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.. currentmodule:: pandas
.. _merging:
.. ipython:: python
:suppress:
import numpy as np
np.random.seed(123456)
import pandas as pd
pd.options.display.max_rows=15
randn = np.random.randn
np.set_printoptions(precision=4, suppress=True)
import matplotlib.pyplot as plt
plt.close('all')
import pandas.util.doctools as doctools
p = doctools.TablePlotter()
****************************
Merge, join, and concatenate
****************************
pandas provides various facilities for easily combining together Series,
DataFrame, and Panel objects with various kinds of set logic for the indexes
and relational algebra functionality in the case of join / merge-type
operations.
.. _merging.concat:
Concatenating objects
---------------------
The ``concat`` function (in the main pandas namespace) does all of the heavy
lifting of performing concatenation operations along an axis while performing
optional set logic (union or intersection) of the indexes (if any) on the other
axes. Note that I say "if any" because there is only a single possible axis of
concatenation for Series.
Before diving into all of the details of ``concat`` and what it can do, here is
a simple example:
.. ipython:: python
df1 = pd.DataFrame({'A': ['A0', 'A1', 'A2', 'A3'],
'B': ['B0', 'B1', 'B2', 'B3'],
'C': ['C0', 'C1', 'C2', 'C3'],
'D': ['D0', 'D1', 'D2', 'D3']},
index=[0, 1, 2, 3])
df2 = pd.DataFrame({'A': ['A4', 'A5', 'A6', 'A7'],
'B': ['B4', 'B5', 'B6', 'B7'],
'C': ['C4', 'C5', 'C6', 'C7'],
'D': ['D4', 'D5', 'D6', 'D7']},
index=[4, 5, 6, 7])
df3 = pd.DataFrame({'A': ['A8', 'A9', 'A10', 'A11'],
'B': ['B8', 'B9', 'B10', 'B11'],
'C': ['C8', 'C9', 'C10', 'C11'],
'D': ['D8', 'D9', 'D10', 'D11']},
index=[8, 9, 10, 11])
frames = [df1, df2, df3]
result = pd.concat(frames)
.. ipython:: python
:suppress:
@savefig merging_concat_basic.png
p.plot(frames, result,
labels=['df1', 'df2', 'df3'], vertical=True);
plt.close('all');
Like its sibling function on ndarrays, ``numpy.concatenate``, ``pandas.concat``
takes a list or dict of homogeneously-typed objects and concatenates them with
some configurable handling of "what to do with the other axes":
::
pd.concat(objs, axis=0, join='outer', join_axes=None, ignore_index=False,
keys=None, levels=None, names=None, verify_integrity=False,
copy=True)
- ``objs`` : a sequence or mapping of Series, DataFrame, or Panel objects. If a
dict is passed, the sorted keys will be used as the `keys` argument, unless
it is passed, in which case the values will be selected (see below). Any None
objects will be dropped silently unless they are all None in which case a
ValueError will be raised.
- ``axis`` : {0, 1, ...}, default 0. The axis to concatenate along.
- ``join`` : {'inner', 'outer'}, default 'outer'. How to handle indexes on
other axis(es). Outer for union and inner for intersection.
- ``ignore_index`` : boolean, default False. If True, do not use the index
values on the concatenation axis. The resulting axis will be labeled 0, ...,
n - 1. This is useful if you are concatenating objects where the
concatenation axis does not have meaningful indexing information. Note
the index values on the other axes are still respected in the join.
- ``join_axes`` : list of Index objects. Specific indexes to use for the other
n - 1 axes instead of performing inner/outer set logic.
- ``keys`` : sequence, default None. Construct hierarchical index using the
passed keys as the outermost level. If multiple levels passed, should
contain tuples.
- ``levels`` : list of sequences, default None. Specific levels (unique values)
to use for constructing a MultiIndex. Otherwise they will be inferred from the
keys.
- ``names`` : list, default None. Names for the levels in the resulting
hierarchical index.
- ``verify_integrity`` : boolean, default False. Check whether the new
concatenated axis contains duplicates. This can be very expensive relative
to the actual data concatenation.
- ``copy`` : boolean, default True. If False, do not copy data unnecessarily.
