BUG: timedelta merge asof with tolerance (#27650)

* issue #27642 - timedelta merge asof with tolerance

Author: ianzur

doc/source/whatsnew/v0.25.1.rst

@@ -95,6 +95,7 @@ Reshaping
 ^^^^^^^^^
 
 - A ``KeyError`` is now raised if ``.unstack()`` is called on a :class:`Series` or :class:`DataFrame` with a flat :class:`Index` passing a name which is not the correct one (:issue:`18303`)
+- Bug :meth:`merge_asof` could not merge :class:`Timedelta` objects when passing `tolerance` kwarg (:issue:`27642`)
 - Bug in :meth:`DataFrame.crosstab` when ``margins`` set to ``True`` and ``normalize`` is not ``False``, an error is raised. (:issue:`27500`)
 - :meth:`DataFrame.join` now suppresses the ``FutureWarning`` when the sort parameter is specified (:issue:`21952`)
 - Bug in :meth:`DataFrame.join` raising with readonly arrays (:issue:`27943`)

pandas/core/reshape/merge.py

@@ -22,7 +22,6 @@
  is_bool,
  is_bool_dtype,
  is_categorical_dtype,
- is_datetime64_dtype,
  is_datetime64tz_dtype,
  is_datetimelike,
  is_dtype_equal,
@@ -1635,7 +1634,7 @@ def _get_merge_keys(self):
  )
  )
 
- if is_datetime64_dtype(lt) or is_datetime64tz_dtype(lt):
+ if is_datetimelike(lt):
  if not isinstance(self.tolerance, Timedelta):
  raise MergeError(msg)
  if self.tolerance < Timedelta(0):

pandas/tests/reshape/merge/test_merge_asof.py

@@ -1,3 +1,5 @@
+import datetime
+
 import numpy as np
 import pytest
 import pytz
@@ -588,14 +590,23 @@ def test_non_sorted(self):
  # ok, though has dupes
  merge_asof(trades, self.quotes, on="time", by="ticker")
 
- def test_tolerance(self):
+ @pytest.mark.parametrize(
+ "tolerance",
+ [
+ Timedelta("1day"),
+ pytest.param(
+ datetime.timedelta(days=1),
+ marks=pytest.mark.xfail(reason="not implemented", strict=True),
+ ),
+ ],
+ ids=["pd.Timedelta", "datetime.timedelta"],
+ )
+ def test_tolerance(self, tolerance):
 
  trades = self.trades
  quotes = self.quotes
 
- result = merge_asof(
- trades, quotes, on="time", by="ticker", tolerance=Timedelta("1day")
- )
+ result = merge_asof(trades, quotes, on="time", by="ticker", tolerance=tolerance)
  expected = self.tolerance
  assert_frame_equal(result, expected)
 
@@ -1246,3 +1257,39 @@ def test_by_mixed_tz_aware(self):
  )
  expected["value_y"] = np.array([np.nan], dtype=object)
  assert_frame_equal(result, expected)
+
+ def test_timedelta_tolerance_nearest(self):
+ # GH 27642
+
+ left = pd.DataFrame(
+ list(zip([0, 5, 10, 15, 20, 25], [0, 1, 2, 3, 4, 5])),
+ columns=["time", "left"],
+ )
+
+ left["time"] = pd.to_timedelta(left["time"], "ms")
+
+ right = pd.DataFrame(
+ list(zip([0, 3, 9, 12, 15, 18], [0, 1, 2, 3, 4, 5])),
+ columns=["time", "right"],
+ )
+
+ right["time"] = pd.to_timedelta(right["time"], "ms")
+
+ expected = pd.DataFrame(
+ list(
+ zip(
+ [0, 5, 10, 15, 20, 25],
+ [0, 1, 2, 3, 4, 5],
+ [0, np.nan, 2, 4, np.nan, np.nan],
+ )
+ ),
+ columns=["time", "left", "right"],
+ )
+
+ expected["time"] = pd.to_timedelta(expected["time"], "ms")
+
+ result = pd.merge_asof(
+ left, right, on="time", tolerance=Timedelta("1ms"), direction="nearest"
+ )
+
+ assert_frame_equal(result, expected)