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I have confirmed this bug exists on the latest version of pandas.
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>>>l = pd.DataFrame([['g', 'h', 1], ['g', 'h', 3]], columns=list('GHT'))
>>>l
G H T
0 g h 1
1 g h 3
>>>r = pd.DataFrame([[2, 1]], columns=list('TE'))
>>>r
T E
0 2 1Result
>>>pd.merge_ordered(l, r, on='T', left_by=['G', 'h'])| G | H | T | E | h | |
|---|---|---|---|---|---|
| 0 | G | h | 1 | nan | G |
| 1 | G | nan | 2 | 1 | G |
| 2 | h | nan | 2 | 1 | h |
| 3 | h | h | 3 | nan | h |
expected
>>>pd.merge_ordered(l, r, on='T', left_by=['G', 'h'])
KeyError: "['h'] not found in left columns"