2632 lines
94 KiB
Python
2632 lines
94 KiB
Python
|
"""
|
|||
|
SQL-style merge routines
|
|||
|
"""
|
|||
|
from __future__ import annotations
|
|||
|
|
|||
|
import copy as cp
|
|||
|
import datetime
|
|||
|
from functools import partial
|
|||
|
import string
|
|||
|
from typing import (
|
|||
|
TYPE_CHECKING,
|
|||
|
Hashable,
|
|||
|
Literal,
|
|||
|
Sequence,
|
|||
|
cast,
|
|||
|
)
|
|||
|
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,
|
|||
|
AxisInt,
|
|||
|
DtypeObj,
|
|||
|
IndexLabel,
|
|||
|
JoinHow,
|
|||
|
MergeHow,
|
|||
|
Shape,
|
|||
|
Suffixes,
|
|||
|
npt,
|
|||
|
)
|
|||
|
from pandas.errors import MergeError
|
|||
|
from pandas.util._decorators import (
|
|||
|
Appender,
|
|||
|
Substitution,
|
|||
|
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_float64,
|
|||
|
ensure_int64,
|
|||
|
ensure_object,
|
|||
|
is_array_like,
|
|||
|
is_bool,
|
|||
|
is_bool_dtype,
|
|||
|
is_categorical_dtype,
|
|||
|
is_dtype_equal,
|
|||
|
is_extension_array_dtype,
|
|||
|
is_float_dtype,
|
|||
|
is_integer,
|
|||
|
is_integer_dtype,
|
|||
|
is_list_like,
|
|||
|
is_number,
|
|||
|
is_numeric_dtype,
|
|||
|
is_object_dtype,
|
|||
|
needs_i8_conversion,
|
|||
|
)
|
|||
|
from pandas.core.dtypes.dtypes import 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._mixins import NDArrayBackedExtensionArray
|
|||
|
import pandas.core.common as com
|
|||
|
from pandas.core.construction import (
|
|||
|
ensure_wrapped_if_datetimelike,
|
|||
|
extract_array,
|
|||
|
)
|
|||
|
from pandas.core.frame import _merge_doc
|
|||
|
from pandas.core.indexes.api import default_index
|
|||
|
from pandas.core.sorting import is_int64_overflow_possible
|
|||
|
|
|||
|
if TYPE_CHECKING:
|
|||
|
from pandas import DataFrame
|
|||
|
from pandas.core import groupby
|
|||
|
from pandas.core.arrays import DatetimeArray
|
|||
|
|
|||
|
_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
|
|||
|
|
|||
|
|
|||
|
@Substitution("\nleft : DataFrame or named Series")
|
|||
|
@Appender(_merge_doc, indents=0)
|
|||
|
def merge(
|
|||
|
left: DataFrame | Series,
|
|||
|
right: DataFrame | Series,
|
|||
|
how: MergeHow = "inner",
|
|||
|
on: IndexLabel | None = None,
|
|||
|
left_on: IndexLabel | None = None,
|
|||
|
right_on: IndexLabel | None = None,
|
|||
|
left_index: bool = False,
|
|||
|
right_index: bool = False,
|
|||
|
sort: bool = False,
|
|||
|
suffixes: Suffixes = ("_x", "_y"),
|
|||
|
copy: bool | None = None,
|
|||
|
indicator: str | bool = False,
|
|||
|
validate: str | None = None,
|
|||
|
) -> DataFrame:
|
|||
|
op = _MergeOperation(
|
|||
|
left,
|
|||
|
right,
|
|||
|
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(copy=copy)
|
|||
|
|
|||
|
|
|||
|
def _groupby_and_merge(by, left: DataFrame, right: DataFrame, 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 | 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, axis=lby.axis):
|
|||
|
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, copy=False)
|
|||
|
return result, lby
|
|||
|
|
|||
|
|
|||
|
def merge_ordered(
|
|||
|
left: DataFrame,
|
|||
|
right: DataFrame,
|
|||
|
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
|
|||
|
right : DataFrame or named Series
|
|||
|
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
|
|||
|
|
|||
|
|
|||
|
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=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.
|
|||
|
|
|||
|
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'.
|
|||
|
|
|||
|
Parameters
|
|||
|
----------
|
|||
|
left : DataFrame or named Series
|
|||
|
right : DataFrame or named Series
|
|||
|
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
|
|||
|
|
|||
|
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??
