.
left_on : label or list, or array-like
Column or index level names to join on in the left DataFrame. Can also
be an array or list of arrays of the length of the left DataFrame.
These arrays are treated as if they are columns.
right_on : label or list, or array-like
Column or index level names to join on in the right DataFrame. Can also
be an array or list of arrays of the length of the right DataFrame.
These arrays are treated as if they are columns.
left_index : bool, default False
Use the index from the left DataFrame as the join key(s). If it is a
MultiIndex, the number of keys in the other DataFrame (either the index
or a number of columns) must match the number of levels.
right_index : bool, default False
Use the index from the right DataFrame as the join key. Same caveats as
left_index.
sort : bool, default False
Sort the join keys lexicographically in the result DataFrame. If False,
the order of the join keys depends on the join type (how keyword).
suffixes : list-like, default is ("_x", "_y")
A length-2 sequence where each element is optionally a string
indicating the suffix to add to overlapping column names in
`left` and `right` respectively. Pass a value of `None` instead
of a string to indicate that the column name from `left` or
`right` should be left as-is, with no suffix. At least one of the
values must not be None.
copy : bool, default False
If False, avoid copy if possible.
.. note::
The `copy` keyword will change behavior in pandas 3.0.
`Copy-on-Write
<https://pandas.pydata.org/docs/dev/user_guide/copy_on_write.html>`__
will be enabled by default, which means that all methods with a
`copy` keyword will use a lazy copy mechanism to defer the copy and
ignore the `copy` keyword. The `copy` keyword will be removed in a
future version of pandas.
You can already get the future behavior and improvements through
enabling copy on write ``pd.options.mode.copy_on_write = True``
.. deprecated:: 3.0.0
indicator : bool or str, default False
If True, adds a column to the output DataFrame called "_merge" with
information on the source of each row. The column can be given a different
name by providing a string argument. The column will have a Categorical
type with the value of "left_only" for observations whose merge key only
appears in the left DataFrame, "right_only" for observations
whose merge key only appears in the right DataFrame, and "both"
if the observation's merge key is found in both DataFrames.
validate : str, optional
If specified, checks if merge is of specified type.
* "one_to_one" or "1:1": check if merge keys are unique in both
left and right datasets.
* "one_to_many" or "1:m": check if merge keys are unique in left
dataset.
* "many_to_one" or "m:1": check if merge keys are unique in right
dataset.
* "many_to_many" or "m:m": allowed, but does not result in checks.
Returns
-------
DataFrame
A DataFrame of the two merged objects.
See Also
--------
merge_ordered : Merge with optional filling/interpolation.
merge_asof : Merge on nearest keys.
DataFrame.join : Similar method using indices.
Examples
--------
>>> df1 = pd.DataFrame(
... {"lkey": ["foo", "bar", "baz", "foo"], "value": [1, 2, 3, 5]}
... )
>>> df2 = pd.DataFrame(
... {"rkey": ["foo", "bar", "baz", "foo"], "value": [5, 6, 7, 8]}
... )
>>> df1
lkey value
0 foo 1
1 bar 2
2 baz 3
3 foo 5
>>> df2
rkey value
0 foo 5
1 bar 6
2 baz 7
3 foo 8
Merge df1 and df2 on the lkey and rkey columns. The value columns have
the default suffixes, _x and _y, appended.
>>> df1.merge(df2, left_on="lkey", right_on="rkey")
lkey value_x rkey value_y
0 foo 1 foo 5
1 foo 1 foo 8
2 bar 2 bar 6
3 baz 3 baz 7
4 foo 5 foo 5
5 foo 5 foo 8
Merge DataFrames df1 and df2 with specified left and right suffixes
appended to any overlapping columns.
>>> df1.merge(df2, left_on="lkey", right_on="rkey", suffixes=("_left", "_right"))
lkey value_left rkey value_right
0 foo 1 foo 5
1 foo 1 foo 8
2 bar 2 bar 6
3 baz 3 baz 7
4 foo 5 foo 5
5 foo 5 foo 8
Merge DataFrames df1 and df2, but raise an exception if the DataFrames have
any overlapping columns.
>>> df1.merge(df2, left_on="lkey", right_on="rkey", suffixes=(False, False))
Traceback (most recent call last):
...
ValueError: columns overlap but no suffix specified:
Index(['value'], dtype='object')
>>> df1 = pd.DataFrame({"a": ["foo", "bar"], "b": [1, 2]})
>>> df2 = pd.DataFrame({"a": ["foo", "baz"], "c": [3, 4]})
>>> df1
a b
0 foo 1
1 bar 2
>>> df2
a c
0 foo 3
1 baz 4
>>> df1.merge(df2, how="inner", on="a")
a b c
0 foo 1 3
>>> df1.merge(df2, how="left", on="a")
a b c
0 foo 1 3.0
1 bar 2 NaN
>>> df1 = pd.DataFrame({"left": ["foo", "bar"]})
>>> df2 = pd.DataFrame({"right": [7, 8]})
>>> df1
left
0 foo
1 bar
>>> df2
right
0 7
1 8
>>> df1.merge(df2, how="cross")
left right
0 foo 7
1 foo 8
2 bar 7
3 bar 8
"""
left_df = _validate_operand(left)
left._check_copy_deprecation(copy)
right_df = _validate_operand(right)
if how == "cross":
return _cross_merge(
left_df,
right_df,
on=on,
left_on=left_on,
right_on=right_on,
left_index=left_index,
right_index=right_index,
sort=sort,
suffixes=suffixes,
indicator=indicator,
validate=validate,
)
else:
op = _MergeOperation(
left_df,
right_df,
how=how,
on=on,
left_on=left_on,
right_on=right_on,
left_index=left_index,
right_index=right_index,
sort=sort,
suffixes=suffixes,
indicator=indicator,
validate=validate,
)
return op.get_result()
def _cross_merge(
left: DataFrame,
right: DataFrame,
on: IndexLabel | AnyArrayLike | None = None,
left_on: IndexLabel | AnyArrayLike | None = None,
right_on: IndexLabel | AnyArrayLike | None = None,
left_index: bool = False,
right_index: bool = False,
sort: bool = False,
suffixes: Suffixes = ("_x", "_y"),
indicator: str | bool = False,
validate: str | None = None,
) -> DataFrame:
"""
See merge.__doc__ with how='cross'
"""
if (
left_index
or right_index
or right_on is not None
or left_on is not None
or on is not None
):
raise MergeError(
"Can not pass on, right_on, left_on or set right_index=True or "
"left_index=True"
)
cross_col = f"_cross_{uuid.uuid4()}"
left = left.assign(**{cross_col: 1})
right = right.assign(**{cross_col: 1})
left_on = right_on = [cross_col]
res = merge(
left,
right,
how="inner",
on=on,
left_on=left_on,
right_on=right_on,
left_index=left_index,
right_index=right_index,
sort=sort,
suffixes=suffixes,
indicator=indicator,
validate=validate,
)
del res[cross_col]
return res
def _groupby_and_merge(
by, left: DataFrame | Series, right: DataFrame | Series, merge_pieces
):
"""
groupby & merge; we are always performing a left-by type operation
Parameters
----------
by: field to group
left: DataFrame
right: DataFrame
merge_pieces: function for merging
"""
pieces = []
if not isinstance(by, (list, tuple)):
by = [by]
lby = left.groupby(by, sort=False)
rby: groupby.DataFrameGroupBy | groupby.SeriesGroupBy | None = None
# if we can groupby the rhs
# then we can get vastly better perf
if all(item in right.columns for item in by):
rby = right.groupby(by, sort=False)
for key, lhs in lby._grouper.get_iterator(lby._selected_obj):
if rby is None:
rhs = right
else:
try:
rhs = right.take(rby.indices[key])
except KeyError:
# key doesn't exist in left
lcols = lhs.columns.tolist()
cols = lcols + [r for r in right.columns if r not in set(lcols)]
merged = lhs.reindex(columns=cols)
merged.index = range(len(merged))
pieces.append(merged)
continue
merged = merge_pieces(lhs, rhs)
# make sure join keys are in the merged
# TODO, should merge_pieces do this?
merged[by] = key
pieces.append(merged)
# preserve the original order
# if we have a missing piece this can be reset
from pandas.core.reshape.concat import concat
result = concat(pieces, ignore_index=True)
result = result.reindex(columns=pieces[0].columns)
return result, lby
[文档]
def merge_ordered(
left: DataFrame | Series,
right: DataFrame | Series,
on: IndexLabel | None = None,
left_on: IndexLabel | None = None,
right_on: IndexLabel | None = None,
left_by=None,
right_by=None,
fill_method: str | None = None,
suffixes: Suffixes = ("_x", "_y"),
how: JoinHow = "outer",
) -> DataFrame:
"""
Perform a merge for ordered data with optional filling/interpolation.
Designed for ordered data like time series data. Optionally
perform group-wise merge (see examples).
Parameters
----------
left : DataFrame or named Series
First pandas object to merge.
right : DataFrame or named Series
Second pandas object to merge.
on : label or list
Field names to join on. Must be found in both DataFrames.
left_on : label or list, or array-like
Field names to join on in left DataFrame. Can be a vector or list of
vectors of the length of the DataFrame to use a particular vector as
the join key instead of columns.
right_on : label or list, or array-like
Field names to join on in right DataFrame or vector/list of vectors per
left_on docs.
left_by : column name or list of column names
Group left DataFrame by group columns and merge piece by piece with
right DataFrame. Must be None if either left or right are a Series.
right_by : column name or list of column names
Group right DataFrame by group columns and merge piece by piece with
left DataFrame. Must be None if either left or right are a Series.
fill_method : {'ffill', None}, default None
Interpolation method for data.
suffixes : list-like, default is ("_x", "_y")
A length-2 sequence where each element is optionally a string
indicating the suffix to add to overlapping column names in
`left` and `right` respectively. Pass a value of `None` instead
of a string to indicate that the column name from `left` or
`right` should be left as-is, with no suffix. At least one of the
values must not be None.
how : {'left', 'right', 'outer', 'inner'}, default 'outer'
* left: use only keys from left frame (SQL: left outer join)
* right: use only keys from right frame (SQL: right outer join)
* outer: use union of keys from both frames (SQL: full outer join)
* inner: use intersection of keys from both frames (SQL: inner join).
Returns
-------
DataFrame
The merged DataFrame output type will be the same as
'left', if it is a subclass of DataFrame.
See Also
--------
merge : Merge with a database-style join.
merge_asof : Merge on nearest keys.
