def test_merge_asof():
left = pd.DataFrame({"a": [1, 5, 10], "left_val": ["a", "b", "c"]})
right = pd.DataFrame({"a": [1, 2, 3, 6, 7], "right_val": [1, 2, 3, 6, 7]})
with pytest.warns(UserWarning):
df = pd.merge_asof(left, right, on="a")
assert isinstance(df, pd.DataFrame)
with pytest.warns(UserWarning):
df = pd.merge_asof(left, right, on="a", allow_exact_matches=False)
assert isinstance(df, pd.DataFrame)
with pytest.warns(UserWarning):
df = pd.merge_asof(left, right, on="a", direction="forward")
assert isinstance(df, pd.DataFrame)
with pytest.warns(UserWarning):
df = pd.merge_asof(left, right, on="a", direction="nearest")
assert isinstance(df, pd.DataFrame)
left = pd.DataFrame({"left_val": ["a", "b", "c"]}, index=[1, 5, 10])
right = pd.DataFrame({"right_val": [1, 2, 3, 6, 7]}, index=[1, 2, 3, 6, 7])
with pytest.warns(UserWarning):
df = pd.merge_asof(left, right, left_index=True, right_index=True)
assert isinstance(df, pd.DataFrame)
with pytest.raises(ValueError):
pd.merge_asof(
{"left_val": ["a", "b", "c"]},
{"right_val": [1, 2, 3, 6, 7]},
left_index=True,
right_index=True,
)
def test_merge_asof_suffixes():
"""Suffix variations are handled the same as Pandas."""
left = {"a": [1, 5, 10]}
right = {"a": [2, 3, 6]}
pandas_left, pandas_right = (pandas.DataFrame(left),
pandas.DataFrame(right))
modin_left, modin_right = pd.DataFrame(left), pd.DataFrame(right)
for suffixes in [("a", "b"), (False, "c"), ("d", False)]:
pandas_merged = pandas.merge_asof(
pandas_left,
pandas_right,
left_index=True,
right_index=True,
suffixes=suffixes,
)
with warns_that_defaulting_to_pandas():
modin_merged = pd.merge_asof(
modin_left,
modin_right,
left_index=True,
right_index=True,
suffixes=suffixes,
)
df_equals(pandas_merged, modin_merged)
with pytest.raises(ValueError):
pandas.merge_asof(
pandas_left,
pandas_right,
left_index=True,
right_index=True,
suffixes=(False, False),
)
with pytest.raises(ValueError), warns_that_defaulting_to_pandas():
modin_merged = pd.merge_asof(
modin_left,
modin_right,
left_index=True,
right_index=True,
suffixes=(False, False),
)
def test_merge_asof_on_variations():
"""on=,left_on=,right_on=,right_index=,left_index= options match Pandas."""
left = {"a": [1, 5, 10], "left_val": ["a", "b", "c"]}
left_index = [6, 8, 12]
right = {"a": [1, 2, 3, 6, 7], "right_val": ["d", "e", "f", "g", "h"]}
right_index = [6, 7, 8, 9, 15]
pandas_left, pandas_right = (
pandas.DataFrame(left, index=left_index),
pandas.DataFrame(right, index=right_index),
)
modin_left, modin_right = (
pd.DataFrame(left, index=left_index),
pd.DataFrame(right, index=right_index),
)
for on_arguments in [
{
"on": "a"
},
{
"left_on": "a",
"right_on": "a"
},
{
"left_on": "a",
"right_index": True
},
{
"left_index": True,
"right_on": "a"
},
{
"left_index": True,
"right_index": True
},
]:
pandas_merged = pandas.merge_asof(pandas_left, pandas_right,
**on_arguments)
with warns_that_defaulting_to_pandas():
modin_merged = pd.merge_asof(modin_left, modin_right,
**on_arguments)
df_equals(pandas_merged, modin_merged)
def test_merge_asof_merge_options():
modin_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],
}
)
modin_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"),
],
"ticker2": ["MSFT", "MSFT", "GOOG", "GOOG", "AAPL"],
"price": [51.95, 51.95, 720.77, 720.92, 98.0],
"quantity": [75, 155, 100, 100, 100],
}
)
pandas_quotes, pandas_trades = to_pandas(modin_quotes), to_pandas(modin_trades)
# left_by + right_by
df_equals(
pandas.merge_asof(
pandas_quotes,
pandas_trades,
on="time",
left_by="ticker",
