Bug: merge_asof() cannot use datetime.timedelta as tolerance kwarg 
- [x] Fixes issue #28098
- [x] tests added / passed [1/0]
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

datetime.timedelta objects do not have nanoseconds like pd.Timedelta

Another check and conversion is necessary to convert datetime.timedelta correctly to nanoseconds similarly to pd.Timedelta.value
@TomAugspurger The offending test

https://github.com/pandas-dev/pandas/blob/def01cf7bbb5ef8c9bf2e19737ea918e6a76a143/pandas/tests/reshape/merge/test_merge_asof.py#L593-L611 I only see a whatsnew - did you have an actual fix and tests for this? @WillAyd

See this conversation. I found this bug while writing a fix for a separate issue.

https://github.com/pandas-dev/pandas/pull/27650/files/04c18e9f15358ac2b91631abfaf0f4151cf289cf#r308457291

I was asked to add this test in a separate pull request. 
You are right I have not written a fix, simply investigated the bug. Oh OK thanks. Let's close this for now though until a fix is in place. Usually prefer to keep our PR queue down to actionable items so can come back to this when there is something to review Thank you, I'm new at this. I'll reopen when a fix is in place.

Ian

On Tue, Aug 27, 2019, 5:08 PM William Ayd <notifications@github.com> wrote:

> Closed #28100 <https://github.com/pandas-dev/pandas/pull/28100>.
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