Merge asof with nans (#23190)

Author: svenharris

doc/source/whatsnew/v0.24.0.txt

@@ -972,6 +972,7 @@ Reshaping
 - Bug in :func:`merge` when merging ``datetime64[ns, tz]`` data that contained a DST transition (:issue:`18885`)
 - Bug in :func:`merge_asof` when merging on float values within defined tolerance (:issue:`22981`)
 - Bug in :func:`pandas.concat` when concatenating a multicolumn DataFrame with tz-aware data against a DataFrame with a different number of columns (:issue`22796`)
+- Bug in :func:`merge_asof` where confusing error message raised when attempting to merge with missing values (:issue:`23189`)
 
 .. _whatsnew_0240.bug_fixes.sparse:
 

pandas/core/reshape/merge.py

@@ -36,7 +36,7 @@
     ensure_float64,
     ensure_object,
     _get_dtype)
-from pandas.core.dtypes.missing import na_value_for_dtype
+from pandas.core.dtypes.missing import na_value_for_dtype, isnull
 from pandas.core.internals import (items_overlap_with_suffix,
                                    concatenate_block_managers)
 from pandas.util._decorators import Appender, Substitution
@@ -1390,12 +1390,21 @@ def flip(xs):
                         self.right_join_keys[-1])
         tolerance = self.tolerance
 
-        # we required sortedness in the join keys
-        msg = "{side} keys must be sorted"
+        # we required sortedness and non-missingness in the join keys
+        msg_sorted = "{side} keys must be sorted"
+        msg_missings = "Merge keys contain null values on {side} side"
+
         if not Index(left_values).is_monotonic:
-            raise ValueError(msg.format(side='left'))
+            if isnull(left_values).sum() > 0:
+                raise ValueError(msg_missings.format(side='left'))
+            else:
+                raise ValueError(msg_sorted.format(side='left'))
+
         if not Index(right_values).is_monotonic:
-            raise ValueError(msg.format(side='right'))
+            if isnull(right_values).sum() > 0:
+                raise ValueError(msg_missings.format(side='right'))
+            else:
+                raise ValueError(msg_sorted.format(side='right'))
 
         # initial type conversion as needed
         if needs_i8_conversion(left_values):

pandas/tests/reshape/merge/test_merge_asof.py

@@ -1007,3 +1007,25 @@ def test_merge_datatype_error(self):
 
         with tm.assert_raises_regex(MergeError, msg):
             merge_asof(left, right, on='a')
+
+    def test_merge_on_nans_int(self):
+        # 23189
+        msg = "Merge keys contain null values on left side"
+        left = pd.DataFrame({'a': [1.0, 5.0, 10.0, 12.0, np.nan],
+                             'left_val': ['a', 'b', 'c', 'd', 'e']})
+        right = pd.DataFrame({'a': [1.0, 5.0, 10.0, 12.0],
+                              'right_val': [1, 6, 11, 15]})
+
+        with tm.assert_raises_regex(ValueError, msg):
+            merge_asof(left, right, on='a')
+
+    def test_merge_on_nans_datetime(self):
+        # 23189
+        msg = "Merge keys contain null values on right side"
+        left = pd.DataFrame({"a": pd.date_range('20130101', periods=5)})
+        date_vals = pd.date_range('20130102', periods=5)\
+            .append(pd.Index([None]))
+        right = pd.DataFrame({"a": date_vals})
+
+        with tm.assert_raises_regex(ValueError, msg):
+            merge_asof(left, right, on='a')