How to join two dataframes for which column values are within a certain range?

Question

Given two dataframes df_1 and df_2, how to join them such that datetime column df_1 is in between start and end

Answer 1

First use IntervalIndex to create a reference index based on the interval of interest, then use get_indexer to slice the dataframe which contains the discrete events of interest.

idx = pd.IntervalIndex.from_arrays(df_2['start'], df_2['end'], closed='both')
event = df_2.iloc[idx.get_indexer(df_1.timestamp), 'event']

event
0    E1
1    E2
1    E2
1    E2
2    E3
Name: event, dtype: object

df_1['event'] = event.to_numpy()
df_1
            timestamp         A         B event
0 2016-05-14 10:54:33  0.020228  0.026572    E1
1 2016-05-14 10:54:34  0.057780  0.175499    E2
2 2016-05-14 10:54:35  0.098808  0.620986    E2
3 2016-05-14 10:54:36  0.158789  1.014819    E2
4 2016-05-14 10:54:39  0.038129  2.384590    E3

Reference: A question on IntervalIndex.get_indexer.