Datetime mergeasof tolerance

doc/source/whatsnew/v0.25.1.rst

@@ -99,6 +99,7 @@ Reshaping
 - Bug in :meth:`DataFrame.crosstab` when ``margins`` set to ``True`` and ``normalize`` is not ``False``, an error is raised. (:issue:`27500`)
 - :meth:`DataFrame.join` now suppresses the ``FutureWarning`` when the sort parameter is specified (:issue:`21952`)
 - Bug in :meth:`DataFrame.join` raising with readonly arrays (:issue:`27943`)
+- Bug :meth:`merge_asof` could not use datetime.timedelta for `tolerance` kwarg (:issue:`28098`)
 
 Sparse
 ^^^^^^

pandas/core/reshape/merge.py

@@ -7,6 +7,7 @@
 import string
 import warnings
 
+import datetime
 import numpy as np
 
 from pandas._libs import hashtable as libhashtable, lib
@@ -1619,7 +1620,7 @@ def _get_merge_keys(self):
                     )
                 raise MergeError(msg)
 
-        # validate tolerance; must be a Timedelta if we have a DTI
+        # validate tolerance; datetime.timedelta or Timedelta if we have a DTI
         if self.tolerance is not None:
 
             if self.left_index:
@@ -1635,7 +1636,7 @@ def _get_merge_keys(self):
             )
 
             if is_datetimelike(lt):
-                if not isinstance(self.tolerance, Timedelta):
+                if not isinstance(self.tolerance, datetime.timedelta):
                     raise MergeError(msg)
                 if self.tolerance < Timedelta(0):
                     raise MergeError("tolerance must be positive")
@@ -1705,7 +1706,11 @@ def flip(xs):
             left_values = left_values.view("i8")
             right_values = right_values.view("i8")
             if tolerance is not None:
-                tolerance = tolerance.value
+                try:
+                    tolerance = tolerance.value
+                except AttributeError:
+                    # datetime.timedelta(microseconds=1) == min resolution, cvt to nano
+                    tolerance = (tolerance / datetime.timedelta(microseconds=1)) * 1000
 
         # a "by" parameter requires special handling
         if self.left_by is not None:

pandas/tests/reshape/merge/test_merge_asof.py

@@ -592,13 +592,7 @@ def test_non_sorted(self):
 
     @pytest.mark.parametrize(
         "tolerance",
-        [
-            Timedelta("1day"),
-            pytest.param(
-                datetime.timedelta(days=1),
-                marks=pytest.mark.xfail(reason="not implemented", strict=True),
-            ),
-        ],
+        [Timedelta("1day"), datetime.timedelta(days=1)],
         ids=["pd.Timedelta", "datetime.timedelta"],
     )
     def test_tolerance(self, tolerance):