擅长:python、mysql、java
<p>在<code>return</code>上尝试<code>concat+groupby</code>,并用<code>key=abs</code>返回<code>min</code>:</p>
<pre><code>(pd.concat((A,B),ignore_index=True)
.groupby(['date','ticker'])['return'].min(key=abs).reset_index())
</code></pre>
<hr/>
<pre><code> date ticker return
0 2017-01-03 CRM 0.018040
1 2017-01-03 MSFT -0.003344
2 2017-01-04 CRM 0.024198
3 2017-01-04 MSFT -0.002881
4 2017-01-05 CRM -0.000275
5 2017-01-05 MSFT 0.001769
</code></pre>