Merge branch 'feature/generalized_window_operations' into feature/rolling_apply_numba

Author: Matt Roeschke

ci/deps/travis-36-cov.yaml

@@ -29,7 +29,7 @@ dependencies:
   - python-snappy
   - python=3.6.*
   - pytz
-  - s3fs
+  - s3fs<0.3
   - scikit-learn
   - scipy
   - sqlalchemy

ci/deps/travis-36-slow.yaml

@@ -18,7 +18,7 @@ dependencies:
   - python-dateutil
   - python=3.6.*
   - pytz
-  - s3fs
+  - s3fs<0.3
   - scipy
   - sqlalchemy
   - xlrd

ci/deps/travis-37.yaml

@@ -17,7 +17,7 @@ dependencies:
   - pytest-xdist>=1.29.0
   - pytest-mock
   - hypothesis>=3.58.0
-  - s3fs
+  - s3fs<0.3
   - pip
   - pyreadstat
   - pip:

doc/source/whatsnew/v1.0.0.rst

@@ -279,6 +279,7 @@ Reshaping
 
 - Bug in :meth:`DataFrame.apply` that caused incorrect output with empty :class:`DataFrame` (:issue:`28202`, :issue:`21959`)
 - Bug in :meth:`DataFrame.stack` not handling non-unique indexes correctly when creating MultiIndex (:issue: `28301`)
+- Bug :func:`merge_asof` could not use :class:`datetime.timedelta` for ``tolerance`` kwarg (:issue:`28098`)
 
 Sparse
 ^^^^^^

pandas/core/reshape/merge.py

@@ -3,6 +3,7 @@
 """
 
 import copy
+import datetime
 from functools import partial
 import string
 import warnings
@@ -1619,7 +1620,7 @@ def _get_merge_keys(self):
                     )
                 raise MergeError(msg)
 
-        # validate tolerance; must be a Timedelta if we have a DTI
+        # validate tolerance; datetime.timedelta or Timedelta if we have a DTI
         if self.tolerance is not None:
 
             if self.left_index:
@@ -1635,7 +1636,7 @@ def _get_merge_keys(self):
             )
 
             if is_datetimelike(lt):
-                if not isinstance(self.tolerance, Timedelta):
+                if not isinstance(self.tolerance, datetime.timedelta):
                     raise MergeError(msg)
                 if self.tolerance < Timedelta(0):
                     raise MergeError("tolerance must be positive")
@@ -1705,6 +1706,7 @@ def flip(xs):
             left_values = left_values.view("i8")
             right_values = right_values.view("i8")
             if tolerance is not None:
+                tolerance = Timedelta(tolerance)
                 tolerance = tolerance.value
 
         # a "by" parameter requires special handling

pandas/tests/groupby/test_categorical.py

@@ -782,7 +782,7 @@ def test_categorical_no_compress():
 
 def test_sort():
 
-    # http://stackoverflow.com/questions/23814368/sorting-pandas-categorical-labels-after-groupby  # noqa: flake8
+    # http://stackoverflow.com/questions/23814368/sorting-pandas-categorical-labels-after-groupby  # noqa: E501
     # This should result in a properly sorted Series so that the plot
     # has a sorted x axis
     # self.cat.groupby(['value_group'])['value_group'].count().plot(kind='bar')

pandas/tests/reshape/merge/test_merge_asof.py

@@ -592,13 +592,7 @@ def test_non_sorted(self):
 
     @pytest.mark.parametrize(
         "tolerance",
-        [
-            Timedelta("1day"),
-            pytest.param(
-                datetime.timedelta(days=1),
-                marks=pytest.mark.xfail(reason="not implemented", strict=True),
-            ),
-        ],
+        [Timedelta("1day"), datetime.timedelta(days=1)],
         ids=["pd.Timedelta", "datetime.timedelta"],
     )
     def test_tolerance(self, tolerance):