Examples
--------
>>> from pandas import merge_ordered
>>> df1 = pd.DataFrame(
... {
... "key": ["a", "c", "e", "a", "c", "e"],
... "lvalue": [1, 2, 3, 1, 2, 3],
... "group": ["a", "a", "a", "b", "b", "b"],
... }
... )
>>> df1
key lvalue group
0 a 1 a
1 c 2 a
2 e 3 a
3 a 1 b
4 c 2 b
5 e 3 b
>>> df2 = pd.DataFrame({"key": ["b", "c", "d"], "rvalue": [1, 2, 3]})
>>> df2
key rvalue
0 b 1
1 c 2
2 d 3
>>> merge_ordered(df1, df2, fill_method="ffill", left_by="group")
key lvalue group rvalue
0 a 1 a NaN
1 b 1 a 1.0
2 c 2 a 2.0
3 d 2 a 3.0
4 e 3 a 3.0
5 a 1 b NaN
6 b 1 b 1.0
7 c 2 b 2.0
8 d 2 b 3.0
9 e 3 b 3.0
"""
def _merger(x, y) -> DataFrame:
# perform the ordered merge operation
op = _OrderedMerge(
x,
y,
on=on,
left_on=left_on,
right_on=right_on,
suffixes=suffixes,
fill_method=fill_method,
how=how,
)
return op.get_result()
if left_by is not None and right_by is not None:
raise ValueError("Can only group either left or right frames")
if left_by is not None:
if isinstance(left_by, str):
left_by = [left_by]
check = set(left_by).difference(left.columns)
if len(check) != 0:
raise KeyError(f"{check} not found in left columns")
result, _ = _groupby_and_merge(left_by, left, right, lambda x, y: _merger(x, y))
elif right_by is not None:
if isinstance(right_by, str):
right_by = [right_by]
check = set(right_by).difference(right.columns)
if len(check) != 0:
raise KeyError(f"{check} not found in right columns")
result, _ = _groupby_and_merge(
right_by, right, left, lambda x, y: _merger(y, x)
)
else:
result = _merger(left, right)
return result
[文档]
def merge_asof(
left: DataFrame | Series,
right: DataFrame | Series,
on: IndexLabel | None = None,
left_on: IndexLabel | None = None,
right_on: IndexLabel | None = None,
left_index: bool = False,
right_index: bool = False,
by=None,
left_by=None,
right_by=None,
suffixes: Suffixes = ("_x", "_y"),
tolerance: int | datetime.timedelta | None = None,
allow_exact_matches: bool = True,
direction: str = "backward",
) -> DataFrame:
"""
Perform a merge by key distance.
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.
Optionally match on equivalent keys with 'by' before searching with 'on'.
Parameters
----------
left : DataFrame or named Series
First pandas object to merge.
right : DataFrame or named Series
Second pandas object to merge.
on : label
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.
left_on : label
Field name to join on in left DataFrame.
right_on : label
Field name to join on in right DataFrame.
left_index : bool
Use the index of the left DataFrame as the join key.
right_index : bool
Use the index of the right DataFrame as the join key.
by : column name or list of column names
Match on these columns before performing merge operation.
left_by : column name
Field names to match on in the left DataFrame.
right_by : column name
Field names to match on in the right DataFrame.
suffixes : 2-length sequence (tuple, list, ...)
Suffix to apply to overlapping column names in the left and right
side, respectively.
tolerance : int or timedelta, optional, default None
Select asof tolerance within this range; must be compatible
with the merge index.
allow_exact_matches : bool, default True
- 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).
direction : 'backward' (default), 'forward', or 'nearest'
Whether to search for prior, subsequent, or closest matches.
Returns
-------
DataFrame
A DataFrame of the two merged objects.
See Also
--------
merge : Merge with a database-style join.
merge_ordered : Merge with optional filling/interpolation.
Examples
--------
>>> left = pd.DataFrame({"a": [1, 5, 10], "left_val": ["a", "b", "c"]})
>>> left
a left_val
0 1 a
1 5 b
2 10 c
>>> right = pd.DataFrame({"a": [1, 2, 3, 6, 7], "right_val": [1, 2, 3, 6, 7]})
>>> right
a right_val
0 1 1
1 2 2
2 3 3
3 6 6
4 7 7
>>> pd.merge_asof(left, right, on="a")
a left_val right_val
0 1 a 1
1 5 b 3
2 10 c 7
>>> pd.merge_asof(left, right, on="a", allow_exact_matches=False)
a left_val right_val
0 1 a NaN
1 5 b 3.0
2 10 c 7.0
>>> pd.merge_asof(left, right, on="a", direction="forward")
a left_val right_val
0 1 a 1.0
1 5 b 6.0
2 10 c NaN
>>> pd.merge_asof(left, right, on="a", direction="nearest")
a left_val right_val
0 1 a 1
1 5 b 6
2 10 c 7
We can use indexed DataFrames as well.
>>> left = pd.DataFrame({"left_val": ["a", "b", "c"]}, index=[1, 5, 10])
>>> left
left_val
1 a
5 b
10 c
>>> right = pd.DataFrame({"right_val": [1, 2, 3, 6, 7]}, index=[1, 2, 3, 6, 7])
>>> right
right_val
1 1
2 2
3 3
6 6
7 7
>>> pd.merge_asof(left, right, left_index=True, right_index=True)
left_val right_val
1 a 1
5 b 3
10 c 7
Here is a real-world times-series example
>>> quotes = pd.DataFrame(
... {
... "time": [
... pd.Timestamp("2016-05-25 13:30:00.023"),
... pd.Timestamp("2016-05-25 13:30:00.023"),
... pd.Timestamp("2016-05-25 13:30:00.030"),
... pd.Timestamp("2016-05-25 13:30:00.041"),
... pd.Timestamp("2016-05-25 13:30:00.048"),
... pd.Timestamp("2016-05-25 13:30:00.049"),
... pd.Timestamp("2016-05-25 13:30:00.072"),
... pd.Timestamp("2016-05-25 13:30:00.075"),
... ],
... "ticker": [
... "GOOG",
... "MSFT",
... "MSFT",
... "MSFT",
... "GOOG",
... "AAPL",
... "GOOG",
... "MSFT",
... ],
... "bid": [720.50, 51.95, 51.97, 51.99, 720.50, 97.99, 720.50, 52.01],
... "ask": [720.93, 51.96, 51.98, 52.00, 720.93, 98.01, 720.88, 52.03],
... }
... )
>>> quotes
time ticker bid ask
0 2016-05-25 13:30:00.023 GOOG 720.50 720.93
1 2016-05-25 13:30:00.023 MSFT 51.95 51.96
2 2016-05-25 13:30:00.030 MSFT 51.97 51.98
3 2016-05-25 13:30:00.041 MSFT 51.99 52.00
4 2016-05-25 13:30:00.048 GOOG 720.50 720.93
5 2016-05-25 13:30:00.049 AAPL 97.99 98.01
6 2016-05-25 13:30:00.072 GOOG 720.50 720.88
7 2016-05-25 13:30:00.075 MSFT 52.01 52.03
>>> trades = pd.DataFrame(
... {
... "time": [
... pd.Timestamp("2016-05-25 13:30:00.023"),
... pd.Timestamp("2016-05-25 13:30:00.038"),
... pd.Timestamp("2016-05-25 13:30:00.048"),
... pd.Timestamp("2016-05-25 13:30:00.048"),
... pd.Timestamp("2016-05-25 13:30:00.048"),
... ],
... "ticker": ["MSFT", "MSFT", "GOOG", "GOOG", "AAPL"],
... "price": [51.95, 51.95, 720.77, 720.92, 98.0],
... "quantity": [75, 155, 100, 100, 100],
... }
... )
>>> trades
time ticker price quantity
0 2016-05-25 13:30:00.023 MSFT 51.95 75
1 2016-05-25 13:30:00.038 MSFT 51.95 155
2 2016-05-25 13:30:00.048 GOOG 720.77 100
3 2016-05-25 13:30:00.048 GOOG 720.92 100
4 2016-05-25 13:30:00.048 AAPL 98.00 100
By default we are taking the asof of the quotes
>>> pd.merge_asof(trades, quotes, on="time", by="ticker")
time ticker price quantity bid ask
0 2016-05-25 13:30:00.023 MSFT 51.95 75 51.95 51.96
1 2016-05-25 13:30:00.038 MSFT 51.95 155 51.97 51.98
2 2016-05-25 13:30:00.048 GOOG 720.77 100 720.50 720.93
3 2016-05-25 13:30:00.048 GOOG 720.92 100 720.50 720.93
4 2016-05-25 13:30:00.048 AAPL 98.00 100 NaN NaN
We only asof within 2ms between the quote time and the trade time
>>> pd.merge_asof(
... trades, quotes, on="time", by="ticker", tolerance=pd.Timedelta("2ms")
... )
time ticker price quantity bid ask
0 2016-05-25 13:30:00.023 MSFT 51.95 75 51.95 51.96
1 2016-05-25 13:30:00.038 MSFT 51.95 155 NaN NaN
2 2016-05-25 13:30:00.048 GOOG 720.77 100 720.50 720.93
3 2016-05-25 13:30:00.048 GOOG 720.92 100 720.50 720.93
4 2016-05-25 13:30:00.048 AAPL 98.00 100 NaN NaN
We only asof within 10ms between the quote time and the trade time
and we exclude exact matches on time. However *prior* data will
propagate forward
>>> pd.merge_asof(
... trades,
... quotes,
... on="time",
... by="ticker",
... tolerance=pd.Timedelta("10ms"),
... allow_exact_matches=False,
... )
time ticker price quantity bid ask
0 2016-05-25 13:30:00.023 MSFT 51.95 75 NaN NaN
1 2016-05-25 13:30:00.038 MSFT 51.95 155 51.97 51.98
2 2016-05-25 13:30:00.048 GOOG 720.77 100 NaN NaN
3 2016-05-25 13:30:00.048 GOOG 720.92 100 NaN NaN
4 2016-05-25 13:30:00.048 AAPL 98.00 100 NaN NaN
"""
op = _AsOfMerge(
left,
right,
on=on,
left_on=left_on,
right_on=right_on,
left_index=left_index,
right_index=right_index,
by=by,
left_by=left_by,
right_by=right_by,
suffixes=suffixes,
how="asof",
tolerance=tolerance,
allow_exact_matches=allow_exact_matches,
direction=direction,
)
return op.get_result()
