ENH: clearer error msg for unequal categoricals in merge_asof (GH#26136) (#26242)

Author: chrish42

doc/source/whatsnew/v0.25.0.rst

@@ -38,6 +38,7 @@ Other Enhancements
 - :class:`RangeIndex` has gained :attr:`~RangeIndex.start`, :attr:`~RangeIndex.stop`, and :attr:`~RangeIndex.step` attributes (:issue:`25710`)
 - :class:`datetime.timezone` objects are now supported as arguments to timezone methods and constructors (:issue:`25065`)
 - :meth:`DataFrame.query` and :meth:`DataFrame.eval` now supports quoting column names with backticks to refer to names with spaces (:issue:`6508`)
+- :func:`merge_asof` now gives a more clear error message when merge keys are categoricals that are not equal (:issue:`26136`)
 
 .. _whatsnew_0250.api_breaking:
 

pandas/core/reshape/merge.py

@@ -1446,10 +1446,26 @@ def _get_merge_keys(self):
         # validate index types are the same
         for i, (lk, rk) in enumerate(zip(left_join_keys, right_join_keys)):
             if not is_dtype_equal(lk.dtype, rk.dtype):
-                raise MergeError("incompatible merge keys [{i}] {lkdtype} and "
-                                 "{rkdtype}, must be the same type"
-                                 .format(i=i, lkdtype=lk.dtype,
-                                         rkdtype=rk.dtype))
+                if (is_categorical_dtype(lk.dtype) and
+                        is_categorical_dtype(rk.dtype)):
+                    # The generic error message is confusing for categoricals.
+                    #
+                    # In this function, the join keys include both the original
+                    # ones of the merge_asof() call, and also the keys passed
+                    # to its by= argument. Unordered but equal categories
+                    # are not supported for the former, but will fail
+                    # later with a ValueError, so we don't *need* to check
+                    # for them here.
+                    msg = ("incompatible merge keys [{i}] {lkdtype} and "
+                           "{rkdtype}, both sides category, but not equal ones"
+                           .format(i=i, lkdtype=repr(lk.dtype),
+                                   rkdtype=repr(rk.dtype)))
+                else:
+                    msg = ("incompatible merge keys [{i}] {lkdtype} and "
+                           "{rkdtype}, must be the same type"
+                           .format(i=i, lkdtype=repr(lk.dtype),
+                                   rkdtype=repr(rk.dtype)))
+                raise MergeError(msg)
 
         # validate tolerance; must be a Timedelta if we have a DTI
         if self.tolerance is not None:
@@ -1462,7 +1478,7 @@ def _get_merge_keys(self):
             msg = ("incompatible tolerance {tolerance}, must be compat "
                    "with type {lkdtype}".format(
                        tolerance=type(self.tolerance),
-                       lkdtype=lt.dtype))
+                       lkdtype=repr(lt.dtype)))
 
             if is_datetime64_dtype(lt) or is_datetime64tz_dtype(lt):
                 if not isinstance(self.tolerance, Timedelta):

pandas/tests/reshape/merge/test_merge_asof.py

@@ -994,9 +994,8 @@ def test_on_float_by_int(self):
 
         assert_frame_equal(result, expected)
 
-    def test_merge_datatype_error(self):
-        """ Tests merge datatype mismatch error """
-        msg = r'merge keys \[0\] object and int64, must be the same type'
+    def test_merge_datatype_error_raises(self):
+        msg = r'incompatible merge keys \[0\] .*, must be the same type'
 
         left = pd.DataFrame({'left_val': [1, 5, 10],
                              'a': ['a', 'b', 'c']})
@@ -1006,6 +1005,18 @@ def test_merge_datatype_error(self):
         with pytest.raises(MergeError, match=msg):
             merge_asof(left, right, on='a')
 
+    def test_merge_datatype_categorical_error_raises(self):
+        msg = (r'incompatible merge keys \[0\] .* both sides category, '
+               'but not equal ones')
+
+        left = pd.DataFrame({'left_val': [1, 5, 10],
+                             'a': pd.Categorical(['a', 'b', 'c'])})
+        right = pd.DataFrame({'right_val': [1, 2, 3, 6, 7],
+                              'a': pd.Categorical(['a', 'X', 'c', 'X', 'b'])})
+
+        with pytest.raises(MergeError, match=msg):
+            merge_asof(left, right, on='a')
+
     @pytest.mark.parametrize('func', [lambda x: x, lambda x: to_datetime(x)],
                              ids=['numeric', 'datetime'])
     @pytest.mark.parametrize('side', ['left', 'right'])