I have been trying to address an issue mentioned here
I had been trying to use a list of dates to filter a dataframe, and a very gracious person was helping me, but now with the current code, I am receiving these errors.
# Assign a sequential number to each trading day
df_melt_test_percent = df_melt_test_percent.sort_index().assign(DayNumber=lambda x: range(len(x)))
# Find the indices of the FOMC_dates
tmp = pd.merge(
df_FOMC_dates, df_melt_test_percent[['DayNumber']],
left_on='FOMC_date', right_on='DayNumber'
)
# For each row, get the FOMC_dates ± 3 days
tmp['delta'] = tmp.apply(lambda _: range(-3, 4), axis=1)
tmp = tmp.explode('delta')
tmp['DayNumber'] += tmp['delta']
# Assemble the result
result = pd.merge(tmp, df_melt_test_percent, on='DayNumber')
Screenshots of dataframes:
If anyone has any advice on how to fix this, it would be greatly appreciated.