# TODO: transformations??
class _MergeOperation:
"""
Perform a database (SQL) merge operation between two DataFrame or Series
objects using either columns as keys or their row indexes
"""
_merge_type = "merge"
how: JoinHow | Literal["asof"]
on: IndexLabel | None
# left_on/right_on may be None when passed, but in validate_specification
# get replaced with non-None.
left_on: Sequence[Hashable | AnyArrayLike]
right_on: Sequence[Hashable | AnyArrayLike]
left_index: bool
right_index: bool
sort: bool
suffixes: Suffixes
indicator: str | bool
validate: str | None
join_names: list[Hashable]
right_join_keys: list[ArrayLike]
left_join_keys: list[ArrayLike]
def __init__(
self,
left: DataFrame | Series,
right: DataFrame | Series,
how: JoinHow | Literal["asof"] = "inner",
on: IndexLabel | AnyArrayLike | None = None,
left_on: IndexLabel | AnyArrayLike | None = None,
right_on: IndexLabel | AnyArrayLike | None = None,
left_index: bool = False,
right_index: bool = False,
sort: bool = True,
suffixes: Suffixes = ("_x", "_y"),
indicator: str | bool = False,
validate: str | None = None,
) -> None:
_left = _validate_operand(left)
_right = _validate_operand(right)
self.left = self.orig_left = _left
self.right = self.orig_right = _right
self.how = how
self.on = com.maybe_make_list(on)
self.suffixes = suffixes
self.sort = sort or how == "outer"
self.left_index = left_index
self.right_index = right_index
self.indicator = indicator
if not is_bool(left_index):
raise ValueError(
f"left_index parameter must be of type bool, not {type(left_index)}"
)
if not is_bool(right_index):
raise ValueError(
f"right_index parameter must be of type bool, not {type(right_index)}"
)
# GH 40993: raise when merging between different levels; enforced in 2.0
if _left.columns.nlevels != _right.columns.nlevels:
msg = (
"Not allowed to merge between different levels. "
f"({_left.columns.nlevels} levels on the left, "
f"{_right.columns.nlevels} on the right)"
)
raise MergeError(msg)
# GH 59435: raise when "how" is not a valid Merge type
merge_type = {"left", "right", "inner", "outer", "cross", "asof"}
if how not in merge_type:
raise ValueError(
f"'{how}' is not a valid Merge type: "
f"left, right, inner, outer, cross, asof"
)
self.left_on, self.right_on = self._validate_left_right_on(left_on, right_on)
(
self.left_join_keys,
self.right_join_keys,
self.join_names,
left_drop,
right_drop,
) = self._get_merge_keys()
if left_drop:
self.left = self.left._drop_labels_or_levels(left_drop)
if right_drop:
self.right = self.right._drop_labels_or_levels(right_drop)
self._maybe_require_matching_dtypes(self.left_join_keys, self.right_join_keys)
self._validate_tolerance(self.left_join_keys)
# validate the merge keys dtypes. We may need to coerce
# to avoid incompatible dtypes
self._maybe_coerce_merge_keys()
# If argument passed to validate,
# check if columns specified as unique
# are in fact unique.
if validate is not None:
self._validate_validate_kwd(validate)
def _maybe_require_matching_dtypes(
self, left_join_keys: list[ArrayLike], right_join_keys: list[ArrayLike]
) -> None:
# Overridden by AsOfMerge
pass
def _validate_tolerance(self, left_join_keys: list[ArrayLike]) -> None:
# Overridden by AsOfMerge
pass
@final
def _reindex_and_concat(
self,
join_index: Index,
left_indexer: npt.NDArray[np.intp] | None,
right_indexer: npt.NDArray[np.intp] | None,
) -> DataFrame:
"""
reindex along index and concat along columns.
"""
# Take views so we do not alter the originals
left = self.left[:]
right = self.right[:]
llabels, rlabels = _items_overlap_with_suffix(
self.left._info_axis, self.right._info_axis, self.suffixes
)
if left_indexer is not None and not is_range_indexer(left_indexer, len(left)):
# Pinning the index here (and in the right code just below) is not
# necessary, but makes the `.take` more performant if we have e.g.
# a MultiIndex for left.index.
lmgr = left._mgr.reindex_indexer(
join_index,
left_indexer,
axis=1,
only_slice=True,
allow_dups=True,
use_na_proxy=True,
)
left = left._constructor_from_mgr(lmgr, axes=lmgr.axes)
left.index = join_index
if right_indexer is not None and not is_range_indexer(
right_indexer, len(right)
):
rmgr = right._mgr.reindex_indexer(
join_index,
right_indexer,
axis=1,
only_slice=True,
allow_dups=True,
use_na_proxy=True,
)
right = right._constructor_from_mgr(rmgr, axes=rmgr.axes)
right.index = join_index
from pandas import concat
left.columns = llabels
right.columns = rlabels
result = concat([left, right], axis=1)
return result
def get_result(self) -> DataFrame:
if self.indicator:
self.left, self.right = self._indicator_pre_merge(self.left, self.right)
join_index, left_indexer, right_indexer = self._get_join_info()
result = self._reindex_and_concat(join_index, left_indexer, right_indexer)
result = result.__finalize__(self, method=self._merge_type)
if self.indicator:
result = self._indicator_post_merge(result)
self._maybe_add_join_keys(result, left_indexer, right_indexer)
self._maybe_restore_index_levels(result)
return result.__finalize__(self, method="merge")
@final
@cache_readonly
def _indicator_name(self) -> str | None:
if isinstance(self.indicator, str):
return self.indicator
elif isinstance(self.indicator, bool):
return "_merge" if self.indicator else None
else:
raise ValueError(
"indicator option can only accept boolean or string arguments"
)
@final
def _indicator_pre_merge(
self, left: DataFrame, right: DataFrame
) -> tuple[DataFrame, DataFrame]:
columns = left.columns.union(right.columns)
for i in ["_left_indicator", "_right_indicator"]:
if i in columns:
raise ValueError(
"Cannot use `indicator=True` option when "
f"data contains a column named {i}"
)
if self._indicator_name in columns:
raise ValueError(
"Cannot use name of an existing column for indicator column"
)
left = left.copy()
right = right.copy()
left["_left_indicator"] = 1
left["_left_indicator"] = left["_left_indicator"].astype("int8")
right["_right_indicator"] = 2
right["_right_indicator"] = right["_right_indicator"].astype("int8")
return left, right
@final
def _indicator_post_merge(self, result: DataFrame) -> DataFrame:
result["_left_indicator"] = result["_left_indicator"].fillna(0)
result["_right_indicator"] = result["_right_indicator"].fillna(0)
result[self._indicator_name] = Categorical(
(result["_left_indicator"] + result["_right_indicator"]),
categories=[1, 2, 3],
)
result[self._indicator_name] = result[
self._indicator_name
].cat.rename_categories(["left_only", "right_only", "both"])
result = result.drop(labels=["_left_indicator", "_right_indicator"], axis=1)
return result
@final
def _maybe_restore_index_levels(self, result: DataFrame) -> None:
"""
Restore index levels specified as `on` parameters
Here we check for cases where `self.left_on` and `self.right_on` pairs
each reference an index level in their respective DataFrames. The
joined columns corresponding to these pairs are then restored to the
index of `result`.
**Note:** This method has side effects. It modifies `result` in-place
Parameters
----------
result: DataFrame
merge result
Returns
-------
None
"""
names_to_restore = []
for name, left_key, right_key in zip(
self.join_names, self.left_on, self.right_on
):
if (
# Argument 1 to "_is_level_reference" of "NDFrame" has incompatible
# type "Union[Hashable, ExtensionArray, Index, Series]"; expected
# "Hashable"
self.orig_left._is_level_reference(left_key) # type: ignore[arg-type]
# Argument 1 to "_is_level_reference" of "NDFrame" has incompatible
# type "Union[Hashable, ExtensionArray, Index, Series]"; expected
# "Hashable"
and self.orig_right._is_level_reference(
right_key # type: ignore[arg-type]
)
and left_key == right_key
and name not in result.index.names
):
names_to_restore.append(name)
if names_to_restore:
result.set_index(names_to_restore, inplace=True)
@final
def _maybe_add_join_keys(
self,
result: DataFrame,
left_indexer: npt.NDArray[np.intp] | None,
right_indexer: npt.NDArray[np.intp] | None,
) -> None:
left_has_missing = None
right_has_missing = None
assert all(isinstance(x, _known) for x in self.left_join_keys)
keys = zip(self.join_names, self.left_on, self.right_on)
for i, (name, lname, rname) in enumerate(keys):
if not _should_fill(lname, rname):
continue
take_left, take_right = None, None
if name in result:
if left_indexer is not None or right_indexer is not None:
if name in self.left:
if left_has_missing is None:
left_has_missing = (
False
if left_indexer is None
else (left_indexer == -1).any()
)
if left_has_missing:
take_right = self.right_join_keys[i]
if result[name].dtype != self.left[name].dtype:
take_left = self.left[name]._values
elif name in self.right:
if right_has_missing is None:
right_has_missing = (
False
if right_indexer is None
else (right_indexer == -1).any()
)
if right_has_missing:
take_left = self.left_join_keys[i]
if result[name].dtype != self.right[name].dtype:
take_right = self.right[name]._values
else:
take_left = self.left_join_keys[i]
take_right = self.right_join_keys[i]
if take_left is not None or take_right is not None:
if take_left is None:
lvals = result[name]._values
elif left_indexer is None:
lvals = take_left
else:
# TODO: can we pin down take_left's type earlier?
take_left = extract_array(take_left, extract_numpy=True)
lfill = na_value_for_dtype(take_left.dtype)
lvals = algos.take_nd(take_left, left_indexer, fill_value=lfill)
if take_right is None:
rvals = result[name]._values
elif right_indexer is None:
rvals = take_right
else:
