pandas merge dataframes by closest time

Question

I\'ve got two dataframes (logs and failures), which I would like to merge so that I add in logs a column which has the value of the cl

Answer 1

You can reindex with method="nearest". There may be a neater way, but using a Series with the failure logs in the index and values works:

In [11]: failures_dt = pd.Series(failures["date"].values, failures["date"])

In [12]: failures_dt.reindex(logs["date-time"], method="nearest")
Out[12]:
date-time
2015-10-23 10:20:54   2015-10-23
2015-10-22 09:51:32   2015-10-22
2015-10-21 06:51:32   2015-10-21
2015-10-28 16:59:32   2015-10-23
2015-10-25 04:41:32   2015-10-23
2015-10-24 11:50:11   2015-10-23
dtype: datetime64[ns]

In [13]: logs["nearest"] = failures_dt.reindex(logs["date-time"], method="nearest").values

In [14]: logs
Out[14]:
            date-time  var1    nearest
0 2015-10-23 10:20:54     0 2015-10-23
1 2015-10-22 09:51:32     1 2015-10-22
2 2015-10-21 06:51:32     3 2015-10-21
3 2015-10-28 16:59:32     1 2015-10-23
4 2015-10-25 04:41:32     2 2015-10-23
5 2015-10-24 11:50:11     4 2015-10-23