File: rec_join_demo.py

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import numpy as np
import matplotlib.mlab as mlab
import matplotlib.cbook as cbook

datafile = cbook.get_sample_data('aapl.csv', asfileobj=False)
print 'loading', datafile
r = mlab.csv2rec(datafile)

r.sort()
r1 = r[-10:]

# Create a new array
r2 = np.empty(12, dtype=[('date', '|O4'), ('high', np.float),
                            ('marker', np.float)])
r2 = r2.view(np.recarray)
r2.date = r.date[-17:-5]
r2.high = r.high[-17:-5]
r2.marker = np.arange(12)

print "r1:"
print mlab.rec2txt(r1)
print "r2:"
print mlab.rec2txt(r2)

defaults = {'marker':-1, 'close':np.NaN, 'low':-4444.}

for s in ('inner', 'outer', 'leftouter'):
    rec = mlab.rec_join(['date', 'high'], r1, r2,
            jointype=s, defaults=defaults)
    print "\n%sjoin :\n%s" % (s, mlab.rec2txt(rec))