Pandas cross-join

crossjoin.py

from functools import reduce

def crossjoin(*dfs, **kwargs):
    """Calculate a cartesian product of given dataframes.
    
    Subsequently join each dataframe using a temporary constant key and then remove it.
    Also set a MultiIndex - cartesian product of the indices of the input dataframes.
    See: https://github.com/pydata/pandas/issues/5401

    Args:
        *dfs (pandas.DataFrame): dataframes to be merged
        **kwargs: merge arguments that will be passed to pd.merge()

    Returns:
        pandas.DataFrame: cartesian product of given dataframes

    """
    return reduce(
        lambda df1, df2: pd.merge(df1.assign(_tmpkey=1), df2.assign(_tmpkey=1), on='_tmpkey', **kwargs),
        dfs
    )\
        .drop(columns='_tmpkey')\
        .set_index(pd.MultiIndex.from_product([df.index for df in dfs]))