Create data and format to datetimes:
df_A = pd.DataFrame({'start_date':['2017-03-27','2017-01-10'],'end_date':['2017-04-20','2017-02-01']})
df_B = pd.DataFrame({'event_date':['2017-01-20','2017-01-27'],'price':[100,200]})
df_A['end_date'] = pd.to_datetime(df_A.end_date)
df_A['start_date'] = pd.to_datetime(df_A.start_date)
df_B['event_date'] = pd.to_datetime(df_B.event_date)
Create keys to do a cross join:
New in pandas 1.2.0+ how='cross'
instead of assigning psuedo keys:
df_merge = df_A.merge(df_B, how='cross')
Else, with pandas < 1.2.0 use psuedo key to merge on 'key'
df_A = df_A.assign(key=1)
df_B = df_B.assign(key=1)
df_merge = pd.merge(df_A, df_B, on='key').drop('key',axis=1)
Filter out records that do not meet criteria of event dates between start and end dates:
df_merge = df_merge.query('event_date >= start_date and event_date <= end_date')
Join back to original date range table and drop key column
df_out = df_A.merge(df_merge, on=['start_date','end_date'], how='left').fillna('').drop('key', axis=1)
print(df_out)
Output:
end_date start_date event_date price
0 2017-04-20 00:00:00 2017-03-27 00:00:00
1 2017-02-01 00:00:00 2017-01-10 00:00:00 2017-01-20 00:00:00 100
2 2017-02-01 00:00:00 2017-01-10 00:00:00 2017-01-27 00:00:00 200
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