how to recognise nearest date from another dataframe?

Question

So I have two dataframes, "df_date" containing relatively regular dates concerning the days where the stock market is open, and a "df_exp" containing a list of dates when Futures expire.

I am making "df_frontmth" which will have dates from "df_date" as col1 and col2 will have an expiry date which would be considered "front month" for that col1 date. I don't know how to code the same. Could you help me please ? The front month can be interpreted as the nearest expiry for any non finance readers.

I've tried some for loop functions, but it didn't work well.

Answer 1

Just use concat function from pandas.

df_frontmth = pd.concat([df_date, df_exp], axis=1, sort=False)

If you want to learn more about merge and con canting data frames you can check out this link