|
|||
|
# TODO: only copy DataFrames when modification necessary
|
|||
|
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: MergeHow | 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
|
|||
|
axis: AxisInt
|
|||
|
bm_axis: AxisInt
|
|||
|
sort: bool
|
|||
|
suffixes: Suffixes
|
|||
|
copy: bool
|
|||
|
indicator: str | bool
|
|||
|
validate: str | None
|
|||
|
join_names: list[Hashable]
|
|||
|
right_join_keys: list[AnyArrayLike]
|
|||
|
left_join_keys: list[AnyArrayLike]
|
|||
|
|
|||
|
def __init__(
|
|||
|
self,
|
|||
|
left: DataFrame | Series,
|
|||
|
right: DataFrame | Series,
|
|||
|
how: MergeHow | Literal["asof"] = "inner",
|
|||
|
on: IndexLabel | None = None,
|
|||
|
left_on: IndexLabel | None = None,
|
|||
|
right_on: IndexLabel | None = None,
|
|||
|
axis: AxisInt = 1,
|
|||
|
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
|
|||
|
|
|||
|
# bm_axis -> the axis on the BlockManager
|
|||
|
self.bm_axis = axis
|
|||
|
# axis --> the axis on the Series/DataFrame
|
|||
|
self.axis = 1 - axis if self.left.ndim == 2 else 0
|
|||
|
|
|||
|
self.on = com.maybe_make_list(on)
|
|||
|
|
|||
|
self.suffixes = suffixes
|
|||
|
self.sort = sort
|
|||
|
|
|||
|
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)
|
|||
|
|
|||
|
self.left_on, self.right_on = self._validate_left_right_on(left_on, right_on)
|
|||
|
|
|||
|
cross_col = None
|
|||
|
if self.how == "cross":
|
|||
|
(
|
|||
|
self.left,
|
|||
|
self.right,
|
|||
|
self.how,
|
|||
|
cross_col,
|
|||
|
) = self._create_cross_configuration(self.left, self.right)
|
|||
|
self.left_on = self.right_on = [cross_col]
|
|||
|
self._cross = cross_col
|
|||
|
|
|||
|
# note this function has side effects
|
|||
|
(
|
|||
|
self.left_join_keys,
|
|||
|
self.right_join_keys,
|
|||
|
self.join_names,
|
|||
|
) = self._get_merge_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)
|
|||
|
|
|||
|
def _reindex_and_concat(
|
|||
|
self,
|
|||
|
join_index: Index,
|
|||
|
left_indexer: npt.NDArray[np.intp] | None,
|
|||
|
right_indexer: npt.NDArray[np.intp] | None,
|
|||
|
copy: bool | 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,
|
|||
|
copy=False,
|
|||
|
only_slice=True,
|
|||
|
allow_dups=True,
|
|||
|
use_na_proxy=True,
|
|||
|
)
|
|||
|
left = left._constructor(lmgr)
|
|||
|
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,
|
|||
|
copy=False,
|
|||
|
only_slice=True,
|
|||
|
allow_dups=True,
|
|||
|
use_na_proxy=True,
|
|||
|
)
|
|||
|
right = right._constructor(rmgr)
|
|||
|
right.index = join_index
|
|||
|
|
|||
|
from pandas import concat
|
|||
|
|
|||
|
left.columns = llabels
|
|||
|
right.columns = rlabels
|
|||
|
result = concat([left, right], axis=1, copy=copy)
|
|||
|
return result
|
|||
|
|
|||
|
def get_result(self, copy: bool | None = True) -> 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, copy=copy
|
|||
|
)
|
|||
|
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)
|
|||
|
|
|||
|
self._maybe_drop_cross_column(result, self._cross)
|
|||
|
|
|||
|
return result.__finalize__(self, method="merge")
|
|||
|
|
|||
|
def _maybe_drop_cross_column(
|
|||
|
self, result: DataFrame, cross_col: str | None
|
|||
|
) -> None:
|
|||
|
if cross_col is not None:
|
|||
|
del result[cross_col]
|
|||
|
|
|||
|
@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"
|
|||
|
)
|
|||
|
|
|||
|
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
|
|||
|
|
|||
|
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
|
|||
|
|
|||
|
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)
|
|||
|
|
|||
|
def _maybe_add_join_keys(
|
|||
|
self,
|
|||
|
result: DataFrame,
|
|||
|
left_indexer: np.ndarray | None,
|
|||
|
right_indexer: np.ndarray | None,
|
|||
|
) -> None:
|
|||
|
left_has_missing = None
|
|||
|
right_has_missing = None
|
|||
|
|
|||
|
assert all(is_array_like(x) 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 and right_indexer is not None:
|
|||
|
if name in self.left:
|
|||
|
if left_has_missing is None:
|
|||
|
left_has_missing = (left_indexer == -1).any()
|
|||
|
|
|||
|
if left_has_missing:
|
|||
|
take_right = self.right_join_keys[i]
|
|||
|
|
|||
|