# TODO: can we pin down take_right's type earlier?
taker = extract_array(take_right, extract_numpy=True)
rfill = na_value_for_dtype(taker.dtype)
rvals = algos.take_nd(taker, right_indexer, fill_value=rfill)
# if we have an all missing left_indexer
# make sure to just use the right values or vice-versa
if left_indexer is not None and (left_indexer == -1).all():
key_col = Index(rvals)
result_dtype = rvals.dtype
elif right_indexer is not None and (right_indexer == -1).all():
key_col = Index(lvals)
result_dtype = lvals.dtype
else:
key_col = Index(lvals)
if left_indexer is not None:
mask_left = left_indexer == -1
key_col = key_col.where(~mask_left, rvals)
result_dtype = find_common_type([lvals.dtype, rvals.dtype])
if (
lvals.dtype.kind == "M"
and rvals.dtype.kind == "M"
and result_dtype.kind == "O"
):
# TODO(non-nano) Workaround for common_type not dealing
# with different resolutions
result_dtype = key_col.dtype
if result._is_label_reference(name):
result[name] = result._constructor_sliced(
key_col, dtype=result_dtype, index=result.index
)
elif result._is_level_reference(name):
if isinstance(result.index, MultiIndex):
key_col.name = name
idx_list = [
result.index.get_level_values(level_name)
if level_name != name
else key_col
for level_name in result.index.names
]
result.set_index(idx_list, inplace=True)
else:
result.index = Index(key_col, name=name)
else:
result.insert(i, name or f"key_{i}", key_col)
def _get_join_indexers(
self,
) -> tuple[npt.NDArray[np.intp] | None, npt.NDArray[np.intp] | None]:
"""return the join indexers"""
# make mypy happy
assert self.how != "asof"
return get_join_indexers(
self.left_join_keys, self.right_join_keys, sort=self.sort, how=self.how
)
@final
def _get_join_info(
self,
) -> tuple[Index, npt.NDArray[np.intp] | None, npt.NDArray[np.intp] | None]:
left_ax = self.left.index
right_ax = self.right.index
if self.left_index and self.right_index and self.how != "asof":
join_index, left_indexer, right_indexer = left_ax.join(
right_ax, how=self.how, return_indexers=True, sort=self.sort
)
elif self.right_index and self.how == "left":
join_index, left_indexer, right_indexer = _left_join_on_index(
left_ax, right_ax, self.left_join_keys, sort=self.sort
)
elif self.left_index and self.how == "right":
join_index, right_indexer, left_indexer = _left_join_on_index(
right_ax, left_ax, self.right_join_keys, sort=self.sort
)
else:
(left_indexer, right_indexer) = self._get_join_indexers()
if self.right_index:
if len(self.left) > 0:
join_index = self._create_join_index(
left_ax,
right_ax,
left_indexer,
how="right",
)
elif right_indexer is None:
join_index = right_ax.copy()
else:
join_index = right_ax.take(right_indexer)
elif self.left_index:
if self.how == "asof":
# GH#33463 asof should always behave like a left merge
join_index = self._create_join_index(
left_ax,
right_ax,
left_indexer,
how="left",
)
elif len(self.right) > 0:
join_index = self._create_join_index(
right_ax,
left_ax,
right_indexer,
how="left",
)
elif left_indexer is None:
join_index = left_ax.copy()
else:
join_index = left_ax.take(left_indexer)
else:
n = len(left_ax) if left_indexer is None else len(left_indexer)
join_index = default_index(n)
return join_index, left_indexer, right_indexer
@final
def _create_join_index(
self,
index: Index,
other_index: Index,
indexer: npt.NDArray[np.intp] | None,
how: JoinHow = "left",
) -> Index:
"""
Create a join index by rearranging one index to match another
Parameters
----------
index : Index
index being rearranged
other_index : Index
used to supply values not found in index
indexer : np.ndarray[np.intp] or None
how to rearrange index
how : str
Replacement is only necessary if indexer based on other_index.
Returns
-------
Index
"""
if self.how in (how, "outer") and not isinstance(other_index, MultiIndex):
# if final index requires values in other_index but not target
# index, indexer may hold missing (-1) values, causing Index.take
# to take the final value in target index. So, we set the last
# element to be the desired fill value. We do not use allow_fill
# and fill_value because it throws a ValueError on integer indices
mask = indexer == -1
if np.any(mask):
fill_value = na_value_for_dtype(index.dtype, compat=False)
index = index.append(Index([fill_value]))
if indexer is None:
return index.copy()
return index.take(indexer)
@final
def _get_merge_keys(
self,
) -> tuple[
list[ArrayLike],
list[ArrayLike],
list[Hashable],
list[Hashable],
list[Hashable],
]:
"""
Returns
-------
left_keys, right_keys, join_names, left_drop, right_drop
"""
left_keys: list[ArrayLike] = []
right_keys: list[ArrayLike] = []
join_names: list[Hashable] = []
right_drop: list[Hashable] = []
left_drop: list[Hashable] = []
left, right = self.left, self.right
is_lkey = lambda x: isinstance(x, _known) and len(x) == len(left)
is_rkey = lambda x: isinstance(x, _known) and len(x) == len(right)
# Note that pd.merge_asof() has separate 'on' and 'by' parameters. A
# user could, for example, request 'left_index' and 'left_by'. In a
# regular pd.merge(), users cannot specify both 'left_index' and
# 'left_on'. (Instead, users have a MultiIndex). That means the
# self.left_on in this function is always empty in a pd.merge(), but
# a pd.merge_asof(left_index=True, left_by=...) will result in a
# self.left_on array with a None in the middle of it. This requires
# a work-around as designated in the code below.
# See _validate_left_right_on() for where this happens.
# ugh, spaghetti re #733
if _any(self.left_on) and _any(self.right_on):
for lk, rk in zip(self.left_on, self.right_on):
lk = extract_array(lk, extract_numpy=True)
rk = extract_array(rk, extract_numpy=True)
if is_lkey(lk):
lk = cast(ArrayLike, lk)
left_keys.append(lk)
if is_rkey(rk):
rk = cast(ArrayLike, rk)
right_keys.append(rk)
join_names.append(None) # what to do?
else:
# Then we're either Hashable or a wrong-length arraylike,
# the latter of which will raise
rk = cast(Hashable, rk)
if rk is not None:
right_keys.append(right._get_label_or_level_values(rk))
join_names.append(rk)
else:
# work-around for merge_asof(right_index=True)
right_keys.append(right.index._values)
join_names.append(right.index.name)
else:
if not is_rkey(rk):
# Then we're either Hashable or a wrong-length arraylike,
# the latter of which will raise
rk = cast(Hashable, rk)
if rk is not None:
right_keys.append(right._get_label_or_level_values(rk))
else:
# work-around for merge_asof(right_index=True)
right_keys.append(right.index._values)
if lk is not None and lk == rk: # FIXME: what about other NAs?
right_drop.append(rk)
else:
rk = cast(ArrayLike, rk)
right_keys.append(rk)
if lk is not None:
# Then we're either Hashable or a wrong-length arraylike,
# the latter of which will raise
lk = cast(Hashable, lk)
left_keys.append(left._get_label_or_level_values(lk))
join_names.append(lk)
else:
# work-around for merge_asof(left_index=True)
left_keys.append(left.index._values)
join_names.append(left.index.name)
elif _any(self.left_on):
for k in self.left_on:
if is_lkey(k):
k = extract_array(k, extract_numpy=True)
k = cast(ArrayLike, k)
left_keys.append(k)
join_names.append(None)
else:
# Then we're either Hashable or a wrong-length arraylike,
# the latter of which will raise
k = cast(Hashable, k)
left_keys.append(left._get_label_or_level_values(k))
join_names.append(k)
if isinstance(self.right.index, MultiIndex):
right_keys = [
lev._values.take(lev_codes)
for lev, lev_codes in zip(
self.right.index.levels, self.right.index.codes
)
]
else:
right_keys = [self.right.index._values]
elif _any(self.right_on):
for k in self.right_on:
k = extract_array(k, extract_numpy=True)
if is_rkey(k):
k = cast(ArrayLike, k)
right_keys.append(k)
join_names.append(None)
else:
# Then we're either Hashable or a wrong-length arraylike,
# the latter of which will raise
k = cast(Hashable, k)
right_keys.append(right._get_label_or_level_values(k))
join_names.append(k)
if isinstance(self.left.index, MultiIndex):
left_keys = [
lev._values.take(lev_codes)
for lev, lev_codes in zip(
self.left.index.levels, self.left.index.codes
)
]
else:
left_keys = [self.left.index._values]
return left_keys, right_keys, join_names, left_drop, right_drop
@final
def _maybe_coerce_merge_keys(self) -> None:
# we have valid merges but we may have to further
# coerce these if they are originally incompatible types
#
# for example if these are categorical, but are not dtype_equal
# or if we have object and integer dtypes
for lk, rk, name in zip(
self.left_join_keys, self.right_join_keys, self.join_names
):
if (len(lk) and not len(rk)) or (not len(lk) and len(rk)):
continue
lk = extract_array(lk, extract_numpy=True)
rk = extract_array(rk, extract_numpy=True)
lk_is_cat = isinstance(lk.dtype, CategoricalDtype)
rk_is_cat = isinstance(rk.dtype, CategoricalDtype)
lk_is_object_or_string = is_object_dtype(lk.dtype) or is_string_dtype(
lk.dtype
)
rk_is_object_or_string = is_object_dtype(rk.dtype) or is_string_dtype(
rk.dtype
)
# if either left or right is a categorical
# then the must match exactly in categories & ordered
if lk_is_cat and rk_is_cat:
lk = cast(Categorical, lk)
rk = cast(Categorical, rk)
if lk._categories_match_up_to_permutation(rk):
continue
elif lk_is_cat or rk_is_cat:
pass
elif lk.dtype == rk.dtype:
continue
msg = (
f"You are trying to merge on {lk.dtype} and {rk.dtype} columns "
f"for key '{name}'. If you wish to proceed you should use pd.concat"
)
# if we are numeric, then allow differing
# kinds to proceed, eg. int64 and int8, int and float
# further if we are object, but we infer to
# the same, then proceed
if is_numeric_dtype(lk.dtype) and is_numeric_dtype(rk.dtype):
if lk.dtype.kind == rk.dtype.kind:
continue
if isinstance(lk.dtype, ExtensionDtype) and not isinstance(
rk.dtype, ExtensionDtype
):
ct = find_common_type([lk.dtype, rk.dtype])
if isinstance(ct, ExtensionDtype):
com_cls = ct.construct_array_type()
rk = com_cls._from_sequence(rk, dtype=ct, copy=False)
else:
rk = rk.astype(ct)
elif isinstance(rk.dtype, ExtensionDtype):
ct = find_common_type([lk.dtype, rk.dtype])
if isinstance(ct, ExtensionDtype):
