Files
notes_estom/Python/pandas/user_guide/merging.md
2020-09-26 22:03:11 +08:00

1416 lines
49 KiB
Markdown
Raw Permalink Blame History

This file contains ambiguous Unicode characters
This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.
# Merge, join, and concatenate
pandas provides various facilities for easily combining together Series or
DataFrame with various kinds of set logic for the indexes
and relational algebra functionality in the case of join / merge-type
operations.
## Concatenating objects
The [``concat()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.concat.html#pandas.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:
``` python
In [1]: 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])
...:
In [2]: 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])
...:
In [3]: 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])
...:
In [4]: frames = [df1, df2, df3]
In [5]: result = pd.concat(frames)
```
![merging_concat_basic](https://static.pypandas.cn/public/static/images/merging_concat_basic.png)
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”:
``` python
pd.concat(objs, axis=0, join='outer', ignore_index=False, keys=None,
levels=None, names=None, verify_integrity=False, copy=True)
```
- ``objs`` : a sequence or mapping of Series or DataFrame 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.
- ``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 many of these arguments dont make much sense.
Lets revisit 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:
``` python
In [6]: result = pd.concat(frames, keys=['x', 'y', 'z'])
```
![merging_concat_keys](https://static.pypandas.cn/public/static/images/merging_concat_keys.png)
As you can see (if youve read the rest of the documentation), the resulting
objects index has a [hierarchical index](advanced.html#advanced-hierarchical). This
means that we can now select out each chunk by key:
``` python
In [7]: result.loc['y']
Out[7]:
A B C D
4 A4 B4 C4 D4
5 A5 B5 C5 D5
6 A6 B6 C6 D6
7 A7 B7 C7 D7
```
Its not a stretch to see how this can be very useful. More detail on this
functionality below.
::: tip Note
It is worth noting that [``concat()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.concat.html#pandas.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.
:::
``` python
frames = [ process_your_file(f) for f in files ]
result = pd.concat(frames)
```
### Set logic on the other axes
When gluing together multiple DataFrames, you have a choice of how to handle
the other axes (other than the one being concatenated). This can be done in
the following two ways:
- Take the union of them all, ``join='outer'``. This is the default
option as it results in zero information loss.
- Take the intersection, ``join='inner'``.
Here is an example of each of these methods. First, the default ``join='outer'``
behavior:
``` python
In [8]: df4 = pd.DataFrame({'B': ['B2', 'B3', 'B6', 'B7'],
...: 'D': ['D2', 'D3', 'D6', 'D7'],
...: 'F': ['F2', 'F3', 'F6', 'F7']},
...: index=[2, 3, 6, 7])
...:
In [9]: result = pd.concat([df1, df4], axis=1, sort=False)
```
![merging_concat_axis1](https://static.pypandas.cn/public/static/images/merging_concat_axis1.png)
::: danger Warning
*Changed in version 0.23.0.*
The default behavior with ``join='outer'`` is to sort the other axis
(columns in this case). In a future version of pandas, the default will
be to not sort. We specified ``sort=False`` to opt in to the new
behavior now.
:::
Here is the same thing with ``join='inner'``:
``` python
In [10]: result = pd.concat([df1, df4], axis=1, join='inner')
```
![merging_concat_axis1_inner](https://static.pypandas.cn/public/static/images/merging_concat_axis1_inner.png)
Lastly, suppose we just wanted to reuse the *exact index* from the original
DataFrame:
``` python
In [11]: result = pd.concat([df1, df4], axis=1).reindex(df1.index)
```
Similarly, we could index before the concatenation:
``` python
In [12]: pd.concat([df1, df4.reindex(df1.index)], axis=1)
Out[12]:
A B C D B D F
0 A0 B0 C0 D0 NaN NaN NaN
1 A1 B1 C1 D1 NaN NaN NaN
2 A2 B2 C2 D2 B2 D2 F2
3 A3 B3 C3 D3 B3 D3 F3
```
![merging_concat_axis1_join_axes](https://static.pypandas.cn/public/static/images/merging_concat_axis1_join_axes.png)
### Concatenating using ``append``
A useful shortcut to [``concat()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.concat.html#pandas.concat) are the [``append()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.append.html#pandas.DataFrame.append)
instance methods on ``Series`` and ``DataFrame``. These methods actually predated
``concat``. They concatenate along ``axis=0``, namely the index:
``` python
In [13]: result = df1.append(df2)
```
![merging_append1](https://static.pypandas.cn/public/static/images/merging_append1.png)
In the case of ``DataFrame``, the indexes must be disjoint but the columns do not
need to be:
``` python
In [14]: result = df1.append(df4, sort=False)
```
![merging_append2](https://static.pypandas.cn/public/static/images/merging_append2.png)
``append`` may take multiple objects to concatenate:
``` python
In [15]: result = df1.append([df2, df3])
```
![merging_append3](https://static.pypandas.cn/public/static/images/merging_append3.png)
::: tip Note
Unlike the ``append()`` method, which appends to the original list
and returns ``None``, [``append()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.append.html#pandas.DataFrame.append) here **does not** modify
``df1`` and returns its copy with ``df2`` appended.
