Merging data in pandas-CodePudding

I have two pandas dataframes.

The first dataframe contains data recorded in millisecond intervals.

Time                  Price

1643669589971         145.77
1643669589977         145.78
1643669589984         145.79

The second dataframe contains data recorded in 1 minute intervals.

Time                  Price

1643669589971         145.77
1643669649971         146.33
1643669709971         147.02

I would like to map the equivalent last_minute data in the millisecond data like this.

Time                  Price        last_minute_time       last_minute_price
    
1643669589971         145.77       1643669589971          145.77
1643669589977         145.78       1643669589971          145.77
1643669589984         145.79       1643669589971          145.77

Is there any easier way to do this in pandas?

Thanks

CodePudding user response：

Use merge_asof with DataFrame.add_prefix:

df = pd.merge_asof(df1, 
                   df2.add_prefix('last_minute_'), 
                   left_on='Time', 
                   right_on='last_minute_Time')
print (df)
            Time   Price  last_minute_Time  last_minute_Price
0  1643669589971  145.77     1643669589971             145.77
1  1643669589977  145.78     1643669589971             145.77
2  1643669589984  145.79     1643669589971             145.77