com_cls = ct.construct_array_type()
lk = com_cls._from_sequence(lk, dtype=ct, copy=False)
else:
lk = lk.astype(ct)
# check whether ints and floats
if is_integer_dtype(rk.dtype) and is_float_dtype(lk.dtype):
# GH 47391 numpy > 1.24 will raise a RuntimeError for nan -> int
with np.errstate(invalid="ignore"):
# error: Argument 1 to "astype" of "ndarray" has incompatible
# type "Union[ExtensionDtype, Any, dtype[Any]]"; expected
# "Union[dtype[Any], Type[Any], _SupportsDType[dtype[Any]]]"
casted = lk.astype(rk.dtype) # type: ignore[arg-type]
mask = ~np.isnan(lk)
match = lk == casted
if not match[mask].all():
warnings.warn(
"You are merging on int and float "
"columns where the float values "
"are not equal to their int representation.",
UserWarning,
stacklevel=find_stack_level(),
)
continue
if is_float_dtype(rk.dtype) and is_integer_dtype(lk.dtype):
# GH 47391 numpy > 1.24 will raise a RuntimeError for nan -> int
with np.errstate(invalid="ignore"):
# error: Argument 1 to "astype" of "ndarray" has incompatible
# type "Union[ExtensionDtype, Any, dtype[Any]]"; expected
# "Union[dtype[Any], Type[Any], _SupportsDType[dtype[Any]]]"
casted = rk.astype(lk.dtype) # type: ignore[arg-type]
mask = ~np.isnan(rk)
match = rk == casted
if not match[mask].all():
warnings.warn(
"You are merging on int and float "
"columns where the float values "
"are not equal to their int representation.",
UserWarning,
stacklevel=find_stack_level(),
)
continue
# let's infer and see if we are ok
if lib.infer_dtype(lk, skipna=False) == lib.infer_dtype(
rk, skipna=False
):
continue
# Check if we are trying to merge on obviously
# incompatible dtypes GH 9780, GH 15800
# bool values are coerced to object
elif (lk_is_object_or_string and is_bool_dtype(rk.dtype)) or (
is_bool_dtype(lk.dtype) and rk_is_object_or_string
):
pass
# object values are allowed to be merged
elif (lk_is_object_or_string and is_numeric_dtype(rk.dtype)) or (
is_numeric_dtype(lk.dtype) and rk_is_object_or_string
):
inferred_left = lib.infer_dtype(lk, skipna=False)
inferred_right = lib.infer_dtype(rk, skipna=False)
bool_types = ["integer", "mixed-integer", "boolean", "empty"]
string_types = ["string", "unicode", "mixed", "bytes", "empty"]
# inferred bool
if inferred_left in bool_types and inferred_right in bool_types:
pass
# unless we are merging non-string-like with string-like
elif (
inferred_left in string_types and inferred_right not in string_types
) or (
inferred_right in string_types and inferred_left not in string_types
):
raise ValueError(msg)
# datetimelikes must match exactly
elif needs_i8_conversion(lk.dtype) and not needs_i8_conversion(rk.dtype):
raise ValueError(msg)
elif not needs_i8_conversion(lk.dtype) and needs_i8_conversion(rk.dtype):
raise ValueError(msg)
elif isinstance(lk.dtype, DatetimeTZDtype) and not isinstance(
rk.dtype, DatetimeTZDtype
):
raise ValueError(msg)
elif not isinstance(lk.dtype, DatetimeTZDtype) and isinstance(
rk.dtype, DatetimeTZDtype
):
raise ValueError(msg)
elif (
isinstance(lk.dtype, DatetimeTZDtype)
and isinstance(rk.dtype, DatetimeTZDtype)
) or (lk.dtype.kind == "M" and rk.dtype.kind == "M"):
# allows datetime with different resolutions
continue
# datetime and timedelta not allowed
elif lk.dtype.kind == "M" and rk.dtype.kind == "m":
raise ValueError(msg)
elif lk.dtype.kind == "m" and rk.dtype.kind == "M":
raise ValueError(msg)
elif is_object_dtype(lk.dtype) and is_object_dtype(rk.dtype):
continue
# Houston, we have a problem!
# let's coerce to object if the dtypes aren't
# categorical, otherwise coerce to the category
# dtype. If we coerced categories to object,
# then we would lose type information on some
# columns, and end up trying to merge
# incompatible dtypes. See GH 16900.
if name in self.left.columns:
typ = cast(Categorical, lk).categories.dtype if lk_is_cat else object
self.left = self.left.copy()
self.left[name] = self.left[name].astype(typ)
if name in self.right.columns:
typ = cast(Categorical, rk).categories.dtype if rk_is_cat else object
self.right = self.right.copy()
self.right[name] = self.right[name].astype(typ)
def _validate_left_right_on(self, left_on, right_on):
left_on = com.maybe_make_list(left_on)
right_on = com.maybe_make_list(right_on)
# Hm, any way to make this logic less complicated??
if self.on is None and left_on is None and right_on is None:
if self.left_index and self.right_index:
left_on, right_on = (), ()
elif self.left_index:
raise MergeError("Must pass right_on or right_index=True")
elif self.right_index:
raise MergeError("Must pass left_on or left_index=True")
else:
# use the common columns
left_cols = self.left.columns
right_cols = self.right.columns
common_cols = left_cols.intersection(right_cols)
if len(common_cols) == 0:
raise MergeError(
"No common columns to perform merge on. "
f"Merge options: left_on={left_on}, "
f"right_on={right_on}, "
f"left_index={self.left_index}, "
f"right_index={self.right_index}"
)
if (
not left_cols.join(common_cols, how="inner").is_unique
or not right_cols.join(common_cols, how="inner").is_unique
):
raise MergeError(f"Data columns not unique: {common_cols!r}")
left_on = right_on = common_cols
elif self.on is not None:
if left_on is not None or right_on is not None:
raise MergeError(
'Can only pass argument "on" OR "left_on" '
'and "right_on", not a combination of both.'
)
if self.left_index or self.right_index:
raise MergeError(
'Can only pass argument "on" OR "left_index" '
'and "right_index", not a combination of both.'
)
left_on = right_on = self.on
elif left_on is not None:
if self.left_index:
raise MergeError(
'Can only pass argument "left_on" OR "left_index" not both.'
)
if not self.right_index and right_on is None:
raise MergeError('Must pass "right_on" OR "right_index".')
n = len(left_on)
if self.right_index:
if len(left_on) != self.right.index.nlevels:
raise ValueError(
"len(left_on) must equal the number "
'of levels in the index of "right"'
)
right_on = [None] * n
elif right_on is not None:
if self.right_index:
raise MergeError(
'Can only pass argument "right_on" OR "right_index" not both.'
)
if not self.left_index and left_on is None:
raise MergeError('Must pass "left_on" OR "left_index".')
n = len(right_on)
if self.left_index:
if len(right_on) != self.left.index.nlevels:
raise ValueError(
"len(right_on) must equal the number "
'of levels in the index of "left"'
)
left_on = [None] * n
if len(right_on) != len(left_on):
raise ValueError("len(right_on) must equal len(left_on)")
return left_on, right_on
@final
def _validate_validate_kwd(self, validate: str) -> None:
# Check uniqueness of each
if self.left_index:
left_unique = self.orig_left.index.is_unique
else:
left_unique = MultiIndex.from_arrays(self.left_join_keys).is_unique
if self.right_index:
right_unique = self.orig_right.index.is_unique
else:
right_unique = MultiIndex.from_arrays(self.right_join_keys).is_unique
# Check data integrity
if validate in ["one_to_one", "1:1"]:
if not left_unique and not right_unique:
raise MergeError(
"Merge keys are not unique in either left "
"or right dataset; not a one-to-one merge"
)
if not left_unique:
raise MergeError(
"Merge keys are not unique in left dataset; not a one-to-one merge"
)
if not right_unique:
raise MergeError(
"Merge keys are not unique in right dataset; not a one-to-one merge"
)
elif validate in ["one_to_many", "1:m"]:
if not left_unique:
raise MergeError(
"Merge keys are not unique in left dataset; not a one-to-many merge"
)
elif validate in ["many_to_one", "m:1"]:
if not right_unique:
raise MergeError(
"Merge keys are not unique in right dataset; "
"not a many-to-one merge"
)
elif validate in ["many_to_many", "m:m"]:
pass
else:
raise ValueError(
f'"{validate}" is not a valid argument. '
"Valid arguments are:\n"
'- "1:1"\n'
'- "1:m"\n'
'- "m:1"\n'
'- "m:m"\n'
'- "one_to_one"\n'
'- "one_to_many"\n'
'- "many_to_one"\n'
'- "many_to_many"'
)
def get_join_indexers(
left_keys: list[ArrayLike],
right_keys: list[ArrayLike],
sort: bool = False,
how: JoinHow = "inner",
) -> tuple[npt.NDArray[np.intp] | None, npt.NDArray[np.intp] | None]:
"""
Parameters
----------
left_keys : list[ndarray, ExtensionArray, Index, Series]
right_keys : list[ndarray, ExtensionArray, Index, Series]
sort : bool, default False
how : {'inner', 'outer', 'left', 'right'}, default 'inner'
Returns
-------
np.ndarray[np.intp] or None
Indexer into the left_keys.
np.ndarray[np.intp] or None
Indexer into the right_keys.
"""
assert len(left_keys) == len(
right_keys
), "left_keys and right_keys must be the same length"
# fast-path for empty left/right
left_n = len(left_keys[0])
right_n = len(right_keys[0])
if left_n == 0:
if how in ["left", "inner"]:
return _get_empty_indexer()
elif not sort and how in ["right", "outer"]:
return _get_no_sort_one_missing_indexer(right_n, True)
elif right_n == 0:
if how in ["right", "inner"]:
return _get_empty_indexer()
elif not sort and how in ["left", "outer"]:
return _get_no_sort_one_missing_indexer(left_n, False)
lkey: ArrayLike
rkey: ArrayLike
if len(left_keys) > 1:
# get left & right join labels and num. of levels at each location
mapped = (
_factorize_keys(left_keys[n], right_keys[n], sort=sort)
for n in range(len(left_keys))
)
zipped = zip(*mapped)
llab, rlab, shape = (list(x) for x in zipped)
# get flat i8 keys from label lists
lkey, rkey = _get_join_keys(llab, rlab, tuple(shape), sort)
else:
lkey = left_keys[0]
rkey = right_keys[0]
left = Index(lkey)
right = Index(rkey)
if (
left.is_monotonic_increasing
and right.is_monotonic_increasing
and (left.is_unique or right.is_unique)
):
_, lidx, ridx = left.join(right, how=how, return_indexers=True, sort=sort)
else:
lidx, ridx = get_join_indexers_non_unique(
left._values, right._values, sort, how
)
if lidx is not None and is_range_indexer(lidx, len(left)):
lidx = None
if ridx is not None and is_range_indexer(ridx, len(right)):
ridx = None
return lidx, ridx
def get_join_indexers_non_unique(
left: ArrayLike,
right: ArrayLike,
sort: bool = False,
how: JoinHow = "inner",
) -> tuple[npt.NDArray[np.intp], npt.NDArray[np.intp]]:
"""
Get join indexers for left and right.
