Fill values from one dataframe into another dataframe based on index of the two

Question

I have two dataframes that contain time series data.

Dataframe A contains data of timestep 1, with index values getting incremented by 1 each time.

Dataframe B contains data of timestep n , with index values getting incremented by n each time.

I wish to do the following: Add a column in Dataframe A and fill values from Dataframe B such that if the index value of that row in A lies between that of consecutive indexes in B, I fill the same value for all such rows in A.

I will illustrate this as below:

A:
id val1
0  2
1  3
2  4
3  1
4  6
5  23
6  2
7  12
8  56
9  34
10 90
...

B:
id tval
0  1
3  5
6  9
9  34
12  3434
...

Now, my result should like the following:

A:
id val1 tval
0  2    1
1  3    1
2  4    1
3  1    5
4  6    5
5  23   5 
6  2    9
7  12   9
8  56   9
9  34   34
10 90   34
...

I would like to automate this for any n .

Answer 1

Use merge_asof :

df = pd.merge_asof(A, B, left_index=True, right_index=True)
print (df)
    val1  tval
id            
0      2     1
1      3     1
2      4     1
3      1     5
4      6     5
5     23     5
6      2     9
7     12     9
8     56     9
9     34    34
10    90    34

If id is columns:

df = pd.merge_asof(A, B, on='id')
print (df)
    id  val1  tval
0    0     2     1
1    1     3     1
2    2     4     1
3    3     1     5
4    4     6     5
5    5    23     5
6    6     2     9
7    7    12     9
8    8    56     9
9    9    34    34
10  10    90    34