if not is_dtype_equal(
|
|||
|
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 = (right_indexer == -1).any()
|
|||
|
|
|||
|
if right_has_missing:
|
|||
|
take_left = self.left_join_keys[i]
|
|||
|
|
|||
|
if not is_dtype_equal(
|
|||
|
result[name].dtype, self.right[name].dtype
|
|||
|
):
|
|||
|
take_right = self.right[name]._values
|
|||
|
|
|||
|
elif left_indexer is not None:
|
|||
|
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
|
|||
|
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
|
|||
|
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
|
|||
|
mask_left = left_indexer == -1
|
|||
|
# error: Item "bool" of "Union[Any, bool]" has no attribute "all"
|
|||
|
if mask_left.all(): # type: ignore[union-attr]
|
|||
|
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).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] = Series(
|
|||
|
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], npt.NDArray[np.intp]]:
|
|||
|
"""return the join indexers"""
|
|||
|
return get_join_indexers(
|
|||
|
self.left_join_keys, self.right_join_keys, sort=self.sort, how=self.how
|
|||
|
)
|
|||
|
|
|||
|
def _get_join_info(
|
|||
|
self,
|
|||
|
) -> tuple[Index, npt.NDArray[np.intp] | None, npt.NDArray[np.intp] | None]:
|
|||
|
# make mypy happy
|
|||
|
assert self.how != "cross"
|
|||
|
left_ax = self.left.axes[self.axis]
|
|||
|
right_ax = self.right.axes[self.axis]
|
|||
|
|
|||
|
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(
|
|||
|
self.left.index,
|
|||
|
self.right.index,
|
|||
|
left_indexer,
|
|||
|
how="right",
|
|||
|
)
|
|||
|
else:
|
|||
|
join_index = self.right.index.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(
|
|||
|
self.left.index,
|
|||
|
self.right.index,
|
|||
|
left_indexer,
|
|||
|
how="left",
|
|||
|
)
|
|||
|
|
|||
|
elif len(self.right) > 0:
|
|||
|
join_index = self._create_join_index(
|
|||
|
self.right.index,
|
|||
|
self.left.index,
|
|||
|
right_indexer,
|
|||
|
how="left",
|
|||
|
)
|
|||
|
else:
|
|||
|
join_index = self.left.index.take(left_indexer)
|
|||
|
else:
|
|||
|
join_index = default_index(len(left_indexer))
|
|||
|
|
|||
|
if len(join_index) == 0 and not isinstance(join_index, MultiIndex):
|
|||
|
join_index = default_index(0).set_names(join_index.name)
|
|||
|
return join_index, left_indexer, right_indexer
|
|||
|
|
|||
|
def _create_join_index(
|
|||
|
self,
|
|||
|
index: Index,
|
|||
|
other_index: Index,
|
|||
|
indexer: npt.NDArray[np.intp],
|
|||
|
how: JoinHow = "left",
|
|||
|
) -> Index:
|
|||
|
"""
|
|||
|
Create a join index by rearranging one index to match another
|
|||
|
|
|||
|
Parameters
|
|||
|
----------
|
|||
|
index : Index being rearranged
|
|||
|
other_index : Index used to supply values not found in index
|
|||
|
indexer : np.ndarray[np.intp] 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]))
|
|||
|
return index.take(indexer)
|
|||
|
|
|||
|
def _get_merge_keys(
|
|||
|
self,
|
|||
|
) -> tuple[list[AnyArrayLike], list[AnyArrayLike], list[Hashable]]:
|
|||
|
"""
|
|||
|
Note: has side effects (copy/delete key columns)
|
|||
|
|
|||
|
Parameters
|
|||
|
----------
|
|||
|
left
|
|||
|
right
|
|||
|
on
|
|||
|
|
|||
|
Returns
|
|||
|
-------
|
|||
|
left_keys, right_keys, join_names
|
|||
|
"""
|
|||
|
# left_keys, right_keys entries can actually be anything listlike
|
|||
|
# with a 'dtype' attr
|
|||
|
left_keys: list[AnyArrayLike] = []
|
|||
|
right_keys: list[AnyArrayLike] = []
|
|||
|
join_names: list[Hashable] = []
|
|||
|
right_drop: list[Hashable] = []
|
|||
|
left_drop: list[Hashable] = []
|
|||
|
|
|||
|
left, right = self.left, self.right
|
|||
|
|
|||
|
is_lkey = lambda x: is_array_like(x) and len(x) == len(left)
|
|||
|
is_rkey = lambda x: is_array_like(x) 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):
|
|||
|
if is_lkey(lk):
|
|||
|
lk = cast(AnyArrayLike, lk)
|
|||
|
left_keys.append(lk)
|
|||
|
if is_rkey(rk):
|
|||
|
rk = cast(AnyArrayLike, 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)
|
|||
|
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)
|
|||
|
if lk is not None and lk == rk: # FIXME: what about other NAs?
