pandas has proven very successful as a tool for working with time series data, especially in the financial data analysis space. Using the NumPy datetime64
and timedelta64
dtypes, we have consolidated a large number of features from other Python libraries like scikits.timeseries
as well as created a tremendous amount of new functionality for manipulating time series data.
In working with time series data, we will frequently seek to:
- generate sequences of fixed-frequency dates and time spans
- conform or convert time series to a particular frequency
- compute ?relative? dates based on various non-standard time increments (e.g. 5 business days before the last business day of the year), or ?roll? dates forward or backward
pandas provides a relatively compact and self-contained set of tools for performing the above tasks.
Create a range of dates:
# 72 hours starting with midnight Jan 1st, 2011 In [1]: rng = pd.date_range('1/1/2011', periods=72, freq='H') In [2]: rng[:5] Out[2]: DatetimeIndex(['2011-01-01 00:00:00', '2011-01-01 01:00:00', '2011-01-01 02:00:00', '2011-01-01 03:00:00', '2011-01-01 04:00:00'], dtype='datetime64[ns]', freq='H')
Index pandas objects with dates:
In [3]: ts = pd.Series(np.random.randn(len(rng)), index=rng) In [4]: ts.head() Out[4]: 2011-01-01 00:00:00 0.469112 2011-01-01 01:00:00 -0.282863 2011-01-01 02:00:00 -1.509059 2011-01-01 03:00:00 -1.135632 2011-01-01 04:00:00 1.212112 Freq: H, dtype: float64
Change frequency and fill gaps:
# to 45 minute frequency and forward fill In [5]: converted = ts.asfreq('45Min', method='pad') In [6]: converted.head() Out[6]: 2011-01-01 00:00:00 0.469112 2011-01-01 00:45:00 0.469112 2011-01-01 01:30:00 -0.282863 2011-01-01 02:15:00 -1.509059 2011-01-01 03:00:00 -1.135632 Freq: 45T, dtype: float64
Resample:
# Daily means In [7]: ts.resample('D').mean() Out[7]: 2011-01-01 -0.319569 2011-01-02 -0.337703 2011-01-03 0.117258 Freq: D, dtype: float64
Overview
Following table shows the type of time-related classes pandas can handle and how to create them.
Class | Remarks | How to create |
---|---|---|
Timestamp | Represents a single time stamp |
to_datetime , Timestamp
|
DatetimeIndex | Index of Timestamp
|
to_datetime , date_range , DatetimeIndex
|
Period | Represents a single time span | Period |
PeriodIndex | Index of Period
|
period_range , PeriodIndex
|
Time Stamps vs. Time Spans
Time-stamped data is the most basic type of timeseries data that associates values with points in time. For pandas objects it means using the points in time.
In [8]: pd.Timestamp(datetime(2012, 5, 1)) Out[8]: Timestamp('2012-05-01 00:00:00') In [9]: pd.Timestamp('2012-05-01') Out[9]: Timestamp('2012-05-01 00:00:00') In [10]: pd.Timestamp(2012, 5, 1) Out[10]: Timestamp('2012-05-01 00:00:00')
However, in many cases it is more natural to associate things like change variables with a time span instead. The span represented by Period
can be specified explicitly, or inferred from datetime string format.
For example:
In [11]: pd.Period('2011-01') Out[11]: Period('2011-01', 'M') In [12]: pd.Period('2012-05', freq='D') Out[12]: Period('2012-05-01', 'D')
Timestamp
and Period
can be the index. Lists of Timestamp
and Period
are automatically coerce to DatetimeIndex
and PeriodIndex
respectively.