Without a little bit of context and example many of these arguments don't make
much sense. Let's take the above example. Suppose we wanted to associate
specific keys with each of the pieces of the chopped up DataFrame. We can do
this using the ``keys`` argument:
.. ipython:: python
result = pd.concat(frames, keys=['x', 'y', 'z'])
.. ipython:: python
:suppress:
@savefig merging_concat_keys.png
p.plot(frames, result,
labels=['df1', 'df2', 'df3'], vertical=True)
plt.close('all');
As you can see (if you've read the rest of the documentation), the resulting
object's index has a :ref:`hierarchical index <advanced.hierarchical>`. This
means that we can now do stuff like select out each chunk by key:
.. ipython:: python
result.ix['y']
It's not a stretch to see how this can be very useful. More detail on this
functionality below.
.. note::
It is worth noting however, that ``concat`` (and therefore ``append``) makes
a full copy of the data, and that constantly reusing this function can
create a significant performance hit. If you need to use the operation over
several datasets, use a list comprehension.
::
frames = [ process_your_file(f) for f in files ]
result = pd.concat(frames)
Set logic on the other axes
~~~~~~~~~~~~~~~~~~~~~~~~~~~
When gluing together multiple DataFrames (or Panels or...), for example, you
have a choice of how to handle the other axes (other than the one being
concatenated). This can be done in three ways:
- Take the (sorted) union of them all, ``join='outer'``. This is the default
option as it results in zero information loss.
- Take the intersection, ``join='inner'``.
- Use a specific index (in the case of DataFrame) or indexes (in the case of
Panel or future higher dimensional objects), i.e. the ``join_axes`` argument
Here is a example of each of these methods. First, the default ``join='outer'``
behavior:
.. ipython:: python
df4 = pd.DataFrame({'B': ['B2', 'B3', 'B6', 'B7'],
'D': ['D2', 'D3', 'D6', 'D7'],
'F': ['F2', 'F3', 'F6', 'F7']},
index=[2, 3, 6, 7])
result = pd.concat([df1, df4], axis=1)
.. ipython:: python
:suppress:
@savefig merging_concat_axis1.png
p.plot([df1, df4], result,
labels=['df1', 'df4'], vertical=False);
plt.close('all');
Note that the row indexes have been unioned and sorted. Here is the same thing
with ``join='inner'``:
.. ipython:: python
result = pd.concat([df1, df4], axis=1, join='inner')
.. ipython:: python
:suppress:
@savefig merging_concat_axis1_inner.png
p.plot([df1, df4], result,
labels=['df1', 'df4'], vertical=False);
plt.close('all');
Lastly, suppose we just wanted to reuse the *exact index* from the original
DataFrame:
.. ipython:: python
result = pd.concat([df1, df4], axis=1, join_axes=[df1.index])
.. ipython:: python
:suppress:
@savefig merging_concat_axis1_join_axes.png
p.plot([df1, df4], result,
labels=['df1', 'df4'], vertical=False);
plt.close('all');
.. _merging.concatenation:
Concatenating using ``append``
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
A useful shortcut to ``concat`` are the ``append`` instance methods on Series
and DataFrame. These methods actually predated ``concat``. They concatenate
along ``axis=0``, namely the index:
.. ipython:: python
result = df1.append(df2)
.. ipython:: python
:suppress:
@savefig merging_append1.png
p.plot([df1, df2], result,
labels=['df1', 'df2'], vertical=True);
plt.close('all');
In the case of DataFrame, the indexes must be disjoint but the columns do not
need to be:
.. ipython:: python
result = df1.append(df4)
.. ipython:: python
:suppress:
@savefig merging_append2.png
p.plot([df1, df4], result,
labels=['df1', 'df4'], vertical=True);
plt.close('all');
``append`` may take multiple objects to concatenate:
.. ipython:: python
result = df1.append([df2, df3])
.. ipython:: python
:suppress:
@savefig merging_append3.png
p.plot([df1, df2, df3], result,
labels=['df1', 'df2', 'df3'], vertical=True);
plt.close('all');
.. note::
Unlike `list.append` method, which appends to the original list and
returns nothing, ``append`` here **does not** modify ``df1`` and
returns its copy with ``df2`` appended.
