I have two Pandas DataFrames with one column in common, namely "Dates". I need to merge these two where "Dates" correspond. with pd.merge()
it does the expected but removes the uncorresponding values. I want to keep other values too.
Ex: I have historical data for a stock for 1 min. and a calculated indicator for 5min. data ie. for each 5 rows I have a new value calculated in 1 min Data Frame.
I know that Series.dt.floor
method may reveal useful here but I couldn't figure out.
I concatenated respective "Dates" to calculated indicator Series so that I can merge them where column matches. I obtained a right result but missing values. I need a continuity of 1 min values, i.e. same indicator must be valid for the next 5 entries then the second indicator value's turn to be merged.