In [13]: dates = [pd.Timestamp('2012-05-01'), pd.Timestamp('2012-05-02'), pd.Timestamp('2012-05-03')] In [14]: ts = pd.Series(np.random.randn(3), dates) In [15]: type(ts.index) Out[15]: pandas.tseries.index.DatetimeIndex In [16]: ts.index Out[16]: DatetimeIndex(['2012-05-01', '2012-05-02', '2012-05-03'], dtype='datetime64[ns]', freq=None) In [17]: ts Out[17]: 2012-05-01 -0.410001 2012-05-02 -0.078638 2012-05-03 0.545952 dtype: float64 In [18]: periods = [pd.Period('2012-01'), pd.Period('2012-02'), pd.Period('2012-03')] In [19]: ts = pd.Series(np.random.randn(3), periods) In [20]: type(ts.index) Out[20]: pandas.tseries.period.PeriodIndex In [21]: ts.index Out[21]: PeriodIndex(['2012-01', '2012-02', '2012-03'], dtype='period[M]', freq='M') In [22]: ts Out[22]: 2012-01 -1.219217 2012-02 -1.226825 2012-03 0.769804 Freq: M, dtype: float64
pandas allows you to capture both representations and convert between them. Under the hood, pandas represents timestamps using instances of Timestamp
and sequences of timestamps using instances of DatetimeIndex
. For regular time spans, pandas uses Period
objects for scalar values and PeriodIndex
for sequences of spans. Better support for irregular intervals with arbitrary start and end points are forth-coming in future releases.
Converting to Timestamps
To convert a Series or list-like object of date-like objects e.g. strings, epochs, or a mixture, you can use the to_datetime
function. When passed a Series, this returns a Series (with the same index), while a list-like is converted to a DatetimeIndex:
In [23]: pd.to_datetime(pd.Series(['Jul 31, 2009', '2010-01-10', None])) Out[23]: 0 2009-07-31 1 2010-01-10 2 NaT dtype: datetime64[ns] In [24]: pd.to_datetime(['2005/11/23', '2010.12.31']) Out[24]: DatetimeIndex(['2005-11-23', '2010-12-31'], dtype='datetime64[ns]', freq=None)
If you use dates which start with the day first (i.e. European style), you can pass the dayfirst
flag:
In [25]: pd.to_datetime(['04-01-2012 10:00'], dayfirst=True) Out[25]: DatetimeIndex(['2012-01-04 10:00:00'], dtype='datetime64[ns]', freq=None) In [26]: pd.to_datetime(['14-01-2012', '01-14-2012'], dayfirst=True) Out[26]: DatetimeIndex(['2012-01-14', '2012-01-14'], dtype='datetime64[ns]', freq=None)
Warning
You see in the above example that dayfirst
isn?t strict, so if a date can?t be parsed with the day being first it will be parsed as if dayfirst
were False.
Note
Specifying a format
argument will potentially speed up the conversion considerably and on versions later then 0.13.0 explicitly specifying a format string of ?%Y%m%d? takes a faster path still.
If you pass a single string to to_datetime
, it returns single Timestamp
. Also, Timestamp
can accept the string input. Note that Timestamp
doesn?t accept string parsing option like dayfirst
or format
, use to_datetime
if these are required.
In [27]: pd.to_datetime('2010/11/12') Out[27]: Timestamp('2010-11-12 00:00:00') In [28]: pd.Timestamp('2010/11/12') Out[28]: Timestamp('2010-11-12 00:00:00')
New in version 0.18.1.
You can also pass a DataFrame
of integer or string columns to assemble into a Series
of Timestamps
.
In [29]: df = pd.DataFrame({'year': [2015, 2016], ....: 'month': [2, 3], ....: 'day': [4, 5], ....: 'hour': [2, 3]}) ....: In [30]: pd.to_datetime(df) Out[30]: 0 2015-02-04 02:00:00 1 2016-03-05 03:00:00 dtype: datetime64[ns]
You can pass only the columns that you need to assemble.
In [31]: pd.to_datetime(df[['year', 'month', 'day']]) Out[31]: 0 2015-02-04 1 2016-03-05 dtype: datetime64[ns]
pd.to_datetime
looks for standard designations of the datetime component in the column names, including:
- required:
year
,month
,day
- optional:
hour
,minute
,second
,millisecond
,microsecond
,nanosecond
Invalid Data
Note
In version 0.17.0, the default for to_datetime
is now errors='raise'
, rather than errors='ignore'
. This means that invalid parsing will raise rather that return the original input as in previous versions.