Parameters
----------
left : ArrayLike
right : ArrayLike
sort : bool, default False
how : {'inner', 'outer', 'left', 'right'}, default 'inner'
Returns
-------
np.ndarray[np.intp]
Indexer into left.
np.ndarray[np.intp]
Indexer into right.
"""
lkey, rkey, count = _factorize_keys(left, right, sort=sort, how=how)
if count == -1:
# hash join
return lkey, rkey
if how == "left":
lidx, ridx = libjoin.left_outer_join(lkey, rkey, count, sort=sort)
elif how == "right":
ridx, lidx = libjoin.left_outer_join(rkey, lkey, count, sort=sort)
elif how == "inner":
lidx, ridx = libjoin.inner_join(lkey, rkey, count, sort=sort)
elif how == "outer":
lidx, ridx = libjoin.full_outer_join(lkey, rkey, count)
return lidx, ridx
def restore_dropped_levels_multijoin(
left: MultiIndex,
right: MultiIndex,
dropped_level_names,
join_index: Index,
lindexer: npt.NDArray[np.intp],
rindexer: npt.NDArray[np.intp],
) -> tuple[FrozenList, FrozenList, FrozenList]:
"""
*this is an internal non-public method*
Returns the levels, labels and names of a multi-index to multi-index join.
Depending on the type of join, this method restores the appropriate
dropped levels of the joined multi-index.
The method relies on lindexer, rindexer which hold the index positions of
left and right, where a join was feasible
Parameters
----------
left : MultiIndex
left index
right : MultiIndex
right index
dropped_level_names : str array
list of non-common level names
join_index : Index
the index of the join between the
common levels of left and right
lindexer : np.ndarray[np.intp]
left indexer
rindexer : np.ndarray[np.intp]
right indexer
Returns
-------
levels : list of Index
levels of combined multiindexes
labels : np.ndarray[np.intp]
labels of combined multiindexes
names : List[Hashable]
names of combined multiindex levels
"""
def _convert_to_multiindex(index: Index) -> MultiIndex:
if isinstance(index, MultiIndex):
return index
else:
return MultiIndex.from_arrays([index._values], names=[index.name])
# For multi-multi joins with one overlapping level,
# the returned index if of type Index
# Assure that join_index is of type MultiIndex
# so that dropped levels can be appended
join_index = _convert_to_multiindex(join_index)
join_levels = join_index.levels
join_codes = join_index.codes
join_names = join_index.names
# Iterate through the levels that must be restored
for dropped_level_name in dropped_level_names:
if dropped_level_name in left.names:
idx = left
indexer = lindexer
else:
idx = right
indexer = rindexer
# The index of the level name to be restored
name_idx = idx.names.index(dropped_level_name)
restore_levels = idx.levels[name_idx]
# Inject -1 in the codes list where a join was not possible
# IOW indexer[i]=-1
codes = idx.codes[name_idx]
if indexer is None:
restore_codes = codes
else:
restore_codes = algos.take_nd(codes, indexer, fill_value=-1)
# error: Cannot determine type of "__add__"
join_levels = join_levels + [restore_levels] # type: ignore[has-type]
join_codes = join_codes + [restore_codes] # type: ignore[has-type]
join_names = join_names + [dropped_level_name]
return join_levels, join_codes, join_names
class _OrderedMerge(_MergeOperation):
_merge_type = "ordered_merge"
def __init__(
self,
left: DataFrame | Series,
right: DataFrame | Series,
on: IndexLabel | None = None,
left_on: IndexLabel | None = None,
right_on: IndexLabel | None = None,
left_index: bool = False,
right_index: bool = False,
suffixes: Suffixes = ("_x", "_y"),
fill_method: str | None = None,
how: JoinHow | Literal["asof"] = "outer",
) -> None:
self.fill_method = fill_method
_MergeOperation.__init__(
self,
left,
right,
on=on,
left_on=left_on,
left_index=left_index,
right_index=right_index,
right_on=right_on,
how=how,
suffixes=suffixes,
sort=True, # factorize sorts
)
def get_result(self) -> DataFrame:
join_index, left_indexer, right_indexer = self._get_join_info()
left_join_indexer: npt.NDArray[np.intp] | None
right_join_indexer: npt.NDArray[np.intp] | None
if self.fill_method == "ffill":
if left_indexer is None:
left_join_indexer = None
else:
left_join_indexer = libjoin.ffill_indexer(left_indexer)
if right_indexer is None:
right_join_indexer = None
else:
right_join_indexer = libjoin.ffill_indexer(right_indexer)
elif self.fill_method is None:
left_join_indexer = left_indexer
right_join_indexer = right_indexer
else:
raise ValueError("fill_method must be 'ffill' or None")
result = self._reindex_and_concat(
join_index, left_join_indexer, right_join_indexer
)
self._maybe_add_join_keys(result, left_indexer, right_indexer)
return result
def _asof_by_function(direction: str):
name = f"asof_join_{direction}_on_X_by_Y"
return getattr(libjoin, name, None)
class _AsOfMerge(_OrderedMerge):
_merge_type = "asof_merge"
def __init__(
self,
left: DataFrame | Series,
right: DataFrame | Series,
on: IndexLabel | None = None,
left_on: IndexLabel | None = None,
right_on: IndexLabel | None = None,
left_index: bool = False,
right_index: bool = False,
by=None,
left_by=None,
right_by=None,
suffixes: Suffixes = ("_x", "_y"),
how: Literal["asof"] = "asof",
tolerance=None,
allow_exact_matches: bool = True,
direction: str = "backward",
) -> None:
self.by = by
self.left_by = left_by
self.right_by = right_by
self.tolerance = tolerance
self.allow_exact_matches = allow_exact_matches
self.direction = direction
# check 'direction' is valid
if self.direction not in ["backward", "forward", "nearest"]:
raise MergeError(f"direction invalid: {self.direction}")
# validate allow_exact_matches
if not is_bool(self.allow_exact_matches):
msg = (
"allow_exact_matches must be boolean, "
f"passed {self.allow_exact_matches}"
)
raise MergeError(msg)
_OrderedMerge.__init__(
self,
left,
right,
on=on,
left_on=left_on,
right_on=right_on,
left_index=left_index,
right_index=right_index,
how=how,
suffixes=suffixes,
fill_method=None,
)
def _validate_left_right_on(self, left_on, right_on):
left_on, right_on = super()._validate_left_right_on(left_on, right_on)
# we only allow on to be a single item for on
if len(left_on) != 1 and not self.left_index:
raise MergeError("can only asof on a key for left")
if len(right_on) != 1 and not self.right_index:
raise MergeError("can only asof on a key for right")
if self.left_index and isinstance(self.left.index, MultiIndex):
raise MergeError("left can only have one index")
if self.right_index and isinstance(self.right.index, MultiIndex):
raise MergeError("right can only have one index")
# set 'by' columns
if self.by is not None:
if self.left_by is not None or self.right_by is not None:
raise MergeError("Can only pass by OR left_by and right_by")
self.left_by = self.right_by = self.by
if self.left_by is None and self.right_by is not None:
raise MergeError("missing left_by")
if self.left_by is not None and self.right_by is None:
raise MergeError("missing right_by")
# GH#29130 Check that merge keys do not have dtype object
if not self.left_index:
left_on_0 = left_on[0]
if isinstance(left_on_0, _known):
lo_dtype = left_on_0.dtype
else:
lo_dtype = (
self.left._get_label_or_level_values(left_on_0).dtype
if left_on_0 in self.left.columns
else self.left.index.get_level_values(left_on_0)
)
else:
lo_dtype = self.left.index.dtype
if not self.right_index:
right_on_0 = right_on[0]
if isinstance(right_on_0, _known):
ro_dtype = right_on_0.dtype
else:
ro_dtype = (
self.right._get_label_or_level_values(right_on_0).dtype
if right_on_0 in self.right.columns
else self.right.index.get_level_values(right_on_0)
)
else:
ro_dtype = self.right.index.dtype
if (
is_object_dtype(lo_dtype)
or is_object_dtype(ro_dtype)
or is_string_dtype(lo_dtype)
or is_string_dtype(ro_dtype)
):
raise MergeError(
f"Incompatible merge dtype, {lo_dtype!r} and "
f"{ro_dtype!r}, both sides must have numeric dtype"
)
# add 'by' to our key-list so we can have it in the
# output as a key
if self.left_by is not None:
if not is_list_like(self.left_by):
self.left_by = [self.left_by]
if not is_list_like(self.right_by):
self.right_by = [self.right_by]
if len(self.left_by) != len(self.right_by):
raise MergeError("left_by and right_by must be the same length")
left_on = self.left_by + list(left_on)
right_on = self.right_by + list(right_on)
return left_on, right_on
def _maybe_require_matching_dtypes(
self, left_join_keys: list[ArrayLike], right_join_keys: list[ArrayLike]
) -> None:
# TODO: why do we do this for AsOfMerge but not the others?
def _check_dtype_match(left: ArrayLike, right: ArrayLike, i: int) -> None:
if left.dtype != right.dtype:
if isinstance(left.dtype, CategoricalDtype) and isinstance(
right.dtype, CategoricalDtype
):