|
|||
|
# avoid key upcast in corner case (length-0)
|
|||
|
lk = cast(Hashable, lk)
|
|||
|
if len(left) > 0:
|
|||
|
right_drop.append(rk)
|
|||
|
else:
|
|||
|
left_drop.append(lk)
|
|||
|
else:
|
|||
|
rk = cast(AnyArrayLike, 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)
|
|||
|
join_names.append(left.index.name)
|
|||
|
elif _any(self.left_on):
|
|||
|
for k in self.left_on:
|
|||
|
if is_lkey(k):
|
|||
|
k = cast(AnyArrayLike, 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:
|
|||
|
if is_rkey(k):
|
|||
|
k = cast(AnyArrayLike, 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]
|
|||
|
|
|||
|
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)
|
|||
|
|
|||
|
return left_keys, right_keys, join_names
|
|||
|
|
|||
|
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 = is_categorical_dtype(lk.dtype)
|
|||
|
rk_is_cat = is_categorical_dtype(rk.dtype)
|
|||
|
lk_is_object = is_object_dtype(lk.dtype)
|
|||
|
rk_is_object = is_object_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 is_dtype_equal(lk.dtype, rk.dtype):
|
|||
|
continue
|
|||
|
|
|||
|
msg = (
|
|||
|
f"You are trying to merge on {lk.dtype} and "
|
|||
|
f"{rk.dtype} columns. 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
|
|||
|
|
|||
|
# 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 and is_bool_dtype(rk.dtype)) or (
|
|||
|
is_bool_dtype(lk.dtype) and rk_is_object
|
|||
|
):
|
|||
|
pass
|
|||
|
|
|||
|
# object values are allowed to be merged
|
|||
|
elif (lk_is_object and is_numeric_dtype(rk.dtype)) or (
|
|||
|
is_numeric_dtype(lk.dtype) and rk_is_object
|
|||
|
):
|
|||
|
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
|
|||
|
|
|||
|
elif lk_is_object and rk_is_object:
|
|||
|
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 _create_cross_configuration(
|
|||
|
self, left: DataFrame, right: DataFrame
|
|||
|
) -> tuple[DataFrame, DataFrame, JoinHow, str]:
|
|||
|
"""
|
|||
|
Creates the configuration to dispatch the cross operation to inner join,
|
|||
|
e.g. adding a join column and resetting parameters. Join column is added
|
|||
|
to a new object, no inplace modification
|
|||
|
|
|||
|
Parameters
|
|||
|
----------
|
|||
|
left : DataFrame
|
|||
|
right : DataFrame
|
|||
|
|
|||
|
Returns
|
|||
|
-------
|
|||
|
a tuple (left, right, how, cross_col) representing the adjusted
|
|||
|
DataFrames with cross_col, the merge operation set to inner and the column
|
|||
|
to join over.
|
|||
|
"""
|
|||
|
cross_col = f"_cross_{uuid.uuid4()}"
|
|||
|
how: JoinHow = "inner"
|
|||
|
return (
|
|||
|
left.assign(**{cross_col: 1}),
|
|||
|
right.assign(**{cross_col: 1}),
|
|||
|
how,
|
|||
|
cross_col,
|
|||
|
)
|
|||
|
|
|||
|
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)
|
|||
|
|
|||
|
if self.how == "cross":
|
|||
|
if (
|
|||
|
self.left_index
|
|||
|
or self.right_index
|
|||
|
or right_on is not None
|
|||
|
or left_on is not None
|
|||
|
or self.on is not None
|
|||
|
):
|
|||
|
raise MergeError(
|
|||
|
"Can not pass on, right_on, left_on or set right_index=True or "
|
|||
|
"left_index=True"
|
|||
|
)
|
|||
|
# Hm, any way to make this logic less complicated??
|
|||
|
elif 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: {repr(common_cols)}")
|
|||
|
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 self.how != "cross" and len(right_on) != len(left_on):
|
|||
|
raise ValueError("len(right_on) must equal len(left_on)")
|
|||
|
|
|||
|
return left_on, right_on
|
|||
|
|
|||
|
def _validate(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,
|
|||
|
right_keys,
|
|||
|
sort: bool = False,
|
|||
|
how: MergeHow | Literal["asof"] = "inner",
|
|||
|
**kwargs,
|
|||
|
) -> tuple[npt.NDArray[np.intp], npt.NDArray[np.intp]]:
|
|||
|
"""
|
|||
|
|
|||
|
Parameters
|
|||
|
----------
|
|||
|
left_keys : ndarray, Index, Series
|
|||
|
right_keys : ndarray, Index, Series
|
|||
|
sort : bool, default False
|
|||
|
how : {'inner', 'outer', 'left', 'right'}, default 'inner'
|
|||
|
|
|||
|
Returns
|
|||
|
-------
|
|||
|
np.ndarray[np.intp]
|
|||
|
Indexer into the left_keys.
|
|||
|
np.ndarray[np.intp]
|
|||
|
Indexer into the right_keys.
