Given two dataframes df_1
and df_2
, how to join them such that datetime column df_1
is in between start
and end
in dataframe df_2
:
print df_1
timestamp A B
0 2016-05-14 10:54:33 0.020228 0.026572
1 2016-05-14 10:54:34 0.057780 0.175499
2 2016-05-14 10:54:35 0.098808 0.620986
3 2016-05-14 10:54:36 0.158789 1.014819
4 2016-05-14 10:54:39 0.038129 2.384590
print df_2
start end event
0 2016-05-14 10:54:31 2016-05-14 10:54:33 E1
1 2016-05-14 10:54:34 2016-05-14 10:54:37 E2
2 2016-05-14 10:54:38 2016-05-14 10:54:42 E3
Get corresponding event
where df1.timestamp
is between df_2.start
and df2.end
timestamp A B event
0 2016-05-14 10:54:33 0.020228 0.026572 E1
1 2016-05-14 10:54:34 0.057780 0.175499 E2
2 2016-05-14 10:54:35 0.098808 0.620986 E2
3 2016-05-14 10:54:36 0.158789 1.014819 E2
4 2016-05-14 10:54:39 0.038129 2.384590 E3
One simple solution is create interval index
from start and end
setting closed = both
then use get_loc
to get the event i.e (Hope all the date times are in timestamps dtype )
df_2.index = pd.IntervalIndex.from_arrays(df_2[\'start\'],df_2[\'end\'],closed=\'both\')
df_1[\'event\'] = df_1[\'timestamp\'].apply(lambda x : df_2.iloc[df_2.index.get_loc(x)][\'event\'])
Output :
timestamp A B event
0 2016-05-14 10:54:33 0.020228 0.026572 E1
1 2016-05-14 10:54:34 0.057780 0.175499 E2
2 2016-05-14 10:54:35 0.098808 0.620986 E2
3 2016-05-14 10:54:36 0.158789 1.014819 E2
4 2016-05-14 10:54:39 0.038129 2.384590 E3
A slight improvement to Dark\'s solution:
idx = pd.IntervalIndex.from_arrays(df_2[\'start\'], df_2[\'end\'], closed=\'both\')
event = df_2.loc[idx.get_indexer(df_1.timestamp), \'event\']
event
0 E1
1 E2
1 E2
1 E2
2 E3
Name: event, dtype: object
df_1[\'event\'] = event.values
df_1
timestamp A B event
0 2016-05-14 10:54:33 0.020228 0.026572 E1
1 2016-05-14 10:54:34 0.057780 0.175499 E2
2 2016-05-14 10:54:35 0.098808 0.620986 E2
3 2016-05-14 10:54:36 0.158789 1.014819 E2
4 2016-05-14 10:54:39 0.038129 2.384590 E3
Reference: A question on IntervalIndex.get_indexer.
Option 1
idx = pd.IntervalIndex.from_arrays(df_2[\'start\'], df_2[\'end\'], closed=\'both\')
df_2.index=idx
df_1[\'event\']=df_2.loc[df_1.timestamp,\'event\'].values
Option 2
df_2[\'timestamp\']=df_2[\'end\']
pd.merge_asof(df_1,df_2[[\'timestamp\',\'event\']],on=\'timestamp\',direction =\'forward\',allow_exact_matches =True)
Out[405]:
timestamp A B event
0 2016-05-14 10:54:33 0.020228 0.026572 E1
1 2016-05-14 10:54:34 0.057780 0.175499 E2
2 2016-05-14 10:54:35 0.098808 0.620986 E2
3 2016-05-14 10:54:36 0.158789 1.014819 E2
4 2016-05-14 10:54:39 0.038129 2.384590 E3
You can use the module pandasql
import pandasql as ps
sqlcode = \'\'\'
select df_1.timestamp
,df_1.A
,df_1.B
,df_2.event
from df_1
inner join df_2
on d1.timestamp between df_2.start and df2.end
\'\'\'
newdf = ps.sqldf(sqlcode,locals())
In this method, we assume TimeStamp objects are used.
df2 start end event
0 2016-05-14 10:54:31 2016-05-14 10:54:33 E1
1 2016-05-14 10:54:34 2016-05-14 10:54:37 E2
2 2016-05-14 10:54:38 2016-05-14 10:54:42 E3
event_num = len(df2.event)
def get_event(t):
event_idx = ((t >= df2.start) & (t <= df2.end)).dot(np.arange(event_num))
return df2.event[event_idx]
df1[\"event\"] = df1.timestamp.transform(get_event)
Explanation of get_event
For each timestamp in df1
, say t0 = 2016-05-14 10:54:33
,
(t0 >= df2.start) & (t0 <= df2.end)
will contain 1 true. (See example 1). Then, take a dot product with np.arange(event_num)
to get the index of the event that a t0
belongs to.
Examples:
Example 1
t0 >= df2.start t0 <= df2.end After & np.arange(3)
0 True True -> T 0 event_idx
1 False True -> F 1 -> 0
2 False True -> F 2
Take t2 = 2016-05-14 10:54:35
for another example
t2 >= df2.start t2 <= df2.end After & np.arange(3)
0 True False -> F 0 event_idx
1 True True -> T 1 -> 1
2 False True -> F 2
We finally use transform
to transform each timestamp into an event.