:::
### Ignoring indexes on the concatenation axis
For ``DataFrame`` objects which dont 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:
``` python
In [16]: result = pd.concat([df1, df4], ignore_index=True, sort=False)
```
![merging_concat_ignore_index](https://static.pypandas.cn/public/static/images/merging_concat_ignore_index.png)
This is also a valid argument to [``DataFrame.append()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.append.html#pandas.DataFrame.append):
``` python
In [17]: result = df1.append(df4, ignore_index=True, sort=False)
```
![merging_append_ignore_index](https://static.pypandas.cn/public/static/images/merging_append_ignore_index.png)
### Concatenating with mixed ndims
You can concatenate a mix of ``Series`` and ``DataFrame`` objects. The
``Series`` will be transformed to ``DataFrame`` with the column name as
the name of the ``Series``.
``` python
In [18]: s1 = pd.Series(['X0', 'X1', 'X2', 'X3'], name='X')
In [19]: result = pd.concat([df1, s1], axis=1)
```
![merging_concat_mixed_ndim](https://static.pypandas.cn/public/static/images/merging_concat_mixed_ndim.png)
::: tip Note
Since were concatenating a ``Series`` to a ``DataFrame``, we could have
achieved the same result with [``DataFrame.assign()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.assign.html#pandas.DataFrame.assign). To concatenate an
arbitrary number of pandas objects (``DataFrame`` or ``Series``), use
``concat``.
:::
If unnamed ``Series`` are passed they will be numbered consecutively.
``` python
In [20]: s2 = pd.Series(['_0', '_1', '_2', '_3'])
In [21]: result = pd.concat([df1, s2, s2, s2], axis=1)
```
![merging_concat_unnamed_series](https://static.pypandas.cn/public/static/images/merging_concat_unnamed_series.png)
Passing ``ignore_index=True`` will drop all name references.
``` python
In [22]: result = pd.concat([df1, s1], axis=1, ignore_index=True)
```
![merging_concat_series_ignore_index](https://static.pypandas.cn/public/static/images/merging_concat_series_ignore_index.png)
### 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``
inherit the parent ``Series`` name, when these existed.
``` python
In [23]: s3 = pd.Series([0, 1, 2, 3], name='foo')
In [24]: s4 = pd.Series([0, 1, 2, 3])
In [25]: s5 = pd.Series([0, 1, 4, 5])
In [26]: pd.concat([s3, s4, s5], axis=1)
Out[26]:
foo 0 1
0 0 0 0
1 1 1 1
2 2 2 4
3 3 3 5
```
Through the ``keys`` argument we can override the existing column names.
``` python
In [27]: pd.concat([s3, s4, s5], axis=1, keys=['red', 'blue', 'yellow'])
Out[27]:
red blue yellow
0 0 0 0
1 1 1 1
2 2 2 4
3 3 3 5
```
Lets consider a variation of the very first example presented:
``` python
In [28]: result = pd.concat(frames, keys=['x', 'y', 'z'])
```
![merging_concat_group_keys2](https://static.pypandas.cn/public/static/images/merging_concat_group_keys2.png)
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):
``` python
In [29]: pieces = {'x': df1, 'y': df2, 'z': df3}
In [30]: result = pd.concat(pieces)
```
![merging_concat_dict](https://static.pypandas.cn/public/static/images/merging_concat_dict.png)
``` python
In [31]: result = pd.concat(pieces, keys=['z', 'y'])
```
![merging_concat_dict_keys](https://static.pypandas.cn/public/static/images/merging_concat_dict_keys.png)
The MultiIndex created has levels that are constructed from the passed keys and
the index of the ``DataFrame`` pieces:
``` python
In [32]: result.index.levels
Out[32]: FrozenList([['z', 'y'], [4, 5, 6, 7, 8, 9, 10, 11]])
```
If you wish to specify other levels (as will occasionally be the case), you can
do so using the ``levels`` argument:
``` python
In [33]: result = pd.concat(pieces, keys=['x', 'y', 'z'],
....: levels=[['z', 'y', 'x', 'w']],
....: names=['group_key'])
....:
```
![merging_concat_dict_keys_names](https://static.pypandas.cn/public/static/images/merging_concat_dict_keys_names.png)
``` python
In [34]: result.index.levels
Out[34]: FrozenList([['z', 'y', 'x', 'w'], [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11]])
```
This is fairly esoteric, but it is actually necessary for implementing things
like GroupBy where the order of a categorical variable is meaningful.
