[python] pandas three-way joining multiple dataframes on columns

Here is a method to merge a dictionary of data frames while keeping the column names in sync with the dictionary. Also it fills in missing values if needed:

This is the function to merge a dict of data frames

def MergeDfDict(dfDict, onCols, how='outer', naFill=None):
  keys = dfDict.keys()
  for i in range(len(keys)):
    key = keys[i]
    df0 = dfDict[key]
    cols = list(df0.columns)
    valueCols = list(filter(lambda x: x not in (onCols), cols))
    df0 = df0[onCols + valueCols]
    df0.columns = onCols + [(s + '_' + key) for s in valueCols] 

    if (i == 0):
      outDf = df0
    else:
      outDf = pd.merge(outDf, df0, how=how, on=onCols)   

  if (naFill != None):
    outDf = outDf.fillna(naFill)

  return(outDf)

OK, lets generates data and test this:

def GenDf(size):
  df = pd.DataFrame({'categ1':np.random.choice(a=['a', 'b', 'c', 'd', 'e'], size=size, replace=True),
                      'categ2':np.random.choice(a=['A', 'B'], size=size, replace=True), 
                      'col1':np.random.uniform(low=0.0, high=100.0, size=size), 
                      'col2':np.random.uniform(low=0.0, high=100.0, size=size)
                      })
  df = df.sort_values(['categ2', 'categ1', 'col1', 'col2'])
  return(df)


size = 5
dfDict = {'US':GenDf(size), 'IN':GenDf(size), 'GER':GenDf(size)}   
MergeDfDict(dfDict=dfDict, onCols=['categ1', 'categ2'], how='outer', naFill=0)

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