Pass errors='coerce'
to convert invalid data to NaT
(not a time):
Raise when unparseable, this is the default
In [2]: pd.to_datetime(['2009/07/31', 'asd'], errors='raise') ValueError: Unknown string format
Return the original input when unparseable
In [4]: pd.to_datetime(['2009/07/31', 'asd'], errors='ignore') Out[4]: array(['2009/07/31', 'asd'], dtype=object)
Return NaT for input when unparseable
In [6]: pd.to_datetime(['2009/07/31', 'asd'], errors='coerce') Out[6]: DatetimeIndex(['2009-07-31', 'NaT'], dtype='datetime64[ns]', freq=None)
Epoch Timestamps
It?s also possible to convert integer or float epoch times. The default unit for these is nanoseconds (since these are how Timestamp
s are stored). However, often epochs are stored in another unit
which can be specified:
Typical epoch stored units
In [32]: pd.to_datetime([1349720105, 1349806505, 1349892905, ....: 1349979305, 1350065705], unit='s') ....: Out[32]: DatetimeIndex(['2012-10-08 18:15:05', '2012-10-09 18:15:05', '2012-10-10 18:15:05', '2012-10-11 18:15:05', '2012-10-12 18:15:05'], dtype='datetime64[ns]', freq=None) In [33]: pd.to_datetime([1349720105100, 1349720105200, 1349720105300, ....: 1349720105400, 1349720105500 ], unit='ms') ....: Out[33]: DatetimeIndex(['2012-10-08 18:15:05.100000', '2012-10-08 18:15:05.200000', '2012-10-08 18:15:05.300000', '2012-10-08 18:15:05.400000', '2012-10-08 18:15:05.500000'], dtype='datetime64[ns]', freq=None)
These work, but the results may be unexpected.
In [34]: pd.to_datetime([1]) Out[34]: DatetimeIndex(['1970-01-01 00:00:00.000000001'], dtype='datetime64[ns]', freq=None) In [35]: pd.to_datetime([1, 3.14], unit='s') Out[35]: DatetimeIndex(['1970-01-01 00:00:01', '1970-01-01 00:00:03.140000'], dtype='datetime64[ns]', freq=None)
Note
Epoch times will be rounded to the nearest nanosecond.
Generating Ranges of Timestamps
To generate an index with time stamps, you can use either the DatetimeIndex or Index constructor and pass in a list of datetime objects:
In [36]: dates = [datetime(2012, 5, 1), datetime(2012, 5, 2), datetime(2012, 5, 3)] # Note the frequency information In [37]: index = pd.DatetimeIndex(dates) In [38]: index Out[38]: DatetimeIndex(['2012-05-01', '2012-05-02', '2012-05-03'], dtype='datetime64[ns]', freq=None) # Automatically converted to DatetimeIndex In [39]: index = pd.Index(dates) In [40]: index Out[40]: DatetimeIndex(['2012-05-01', '2012-05-02', '2012-05-03'], dtype='datetime64[ns]', freq=None)
Practically, this becomes very cumbersome because we often need a very long index with a large number of timestamps. If we need timestamps on a regular frequency, we can use the pandas functions date_range
and bdate_range
to create timestamp indexes.