.. _merging.ignore_index:
Ignoring indexes on the concatenation axis
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
For DataFrames which don't have a meaningful index, you may wish to append them
and ignore the fact that they may have overlapping indexes:
To do this, use the ``ignore_index`` argument:
.. ipython:: python
result = pd.concat([df1, df4], ignore_index=True)
.. ipython:: python
:suppress:
@savefig merging_concat_ignore_index.png
p.plot([df1, df4], result,
labels=['df1', 'df4'], vertical=True);
plt.close('all');
This is also a valid argument to ``DataFrame.append``:
.. ipython:: python
result = df1.append(df4, ignore_index=True)
.. ipython:: python
:suppress:
@savefig merging_append_ignore_index.png
p.plot([df1, df4], result,
labels=['df1', 'df4'], vertical=True);
plt.close('all');
.. _merging.mixed_ndims:
Concatenating with mixed ndims
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
You can concatenate a mix of Series and DataFrames. The
Series will be transformed to DataFrames with the column name as
the name of the Series.
.. ipython:: python
s1 = pd.Series(['X0', 'X1', 'X2', 'X3'], name='X')
result = pd.concat([df1, s1], axis=1)
.. ipython:: python
:suppress:
@savefig merging_concat_mixed_ndim.png
p.plot([df1, s1], result,
labels=['df1', 's1'], vertical=False);
plt.close('all');
If unnamed Series are passed they will be numbered consecutively.
.. ipython:: python
s2 = pd.Series(['_0', '_1', '_2', '_3'])
result = pd.concat([df1, s2, s2, s2], axis=1)
.. ipython:: python
:suppress:
@savefig merging_concat_unnamed_series.png
p.plot([df1, s2], result,
labels=['df1', 's2'], vertical=False);
plt.close('all');
Passing ``ignore_index=True`` will drop all name references.
.. ipython:: python
result = pd.concat([df1, s1], axis=1, ignore_index=True)
.. ipython:: python
:suppress:
@savefig merging_concat_series_ignore_index.png
p.plot([df1, s1], result,
labels=['df1', 's1'], vertical=False);
plt.close('all');
More concatenating with group keys
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
A fairly common use of the ``keys`` argument is to override the column names when creating a new DataFrame based on existing Series.
Notice how the default behaviour consists on letting the resulting DataFrame inherits the parent Series' name, when these existed.
.. ipython:: python
s3 = pd.Series([0, 1, 2, 3], name='foo')
s4 = pd.Series([0, 1, 2, 3])
s5 = pd.Series([0, 1, 4, 5])
pd.concat([s3, s4, s5], axis=1)
Through the ``keys`` argument we can override the existing column names.
.. ipython:: python
pd.concat([s3, s4, s5], axis=1, keys=['red','blue','yellow'])
Let's consider now a variation on the very first example presented:
.. ipython:: python
result = pd.concat(frames, keys=['x', 'y', 'z'])
.. ipython:: python
:suppress:
@savefig merging_concat_group_keys2.png
p.plot(frames, result,
labels=['df1', 'df2', 'df3'], vertical=True);
plt.close('all');
You can also pass a dict to ``concat`` in which case the dict keys will be used
for the ``keys`` argument (unless other keys are specified):
.. ipython:: python
pieces = {'x': df1, 'y': df2, 'z': df3}
result = pd.concat(pieces)
.. ipython:: python
:suppress:
@savefig merging_concat_dict.png
p.plot([df1, df2, df3], result,
labels=['df1', 'df2', 'df3'], vertical=True);
plt.close('all');
.. ipython:: python
result = pd.concat(pieces, keys=['z', 'y'])
.. ipython:: python
:suppress:
@savefig merging_concat_dict_keys.png
p.plot([df1, df2, df3], result,
labels=['df1', 'df2', 'df3'], vertical=True);
plt.close('all');
The MultiIndex created has levels that are constructed from the passed keys and
the index of the DataFrame pieces:
.. ipython:: python
result.index.levels
If you wish to specify other levels (as will occasionally be the case), you can
do so using the ``levels`` argument:
.. ipython:: python
result = pd.concat(pieces, keys=['x', 'y', 'z'],
levels=[['z', 'y', 'x', 'w']],
names=['group_key'])
.. ipython:: python
:suppress:
@savefig merging_concat_dict_keys_names.png
p.plot([df1, df2, df3], result,
labels=['df1', 'df2', 'df3'], vertical=True);
plt.close('all');
.. ipython:: python
result.index.levels
Yes, this is fairly esoteric, but is actually necessary for implementing things
like GroupBy where the order of a categorical variable is meaningful.
