"""
Pseudocode :
For each key in the list of keys in trades_dict :
    Pick that key's value (trades df) from trades_dict
    Using the same key, pick corresponding value (prices df) from prices_dict
    Merge both values (trades & prices dataframes)
"""

df_merge_list = []

for key in trades_dict.keys():
    trades = trades_dict[key]
    prices = prices_dict[key] # using the same key to get corresponding prices

    df_merge = pd.merge_asof(trades, prices, left_on='transact_time', right_on='time', direction='backward')
    df_merge_list.append(df_merge)

问题中发布的代码出现了什么错误？
1.嵌套for循环创建笛卡尔积
外循环中的3次迭代乘以内循环中的3次迭代= 9次迭代

1. trades_dict.keys() == prices_dict.keys()的结果在所有9次迭代中均为True
dict_a_all_keys == dict_b_all_keys与dict_a_key_1 == dict_b_key_1不同。因此，您可以遍历字典的键，并检查它们是否在嵌套循环中匹配，如下所示：

df_merge_list = []

for trades_key in trades_dict.keys():
    for prices_key in prices_dict.keys():
        if trades_key == prices_key:
            trades = trades_dict[trades_key]
            prices = prices_dict[trades_key] # since trades_key is same as prices_key, they are interchangeable
            df_merge = pd.merge_asof(trades, prices, left_on='transact_time', right_on='time', direction='backward')
            df_merge_list.append(df_merge)

您需要以可重现的形式提供带有正确列名的确切 Dataframe ，但您可以使用如下字典：

import numpy as np
import pandas as pd

np.random.seed(42)
df_trades_1 = df_trades_2 = df_trades_3 = pd.DataFrame(np.random.rand(10, 2), columns = ['ID1', 'Val1'])
df_prices_1 = df_prices_2 = df_prices_3 = pd.DataFrame(np.random.rand(10, 2), columns = ['ID2', 'Val2'])
trades_dict = {'XAUUSD':df_trades_1, 'EURUSD':df_trades_2, 'GBPUSD':df_trades_3}
prices_dict = {'XAUUSD':df_prices_1, 'EURUSD':df_prices_2, 'GBPUSD':df_prices_3}

frames ={}
for t in trades_dict.keys():
    frames[t] = (pd.concat([trades_dict[t], prices_dict[t]], axis = 1))
frames['XAUUSD']

这将连接两个 Dataframe ，使它们在同一个键下可用：

ID1      Val1       ID2      Val2
0  0.374540  0.950714  0.611853  0.139494
1  0.731994  0.598658  0.292145  0.366362
2  0.156019  0.155995  0.456070  0.785176
3  0.058084  0.866176  0.199674  0.514234
4  0.601115  0.708073  0.592415  0.046450
5  0.020584  0.969910  0.607545  0.170524
6  0.832443  0.212339  0.065052  0.948886
7  0.181825  0.183405  0.965632  0.808397
8  0.304242  0.524756  0.304614  0.097672
9  0.431945  0.291229  0.684233  0.440152

你可能需要一些错误检查，以防你的键不匹配，或者连接的类型（左，右，内部等）取决于你的列，但这是它的要点。