DOC: Incorrect example result in 'merge_asof' docstring

[ZhuBaohe]

Last example result is incorrect for 'merge_asof' functon in document.

>>> trades = pd.DataFrame({
...                'time': pd.to_datetime(['20160525 13:30:00.023',
...                                                     '20160525 13:30:00.038',
...                                                     '20160525 13:30:00.048',
...                                                     '20160525 13:30:00.048',
...                                                     '20160525 13:30:00.048']),
...                 'ticker': ['MSFT', 'MSFT', 'GOOG', 'GOOG', 'AAPL'],
...                 'price': [51.95, 51.95, 720.77, 720.92, 98.00],
...                 'quantity': [75, 155, 100, 100, 100]},
...                 columns=['time', 'ticker', 'price', 'quantity'])
>>> quotes = pd.DataFrame({
...                 'time': pd.to_datetime(['20160525 13:30:00.023',
...                                                      '20160525 13:30:00.023',
...                                                      '20160525 13:30:00.030',
...                                                      '20160525 13:30:00.041',
...                                                      '20160525 13:30:00.048',
...                                                      '20160525 13:30:00.049',
...                                                      '20160525 13:30:00.072',
...                                                     '20160525 13:30:00.075']),
...                   'ticker': ['GOOG', 'MSFT', 'MSFT', 'MSFT', 'GOOG', 'AAPL', 'GOOG', 'MSFT'],
...                   'bid': [720.50, 51.95, 51.97, 51.99, 720.50, 97.99, 720.50, 52.01],
...                   'ask': [720.93, 51.96, 51.98, 52.00, 720.93, 98.01, 720.88, 52.03]},
...                   columns=['time', 'ticker', 'bid', 'ask'])

The following changes should be made.

>>> pd.merge_asof(trades, quotes,
...                       on='time',
...                       by='ticker',
...                       tolerance=pd.Timedelta('10ms'),
...                       allow_exact_matches=False)
                     time ticker   price  quantity    bid    ask
0 2016-05-25 13:30:00.023   MSFT   51.95        75    NaN    NaN
1 2016-05-25 13:30:00.038   MSFT   51.95       155  51.97  51.98
2 2016-05-25 13:30:00.048   GOOG  720.77       100    NaN    NaN
3 2016-05-25 13:30:00.048   GOOG  720.92       100    NaN    NaN
4 2016-05-25 13:30:00.048   AAPL   98.00       100    NaN    NaN

[jorisvandenbossche]

@ZhuBaohe Thanks for the report! I can confirm that this is wrong in the docs.

PR welcome to update the docstring. Although we should also figure out if the explanation before the example is then still correct?

We only asof within 10ms between the quote time and the trade time and we exclude exact matches on time. However prior data will propagate forward