Fun fact: the aj (asof join) function was my inspiration for pandas.merge_asof. I added the extra parameters (direction, tolerance, allow_exact_matches) because of the limitations I kept hitting in kdb.
https://pandas.pydata.org/docs/reference/api/pandas.merge_as...
aj[`sym`time;t;q]
t,'(`sym`time _q)(`sym`time#q)bin`sym`time#t
A lot of the joins can be distilled to the core operators/functions in a similar manner. For example the plus-join is
x+0i^y(cols key y)#xhttps://numpy.org/doc/2.2/reference/generated/numpy.searchso...
I couldn't figure-out how Arthur's bin matched on symbol though, so I switched to a linear scan on the right table to record the last-seen index for each "by" element. While it worked, my hash table was messy because I relied on Python to handle a whole tuple as a key, which had some issues during initial testing.
The asof join I wrote for Empirical properly categorizes the keys before they are matched. That approach worked far better.