### 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.
``` python
In [35]: s2 = pd.Series(['X0', 'X1', 'X2', 'X3'], index=['A', 'B', 'C', 'D'])
In [36]: result = df1.append(s2, ignore_index=True)
```
![merging_append_series_as_row](https://static.pypandas.cn/public/static/images/merging_append_series_as_row.png)
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:
``` python
In [37]: dicts = [{'A': 1, 'B': 2, 'C': 3, 'X': 4},
....: {'A': 5, 'B': 6, 'C': 7, 'Y': 8}]
....:
In [38]: result = df1.append(dicts, ignore_index=True, sort=False)
```
![merging_append_dits](https://static.pypandas.cn/public/static/images/merging_append_dits.png)
## Database-style DataFrame or named Series 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 the internal layout
of the data in ``DataFrame``.
See the [cookbook](cookbook.html#cookbook-merge) for some advanced strategies.
Users who are familiar with SQL but new to pandas might be interested in a
[comparison with SQL](https://pandas.pydata.org/pandas-docs/stable/getting_started/comparison/comparison_with_sql.html#compare-with-sql-join).
pandas provides a single function, [``merge()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.merge.html#pandas.merge), as the entry point for
all standard database join operations between ``DataFrame`` or named ``Series`` objects:
``` python
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,
validate=None)
```
- ``left``: A DataFrame or named Series object.
- ``right``: Another DataFrame or named Series object.
- ``on``: Column or index level names to join on. Must be found in both the left
and right DataFrame and/or Series objects. If not passed and ``left_index`` and
``right_index`` are ``False``, the intersection of the columns in the
DataFrames and/or Series will be inferred to be the join keys.
- ``left_on``: Columns or index levels from the left DataFrame or Series to use as
keys. Can either be column names, index level names, or arrays with length
equal to the length of the DataFrame or Series.
- ``right_on``: Columns or index levels from the right DataFrame or Series to use as
keys. Can either be column names, index level names, or arrays with length
equal to the length of the DataFrame or Series.
- ``left_index``: If ``True``, use the index (row labels) from the left
DataFrame or Series as its join key(s). In the case of a DataFrame or Series with a MultiIndex
(hierarchical), the number of levels must match the number of join keys
from the right DataFrame or Series.
- ``right_index``: Same usage as ``left_index`` for the right DataFrame or Series
- ``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 or named Series
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 or Series, ``right_only`` for observations whose
merge key only appears in ``'right'`` DataFrame or Series, and ``both`` if the
observations merge key is found in both.
- ``validate`` : string, default None.
If specified, checks if merge is of specified type.
- “one_to_one” or “1:1”: checks if merge keys are unique in both
left and right datasets.
- “one_to_many” or “1:m”: checks if merge keys are unique in left
dataset.
- “many_to_one” or “m:1”: checks if merge keys are unique in right
dataset.
- “many_to_many” or “m:m”: allowed, but does not result in checks.
*New in version 0.21.0.*
::: tip Note
Support for specifying index levels as the ``on``, ``left_on``, and
``right_on`` parameters was added in version 0.23.0.
Support for merging named ``Series`` objects was added in version 0.24.0.
:::
The return type will be the same as ``left``. If ``left`` is a ``DataFrame`` or named ``Series``
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 [``merge()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.merge.html#pandas.DataFrame.merge), with the calling
``DataFrame`` being implicitly considered the left object in the join.
The related [``join()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.join.html#pandas.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 different ``DataFrame``.
- **many-to-many** joins: joining columns on columns.
::: tip 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:
``` python
In [39]: left = pd.DataFrame({'key': ['K0', 'K1', 'K2', 'K3'],
....: 'A': ['A0', 'A1', 'A2', 'A3'],
....: 'B': ['B0', 'B1', 'B2', 'B3']})
....:
In [40]: right = pd.DataFrame({'key': ['K0', 'K1', 'K2', 'K3'],
....: 'C': ['C0', 'C1', 'C2', 'C3'],
....: 'D': ['D0', 'D1', 'D2', 'D3']})
....:
In [41]: result = pd.merge(left, right, on='key')
```
![merging_merge_on_key](https://static.pypandas.cn/public/static/images/merging_merge_on_key.png)
Here is a more complicated example with multiple join keys. Only the keys
appearing in ``left`` and ``right`` are present (the intersection), since
``how='inner'`` by default.
