Python: pandas merge multiple dataframes

I have diferent dataframes and need to merge them together based on the date column. If I only had two dataframes, I could use df1.merge(df2, on='date'), to do it with three dataframes, I use df1.merge(df2.merge(df3, on='date'), on='date'), however it becomes really complex and unreadable to do it with multiple dataframes.

All dataframes have one column in common -date, but they don't have the same number of rows nor columns and I only need those rows in which each date is common to every dataframe.

So, I'm trying to write a recursion function that returns a dataframe with all data but it didn't work. How should I merge multiple dataframes then?

I tried diferent ways and got errors like out of range, keyerror 0/1/2/3 and can not merge DataFrame with instance of type <class 'NoneType'>.

This is the script I wrote:

dfs = [df1, df2, df3] # list of dataframes

def mergefiles(dfs, countfiles, i=0):
    if i == (countfiles - 2): # it gets to the second to last and merges it with the last
        return

    dfm = dfs[i].merge(mergefiles(dfs[i+1], countfiles, i=i+1), on='date')
    return dfm

print(mergefiles(dfs, len(dfs)))

An example: df_1:

May 19, 2017;1,200.00;0.1%
May 18, 2017;1,100.00;0.1%
May 17, 2017;1,000.00;0.1%
May 15, 2017;1,901.00;0.1%

df_2:

May 20, 2017;2,200.00;1000000;0.2%
May 18, 2017;2,100.00;1590000;0.2%
May 16, 2017;2,000.00;1230000;0.2%
May 15, 2017;2,902.00;1000000;0.2%

df_3:

May 21, 2017;3,200.00;2000000;0.3%
May 17, 2017;3,100.00;2590000;0.3%
May 16, 2017;3,000.00;2230000;0.3%
May 15, 2017;3,903.00;2000000;0.3%

Expected merge result:

May 15, 2017;  1,901.00;0.1%;  2,902.00;1000000;0.2%;   3,903.00;2000000;0.3%

Below, is the most clean, comprehensible way of merging multiple dataframe if complex queries aren't involved.

Just simply merge with DATE as the index and merge using OUTER method (to get all the data).

import pandas as pd
from functools import reduce

df1 = pd.read_table('file1.csv', sep=',')
df2 = pd.read_table('file2.csv', sep=',')
df3 = pd.read_table('file3.csv', sep=',')

Now, basically load all the files you have as data frame into a list. And, then merge the files using merge or reduce function.

# compile the list of dataframes you want to merge
data_frames = [df1, df2, df3]

Note: you can add as many data-frames inside the above list. This is the good part about this method. No complex queries involved.

To keep the values that belong to the same date you need to merge it on the DATE

df_merged = reduce(lambda  left,right: pd.merge(left,right,on=['DATE'],
                                            how='outer'), data_frames)

# if you want to fill the values that don't exist in the lines of merged dataframe simply fill with required strings as

df_merged = reduce(lambda  left,right: pd.merge(left,right,on=['DATE'],
                                            how='outer'), data_frames).fillna('void')

Now, the output will the values from the same date on the same lines.
You can fill the non existing data from different frames for different columns using fillna().

Then write the merged data to the csv file if desired.

pd.DataFrame.to_csv(df_merged, 'merged.txt', sep=',', na_rep='.', index=False)

This should give you

DATE VALUE1 VALUE2 VALUE3 ....

Looks like the data has the same columns, so you can:

df1 = pd.DataFrame(data1)
df2 = pd.DataFrame(data2)

merged_df = pd.concat([df1, df2])

functools.reduce and pd.concat are good solutions but in term of execution time pd.concat is the best.

from functools import reduce
import pandas as pd

dfs = [df1, df2, df3, ...]
nan_value = 0

# solution 1 (fast)
result_1 = pd.concat(dfs, join='outer', axis=1).fillna(nan_value)

# solution 2
result_2 = reduce(lambda df_left,df_right: pd.merge(df_left, df_right, 
                                              left_index=True, right_index=True, 
                                              how='outer'), 
                  dfs).fillna(nan_value)

There are 2 solutions for this, but it return all columns separately:

import functools

dfs = [df1, df2, df3]

df_final = functools.reduce(lambda left,right: pd.merge(left,right,on='date'), dfs)
print (df_final)
          date     a_x   b_x       a_y      b_y   c_x         a        b   c_y
0  May 15,2017  900.00  0.2%  1,900.00  1000000  0.2%  2,900.00  2000000  0.2%

k = np.arange(len(dfs)).astype(str)
df = pd.concat([x.set_index('date') for x in dfs], axis=1, join='inner', keys=k)
df.columns = df.columns.map('_'.join)
print (df)
                0_a   0_b       1_a      1_b   1_c       2_a      2_b   2_c
date                                                                       
May 15,2017  900.00  0.2%  1,900.00  1000000  0.2%  2,900.00  2000000  0.2%

Another way to combine: functools.reduce

From documentation:

For example, reduce(lambda x, y: x+y, [1, 2, 3, 4, 5]) calculates ((((1+2)+3)+4)+5). The left argument, x, is the accumulated value and the right argument, y, is the update value from the iterable.

So:

from functools import reduce
dfs = [df1, df2, df3, df4, df5, df6]
df_final = reduce(lambda left,right: pd.merge(left,right,on='some_common_column_name'), dfs)

Python: pandas merge multiple dataframes

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