right_by="ticker2",
),
pd.merge_asof(
modin_quotes,
modin_trades,
on="time",
left_by="ticker",
right_by="ticker2",
),
)
# Just by:
pandas_trades["ticker"] = pandas_trades["ticker2"]
modin_trades["ticker"] = modin_trades["ticker2"]
df_equals(
pandas.merge_asof(
pandas_quotes,
pandas_trades,
on="time",
by="ticker",
),
pd.merge_asof(
modin_quotes,
modin_trades,
on="time",
by="ticker",
),
)
# Tolerance
df_equals(
pandas.merge_asof(
pandas_quotes,
pandas_trades,
on="time",
by="ticker",
tolerance=pd.Timedelta("2ms"),
),
pd.merge_asof(
modin_quotes,
modin_trades,
on="time",
by="ticker",
tolerance=pd.Timedelta("2ms"),
),
)
# Direction
df_equals(
pandas.merge_asof(
pandas_quotes,
pandas_trades,
on="time",
by="ticker",
direction="forward",
),
pd.merge_asof(
modin_quotes,
modin_trades,
on="time",
by="ticker",
direction="forward",
),
)
# Allow exact matches
df_equals(
pandas.merge_asof(
pandas_quotes,
pandas_trades,
on="time",
by="ticker",
tolerance=pd.Timedelta("10ms"),
allow_exact_matches=False,
),
pd.merge_asof(
modin_quotes,
modin_trades,
on="time",
by="ticker",
tolerance=pd.Timedelta("10ms"),
allow_exact_matches=False,
),
)
def test_merge_asof_bad_arguments():
left = {"a": [1, 5, 10], "b": [5, 7, 9]}
right = {"a": [2, 3, 6], "b": [6, 5, 20]}
pandas_left, pandas_right = (pandas.DataFrame(left), pandas.DataFrame(right))
modin_left, modin_right = pd.DataFrame(left), pd.DataFrame(right)
# Can't mix by with left_by/right_by
with pytest.raises(ValueError):
pandas.merge_asof(
pandas_left, pandas_right, on="a", by="b", left_by="can't do with by"
)
with pytest.raises(ValueError):
pd.merge_asof(
modin_left, modin_right, on="a", by="b", left_by="can't do with by"
)
with pytest.raises(ValueError):
pandas.merge_asof(
pandas_left, pandas_right, by="b", on="a", right_by="can't do with by"
)
with pytest.raises(ValueError):
pd.merge_asof(
modin_left, modin_right, by="b", on="a", right_by="can't do with by"
)
# Can't mix on with left_on/right_on
with pytest.raises(ValueError):
pandas.merge_asof(pandas_left, pandas_right, on="a", left_on="can't do with by")
with pytest.raises(ValueError):
pd.merge_asof(modin_left, modin_right, on="a", left_on="can't do with by")
with pytest.raises(ValueError):
pandas.merge_asof(
pandas_left, pandas_right, on="a", right_on="can't do with by"
)
with pytest.raises(ValueError):
pd.merge_asof(modin_left, modin_right, on="a", right_on="can't do with by")
# Can't mix left_index with left_on or on, similarly for right.
with pytest.raises(ValueError):
pd.merge_asof(modin_left, modin_right, on="a", right_index=True)
with pytest.raises(ValueError):
pd.merge_asof(
modin_left, modin_right, left_on="a", right_on="a", right_index=True
)
with pytest.raises(ValueError):
pd.merge_asof(modin_left, modin_right, on="a", left_index=True)
with pytest.raises(ValueError):
pd.merge_asof(
modin_left, modin_right, left_on="a", right_on="a", left_index=True
)
# Need both left and right
with pytest.raises(Exception): # Pandas bug, didn't validate inputs sufficiently
pandas.merge_asof(pandas_left, pandas_right, left_on="a")
with pytest.raises(ValueError):
pd.merge_asof(modin_left, modin_right, left_on="a")
with pytest.raises(Exception): # Pandas bug, didn't validate inputs sufficiently
pandas.merge_asof(pandas_left, pandas_right, right_on="a")
with pytest.raises(ValueError):
pd.merge_asof(modin_left, modin_right, right_on="a")
with pytest.raises(ValueError):
pandas.merge_asof(pandas_left, pandas_right)
with pytest.raises(ValueError):
pd.merge_asof(modin_left, modin_right)
