'Merging based on nearest values in pandas dataframe
I am trying my best to explain the issue im facing while doing merging.
I have two dataframes with timestamp unix numbers in common.
lets keep it as df1 and df2
df1
price1 timestamp
10 16454526519
23 16454527130
30 16454527200
df2
price2 timestamp
11 16454526518
24 16454527130
34 16454527205
if i merge based on df1, there is Nan values for the timestamps which are not present. I will forward fill those. I dont want that to be done because df2 may have timestamp a bit longer.
Merging behavior
timestamp price1 price2
16454526519. 10. nan
16454527130. 23. 24
16454527200. 30. nan
Expecting behaviour
Want to merge in default manner and use forward or backward fill to remove nans and then demerge df1.
timestamp price1 price2
16454526519. 10. 11
16454527130. 23. 24
16454527200. 30. 34
Note: i need to forward or backward fill only when it is lower than 5 seconds differance at max.
Sources
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Source: Stack Overflow
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