Bug: merge_asof() cannot use datetime.timedelta as tolerance kwarg

[ianzur]

• Fixes issue merge_asof() tolerance cannot be datetime.timedelta  #28098
• tests added / passed [1/0]
• passes black pandas
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

[ianzur]

datetime.timedelta objects do not have nanoseconds like pd.Timedelta

Another check and conversion is necessary to convert datetime.timedelta correctly to nanoseconds similarly to pd.Timedelta.value
@TomAugspurger

[ianzur]

The offending test

pandas/pandas/tests/reshape/merge/test_merge_asof.py

Lines 593 to 611 in def01cf

	@pytest.mark.parametrize(
	"tolerance",
	[
	Timedelta("1day"),
	pytest.param(
	datetime.timedelta(days=1),
	marks=pytest.mark.xfail(reason="not implemented", strict=True),
	),
	],
	ids=["pd.Timedelta", "datetime.timedelta"],
	)
	def test_tolerance(self, tolerance):
	trades = self.trades
	quotes = self.quotes
	result = merge_asof(trades, quotes, on="time", by="ticker", tolerance=tolerance)
	expected = self.tolerance
	assert_frame_equal(result, expected)

[WillAyd]

I only see a whatsnew - did you have an actual fix and tests for this?

[ianzur]

@WillAyd

See this conversation. I found this bug while writing a fix for a separate issue.

https://github.com/pandas-dev/pandas/pull/27650/files/04c18e9f15358ac2b91631abfaf0f4151cf289cf#r308457291

I was asked to add this test in a separate pull request.
You are right I have not written a fix, simply investigated the bug.

[WillAyd]

Oh OK thanks. Let's close this for now though until a fix is in place. Usually prefer to keep our PR queue down to actionable items so can come back to this when there is something to review

[ianzur]

Thank you, I'm new at this. I'll reopen when a fix is in place. Ian

…

On Tue, Aug 27, 2019, 5:08 PM William Ayd ***@***.***> wrote: Closed #28100 <#28100>. — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#28100?email_source=notifications&email_token=AICYMWMVCY746UAHQWSXYI3QGWQWZA5CNFSM4IOYKNYKYY3PNVWWK3TUL52HS4DFWZEXG43VMVCXMZLOORHG65DJMZUWGYLUNFXW5KTDN5WW2ZLOORPWSZGOTJFXXWQ#event-2588638170>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AICYMWOYWBNCIFAOCTPOLB3QGWQWZANCNFSM4IOYKNYA> .