``` python
In [42]: left = pd.DataFrame({'key1': ['K0', 'K0', 'K1', 'K2'],
....: 'key2': ['K0', 'K1', 'K0', 'K1'],
....: 'A': ['A0', 'A1', 'A2', 'A3'],
....: 'B': ['B0', 'B1', 'B2', 'B3']})
....:
In [43]: right = pd.DataFrame({'key1': ['K0', 'K1', 'K1', 'K2'],
....: 'key2': ['K0', 'K0', 'K0', 'K0'],
....: 'C': ['C0', 'C1', 'C2', 'C3'],
....: 'D': ['D0', 'D1', 'D2', 'D3']})
....:
In [44]: result = pd.merge(left, right, on=['key1', 'key2'])
```
![merging_merge_on_key_multiple](https://static.pypandas.cn/public/static/images/merging_merge_on_key_multiple.png)
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:
Merge method | SQL Join Name | Description
---|---|---
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
``` python
In [45]: result = pd.merge(left, right, how='left', on=['key1', 'key2'])
```
![merging_merge_on_key_left](https://static.pypandas.cn/public/static/images/merging_merge_on_key_left.png)
``` python
In [46]: result = pd.merge(left, right, how='right', on=['key1', 'key2'])
```
![merging_merge_on_key_right](https://static.pypandas.cn/public/static/images/merging_merge_on_key_right.png)
``` python
In [47]: result = pd.merge(left, right, how='outer', on=['key1', 'key2'])
```
![merging_merge_on_key_outer](https://static.pypandas.cn/public/static/images/merging_merge_on_key_outer.png)
``` python
In [48]: result = pd.merge(left, right, how='inner', on=['key1', 'key2'])
```
![merging_merge_on_key_inner](https://static.pypandas.cn/public/static/images/merging_merge_on_key_inner.png)
Here is another example with duplicate join keys in DataFrames:
``` python
In [49]: left = pd.DataFrame({'A': [1, 2], 'B': [2, 2]})
In [50]: right = pd.DataFrame({'A': [4, 5, 6], 'B': [2, 2, 2]})
In [51]: result = pd.merge(left, right, on='B', how='outer')
```
![merging_merge_on_key_dup](https://static.pypandas.cn/public/static/images/merging_merge_on_key_dup.png)
::: danger Warning
Joining / merging on duplicate keys can cause a returned frame that is the multiplication of the row dimensions, which may result in memory overflow. It is the user s responsibility to manage duplicate values in keys before joining large DataFrames.
:::
### Checking for duplicate keys
*New in version 0.21.0.*
Users can use the ``validate`` argument to automatically check whether there
are unexpected duplicates in their merge keys. Key uniqueness is checked before
merge operations and so should protect against memory overflows. Checking key
uniqueness is also a good way to ensure user data structures are as expected.
In the following example, there are duplicate values of ``B`` in the right
``DataFrame``. As this is not a one-to-one merge as specified in the
``validate`` argument an exception will be raised.
``` python
In [52]: left = pd.DataFrame({'A' : [1,2], 'B' : [1, 2]})
In [53]: right = pd.DataFrame({'A' : [4,5,6], 'B': [2, 2, 2]})
```
``` python
In [53]: result = pd.merge(left, right, on='B', how='outer', validate="one_to_one")
...
MergeError: Merge keys are not unique in right dataset; not a one-to-one merge
```
If the user is aware of the duplicates in the right ``DataFrame`` but wants to
ensure there are no duplicates in the left DataFrame, one can use the
``validate='one_to_many'`` argument instead, which will not raise an exception.
``` python
In [54]: pd.merge(left, right, on='B', how='outer', validate="one_to_many")
Out[54]:
A_x B A_y
0 1 1 NaN
1 2 2 4.0
2 2 2 5.0
3 2 2 6.0
```
### The merge indicator
[``merge()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.merge.html#pandas.merge) 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
``` python
In [55]: df1 = pd.DataFrame({'col1': [0, 1], 'col_left': ['a', 'b']})
In [56]: df2 = pd.DataFrame({'col1': [1, 2, 2], 'col_right': [2, 2, 2]})
In [57]: pd.merge(df1, df2, on='col1', how='outer', indicator=True)
Out[57]:
col1 col_left col_right _merge
0 0 a NaN left_only
1 1 b 2.0 both
2 2 NaN 2.0 right_only
3 2 NaN 2.0 right_only
```
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.
``` python
In [58]: pd.merge(df1, df2, on='col1', how='outer', indicator='indicator_column')
Out[58]:
col1 col_left col_right indicator_column
0 0 a NaN left_only
1 1 b 2.0 both
2 2 NaN 2.0 right_only
3 2 NaN 2.0 right_only
```
### Merge dtypes
*New in version 0.19.0.*
Merging will preserve the dtype of the join keys.
``` python
In [59]: left = pd.DataFrame({'key': [1], 'v1': [10]})
In [60]: left
Out[60]:
key v1
0 1 10
In [61]: right = pd.DataFrame({'key': [1, 2], 'v1': [20, 30]})
In [62]: right
Out[62]:
key v1
0 1 20
1 2 30
```
We are able to preserve the join keys:
``` python
In [63]: pd.merge(left, right, how='outer')
Out[63]:
key v1
0 1 10
1 1 20
2 2 30
In [64]: pd.merge(left, right, how='outer').dtypes
Out[64]:
key int64
v1 int64
dtype: object
```
Of course if you have missing values that are introduced, then the
resulting dtype will be upcast.