.. _merging.append.row:
Appending rows to a DataFrame
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
While not especially efficient (since a new object must be created), you can
append a single row to a DataFrame by passing a Series or dict to ``append``,
which returns a new DataFrame as above.
.. ipython:: python
s2 = pd.Series(['X0', 'X1', 'X2', 'X3'], index=['A', 'B', 'C', 'D'])
result = df1.append(s2, ignore_index=True)
.. ipython:: python
:suppress:
@savefig merging_append_series_as_row.png
p.plot([df1, s2], result,
labels=['df1', 's2'], vertical=True);
plt.close('all');
You should use ``ignore_index`` with this method to instruct DataFrame to
discard its index. If you wish to preserve the index, you should construct an
appropriately-indexed DataFrame and append or concatenate those objects.
You can also pass a list of dicts or Series:
.. ipython:: python
dicts = [{'A': 1, 'B': 2, 'C': 3, 'X': 4},
{'A': 5, 'B': 6, 'C': 7, 'Y': 8}]
result = df1.append(dicts, ignore_index=True)
.. ipython:: python
:suppress:
@savefig merging_append_dits.png
p.plot([df1, pd.DataFrame(dicts)], result,
labels=['df1', 'dicts'], vertical=True);
plt.close('all');
.. _merging.join:
Database-style DataFrame joining/merging
----------------------------------------
pandas has full-featured, **high performance** in-memory join operations
idiomatically very similar to relational databases like SQL. These methods
perform significantly better (in some cases well over an order of magnitude
better) than other open source implementations (like ``base::merge.data.frame``
in R). The reason for this is careful algorithmic design and internal layout of
the data in DataFrame.
See the :ref:`cookbook<cookbook.merge>` for some advanced strategies.
Users who are familiar with SQL but new to pandas might be interested in a
:ref:`comparison with SQL<compare_with_sql.join>`.
pandas provides a single function, ``merge``, as the entry point for all
standard database join operations between DataFrame objects:
::
pd.merge(left, right, how='inner', on=None, left_on=None, right_on=None,
left_index=False, right_index=False, sort=True,
suffixes=('_x', '_y'), copy=True, indicator=False)
- ``left``: A DataFrame object
- ``right``: Another DataFrame object
- ``on``: Columns (names) to join on. Must be found in both the left and
right DataFrame objects. If not passed and ``left_index`` and
``right_index`` are ``False``, the intersection of the columns in the
DataFrames will be inferred to be the join keys
- ``left_on``: Columns from the left DataFrame to use as keys. Can either be
column names or arrays with length equal to the length of the DataFrame
- ``right_on``: Columns from the right DataFrame to use as keys. Can either be
column names or arrays with length equal to the length of the DataFrame
- ``left_index``: If ``True``, use the index (row labels) from the left
DataFrame as its join key(s). In the case of a DataFrame with a MultiIndex
(hierarchical), the number of levels must match the number of join keys
from the right DataFrame
- ``right_index``: Same usage as ``left_index`` for the right DataFrame
- ``how``: One of ``'left'``, ``'right'``, ``'outer'``, ``'inner'``. Defaults
to ``inner``. See below for more detailed description of each method
- ``sort``: Sort the result DataFrame by the join keys in lexicographical
order. Defaults to ``True``, setting to ``False`` will improve performance
substantially in many cases
- ``suffixes``: A tuple of string suffixes to apply to overlapping
columns. Defaults to ``('_x', '_y')``.
- ``copy``: Always copy data (default ``True``) from the passed DataFrame
objects, even when reindexing is not necessary. Cannot be avoided in many
cases but may improve performance / memory usage. The cases where copying
can be avoided are somewhat pathological but this option is provided
nonetheless.
- ``indicator``: Add a column to the output DataFrame called ``_merge``
with information on the source of each row. ``_merge`` is Categorical-type
and takes on a value of ``left_only`` for observations whose merge key
only appears in ``'left'`` DataFrame, ``right_only`` for observations whose
merge key only appears in ``'right'`` DataFrame, and ``both`` if the
observation's merge key is found in both.
.. versionadded:: 0.17.0
The return type will be the same as ``left``. If ``left`` is a ``DataFrame``
and ``right`` is a subclass of DataFrame, the return type will still be
``DataFrame``.