|
|||
|
"""
|
|||
|
assert len(left_keys) == len(
|
|||
|
right_keys
|
|||
|
), "left_key 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", "cross"]:
|
|||
|
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", "cross"]:
|
|||
|
return _get_empty_indexer()
|
|||
|
elif not sort and how in ["left", "outer"]:
|
|||
|
return _get_no_sort_one_missing_indexer(left_n, False)
|
|||
|
|
|||
|
# get left & right join labels and num. of levels at each location
|
|||
|
mapped = (
|
|||
|
_factorize_keys(left_keys[n], right_keys[n], sort=sort, how=how)
|
|||
|
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)
|
|||
|
|
|||
|
# factorize keys to a dense i8 space
|
|||
|
# `count` is the num. of unique keys
|
|||
|
# set(lkey) | set(rkey) == range(count)
|
|||
|
|
|||
|
lkey, rkey, count = _factorize_keys(lkey, rkey, sort=sort, how=how)
|
|||
|
# preserve left frame order if how == 'left' and sort == False
|
|||
|
kwargs = cp.copy(kwargs)
|
|||
|
if how in ("left", "right"):
|
|||
|
kwargs["sort"] = sort
|
|||
|
join_func = {
|
|||
|
"inner": libjoin.inner_join,
|
|||
|
"left": libjoin.left_outer_join,
|
|||
|
"right": lambda x, y, count, **kwargs: libjoin.left_outer_join(
|
|||
|
y, x, count, **kwargs
|
|||
|
)[::-1],
|
|||
|
"outer": libjoin.full_outer_join,
|
|||
|
}[how]
|
|||
|
|
|||
|
# error: Cannot call function of unknown type
|
|||
|
return join_func(lkey, rkey, count, **kwargs) # type: ignore[operator]
|
|||
|
|
|||
|
|
|||
|
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[list[Index], npt.NDArray[np.intp], list[Hashable]]:
|
|||
|
"""
|
|||
|
*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]
|
|||
|
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,
|
|||
|
axis: AxisInt = 1,
|
|||
|
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,
|
|||
|
axis=axis,
|
|||
|
how=how,
|
|||
|
suffixes=suffixes,
|
|||
|
sort=True, # factorize sorts
|
|||
|
)
|
|||
|
|
|||
|
def get_result(self, copy: bool | None = True) -> DataFrame:
|
|||
|
join_index, left_indexer, right_indexer = self._get_join_info()
|
|||
|
|
|||
|
llabels, rlabels = _items_overlap_with_suffix(
|
|||
|
self.left._info_axis, self.right._info_axis, self.suffixes
|
|||
|
)
|
|||
|
|
|||
|
left_join_indexer: np.ndarray | None
|
|||
|
right_join_indexer: np.ndarray | None
|
|||
|
|
|||
|
if self.fill_method == "ffill":
|
|||
|
if left_indexer is None:
|
|||
|
raise TypeError("left_indexer cannot be None")
|
|||
|
left_indexer, right_indexer = cast(np.ndarray, left_indexer), cast(
|
|||
|
np.ndarray, right_indexer
|
|||
|
)
|
|||
|
left_join_indexer = libjoin.ffill_indexer(left_indexer)
|
|||
|
right_join_indexer = libjoin.ffill_indexer(right_indexer)
|
|||
|
else:
|
|||
|
left_join_indexer = left_indexer
|
|||
|
right_join_indexer = right_indexer
|
|||
|
|
|||
|
result = self._reindex_and_concat(
|
|||
|
join_index, left_join_indexer, right_join_indexer, copy=copy
|
|||
|
)
|
|||
|
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)
|
|||
|
|
|||
|
|
|||
|
_type_casters = {
|
|||
|
"int64_t": ensure_int64,
|
|||
|
"double": ensure_float64,
|
|||
|
"object": ensure_object,
|
|||
|
}
|
|||
|
|
|||
|
|
|||
|
def _get_cython_type_upcast(dtype: DtypeObj) -> str:
|
|||
|
"""Upcast a dtype to 'int64_t', 'double', or 'object'"""
|
|||
|
if is_integer_dtype(dtype):
|
|||
|
return "int64_t"
|
|||
|
elif is_float_dtype(dtype):
|
|||
|
return "double"
|
|||
|
else:
|
|||
|
return "object"
|
|||
|
|
|||
|
|
|||
|
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,
|
|||
|
axis: AxisInt = 1,
|
|||
|
suffixes: Suffixes = ("_x", "_y"),
|
|||
|
copy: bool = True,
|
|||
|
