I have a series of timestamps (+ other data) that come from 2 separate streams of data ticking at different rates, an example below (NB: the frequency of the real data has some jitter so it's not a simple fixed stride like below) src,idx,ts B,1,20 A,1,100 A,2,200 A,3,300 B,2,320 A,4,400 A,5,500 A,6,600 B,3,620 for each A tick, I need to calculate the offset from the preceding B tick so it would become src,idx,ts A,1,80 A,2,180 A,3,280 A,4,80 A,5,180 A,6,280 how to do this in pandas without iteration? I thought of some sort of rolling window but with a dynamic/criteria based window or some hybrid of merge_asof and group by but can't think of a way to do it. Continue reading...