``` python
In [65]: pd.merge(left, right, how='outer', on='key')
Out[65]:
key v1_x v1_y
0 1 10.0 20
1 2 NaN 30
In [66]: pd.merge(left, right, how='outer', on='key').dtypes
Out[66]:
key int64
v1_x float64
v1_y int64
dtype: object
```
*New in version 0.20.0.*
Merging will preserve ``category`` dtypes of the mergands. See also the section on [categoricals](categorical.html#categorical-merge).
The left frame.
``` python
In [67]: from pandas.api.types import CategoricalDtype
In [68]: X = pd.Series(np.random.choice(['foo', 'bar'], size=(10,)))
In [69]: X = X.astype(CategoricalDtype(categories=['foo', 'bar']))
In [70]: left = pd.DataFrame({'X': X,
....: 'Y': np.random.choice(['one', 'two', 'three'],
....: size=(10,))})
....:
In [71]: left
Out[71]:
X Y
0 bar one
1 foo one
2 foo three
3 bar three
4 foo one
5 bar one
6 bar three
7 bar three
8 bar three
9 foo three
In [72]: left.dtypes
Out[72]:
X category
Y object
dtype: object
```
The right frame.
``` python
In [73]: right = pd.DataFrame({'X': pd.Series(['foo', 'bar'],
....: dtype=CategoricalDtype(['foo', 'bar'])),
....: 'Z': [1, 2]})
....:
In [74]: right
Out[74]:
X Z
0 foo 1
1 bar 2
In [75]: right.dtypes
Out[75]:
X category
Z int64
dtype: object
```
The merged result:
``` python
In [76]: result = pd.merge(left, right, how='outer')
In [77]: result
Out[77]:
X Y Z
0 bar one 2
1 bar three 2
2 bar one 2
3 bar three 2
4 bar three 2
5 bar three 2
6 foo one 1
7 foo three 1
8 foo one 1
9 foo three 1
In [78]: result.dtypes
Out[78]:
X category
Y object
Z int64
dtype: object
```
::: tip Note
The category dtypes must be *exactly* the same, meaning the same categories and the ordered attribute.
Otherwise the result will coerce to ``object`` dtype.
:::
::: tip Note
Merging on ``category`` dtypes that are the same can be quite performant compared to ``object`` dtype merging.
:::
### Joining on index
[``DataFrame.join()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.join.html#pandas.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:
``` python
In [79]: left = pd.DataFrame({'A': ['A0', 'A1', 'A2'],
....: 'B': ['B0', 'B1', 'B2']},
....: index=['K0', 'K1', 'K2'])
....:
In [80]: right = pd.DataFrame({'C': ['C0', 'C2', 'C3'],
....: 'D': ['D0', 'D2', 'D3']},
....: index=['K0', 'K2', 'K3'])
....:
In [81]: result = left.join(right)
```
![merging_join](https://static.pypandas.cn/public/static/images/merging_join.png)
``` python
In [82]: result = left.join(right, how='outer')
```
![merging_join_outer](https://static.pypandas.cn/public/static/images/merging_join_outer.png)
The same as above, but with ``how='inner'``.
``` python
In [83]: result = left.join(right, how='inner')
```
![merging_join_inner](https://static.pypandas.cn/public/static/images/merging_join_inner.png)
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:
``` python
In [84]: result = pd.merge(left, right, left_index=True, right_index=True, how='outer')
```
![merging_merge_index_outer](https://static.pypandas.cn/public/static/images/merging_merge_index_outer.png)
``` python
In [85]: result = pd.merge(left, right, left_index=True, right_index=True, how='inner');
```
![merging_merge_index_inner](https://static.pypandas.cn/public/static/images/merging_merge_index_inner.png)
### Joining key columns on an index
[``join()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.join.html#pandas.DataFrame.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:
``` python
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:
``` python
In [86]: left = pd.DataFrame({'A': ['A0', 'A1', 'A2', 'A3'],
....: 'B': ['B0', 'B1', 'B2', 'B3'],
....: 'key': ['K0', 'K1', 'K0', 'K1']})
....:
In [87]: right = pd.DataFrame({'C': ['C0', 'C1'],
....: 'D': ['D0', 'D1']},
....: index=['K0', 'K1'])
....:
In [88]: result = left.join(right, on='key')
```
![merging_join_key_columns](https://static.pypandas.cn/public/static/images/merging_join_key_columns.png)
``` python
In [89]: result = pd.merge(left, right, left_on='key', right_index=True,
....: how='left', sort=False);
....:
```
![merging_merge_key_columns](https://static.pypandas.cn/public/static/images/merging_merge_key_columns.png)
To join on multiple keys, the passed DataFrame must have a ``MultiIndex``:
``` python
In [90]: left = pd.DataFrame({'A': ['A0', 'A1', 'A2', 'A3'],
....: 'B': ['B0', 'B1', 'B2', 'B3'],
....: 'key1': ['K0', 'K0', 'K1', 'K2'],
....: 'key2': ['K0', 'K1', 'K0', 'K1']})
....:
In [91]: index = pd.MultiIndex.from_tuples([('K0', 'K0'), ('K1', 'K0'),
....: ('K2', 'K0'), ('K2', 'K1')])
....:
In [92]: 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:
``` python
In [93]: result = left.join(right, on=['key1', 'key2'])
```
![merging_join_multikeys](https://static.pypandas.cn/public/static/images/merging_join_multikeys.png)
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:
``` python
In [94]: result = left.join(right, on=['key1', 'key2'], how='inner')
```
![merging_join_multikeys_inner](https://static.pypandas.cn/public/static/images/merging_join_multikeys_inner.png)
As you can see, this drops any rows where there was no match.