fill_method: str | None = None,
|
|||
|
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
|
|||
|
|
|||
|
_OrderedMerge.__init__(
|
|||
|
self,
|
|||
|
left,
|
|||
|
right,
|
|||
|
on=on,
|
|||
|
left_on=left_on,
|
|||
|
right_on=right_on,
|
|||
|
left_index=left_index,
|
|||
|
right_index=right_index,
|
|||
|
axis=axis,
|
|||
|
how=how,
|
|||
|
suffixes=suffixes,
|
|||
|
fill_method=fill_method,
|
|||
|
)
|
|||
|
|
|||
|
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 is_array_like(left_on_0):
|
|||
|
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 is_array_like(right_on_0):
|
|||
|
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):
|
|||
|
raise MergeError(
|
|||
|
f"Incompatible merge dtype, {repr(ro_dtype)} and "
|
|||
|
f"{repr(lo_dtype)}, 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 same length")
|
|||
|
|
|||
|
left_on = self.left_by + list(left_on)
|
|||
|
right_on = self.right_by + list(right_on)
|
|||
|
|
|||
|
# check 'direction' is valid
|
|||
|
if self.direction not in ["backward", "forward", "nearest"]:
|
|||
|
raise MergeError(f"direction invalid: {self.direction}")
|
|||
|
|
|||
|
return left_on, right_on
|
|||
|
|
|||
|
def _get_merge_keys(
|
|||
|
self,
|
|||
|
) -> tuple[list[AnyArrayLike], list[AnyArrayLike], list[Hashable]]:
|
|||
|
# note this function has side effects
|
|||
|
(left_join_keys, right_join_keys, join_names) = super()._get_merge_keys()
|
|||
|
|
|||
|
# validate index types are the same
|
|||
|
for i, (lk, rk) in enumerate(zip(left_join_keys, right_join_keys)):
|
|||
|
if not is_dtype_equal(lk.dtype, rk.dtype):
|
|||
|
if is_categorical_dtype(lk.dtype) and is_categorical_dtype(rk.dtype):
|
|||
|
# 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}] {repr(lk.dtype)} and "
|
|||
|
f"{repr(rk.dtype)}, both sides category, but not equal ones"
|
|||
|
)
|
|||
|
else:
|
|||
|
msg = (
|
|||
|
f"incompatible merge keys [{i}] {repr(lk.dtype)} and "
|
|||
|
f"{repr(rk.dtype)}, must be the same type"
|
|||
|
)
|
|||
|
raise MergeError(msg)
|
|||
|
|
|||
|
# validate tolerance; datetime.timedelta or Timedelta if we have a DTI
|
|||
|
if self.tolerance is not None:
|
|||
|
if self.left_index:
|
|||
|
# Actually more specifically an Index
|
|||
|
lt = cast(AnyArrayLike, self.left.index)
|
|||
|
else:
|
|||
|
lt = left_join_keys[-1]
|
|||
|
|
|||
|
msg = (
|
|||
|
f"incompatible tolerance {self.tolerance}, must be compat "
|
|||
|
f"with type {repr(lt.dtype)}"
|
|||
|
)
|
|||
|
|
|||
|
if needs_i8_conversion(lt):
|
|||
|
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):
|
|||
|
if not is_integer(self.tolerance):
|
|||
|
raise MergeError(msg)
|
|||
|
if self.tolerance < 0:
|
|||
|
raise MergeError("tolerance must be positive")
|
|||
|
|
|||
|
elif is_float_dtype(lt):
|
|||
|
if not is_number(self.tolerance):
|
|||
|
raise MergeError(msg)
|
|||
|
if self.tolerance < 0:
|
|||
|
raise MergeError("tolerance must be positive")
|
|||
|
|
|||
|
else:
|
|||
|
raise MergeError("key must be integer, timestamp or float")
|
|||
|
|
|||
|
# 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)
|
|||
|
|
|||
|
return left_join_keys, right_join_keys, join_names
|
|||
|
|
|||
|
def _get_join_indexers(self) -> tuple[npt.NDArray[np.intp], npt.NDArray[np.intp]]:
|
|||
|
"""return the join indexers"""
|
|||
|
|
|||
|
def flip(xs) -> np.ndarray:
|
|||
|
"""unlike np.transpose, this returns an array of tuples"""
|
|||
|
|
|||
|
def injection(obj):
|
|||
|
if not is_extension_array_dtype(obj):
|
|||
|
# ndarray
|
|||
|
return obj
|
|||
|
obj = extract_array(obj)
|
|||
|
if isinstance(obj, NDArrayBackedExtensionArray):