``merge`` is a function in the pandas namespace, and it is also available as a
DataFrame instance method, with the calling DataFrame being implicitly
considered the left object in the join.
The related ``DataFrame.join`` method, uses ``merge`` internally for the
index-on-index (by default) and column(s)-on-index join. If you are joining on
index only, you may wish to use ``DataFrame.join`` to save yourself some typing.
Brief primer on merge methods (relational algebra)
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Experienced users of relational databases like SQL will be familiar with the
terminology used to describe join operations between two SQL-table like
structures (DataFrame objects). There are several cases to consider which are
very important to understand:
- **one-to-one** joins: for example when joining two DataFrame objects on
their indexes (which must contain unique values)
- **many-to-one** joins: for example when joining an index (unique) to one or
more columns in a DataFrame
- **many-to-many** joins: joining columns on columns.
.. note::
When joining columns on columns (potentially a many-to-many join), any
indexes on the passed DataFrame objects **will be discarded**.
It is worth spending some time understanding the result of the **many-to-many**
join case. In SQL / standard relational algebra, if a key combination appears
more than once in both tables, the resulting table will have the **Cartesian
product** of the associated data. Here is a very basic example with one unique
key combination:
.. ipython:: python
left = pd.DataFrame({'key': ['K0', 'K1', 'K2', 'K3'],
'A': ['A0', 'A1', 'A2', 'A3'],
'B': ['B0', 'B1', 'B2', 'B3']})
right = pd.DataFrame({'key': ['K0', 'K1', 'K2', 'K3'],
'C': ['C0', 'C1', 'C2', 'C3'],
'D': ['D0', 'D1', 'D2', 'D3']})
result = pd.merge(left, right, on='key')
.. ipython:: python
:suppress:
@savefig merging_merge_on_key.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
Here is a more complicated example with multiple join keys:
.. ipython:: python
left = pd.DataFrame({'key1': ['K0', 'K0', 'K1', 'K2'],
'key2': ['K0', 'K1', 'K0', 'K1'],
'A': ['A0', 'A1', 'A2', 'A3'],
'B': ['B0', 'B1', 'B2', 'B3']})
right = pd.DataFrame({'key1': ['K0', 'K1', 'K1', 'K2'],
'key2': ['K0', 'K0', 'K0', 'K0'],
'C': ['C0', 'C1', 'C2', 'C3'],
'D': ['D0', 'D1', 'D2', 'D3']})
result = pd.merge(left, right, on=['key1', 'key2'])
.. ipython:: python
:suppress:
@savefig merging_merge_on_key_multiple.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
The ``how`` argument to ``merge`` specifies how to determine which keys are to
be included in the resulting table. If a key combination **does not appear** in
either the left or right tables, the values in the joined table will be
``NA``. Here is a summary of the ``how`` options and their SQL equivalent names:
.. csv-table::
:header: "Merge method", "SQL Join Name", "Description"
:widths: 20, 20, 60
``left``, ``LEFT OUTER JOIN``, Use keys from left frame only
``right``, ``RIGHT OUTER JOIN``, Use keys from right frame only
``outer``, ``FULL OUTER JOIN``, Use union of keys from both frames
``inner``, ``INNER JOIN``, Use intersection of keys from both frames
.. ipython:: python
result = pd.merge(left, right, how='left', on=['key1', 'key2'])
.. ipython:: python
:suppress:
@savefig merging_merge_on_key_left.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
.. ipython:: python
result = pd.merge(left, right, how='right', on=['key1', 'key2'])
.. ipython:: python
:suppress:
@savefig merging_merge_on_key_right.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
.. ipython:: python
result = pd.merge(left, right, how='outer', on=['key1', 'key2'])
.. ipython:: python
:suppress:
@savefig merging_merge_on_key_outer.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
.. ipython:: python
result = pd.merge(left, right, how='inner', on=['key1', 'key2'])
.. ipython:: python
:suppress:
@savefig merging_merge_on_key_inner.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
.. _merging.indicator:
The merge indicator
~~~~~~~~~~~~~~~~~~~
.. versionadded:: 0.17.0
``merge`` now accepts the argument ``indicator``. If ``True``, a Categorical-type column called ``_merge`` will be added to the output object that takes on values:
=================================== ================
Observation Origin ``_merge`` value
=================================== ================
Merge key only in ``'left'`` frame ``left_only``
Merge key only in ``'right'`` frame ``right_only``
Merge key in both frames ``both``
=================================== ================
.. ipython:: python
df1 = pd.DataFrame({'col1': [0, 1], 'col_left':['a', 'b']})
df2 = pd.DataFrame({'col1': [1, 2, 2],'col_right':[2, 2, 2]})
pd.merge(df1, df2, on='col1', how='outer', indicator=True)
The ``indicator`` argument will also accept string arguments, in which case the indicator function will use the value of the passed string as the name for the indicator column.
