Verify that 'by' parameters are the same length

Author: Christopher C. Aycock

pandas/tests/tools/test_merge_asof.py

@@ -399,6 +399,10 @@ def test_multiby_indexed(self):
 
         assert_frame_equal(expected, result)
 
+        with self.assertRaises(MergeError):
+            pd.merge_asof(left, right, left_index=True, right_index=True,
+                          left_by=['k1', 'k2'], right_by=['k1'])
+
     def test_basic2(self):
 
         expected = self.read_data('asof2.csv')

pandas/tools/merge.py

@@ -1165,14 +1165,17 @@ def _validate_specification(self):
         if self.left_by is not None and self.right_by is None:
             raise MergeError('missing right_by')
 
-        # add by to our key-list so we can have it in the
+        # add 'by' to our key-list so we can have it in the
         # output as a key
         if self.left_by is not None:
             if not is_list_like(self.left_by):
                 self.left_by = [self.left_by]
             if not is_list_like(self.right_by):
                 self.right_by = [self.right_by]
 
+            if len(self.left_by) != len(self.right_by):
+                raise MergeError('left_by and right_by must be same length')
+
             self.left_on = self.left_by + list(self.left_on)
             self.right_on = self.right_by + list(self.right_on)