减去日期最相似的两个熊猫数据框的行

由 发布于 pythonpandasdataframedatetimesubtraction
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I have two pandas dataframes with economic data. Second dataframe contains data with higher granularity.

import datetime
import pandas as pd
df1 = pd.DataFrame(data=[2.88,
                         2.70],
                   index=[datetime.date(2020,11,1),
                          datetime.date(2020,12,1)])

df2 = pd.DataFrame(data=[0.88,
                         0.87,
                         0.90,
                         0.78,
                         0.79,
                         0.83,
                         0.96,
                         0.98,
                         0.89,
                         0.91,
                         0.87,
                         0.88,
                         0.86,
                         0.83,
                         0.86,
                         0.88,
                         0.88,
                         0.84,
                         0.84],
                   index=[datetime.date(2020,10,30),
                          datetime.date(2020,11,2),
                          datetime.date(2020,11,3),
                          datetime.date(2020,11,4),
                          datetime.date(2020,11,5),
                          datetime.date(2020,11,9),
                          datetime.date(2020,11,10),
                          datetime.date(2020,11,12),
                          datetime.date(2020,11,13),
                          datetime.date(2020,11,16),
                          datetime.date(2020,11,17),
                          datetime.date(2020,11,18),
                          datetime.date(2020,11,19),
                          datetime.date(2020,11,20),
                          datetime.date(2020,11,23),
                          datetime.date(2020,11,24),
                          datetime.date(2020,11,25),
                          datetime.date(2020,11,27),
                          datetime.date(2020,11,30)])

I want to get df1 - df2 where rows with most similar date indices are subtracted, e.g.:

df1.loc[datetime.date(2020,11,1)][0] - df2.loc[datetime.date(2020,11,2)][0]
df1.loc[datetime.date(2020,12,1)][0] - df2.loc[datetime.date(2020,11,30)][0]
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