### Joining a single Index to a MultiIndex
You can join a singly-indexed ``DataFrame`` with a level of a MultiIndexed ``DataFrame``.
The level will match on the name of the index of the singly-indexed frame against
a level name of the MultiIndexed frame.
``` python
In [95]: left = pd.DataFrame({'A': ['A0', 'A1', 'A2'],
....: 'B': ['B0', 'B1', 'B2']},
....: index=pd.Index(['K0', 'K1', 'K2'], name='key'))
....:
In [96]: index = pd.MultiIndex.from_tuples([('K0', 'Y0'), ('K1', 'Y1'),
....: ('K2', 'Y2'), ('K2', 'Y3')],
....: names=['key', 'Y'])
....:
In [97]: right = pd.DataFrame({'C': ['C0', 'C1', 'C2', 'C3'],
....: 'D': ['D0', 'D1', 'D2', 'D3']},
....: index=index)
....:
In [98]: result = left.join(right, how='inner')
```
![merging_join_multiindex_inner](https://static.pypandas.cn/public/static/images/merging_join_multiindex_inner.png)
This is equivalent but less verbose and more memory efficient / faster than this.
``` python
In [99]: result = pd.merge(left.reset_index(), right.reset_index(),
....: on=['key'], how='inner').set_index(['key','Y'])
....:
```
![merging_merge_multiindex_alternative](https://static.pypandas.cn/public/static/images/merging_merge_multiindex_alternative.png)
### Joining with two MultiIndexes
This is supported in a limited way, provided that the index for the right
argument is completely used in the join, and is a subset of the indices in
the left argument, as in this example:
``` python
In [100]: leftindex = pd.MultiIndex.from_product([list('abc'), list('xy'), [1, 2]],
.....: names=['abc', 'xy', 'num'])
.....:
In [101]: left = pd.DataFrame({'v1': range(12)}, index=leftindex)
In [102]: left
Out[102]:
v1
abc xy num
a x 1 0
2 1
y 1 2
2 3
b x 1 4
2 5
y 1 6
2 7
c x 1 8
2 9
y 1 10
2 11
In [103]: rightindex = pd.MultiIndex.from_product([list('abc'), list('xy')],
.....: names=['abc', 'xy'])
.....:
In [104]: right = pd.DataFrame({'v2': [100 * i for i in range(1, 7)]}, index=rightindex)
In [105]: right
Out[105]:
v2
abc xy
a x 100
y 200
b x 300
y 400
c x 500
y 600
In [106]: left.join(right, on=['abc', 'xy'], how='inner')
Out[106]:
v1 v2
abc xy num
a x 1 0 100
2 1 100
y 1 2 200
2 3 200
b x 1 4 300
2 5 300
y 1 6 400
2 7 400
c x 1 8 500
2 9 500
y 1 10 600
2 11 600
```
If that condition is not satisfied, a join with two multi-indexes can be
done using the following code.