|
|||
|
# fastpath for e.g. dt64tz, categorical
|
|||
|
return obj._ndarray
|
|||
|
# FIXME: returning obj._values_for_argsort() here doesn't
|
|||
|
# break in any existing test cases, but i (@jbrockmendel)
|
|||
|
# am pretty sure it should!
|
|||
|
# e.g.
|
|||
|
# arr = pd.array([0, pd.NA, 255], dtype="UInt8")
|
|||
|
# will have values_for_argsort (before GH#45434)
|
|||
|
# np.array([0, 255, 255], dtype=np.uint8)
|
|||
|
# and the non-injectivity should make a difference somehow
|
|||
|
# shouldn't it?
|
|||
|
return np.asarray(obj)
|
|||
|
|
|||
|
xs = [injection(x) for x in xs]
|
|||
|
labels = list(string.ascii_lowercase[: len(xs)])
|
|||
|
dtypes = [x.dtype for x in xs]
|
|||
|
labeled_dtypes = list(zip(labels, dtypes))
|
|||
|
return np.array(list(zip(*xs)), labeled_dtypes)
|
|||
|
|
|||
|
# 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]
|
|||
|
)
|
|||
|
tolerance = self.tolerance
|
|||
|
|
|||
|
# we require sortedness and non-null values in the join keys
|
|||
|
if not Index(left_values).is_monotonic_increasing:
|
|||
|
side = "left"
|
|||
|
if isna(left_values).any():
|
|||
|
raise ValueError(f"Merge keys contain null values on {side} side")
|
|||
|
raise ValueError(f"{side} keys must be sorted")
|
|||
|
|
|||
|
if not Index(right_values).is_monotonic_increasing:
|
|||
|
side = "right"
|
|||
|
if isna(right_values).any():
|
|||
|
raise ValueError(f"Merge keys contain null values on {side} side")
|
|||
|
raise ValueError(f"{side} keys must be sorted")
|
|||
|
|
|||
|
# initial type conversion as needed
|
|||
|
if needs_i8_conversion(left_values):
|
|||
|
if tolerance is not None:
|
|||
|
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 ["m", "M"]:
|
|||
|
# Make sure the i8 representation for tolerance
|
|||
|
# matches that for left_values/right_values.
|
|||
|
lvs = ensure_wrapped_if_datetimelike(left_values)
|
|||
|
tolerance = tolerance.as_unit(lvs.unit)
|
|||
|
|
|||
|
tolerance = tolerance._value
|
|||
|
|
|||
|
# TODO: require left_values.dtype == right_values.dtype, or at least
|
|||
|
# comparable for e.g. dt64tz
|
|||
|
left_values = left_values.view("i8")
|
|||
|
right_values = right_values.view("i8")
|
|||
|
|
|||
|
# 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_by_values = self.left_join_keys
|
|||
|
right_by_values = self.right_join_keys
|
|||
|
else:
|
|||
|
left_by_values = self.left_join_keys[0:-1]
|
|||
|
right_by_values = self.right_join_keys[0:-1]
|
|||
|
|
|||
|
# get tuple representation of values if more than one
|
|||
|
if len(left_by_values) == 1:
|
|||
|
lbv = left_by_values[0]
|
|||
|
rbv = right_by_values[0]
|
|||
|
else:
|
|||
|
# We get here with non-ndarrays in test_merge_by_col_tz_aware
|
|||
|
# and test_merge_groupby_multiple_column_with_categorical_column
|
|||
|
lbv = flip(left_by_values)
|
|||
|
rbv = flip(right_by_values)
|
|||
|
|
|||
|
# upcast 'by' parameter because HashTable is limited
|
|||
|
by_type = _get_cython_type_upcast(lbv.dtype)
|
|||
|
by_type_caster = _type_casters[by_type]
|
|||
|
# error: Incompatible types in assignment (expression has type
|
|||
|
# "ndarray[Any, dtype[generic]]", variable has type
|
|||
|
# "List[Union[Union[ExtensionArray, ndarray[Any, Any]], Index, Series]]")
|
|||
|
left_by_values = by_type_caster(lbv) # type: ignore[assignment]
|
|||
|
# error: Incompatible types in assignment (expression has type
|
|||
|
# "ndarray[Any, dtype[generic]]", variable has type
|
|||
|
# "List[Union[Union[ExtensionArray, ndarray[Any, Any]], Index, Series]]")
|
|||
|
right_by_values = by_type_caster(rbv) # type: ignore[assignment]
|
|||
|
|
|||
|
# 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)
|
|||
|
# TODO(cython3):
|
|||
|
# Bug in beta1 preventing Cython from choosing
|
|||
|
# right specialization when one fused memview is None
|
|||
|
# Doesn't matter what type we choose
|
|||
|
# (nothing happens anyways since it is None)
|
|||
|
# GH 51640
|
|||
|
return func[f"{left_values.dtype}_t", object](
|
|||
|
left_values,
|
|||
|
right_values,
|
|||
|
None,
|
|||
|
None,
|
|||
|
self.allow_exact_matches,
|
|||
|
tolerance,
|
|||
|
False,
|
|||
|
)
|
|||
|
|
|||
|
|
|||
|
def _get_multiindex_indexer(
|
|||
|
join_keys, 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], 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, copy=True)