# The generic error message is confusing for categoricals.
#
# In this function, the join keys include both the original
# ones of the merge_asof() call, and also the keys passed
# to its by= argument. Unordered but equal categories
# are not supported for the former, but will fail
# later with a ValueError, so we don't *need* to check
# for them here.
msg = (
f"incompatible merge keys [{i}] {left.dtype!r} and "
f"{right.dtype!r}, both sides category, but not equal ones"
)
else:
msg = (
f"incompatible merge keys [{i}] {left.dtype!r} and "
f"{right.dtype!r}, must be the same type"
)
raise MergeError(msg)
# validate index types are the same
for i, (lk, rk) in enumerate(zip(left_join_keys, right_join_keys)):
_check_dtype_match(lk, rk, i)
if self.left_index:
lt = self.left.index._values
else:
lt = left_join_keys[-1]
if self.right_index:
rt = self.right.index._values
else:
rt = right_join_keys[-1]
_check_dtype_match(lt, rt, 0)
def _validate_tolerance(self, left_join_keys: list[ArrayLike]) -> None:
# validate tolerance; datetime.timedelta or Timedelta if we have a DTI
if self.tolerance is not None:
if self.left_index:
lt = self.left.index._values
else:
lt = left_join_keys[-1]
msg = (
f"incompatible tolerance {self.tolerance}, must be compat "
f"with type {lt.dtype!r}"
)
if needs_i8_conversion(lt.dtype) or (
isinstance(lt, ArrowExtensionArray) and lt.dtype.kind in "mM"
):
if not isinstance(self.tolerance, datetime.timedelta):
raise MergeError(msg)
if self.tolerance < Timedelta(0):
raise MergeError("tolerance must be positive")
elif is_integer_dtype(lt.dtype):
if not is_integer(self.tolerance):
raise MergeError(msg)
if self.tolerance < 0:
raise MergeError("tolerance must be positive")
elif is_float_dtype(lt.dtype):
if not is_number(self.tolerance):
raise MergeError(msg)
# error: Unsupported operand types for > ("int" and "Number")
if self.tolerance < 0: # type: ignore[operator]
raise MergeError("tolerance must be positive")
else:
raise MergeError("key must be integer, timestamp or float")
def _convert_values_for_libjoin(
self, values: AnyArrayLike, side: str
) -> np.ndarray:
# we require sortedness and non-null values in the join keys
if not Index(values).is_monotonic_increasing:
if isna(values).any():
raise ValueError(f"Merge keys contain null values on {side} side")
raise ValueError(f"{side} keys must be sorted")
if isinstance(values, ArrowExtensionArray):
values = values._maybe_convert_datelike_array()
if needs_i8_conversion(values.dtype):
values = values.view("i8")
elif isinstance(values, BaseMaskedArray):
# we've verified above that no nulls exist
values = values._data
elif isinstance(values, ExtensionArray):
values = values.to_numpy()
# error: Incompatible return value type (got "Union[ExtensionArray,
# Any, ndarray[Any, Any], ndarray[Any, dtype[Any]], Index, Series]",
# expected "ndarray[Any, Any]")
return values # type: ignore[return-value]
def _get_join_indexers(self) -> tuple[npt.NDArray[np.intp], npt.NDArray[np.intp]]:
"""return the join indexers"""
# values to compare
left_values = (
self.left.index._values if self.left_index else self.left_join_keys[-1]
)
right_values = (
self.right.index._values if self.right_index else self.right_join_keys[-1]
)
# _maybe_require_matching_dtypes already checked for dtype matching
assert left_values.dtype == right_values.dtype
tolerance = self.tolerance
if tolerance is not None:
# TODO: can we reuse a tolerance-conversion function from
# e.g. TimedeltaIndex?
if needs_i8_conversion(left_values.dtype) or (
isinstance(left_values, ArrowExtensionArray)
and left_values.dtype.kind in "mM"
):
tolerance = Timedelta(tolerance)
# TODO: we have no test cases with PeriodDtype here; probably
# need to adjust tolerance for that case.
if left_values.dtype.kind in "mM":
# Make sure the i8 representation for tolerance
# matches that for left_values/right_values.
if isinstance(left_values, ArrowExtensionArray):
unit = left_values.dtype.pyarrow_dtype.unit
else:
unit = ensure_wrapped_if_datetimelike(left_values).unit
tolerance = tolerance.as_unit(unit)
tolerance = tolerance._value
# initial type conversion as needed
left_values = self._convert_values_for_libjoin(left_values, "left")
right_values = self._convert_values_for_libjoin(right_values, "right")
# a "by" parameter requires special handling
if self.left_by is not None:
# remove 'on' parameter from values if one existed
if self.left_index and self.right_index:
left_join_keys = self.left_join_keys
right_join_keys = self.right_join_keys
else:
left_join_keys = self.left_join_keys[0:-1]
right_join_keys = self.right_join_keys[0:-1]
mapped = [
_factorize_keys(
left_join_keys[n],
right_join_keys[n],
sort=False,
)
for n in range(len(left_join_keys))
]
if len(left_join_keys) == 1:
left_by_values = mapped[0][0]
right_by_values = mapped[0][1]
else:
arrs = [np.concatenate(m[:2]) for m in mapped]
shape = tuple(m[2] for m in mapped)
group_index = get_group_index(
arrs, shape=shape, sort=False, xnull=False
)
left_len = len(left_join_keys[0])
left_by_values = group_index[:left_len]
right_by_values = group_index[left_len:]
left_by_values = ensure_int64(left_by_values)
right_by_values = ensure_int64(right_by_values)
# choose appropriate function by type
func = _asof_by_function(self.direction)
return func(
left_values,
right_values,
left_by_values,
right_by_values,
self.allow_exact_matches,
tolerance,
)
else:
# choose appropriate function by type
func = _asof_by_function(self.direction)
return func(
left_values,
right_values,
None,
None,
self.allow_exact_matches,
tolerance,
False,
)
def _get_multiindex_indexer(
join_keys: list[ArrayLike], index: MultiIndex, sort: bool
) -> tuple[npt.NDArray[np.intp], npt.NDArray[np.intp]]:
# left & right join labels and num. of levels at each location
mapped = (
_factorize_keys(index.levels[n]._values, join_keys[n], sort=sort)
for n in range(index.nlevels)
)
zipped = zip(*mapped)
rcodes, lcodes, shape = (list(x) for x in zipped)
if sort:
rcodes = list(map(np.take, rcodes, index.codes))
else:
i8copy = lambda a: a.astype("i8", subok=False)
rcodes = list(map(i8copy, index.codes))
# fix right labels if there were any nulls
for i, join_key in enumerate(join_keys):
mask = index.codes[i] == -1
if mask.any():
# check if there already was any nulls at this location
# if there was, it is factorized to `shape[i] - 1`
a = join_key[lcodes[i] == shape[i] - 1]
if a.size == 0 or not a[0] != a[0]:
shape[i] += 1
rcodes[i][mask] = shape[i] - 1
# get flat i8 join keys
lkey, rkey = _get_join_keys(lcodes, rcodes, tuple(shape), sort)
return lkey, rkey
def _get_empty_indexer() -> tuple[npt.NDArray[np.intp], npt.NDArray[np.intp]]:
"""Return empty join indexers."""
return (
np.array([], dtype=np.intp),
np.array([], dtype=np.intp),
)
def _get_no_sort_one_missing_indexer(
n: int, left_missing: bool
) -> tuple[npt.NDArray[np.intp], npt.NDArray[np.intp]]:
"""
Return join indexers where all of one side is selected without sorting
and none of the other side is selected.
Parameters
----------
n : int
Length of indexers to create.
left_missing : bool
If True, the left indexer will contain only -1's.
If False, the right indexer will contain only -1's.
Returns
-------
np.ndarray[np.intp]
Left indexer
np.ndarray[np.intp]
Right indexer
"""
idx = np.arange(n, dtype=np.intp)
idx_missing = np.full(shape=n, fill_value=-1, dtype=np.intp)
if left_missing:
return idx_missing, idx
return idx, idx_missing
def _left_join_on_index(
left_ax: Index, right_ax: Index, join_keys: list[ArrayLike], sort: bool = False
) -> tuple[Index, npt.NDArray[np.intp] | None, npt.NDArray[np.intp]]:
if isinstance(right_ax, MultiIndex):
lkey, rkey = _get_multiindex_indexer(join_keys, right_ax, sort=sort)
else:
# error: Incompatible types in assignment (expression has type
# "Union[Union[ExtensionArray, ndarray[Any, Any]], Index, Series]",
# variable has type "ndarray[Any, dtype[signedinteger[Any]]]")
lkey = join_keys[0] # type: ignore[assignment]
# error: Incompatible types in assignment (expression has type "Index",
# variable has type "ndarray[Any, dtype[signedinteger[Any]]]")
rkey = right_ax._values # type: ignore[assignment]
left_key, right_key, count = _factorize_keys(lkey, rkey, sort=sort)
left_indexer, right_indexer = libjoin.left_outer_join(
left_key, right_key, count, sort=sort
)
if sort or len(left_ax) != len(left_indexer):
# if asked to sort or there are 1-to-many matches
join_index = left_ax.take(left_indexer)
return join_index, left_indexer, right_indexer
# left frame preserves order & length of its index
return left_ax, None, right_indexer
def _factorize_keys(
lk: ArrayLike,
rk: ArrayLike,
sort: bool = True,
how: str | None = None,
) -> tuple[npt.NDArray[np.intp], npt.NDArray[np.intp], int]:
"""
Encode left and right keys as enumerated types.
This is used to get the join indexers to be used when merging DataFrames.
Parameters
----------
lk : ndarray, ExtensionArray
Left key.
rk : ndarray, ExtensionArray
Right key.
sort : bool, defaults to True
If True, the encoding is done such that the unique elements in the
keys are sorted.
how: str, optional
Used to determine if we can use hash-join. If not given, then just factorize
keys.
Returns
-------
np.ndarray[np.intp]
Left (resp. right if called with `key='right'`) labels, as enumerated type.
np.ndarray[np.intp]
Right (resp. left if called with `key='right'`) labels, as enumerated type.
int
Number of unique elements in union of left and right labels. -1 if we used
a hash-join.
See Also
--------
merge : Merge DataFrame or named Series objects
with a database-style join.
algorithms.factorize : Encode the object as an enumerated type
or categorical variable.
