基于两个参数创建新的 Pandas DataFrame

Question

This is my very first time asking a question:)

I have on Dataframe with company code (GVKEY) and for each company a set of dates with corresponding credit rating. I have another Dataframe with GVKEYs and a set of dates with corresponding financial ratios. I would like to create a new Dataframe where the companies, the dates and the ratio match.

For now I have tried a for loop, looping only trough the same company in order to avoid looping over the whole dataset. Would their be a faster way of doing it?

DF with credit ratings

DF with financial ratios

DF with financial ratios matched with credit ratings, GVKEY and dates

Answer 1

Try to use pandas.merge like this.

pd.merge(df1, df2, left_on = ['company code', 'date'], right_on = ['company code', 'date'])