.. ipython:: python
pd.merge(df1, df2, on='col1', how='outer', indicator='indicator_column')
.. _merging.join.index:
Joining on index
~~~~~~~~~~~~~~~~
``DataFrame.join`` is a convenient method for combining the columns of two
potentially differently-indexed DataFrames into a single result DataFrame. Here
is a very basic example:
.. ipython:: python
left = pd.DataFrame({'A': ['A0', 'A1', 'A2'],
'B': ['B0', 'B1', 'B2']},
index=['K0', 'K1', 'K2'])
right = pd.DataFrame({'C': ['C0', 'C2', 'C3'],
'D': ['D0', 'D2', 'D3']},
index=['K0', 'K2', 'K3'])
result = left.join(right)
.. ipython:: python
:suppress:
@savefig merging_join.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
.. ipython:: python
result = left.join(right, how='outer')
.. ipython:: python
:suppress:
@savefig merging_join_outer.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
.. ipython:: python
result = left.join(right, how='inner')
.. ipython:: python
:suppress:
@savefig merging_join_inner.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
The data alignment here is on the indexes (row labels). This same behavior can
be achieved using ``merge`` plus additional arguments instructing it to use the
indexes:
.. ipython:: python
result = pd.merge(left, right, left_index=True, right_index=True, how='outer')
.. ipython:: python
:suppress:
@savefig merging_merge_index_outer.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
.. ipython:: python
result = pd.merge(left, right, left_index=True, right_index=True, how='inner');
.. ipython:: python
:suppress:
@savefig merging_merge_index_inner.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
Joining key columns on an index
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
``join`` takes an optional ``on`` argument which may be a column or multiple
column names, which specifies that the passed DataFrame is to be aligned on
that column in the DataFrame. These two function calls are completely
equivalent:
::
left.join(right, on=key_or_keys)
pd.merge(left, right, left_on=key_or_keys, right_index=True,
how='left', sort=False)
Obviously you can choose whichever form you find more convenient. For
many-to-one joins (where one of the DataFrame's is already indexed by the join
key), using ``join`` may be more convenient. Here is a simple example:
.. ipython:: python
left = pd.DataFrame({'A': ['A0', 'A1', 'A2', 'A3'],
'B': ['B0', 'B1', 'B2', 'B3'],
'key': ['K0', 'K1', 'K0', 'K1']})
right = pd.DataFrame({'C': ['C0', 'C1'],
'D': ['D0', 'D1']},
index=['K0', 'K1'])
result = left.join(right, on='key')
.. ipython:: python
:suppress:
@savefig merging_join_key_columns.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
.. ipython:: python
result = pd.merge(left, right, left_on='key', right_index=True,
how='left', sort=False);
.. ipython:: python
:suppress:
@savefig merging_merge_key_columns.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
.. _merging.multikey_join:
To join on multiple keys, the passed DataFrame must have a ``MultiIndex``:
.. ipython:: python
left = pd.DataFrame({'A': ['A0', 'A1', 'A2', 'A3'],
'B': ['B0', 'B1', 'B2', 'B3'],
'key1': ['K0', 'K0', 'K1', 'K2'],
'key2': ['K0', 'K1', 'K0', 'K1']})
index = pd.MultiIndex.from_tuples([('K0', 'K0'), ('K1', 'K0'),
('K2', 'K0'), ('K2', 'K1')])
right = pd.DataFrame({'C': ['C0', 'C1', 'C2', 'C3'],
'D': ['D0', 'D1', 'D2', 'D3']},
index=index)
Now this can be joined by passing the two key column names:
.. ipython:: python
result = left.join(right, on=['key1', 'key2'])
.. ipython:: python
:suppress:
@savefig merging_join_multikeys.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
.. _merging.df_inner_join:
The default for ``DataFrame.join`` is to perform a left join (essentially a
"VLOOKUP" operation, for Excel users), which uses only the keys found in the
calling DataFrame. Other join types, for example inner join, can be just as
easily performed:
.. ipython:: python
result = left.join(right, on=['key1', 'key2'], how='inner')
.. ipython:: python
:suppress:
@savefig merging_join_multikeys_inner.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
As you can see, this drops any rows where there was no match.
