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issue #27642 - timedelta merge asof with tolerance #27650

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7 changes: 6 additions & 1 deletion pandas/core/reshape/merge.py
Original file line number Diff line number Diff line change
Expand Up @@ -35,6 +35,7 @@
is_number,
is_numeric_dtype,
is_object_dtype,
is_timedelta64_dtype,
needs_i8_conversion,
)
from pandas.core.dtypes.missing import isnull, na_value_for_dtype
Expand Down Expand Up @@ -1635,7 +1636,11 @@ def _get_merge_keys(self):
)
)

if is_datetime64_dtype(lt) or is_datetime64tz_dtype(lt):
if(
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is_datetime64_dtype(lt)
or is_datetime64tz_dtype(lt)
or is_timedelta64_dtype(lt)
):
if not isinstance(self.tolerance, Timedelta):
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This should probably be if not isinstance(self.tolerance, datetime.timedelta) so users can pass datetime.timedelta objects. If you could add a test case for that situation that'd be great.

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see commit "mroeschke: this test is for you 🚀"

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the test fails

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@ianzur ianzur Jul 30, 2019

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I think we'll need a different PR for this test I think, it fails at this conversion check.

# initial type conversion as needed
if needs_i8_conversion(left_values):
left_values = left_values.view("i8")
right_values = right_values.view("i8")
if tolerance is not None:
tolerance = tolerance.value

With tolerance = datetime.timedelta -> ERROR: has no attribute "value"

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@ianzur ianzur Jul 30, 2019

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datetime.timedelta objects do not have nanoseconds like pd.Timedelta

Another check and conversion is necessary to convert datetime.timedelta correctly to nanoseconds similarly to pd.Timedelta.value

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Okay thanks for investigating. Yes, I'd be great to address in another issues/PR.

raise MergeError(msg)
if self.tolerance < Timedelta(0):
Expand Down