``` python
In [107]: leftindex = pd.MultiIndex.from_tuples([('K0', 'X0'), ('K0', 'X1'),
.....: ('K1', 'X2')],
.....: names=['key', 'X'])
.....:
In [108]: left = pd.DataFrame({'A': ['A0', 'A1', 'A2'],
.....: 'B': ['B0', 'B1', 'B2']},
.....: index=leftindex)
.....:
In [109]: rightindex = pd.MultiIndex.from_tuples([('K0', 'Y0'), ('K1', 'Y1'),
.....: ('K2', 'Y2'), ('K2', 'Y3')],
.....: names=['key', 'Y'])
.....:
In [110]: right = pd.DataFrame({'C': ['C0', 'C1', 'C2', 'C3'],
.....: 'D': ['D0', 'D1', 'D2', 'D3']},
.....: index=rightindex)
.....:
In [111]: result = pd.merge(left.reset_index(), right.reset_index(),
.....: on=['key'], how='inner').set_index(['key', 'X', 'Y'])
.....:
```
![merging_merge_two_multiindex](https://static.pypandas.cn/public/static/images/merging_merge_two_multiindex.png)
### Merging on a combination of columns and index levels
*New in version 0.23.*
Strings passed as the ``on``, ``left_on``, and ``right_on`` parameters
may refer to either column names or index level names. This enables merging
``DataFrame`` instances on a combination of index levels and columns without
resetting indexes.
``` python
In [112]: left_index = pd.Index(['K0', 'K0', 'K1', 'K2'], name='key1')
In [113]: left = pd.DataFrame({'A': ['A0', 'A1', 'A2', 'A3'],
.....: 'B': ['B0', 'B1', 'B2', 'B3'],
.....: 'key2': ['K0', 'K1', 'K0', 'K1']},
.....: index=left_index)
.....:
In [114]: right_index = pd.Index(['K0', 'K1', 'K2', 'K2'], name='key1')
In [115]: right = pd.DataFrame({'C': ['C0', 'C1', 'C2', 'C3'],
.....: 'D': ['D0', 'D1', 'D2', 'D3'],
.....: 'key2': ['K0', 'K0', 'K0', 'K1']},
.....: index=right_index)
.....:
In [116]: result = left.merge(right, on=['key1', 'key2'])
```
![merge_on_index_and_column](https://static.pypandas.cn/public/static/images/merge_on_index_and_column.png)
::: tip Note
When DataFrames are merged on a string that matches an index level in both
frames, the index level is preserved as an index level in the resulting
DataFrame.
:::
::: tip Note
When DataFrames are merged using only some of the levels of a *MultiIndex*,
the extra levels will be dropped from the resulting merge. In order to
preserve those levels, use ``reset_index`` on those level names to move
those levels to columns prior to doing the merge.
:::
::: tip Note
If a string matches both a column name and an index level name, then a
warning is issued and the column takes precedence. This will result in an
ambiguity error in a future version.
:::
### Overlapping value columns
The merge ``suffixes`` argument takes a tuple of list of strings to append to
overlapping column names in the input ``DataFrame``s to disambiguate the result
columns:
``` python
In [117]: left = pd.DataFrame({'k': ['K0', 'K1', 'K2'], 'v': [1, 2, 3]})
In [118]: right = pd.DataFrame({'k': ['K0', 'K0', 'K3'], 'v': [4, 5, 6]})
In [119]: result = pd.merge(left, right, on='k')
```
![merging_merge_overlapped](https://static.pypandas.cn/public/static/images/merging_merge_overlapped.png)
``` python
In [120]: result = pd.merge(left, right, on='k', suffixes=['_l', '_r'])
```
![merging_merge_overlapped_suffix](https://static.pypandas.cn/public/static/images/merging_merge_overlapped_suffix.png)
[``DataFrame.join()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.join.html#pandas.DataFrame.join) has ``lsuffix`` and ``rsuffix`` arguments which behave
similarly.
``` python
In [121]: left = left.set_index('k')
In [122]: right = right.set_index('k')
In [123]: result = left.join(right, lsuffix='_l', rsuffix='_r')
```
![merging_merge_overlapped_multi_suffix](https://static.pypandas.cn/public/static/images/merging_merge_overlapped_multi_suffix.png)
### Joining multiple DataFrames
A list or tuple of ``DataFrames`` can also be passed to [``join()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.join.html#pandas.DataFrame.join)
to join them together on their indexes.