|
|||
|
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)
|
|||
|
|
|||
|
# factorize keys to a dense i8 space
|
|||
|
lkey, rkey, count = _factorize_keys(lkey, rkey, sort=sort)
|
|||
|
|
|||
|
return libjoin.left_outer_join(lkey, rkey, count, sort=sort)
|
|||
|
|
|||
|
|
|||
|
def _get_single_indexer(
|
|||
|
join_key, index: Index, sort: bool = False
|
|||
|
) -> tuple[npt.NDArray[np.intp], npt.NDArray[np.intp]]:
|
|||
|
left_key, right_key, count = _factorize_keys(join_key, index._values, sort=sort)
|
|||
|
|
|||
|
return libjoin.left_outer_join(left_key, right_key, count, sort=sort)
|
|||
|
|
|||
|
|
|||
|
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, sort: bool = False
|
|||
|
) -> tuple[Index, npt.NDArray[np.intp] | None, npt.NDArray[np.intp]]:
|
|||
|
if len(join_keys) > 1:
|
|||
|
if not (
|
|||
|
isinstance(right_ax, MultiIndex) and len(join_keys) == right_ax.nlevels
|
|||
|
):
|
|||
|
raise AssertionError(
|
|||
|
"If more than one join key is given then "
|
|||
|
"'right_ax' must be a MultiIndex and the "
|
|||
|
"number of join keys must be the number of levels in right_ax"
|
|||
|
)
|
|||
|
|
|||
|
left_indexer, right_indexer = _get_multiindex_indexer(
|
|||
|
join_keys, right_ax, sort=sort
|
|||
|
)
|
|||
|
else:
|
|||
|
jkey = join_keys[0]
|
|||
|
|
|||
|
left_indexer, right_indexer = _get_single_indexer(jkey, right_ax, 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: MergeHow | Literal["asof"] = "inner",
|
|||
|
) -> 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 : array-like
|
|||
|
Left key.
|
|||
|
rk : array-like
|
|||
|
Right key.
|
|||
|
sort : bool, defaults to True
|
|||
|
If True, the encoding is done such that the unique elements in the
|
|||
|
keys are sorted.
|
|||
|
how : {‘left’, ‘right’, ‘outer’, ‘inner’}, default ‘inner’
|
|||
|
Type of merge.
|
|||
|
|
|||
|
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.
|
|||
|
|
|||
|
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)
|
|||
|
"""
|
|||
|
# Some pre-processing for non-ndarray lk / rk
|
|||
|
lk = extract_array(lk, extract_numpy=True, extract_range=True)
|
|||
|
rk = extract_array(rk, extract_numpy=True, extract_range=True)
|
|||
|
# TODO: if either is a RangeIndex, we can likely factorize more efficiently?
|
|||
|
|
|||
|
if isinstance(lk.dtype, DatetimeTZDtype) and isinstance(rk.dtype, DatetimeTZDtype):
|
|||
|
# 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 (
|
|||
|
is_categorical_dtype(lk.dtype)
|
|||
|
and is_categorical_dtype(rk.dtype)
|
|||
|
and is_dtype_equal(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 is_dtype_equal(lk.dtype, rk.dtype):
|
|||
|
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)
|
|||
|
):
|
|||
|
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]
|
|||
|
|
|||
|
klass, lk, rk = _convert_arrays_and_get_rizer_klass(lk, rk)
|
|||
|
|
|||
|
rizer = klass(max(len(lk), len(rk)))
|
|||
|
|
|||
|
if isinstance(lk, BaseMaskedArray):
|
|||
|
assert isinstance(rk, BaseMaskedArray)
|
|||
|
llab = rizer.factorize(lk._data, mask=lk._mask)
|
|||
|
rlab = rizer.factorize(rk._data, mask=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
|
|||
|
llab = rizer.factorize(
|
|||
|
lk.to_numpy(na_value=1, dtype=lk.dtype.numpy_dtype), mask=lk.isna()
|
|||
|
)
|
|||
|
rlab = rizer.factorize(
|
|||
|
rk.to_numpy(na_value=1, dtype=lk.dtype.numpy_dtype), mask=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_]]"
|
|||
|
llab = rizer.factorize(lk) # type: ignore[arg-type]
|
|||
|
rlab = rizer.factorize(rk) # type: ignore[arg-type]
|
|||
|
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
|
|||
|
|
|||
|
if how == "right":
|
|||
|
return rlab, llab, count
|
|||
|
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 not is_dtype_equal(lk, rk):
|
|||
|
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)
|
|||
|
|
|||
|
if not isinstance(rk, ExtensionArray):
|
|||
|
rk = cls._from_sequence(rk, dtype=dtype, copy=False)
|
|||
|
else:
|
|||
|
rk = rk.astype(dtype)
|
|||
|
else:
|
|||
|
lk = lk.astype(dtype)
|
|||
|
rk = rk.astype(dtype)
|
|||
|
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):
|
|||
|
"""
|
|||
|
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
|