Datetime mergeasof tolerance

[ianzur]

• closes merge_asof() tolerance cannot be datetime.timedelta  #28098
• tests 1 / 1
• passes black pandas
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

[jreback]

comments

[alimcmaster1]

@ianzur - this is great! Mind updating as per @jreback comments looks like this is almost there

[ianzur]

Thanks for the reminder! I got distracted with school.

…

On Mon, Sep 23, 2019 at 10:41 AM alimcmaster1 ***@***.***> wrote: @ianzur <https://github.com/ianzur> - this is great! Mind updating as per @jreback <https://github.com/jreback> comments looks like this is almost there — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#28241?email_source=notifications&email_token=AICYMWMMTMSUQ24OPG4YNQDQLDPSNA5CNFSM4ISTXQ22YY3PNVWWK3TUL52HS4DFVREXG43VMVBW63LNMVXHJKTDN5WW2ZLOORPWSZGOD7LJPSQ#issuecomment-534157258>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AICYMWKARA6KQ5YMIA3HVCDQLDPSNANCNFSM4ISTXQ2Q> .

[alimcmaster1]

Does this need a test? Can we now get rid of the xfail for test_tolerance in test_merge_asof?

[ianzur]

@alimcmaster1 There is already a test in place. The test is not set to xfail.

pandas/pandas/tests/reshape/merge/test_merge_asof.py

Lines 593 to 605 in 8de8b08

	@pytest.mark.parametrize(
	"tolerance",
	[Timedelta("1day"), datetime.timedelta(days=1)],
	ids=["pd.Timedelta", "datetime.timedelta"],
	)
	def test_tolerance(self, tolerance):
	trades = self.trades
	quotes = self.quotes
	result = merge_asof(trades, quotes, on="time", by="ticker", tolerance=tolerance)
	expected = self.tolerance
	assert_frame_equal(result, expected)

[alimcmaster1]

@ianzur - LGTM now thanks! Yep see that now (wasn’t showing up earlier)

[WillAyd]

lgtm though @mroeschke or @jbrockmendel might have some thoughts

[mroeschke]

Thanks @ianzur.