.. _merging.join_on_mi:
Joining a single Index to a Multi-index
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
.. versionadded:: 0.14.0
You can join a singly-indexed ``DataFrame`` with a level of a multi-indexed ``DataFrame``.
The level will match on the name of the index of the singly-indexed frame against
a level name of the multi-indexed frame.
.. ipython:: python
left = pd.DataFrame({'A': ['A0', 'A1', 'A2'],
'B': ['B0', 'B1', 'B2']},
index=pd.Index(['K0', 'K1', 'K2'], name='key'))
index = pd.MultiIndex.from_tuples([('K0', 'Y0'), ('K1', 'Y1'),
('K2', 'Y2'), ('K2', 'Y3')],
names=['key', 'Y'])
right = pd.DataFrame({'C': ['C0', 'C1', 'C2', 'C3'],
'D': ['D0', 'D1', 'D2', 'D3']},
index=index)
result = left.join(right, how='inner')
.. ipython:: python
:suppress:
@savefig merging_join_multiindex_inner.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
This is equivalent but less verbose and more memory efficient / faster than this.
.. ipython:: python
result = pd.merge(left.reset_index(), right.reset_index(),
on=['key'], how='inner').set_index(['key','Y'])
.. ipython:: python
:suppress:
@savefig merging_merge_multiindex_alternative.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
Joining with two multi-indexes
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
This is not Implemented via ``join`` at-the-moment, however it can be done using the following.
.. ipython:: python
index = pd.MultiIndex.from_tuples([('K0', 'X0'), ('K0', 'X1'),
('K1', 'X2')],
names=['key', 'X'])
left = pd.DataFrame({'A': ['A0', 'A1', 'A2'],
'B': ['B0', 'B1', 'B2']},
index=index)
result = pd.merge(left.reset_index(), right.reset_index(),
on=['key'], how='inner').set_index(['key','X','Y'])
.. ipython:: python
:suppress:
@savefig merging_merge_two_multiindex.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
Overlapping value columns
~~~~~~~~~~~~~~~~~~~~~~~~~
The merge ``suffixes`` argument takes a tuple of list of strings to append to
overlapping column names in the input DataFrames to disambiguate the result
columns:
.. ipython:: python
left = pd.DataFrame({'k': ['K0', 'K1', 'K2'], 'v': [1, 2, 3]})
right = pd.DataFrame({'k': ['K0', 'K0', 'K3'], 'v': [4, 5, 6]})
result = pd.merge(left, right, on='k')
.. ipython:: python
:suppress:
@savefig merging_merge_overlapped.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
.. ipython:: python
result = pd.merge(left, right, on='k', suffixes=['_l', '_r'])
.. ipython:: python
:suppress:
@savefig merging_merge_overlapped_suffix.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
``DataFrame.join`` has ``lsuffix`` and ``rsuffix`` arguments which behave
similarly.
.. ipython:: python
left = left.set_index('k')
right = right.set_index('k')
result = left.join(right, lsuffix='_l', rsuffix='_r')
.. ipython:: python
:suppress:
@savefig merging_merge_overlapped_multi_suffix.png
p.plot([left, right], result,
labels=['left', 'right'], vertical=False);
plt.close('all');
.. _merging.multiple_join:
Joining multiple DataFrame or Panel objects
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
A list or tuple of DataFrames can also be passed to ``DataFrame.join`` to join
them together on their indexes. The same is true for ``Panel.join``.
