Issue¶

merge drops not used index levels¶

caveat: A left merge will drop the index levels not used

ffill becomes bfill¶

https://stackoverflow.com/questions/63079668/pandas-how-to-explain-not-sorted-index-reindex-with-fill-values-ffill-behaviour

df = pd.DataFrame(
    np.linspace(1,9,9).reshape(3,3),
    columns=list('abc'),
    index=[3,2,1],
)

df.reindex([0,1,2,3,4], method='ffill')
     a    b    c
0  7.0  8.0  9.0
1  7.0  8.0  9.0
2  4.0  5.0  6.0
3  1.0  2.0  3.0
4  NaN  NaN  NaN

# this works
df.reindex([0, 1, 2, 3, 4]).fillna(method='ffill')

pandas.errors.InvalidIndexError¶

The index in d2 has duplcate rows.

d1 = pd.DataFrame({
    'date': ['2023-01-01', '2023-01-02'],
    'code': [1, 1],
    'value': [np.nan, np.nan],
}).set_index(['date', 'code'])
d2 = pd.DataFrame({
    'date': ['2023-01-01', '2023-01-01'],
    'code': [1, 1],
    'value': [10, 20],    
}).set_index(['date', 'code'])
d1.fillna(d2)

## remove the duplicates
mask = d2.index.duplicated(keep='first')
d2 = d2[~mask]
df_duplicate = d2[mask]