Examples
--------
>>> lk = np.array(["a", "c", "b"])
>>> rk = np.array(["a", "c"])
Here, the unique values are `'a', 'b', 'c'`. With the default
`sort=True`, the encoding will be `{0: 'a', 1: 'b', 2: 'c'}`:
>>> pd.core.reshape.merge._factorize_keys(lk, rk)
(array([0, 2, 1]), array([0, 2]), 3)
With the `sort=False`, the encoding will correspond to the order
in which the unique elements first appear: `{0: 'a', 1: 'c', 2: 'b'}`:
>>> pd.core.reshape.merge._factorize_keys(lk, rk, sort=False)
(array([0, 1, 2]), array([0, 1]), 3)
"""
# TODO: if either is a RangeIndex, we can likely factorize more efficiently?
if (
isinstance(lk.dtype, DatetimeTZDtype) and isinstance(rk.dtype, DatetimeTZDtype)
) or (lib.is_np_dtype(lk.dtype, "M") and lib.is_np_dtype(rk.dtype, "M")):
# Extract the ndarray (UTC-localized) values
# Note: we dont need the dtypes to match, as these can still be compared
lk, rk = cast("DatetimeArray", lk)._ensure_matching_resos(rk)
lk = cast("DatetimeArray", lk)._ndarray
rk = cast("DatetimeArray", rk)._ndarray
elif (
isinstance(lk.dtype, CategoricalDtype)
and isinstance(rk.dtype, CategoricalDtype)
and lk.dtype == rk.dtype
):
assert isinstance(lk, Categorical)
assert isinstance(rk, Categorical)
# Cast rk to encoding so we can compare codes with lk
rk = lk._encode_with_my_categories(rk)
lk = ensure_int64(lk.codes)
rk = ensure_int64(rk.codes)
elif isinstance(lk, ExtensionArray) and lk.dtype == rk.dtype:
if (isinstance(lk.dtype, ArrowDtype) and is_string_dtype(lk.dtype)) or (
isinstance(lk.dtype, StringDtype) and lk.dtype.storage == "pyarrow"
):
import pyarrow as pa
import pyarrow.compute as pc
len_lk = len(lk)
lk = lk._pa_array # type: ignore[attr-defined]
rk = rk._pa_array # type: ignore[union-attr]
dc = (
pa.chunked_array(lk.chunks + rk.chunks) # type: ignore[union-attr]
.combine_chunks()
.dictionary_encode()
)
llab, rlab, count = (
pc.fill_null(dc.indices[slice(len_lk)], -1)
.to_numpy()
.astype(np.intp, copy=False),
pc.fill_null(dc.indices[slice(len_lk, None)], -1)
.to_numpy()
.astype(np.intp, copy=False),
len(dc.dictionary),
)
if sort:
uniques = dc.dictionary.to_numpy(zero_copy_only=False)
llab, rlab = _sort_labels(uniques, llab, rlab)
if dc.null_count > 0:
lmask = llab == -1
lany = lmask.any()
rmask = rlab == -1
rany = rmask.any()
if lany:
np.putmask(llab, lmask, count)
if rany:
np.putmask(rlab, rmask, count)
count += 1
return llab, rlab, count
if not isinstance(lk, BaseMaskedArray) and not (
# exclude arrow dtypes that would get cast to object
isinstance(lk.dtype, ArrowDtype)
and (
is_numeric_dtype(lk.dtype.numpy_dtype)
or is_string_dtype(lk.dtype)
and not sort
)
):
lk, _ = lk._values_for_factorize()
# error: Item "ndarray" of "Union[Any, ndarray]" has no attribute
# "_values_for_factorize"
rk, _ = rk._values_for_factorize() # type: ignore[union-attr]
if needs_i8_conversion(lk.dtype) and lk.dtype == rk.dtype:
# GH#23917 TODO: Needs tests for non-matching dtypes
# GH#23917 TODO: needs tests for case where lk is integer-dtype
# and rk is datetime-dtype
lk = np.asarray(lk, dtype=np.int64)
rk = np.asarray(rk, dtype=np.int64)
klass, lk, rk = _convert_arrays_and_get_rizer_klass(lk, rk)
rizer = klass(
max(len(lk), len(rk)),
uses_mask=isinstance(rk, (BaseMaskedArray, ArrowExtensionArray)),
)
if isinstance(lk, BaseMaskedArray):
assert isinstance(rk, BaseMaskedArray)
lk_data, lk_mask = lk._data, lk._mask
rk_data, rk_mask = rk._data, rk._mask
elif isinstance(lk, ArrowExtensionArray):
assert isinstance(rk, ArrowExtensionArray)
# we can only get here with numeric dtypes
# TODO: Remove when we have a Factorizer for Arrow
lk_data = lk.to_numpy(na_value=1, dtype=lk.dtype.numpy_dtype)
rk_data = rk.to_numpy(na_value=1, dtype=lk.dtype.numpy_dtype)
lk_mask, rk_mask = lk.isna(), rk.isna()
else:
# Argument 1 to "factorize" of "ObjectFactorizer" has incompatible type
# "Union[ndarray[Any, dtype[signedinteger[_64Bit]]],
# ndarray[Any, dtype[object_]]]"; expected "ndarray[Any, dtype[object_]]"
lk_data, rk_data = lk, rk # type: ignore[assignment]
lk_mask, rk_mask = None, None
hash_join_available = how == "inner" and not sort and lk.dtype.kind in "iufb"
if hash_join_available:
rlab = rizer.factorize(rk_data, mask=rk_mask)
if rizer.get_count() == len(rlab):
ridx, lidx = rizer.hash_inner_join(lk_data, lk_mask)
return lidx, ridx, -1
else:
llab = rizer.factorize(lk_data, mask=lk_mask)
else:
llab = rizer.factorize(lk_data, mask=lk_mask)
rlab = rizer.factorize(rk_data, mask=rk_mask)
assert llab.dtype == np.dtype(np.intp), llab.dtype
assert rlab.dtype == np.dtype(np.intp), rlab.dtype
count = rizer.get_count()
if sort:
uniques = rizer.uniques.to_array()
llab, rlab = _sort_labels(uniques, llab, rlab)
# NA group
lmask = llab == -1
lany = lmask.any()
rmask = rlab == -1
rany = rmask.any()
if lany or rany:
if lany:
np.putmask(llab, lmask, count)
if rany:
np.putmask(rlab, rmask, count)
count += 1
return llab, rlab, count
def _convert_arrays_and_get_rizer_klass(
lk: ArrayLike, rk: ArrayLike
) -> tuple[type[libhashtable.Factorizer], ArrayLike, ArrayLike]:
klass: type[libhashtable.Factorizer]
if is_numeric_dtype(lk.dtype):
if lk.dtype != rk.dtype:
dtype = find_common_type([lk.dtype, rk.dtype])
if isinstance(dtype, ExtensionDtype):
cls = dtype.construct_array_type()
if not isinstance(lk, ExtensionArray):
lk = cls._from_sequence(lk, dtype=dtype, copy=False)
else:
lk = lk.astype(dtype, copy=False)
if not isinstance(rk, ExtensionArray):
rk = cls._from_sequence(rk, dtype=dtype, copy=False)
else:
rk = rk.astype(dtype, copy=False)
else:
lk = lk.astype(dtype, copy=False)
rk = rk.astype(dtype, copy=False)
if isinstance(lk, BaseMaskedArray):
# Invalid index type "type" for "Dict[Type[object], Type[Factorizer]]";
# expected type "Type[object]"
klass = _factorizers[lk.dtype.type] # type: ignore[index]
elif isinstance(lk.dtype, ArrowDtype):
klass = _factorizers[lk.dtype.numpy_dtype.type]
else:
klass = _factorizers[lk.dtype.type]
else:
klass = libhashtable.ObjectFactorizer
lk = ensure_object(lk)
rk = ensure_object(rk)
return klass, lk, rk
def _sort_labels(
uniques: np.ndarray, left: npt.NDArray[np.intp], right: npt.NDArray[np.intp]
) -> tuple[npt.NDArray[np.intp], npt.NDArray[np.intp]]:
llength = len(left)
labels = np.concatenate([left, right])
_, new_labels = algos.safe_sort(uniques, labels, use_na_sentinel=True)
new_left, new_right = new_labels[:llength], new_labels[llength:]
return new_left, new_right
def _get_join_keys(
llab: list[npt.NDArray[np.int64 | np.intp]],
rlab: list[npt.NDArray[np.int64 | np.intp]],
shape: Shape,
sort: bool,
) -> tuple[npt.NDArray[np.int64], npt.NDArray[np.int64]]:
# how many levels can be done without overflow
nlev = next(
lev
for lev in range(len(shape), 0, -1)
if not is_int64_overflow_possible(shape[:lev])
)
# get keys for the first `nlev` levels
stride = np.prod(shape[1:nlev], dtype="i8")
lkey = stride * llab[0].astype("i8", subok=False, copy=False)
rkey = stride * rlab[0].astype("i8", subok=False, copy=False)
for i in range(1, nlev):
with np.errstate(divide="ignore"):
stride //= shape[i]
lkey += llab[i] * stride
rkey += rlab[i] * stride
if nlev == len(shape): # all done!
return lkey, rkey
# densify current keys to avoid overflow
lkey, rkey, count = _factorize_keys(lkey, rkey, sort=sort)
llab = [lkey] + llab[nlev:]
rlab = [rkey] + rlab[nlev:]
shape = (count,) + shape[nlev:]
return _get_join_keys(llab, rlab, shape, sort)
def _should_fill(lname, rname) -> bool:
if not isinstance(lname, str) or not isinstance(rname, str):
return True
return lname == rname
def _any(x) -> bool:
return x is not None and com.any_not_none(*x)
def _validate_operand(obj: DataFrame | Series) -> DataFrame:
if isinstance(obj, ABCDataFrame):
return obj
elif isinstance(obj, ABCSeries):
if obj.name is None:
raise ValueError("Cannot merge a Series without a name")
return obj.to_frame()
else:
raise TypeError(
f"Can only merge Series or DataFrame objects, a {type(obj)} was passed"
)
def _items_overlap_with_suffix(
left: Index, right: Index, suffixes: Suffixes
) -> tuple[Index, Index]:
"""
Suffixes type validation.
If two indices overlap, add suffixes to overlapping entries.
If corresponding suffix is empty, the entry is simply converted to string.
"""
if not is_list_like(suffixes, allow_sets=False) or isinstance(suffixes, dict):
raise TypeError(
f"Passing 'suffixes' as a {type(suffixes)}, is not supported. "
"Provide 'suffixes' as a tuple instead."
)
to_rename = left.intersection(right)
if len(to_rename) == 0:
return left, right
lsuffix, rsuffix = suffixes
if not lsuffix and not rsuffix:
raise ValueError(f"columns overlap but no suffix specified: {to_rename}")
def renamer(x, suffix: str | None):
"""
Rename the left and right indices.
If there is overlap, and suffix is not None, add
suffix, otherwise, leave it as-is.
Parameters
----------
x : original column name
suffix : str or None
Returns
-------
x : renamed column name
"""
if x in to_rename and suffix is not None:
return f"{x}{suffix}"
return x
lrenamer = partial(renamer, suffix=lsuffix)
rrenamer = partial(renamer, suffix=rsuffix)
llabels = left._transform_index(lrenamer)
rlabels = right._transform_index(rrenamer)
dups = []
if not llabels.is_unique:
# Only warn when duplicates are caused because of suffixes, already duplicated
# columns in origin should not warn
dups = llabels[(llabels.duplicated()) & (~left.duplicated())].tolist()
if not rlabels.is_unique:
dups.extend(rlabels[(rlabels.duplicated()) & (~right.duplicated())].tolist())
if dups:
raise MergeError(
f"Passing 'suffixes' which cause duplicate columns {set(dups)} is "
f"not allowed.",
)
return llabels, rlabels