title: Nearest match merge on two columns (pandas)
body: <p>Similar to one of my previous questions (<a href="https://stackoverflow.com/questions/38833362/merge-dataframes-on-nearest-datetime-timestamp">Merge dataframes on nearest datetime / timestamp</a>), I would like to merge two pandas data frames on two datetime columns using nearest match:</p>
  
  <p>Let A and B be two dataframes as follows:</p>
  
  <pre><code>A = pd.DataFrame({"ID":["A", "A", "C" ,"B", "B"], "init_date":["01/01/2015","07/02/2014","08/02/1999","01/01/1991","06/22/2014"], "fin_date":["04/16/1923","09/24/1945","06/24/1952","11/26/1988","10/05/1990"]})
  
   In [15]: A
  Out[15]: 
    ID    fin_date   init_date
  0  A  04/16/1923  01/01/2015
  1  A  09/24/1945  07/02/2014
  2  C  06/24/1952  08/02/1999
  3  B  11/26/1988  01/01/1991
  4  B  10/05/1990  06/22/2014
  
  
  B = pd.DataFrame({"ID":["A", "A", "C" ,"B", "B"], "date":["02/15/2015","06/30/2014","07/02/1999","10/05/1990","06/24/2014"],"fin_date":["12/10/1926","01/01/1944","08/21/1955","12/12/1987","11/05/1991"], "value": ["3","5","1","7","8"] })
  
   In [11]: B
  Out[11]: 
    ID        date    fin_date value
  0  A  02/15/2015  12/10/1926     3
  1  A  06/30/2014  01/01/1944     5
  2  C  07/02/1999  08/21/1955     1
  3  B  10/05/1990  12/12/1987     7
  4  B  06/24/2014  11/05/1991     8
  </code></pre>
  
  <p>The resulting data frame should look like the following:</p>
  
  <pre><code>In [21]: C
  Out[21]: 
    ID    fin_date   init_date value
  0  A  04/16/1923  01/01/2015     3
  1  A  09/24/1945  07/02/2014     5
  2  C  06/24/1952  08/02/1999     1
  3  B  11/26/1988  01/01/1991     7
  4  B  10/05/1990  06/22/2014     8
  </code></pre>
  
  <p>The general problem would potentially not have a close match for neither init_date nor fin_date, however, I would also be interested in a solution when there are exact matches for init_date, for example.</p>
  
  <p>Note that one difficulty is that one match might be closer to the value in init_date than on final date, while a competing match might be the opposite. In that case, I prefer the one that is closer to init_date. To my knowledge, after attempting a similar approach as the one in the link, I get that reindexing by "nearest" is not implemented for multi-indexing.</p>
  
  <p>Thank you and I appreciate your help,</p>