I have two dataframes.
df1contains number and timestamps. It is a very large set.
df1.head()
Out[292]:
2016-08-31 08:09:00 1.0
2016-08-31 08:11:
Create IntervalIndex
by IntervalIndex.from_arrays first:
s = pd.IntervalIndex.from_arrays(df2['start'], df2['stop'], 'both')
print (s)
IntervalIndex([[2016-08-31 08:09:00, 2016-08-31 08:12:00],
[2016-08-31 08:13:00, 2016-08-31 08:20:00],
[2016-08-31 08:20:00, 2016-08-31 08:45:00]],
closed='both',
dtype='interval[datetime64[ns]]')
Then set_index by new IntervalIndex
set to new column by array created by values:
df1['C'] = df2.set_index(s).loc[df1.index, 'C'].values
print (df1)
A C
2016-08-31 08:09:00 1.0 a
2016-08-31 08:11:00 7.0 a
2016-08-31 08:14:00 90.0 b
EDIT:
s = pd.IntervalIndex.from_arrays(df2['start'].astype(np.int64),
df2['stop'].astype(np.int64), 'both')
print (s)
IntervalIndex([[1472630940000000000, 1472631120000000000],
[1472631180000000000, 1472631600000000000],
[1472631600000000000, 1472633100000000000]],
closed='both',
dtype='interval[int64]')
df1['C'] = df2.set_index(s).loc[df1.index.astype(np.int64), 'C'].values
print (df1)
A C
2016-08-31 08:09:00 1.0 a
2016-08-31 08:11:00 7.0 a
2016-08-31 08:14:00 90.0 b