Properties
Folder
Folder
import nltk
import sklearn
print('The nltk version is {}.'.format(nltk.__version__))
print('The scikit-learn version is {}.'.format(sklearn.__version__))
In [10]: dfL
Out[10]:
cuspin factorL
date
2012-01-03 XXXX 4.5
2012-01-03 YYYY 6.2
In [11]: dfL1 = dfLeft.set_index('cuspin', append=True)
In [12]: dfR1 = dfRight.set_index('idc_id', append=True)
In [13]: dfL1
Out[13]:
factorL
date cuspin
2012-01-03 XXXX 4.5
YYYY 6.2
In [14]: dfL1.join(dfR1)
Out[14]:
factorL factorR
date cuspin
2012-01-03 XXXX 4.5 5
YYYY 6.2 6
Reset the indices and then merge on multiple (column-)keys:
dfLeft.reset_index(inplace=True)
dfRight.reset_index(inplace=True)
dfMerged = pd.merge(dfLeft, dfRight,
left_on=['date', 'cusip'],
right_on=['date', 'idc__id'],
how='inner')
You can then reset 'date' as an index:
dfMerged.set_index('date', inplace=True)
Here's an example:
raw1 = '''
2012-01-03 XXXX 4.5
2012-01-03 YYYY 6.2
2012-01-04 XXXX 4.7
2012-01-04 YYYY 6.1
'''
raw2 = '''
2012-01-03 XYXX 45.
2012-01-03 YYYY 62.
2012-01-04 XXXX -47.
2012-01-05 YYYY 61.
'''
import pandas as pd
from StringIO import StringIO
df1 = pd.read_table(StringIO(raw1), header=None,
delim_whitespace=True, parse_dates=[0], skiprows=1)
df2 = pd.read_table(StringIO(raw2), header=None,
delim_whitespace=True, parse_dates=[0], skiprows=1)
df1.columns = ['date', 'cusip', 'factorL']
df2.columns = ['date', 'idc__id', 'factorL']
print pd.merge(df1, df2,
left_on=['date', 'cusip'],
right_on=['date', 'idc__id'],
how='inner')
which gives
date cusip factorL_x idc__id factorL_y
0 2012-01-03 00:00:00 YYYY 6.2 YYYY 62
1 2012-01-04 00:00:00 XXXX 4.7 XXXX -47