.. ipython:: python
right2 = pd.DataFrame({'v': [7, 8, 9]}, index=['K1', 'K1', 'K2'])
result = left.join([right, right2])
.. ipython:: python
:suppress:
@savefig merging_join_multi_df.png
p.plot([left, right, right2], result,
labels=['left', 'right', 'right2'], vertical=False);
plt.close('all');
.. _merging.combine_first.update:
Merging together values within Series or DataFrame columns
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Another fairly common situation is to have two like-indexed (or similarly
indexed) Series or DataFrame objects and wanting to "patch" values in one
object from values for matching indices in the other. Here is an example:
.. ipython:: python
df1 = pd.DataFrame([[np.nan, 3., 5.], [-4.6, np.nan, np.nan],
[np.nan, 7., np.nan]])
df2 = pd.DataFrame([[-42.6, np.nan, -8.2], [-5., 1.6, 4]],
index=[1, 2])
For this, use the ``combine_first`` method:
.. ipython:: python
result = df1.combine_first(df2)
.. ipython:: python
:suppress:
@savefig merging_combine_first.png
p.plot([df1, df2], result,
labels=['df1', 'df2'], vertical=False);
plt.close('all');
Note that this method only takes values from the right DataFrame if they are
missing in the left DataFrame. A related method, ``update``, alters non-NA
values inplace:
.. ipython:: python
:suppress:
df1_copy = df1.copy()
.. ipython:: python
df1.update(df2)
.. ipython:: python
:suppress:
@savefig merging_update.png
p.plot([df1_copy, df2], df1,
labels=['df1', 'df2'], vertical=False);
plt.close('all');
.. _merging.time_series:
Timeseries friendly merging
---------------------------
.. _merging.merge_ordered:
Merging Ordered Data
~~~~~~~~~~~~~~~~~~~~
A :func:`merge_ordered` function allows combining time series and other
ordered data. In particular it has an optional ``fill_method`` keyword to
fill/interpolate missing data:
.. ipython:: python
left = pd.DataFrame({'k': ['K0', 'K1', 'K1', 'K2'],
'lv': [1, 2, 3, 4],
's': ['a', 'b', 'c', 'd']})
right = pd.DataFrame({'k': ['K1', 'K2', 'K4'],
'rv': [1, 2, 3]})
pd.merge_ordered(left, right, fill_method='ffill', left_by='s')
.. _merging.merge_asof:
Merging AsOf
~~~~~~~~~~~~
.. versionadded:: 0.19.0
A :func:`merge_asof` is similar to an ordered left-join except that we match on nearest key rather than equal keys. For each row in the ``left`` DataFrame, we select the last row in the ``right`` DataFrame whose ``on`` key is less than the left's key. Both DataFrames must be sorted by the key.
Optionally an asof merge can perform a group-wise merge. This matches the ``by`` key equally,
in addition to the nearest match on the ``on`` key.
For example; we might have ``trades`` and ``quotes`` and we want to ``asof`` merge them.
.. ipython:: python
trades = pd.DataFrame({
'time': pd.to_datetime(['20160525 13:30:00.023',
'20160525 13:30:00.038',
'20160525 13:30:00.048',
'20160525 13:30:00.048',
'20160525 13:30:00.048']),
'ticker': ['MSFT', 'MSFT',
'GOOG', 'GOOG', 'AAPL'],
'price': [51.95, 51.95,
720.77, 720.92, 98.00],
'quantity': [75, 155,
100, 100, 100]},
columns=['time', 'ticker', 'price', 'quantity'])
quotes = pd.DataFrame({
'time': pd.to_datetime(['20160525 13:30:00.023',
'20160525 13:30:00.023',
'20160525 13:30:00.030',
'20160525 13:30:00.041',
'20160525 13:30:00.048',
'20160525 13:30:00.049',
'20160525 13:30:00.072',
'20160525 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]},
columns=['time', 'ticker', 'bid', 'ask'])
.. ipython:: python
trades
quotes
By default we are taking the asof of the quotes.
.. ipython:: python
pd.merge_asof(trades, quotes,
on='time',
by='ticker')
We only asof within ``2ms`` betwen the quote time and the trade time.
.. ipython:: python
pd.merge_asof(trades, quotes,
on='time',
by='ticker',
tolerance=pd.Timedelta('2ms'))
We only asof within ``10ms`` betwen the quote time and the trade time and we exclude exact matches on time.
Note that though we exclude the exact matches (of the quotes), prior quotes DO propogate to that point
in time.
.. ipython:: python
pd.merge_asof(trades, quotes,
on='time',
by='ticker',
tolerance=pd.Timedelta('10ms'),
allow_exact_matches=False)
|