``` python
In [124]: right2 = pd.DataFrame({'v': [7, 8, 9]}, index=['K1', 'K1', 'K2'])
In [125]: result = left.join([right, right2])
```
![merging_join_multi_df](https://static.pypandas.cn/public/static/images/merging_join_multi_df.png)
### 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:
``` python
In [126]: df1 = pd.DataFrame([[np.nan, 3., 5.], [-4.6, np.nan, np.nan],
.....: [np.nan, 7., np.nan]])
.....:
In [127]: df2 = pd.DataFrame([[-42.6, np.nan, -8.2], [-5., 1.6, 4]],
.....: index=[1, 2])
.....:
```
For this, use the [``combine_first()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.combine_first.html#pandas.DataFrame.combine_first) method:
``` python
In [128]: result = df1.combine_first(df2)
```
![merging_combine_first](https://static.pypandas.cn/public/static/images/merging_combine_first.png)
Note that this method only takes values from the right ``DataFrame`` if they are
missing in the left ``DataFrame``. A related method, [``update()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.update.html#pandas.DataFrame.update),
alters non-NA values in place:
``` python
In [129]: df1.update(df2)
```
![merging_update](https://static.pypandas.cn/public/static/images/merging_update.png)
## Timeseries friendly merging
### Merging ordered data
A [``merge_ordered()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.merge_ordered.html#pandas.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:
``` python
In [130]: left = pd.DataFrame({'k': ['K0', 'K1', 'K1', 'K2'],
.....: 'lv': [1, 2, 3, 4],
.....: 's': ['a', 'b', 'c', 'd']})
.....:
In [131]: right = pd.DataFrame({'k': ['K1', 'K2', 'K4'],
.....: 'rv': [1, 2, 3]})
.....:
In [132]: pd.merge_ordered(left, right, fill_method='ffill', left_by='s')
Out[132]:
k lv s rv
0 K0 1.0 a NaN
1 K1 1.0 a 1.0
2 K2 1.0 a 2.0
3 K4 1.0 a 3.0
4 K1 2.0 b 1.0
5 K2 2.0 b 2.0
6 K4 2.0 b 3.0
7 K1 3.0 c 1.0
8 K2 3.0 c 2.0
9 K4 3.0 c 3.0
10 K1 NaN d 1.0
11 K2 4.0 d 2.0
12 K4 4.0 d 3.0
```
### Merging asof
*New in version 0.19.0.*
A [``merge_asof()``](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.merge_asof.html#pandas.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 lefts 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.
``` python
In [133]: 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'])
.....:
In [134]: 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'])
.....:
```
``` python
In [135]: trades
Out[135]:
time ticker price quantity
0 2016-05-25 13:30:00.023 MSFT 51.95 75
1 2016-05-25 13:30:00.038 MSFT 51.95 155
2 2016-05-25 13:30:00.048 GOOG 720.77 100
3 2016-05-25 13:30:00.048 GOOG 720.92 100
4 2016-05-25 13:30:00.048 AAPL 98.00 100
In [136]: quotes
Out[136]:
time ticker bid ask
0 2016-05-25 13:30:00.023 GOOG 720.50 720.93
1 2016-05-25 13:30:00.023 MSFT 51.95 51.96
2 2016-05-25 13:30:00.030 MSFT 51.97 51.98
3 2016-05-25 13:30:00.041 MSFT 51.99 52.00
4 2016-05-25 13:30:00.048 GOOG 720.50 720.93
5 2016-05-25 13:30:00.049 AAPL 97.99 98.01
6 2016-05-25 13:30:00.072 GOOG 720.50 720.88
7 2016-05-25 13:30:00.075 MSFT 52.01 52.03
```
By default we are taking the asof of the quotes.
``` python
In [137]: pd.merge_asof(trades, quotes,
.....: on='time',
.....: by='ticker')
.....:
Out[137]:
time ticker price quantity bid ask
0 2016-05-25 13:30:00.023 MSFT 51.95 75 51.95 51.96
1 2016-05-25 13:30:00.038 MSFT 51.95 155 51.97 51.98
2 2016-05-25 13:30:00.048 GOOG 720.77 100 720.50 720.93
3 2016-05-25 13:30:00.048 GOOG 720.92 100 720.50 720.93
4 2016-05-25 13:30:00.048 AAPL 98.00 100 NaN NaN
```
We only asof within ``2ms`` between the quote time and the trade time.
``` python
In [138]: pd.merge_asof(trades, quotes,
.....: on='time',
.....: by='ticker',
.....: tolerance=pd.Timedelta('2ms'))
.....:
Out[138]:
time ticker price quantity bid ask
0 2016-05-25 13:30:00.023 MSFT 51.95 75 51.95 51.96
1 2016-05-25 13:30:00.038 MSFT 51.95 155 NaN NaN
2 2016-05-25 13:30:00.048 GOOG 720.77 100 720.50 720.93
3 2016-05-25 13:30:00.048 GOOG 720.92 100 720.50 720.93
4 2016-05-25 13:30:00.048 AAPL 98.00 100 NaN NaN
```
We only asof within ``10ms`` between 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** propagate to that point in time.
``` python
In [139]: pd.merge_asof(trades, quotes,
.....: on='time',
.....: by='ticker',
.....: tolerance=pd.Timedelta('10ms'),
.....: allow_exact_matches=False)
.....:
Out[139]:
time ticker price quantity bid ask
0 2016-05-25 13:30:00.023 MSFT 51.95 75 NaN NaN
1 2016-05-25 13:30:00.038 MSFT 51.95 155 51.97 51.98
2 2016-05-25 13:30:00.048 GOOG 720.77 100 NaN NaN
3 2016-05-25 13:30:00.048 GOOG 720.92 100 NaN NaN
4 2016-05-25 13:30:00.048 AAPL 98.00 100 NaN NaN
```