In [41]: index = pd.date_range('2000-1-1', periods=1000, freq='M') In [42]: index Out[42]: DatetimeIndex(['2000-01-31', '2000-02-29', '2000-03-31', '2000-04-30', '2000-05-31', '2000-06-30', '2000-07-31', '2000-08-31', '2000-09-30', '2000-10-31', ... '2082-07-31', '2082-08-31', '2082-09-30', '2082-10-31', '2082-11-30', '2082-12-31', '2083-01-31', '2083-02-28', '2083-03-31', '2083-04-30'], dtype='datetime64[ns]', length=1000, freq='M') In [43]: index = pd.bdate_range('2012-1-1', periods=250) In [44]: index Out[44]: DatetimeIndex(['2012-01-02', '2012-01-03', '2012-01-04', '2012-01-05', '2012-01-06', '2012-01-09', '2012-01-10', '2012-01-11', '2012-01-12', '2012-01-13', ... '2012-12-03', '2012-12-04', '2012-12-05', '2012-12-06', '2012-12-07', '2012-12-10', '2012-12-11', '2012-12-12', '2012-12-13', '2012-12-14'], dtype='datetime64[ns]', length=250, freq='B')
Convenience functions like date_range
and bdate_range
utilize a variety of frequency aliases. The default frequency for date_range
is a calendar day while the default for bdate_range
is a business day
In [45]: start = datetime(2011, 1, 1) In [46]: end = datetime(2012, 1, 1) In [47]: rng = pd.date_range(start, end) In [48]: rng Out[48]: DatetimeIndex(['2011-01-01', '2011-01-02', '2011-01-03', '2011-01-04', '2011-01-05', '2011-01-06', '2011-01-07', '2011-01-08', '2011-01-09', '2011-01-10', ... '2011-12-23', '2011-12-24', '2011-12-25', '2011-12-26', '2011-12-27', '2011-12-28', '2011-12-29', '2011-12-30', '2011-12-31', '2012-01-01'], dtype='datetime64[ns]', length=366, freq='D') In [49]: rng = pd.bdate_range(start, end) In [50]: rng Out[50]: DatetimeIndex(['2011-01-03', '2011-01-04', '2011-01-05', '2011-01-06', '2011-01-07', '2011-01-10', '2011-01-11', '2011-01-12', '2011-01-13', '2011-01-14', ... '2011-12-19', '2011-12-20', '2011-12-21', '2011-12-22', '2011-12-23', '2011-12-26', '2011-12-27', '2011-12-28', '2011-12-29', '2011-12-30'], dtype='datetime64[ns]', length=260, freq='B')
date_range
and bdate_range
make it easy to generate a range of dates using various combinations of parameters like start
, end
, periods
, and freq
:
In [51]: pd.date_range(start, end, freq='BM') Out[51]: DatetimeIndex(['2011-01-31', '2011-02-28', '2011-03-31', '2011-04-29', '2011-05-31', '2011-06-30', '2011-07-29', '2011-08-31', '2011-09-30', '2011-10-31', '2011-11-30', '2011-12-30'], dtype='datetime64[ns]', freq='BM') In [52]: pd.date_range(start, end, freq='W') Out[52]: DatetimeIndex(['2011-01-02', '2011-01-09', '2011-01-16', '2011-01-23', '2011-01-30', '2011-02-06', '2011-02-13', '2011-02-20', '2011-02-27', '2011-03-06', '2011-03-13', '2011-03-20', '2011-03-27', '2011-04-03', '2011-04-10', '2011-04-17', '2011-04-24', '2011-05-01', '2011-05-08', '2011-05-15', '2011-05-22', '2011-05-29', '2011-06-05', '2011-06-12', '2011-06-19', '2011-06-26', '2011-07-03', '2011-07-10', '2011-07-17', '2011-07-24', '2011-07-31', '2011-08-07', '2011-08-14', '2011-08-21', '2011-08-28', '2011-09-04', '2011-09-11', '2011-09-18', '2011-09-25', '2011-10-02', '2011-10-09', '2011-10-16', '2011-10-23', '2011-10-30', '2011-11-06', '2011-11-13', '2011-11-20', '2011-11-27', '2011-12-04', '2011-12-11', '2011-12-18', '2011-12-25', '2012-01-01'], dtype='datetime64[ns]', freq='W-SUN') In [53]: pd.bdate_range(end=end, periods=20) Out[53]: DatetimeIndex(['2011-12-05', '2011-12-06', '2011-12-07', '2011-12-08', '2011-12-09', '2011-12-12', '2011-12-13', '2011-12-14', '2011-12-15', '2011-12-16', '2011-12-19', '2011-12-20', '2011-12-21', '2011-12-22', '2011-12-23', '2011-12-26', '2011-12-27', '2011-12-28', '2011-12-29', '2011-12-30'], dtype='datetime64[ns]', freq='B') In [54]: pd.bdate_range(start=start, periods=20) Out[54]: DatetimeIndex(['2011-01-03', '2011-01-04', '2011-01-05', '2011-01-06', '2011-01-07', '2011-01-10', '2011-01-11', '2011-01-12', '2011-01-13', '2011-01-14', '2011-01-17', '2011-01-18', '2011-01-19', '2011-01-20', '2011-01-21', '2011-01-24', '2011-01-25', '2011-01-26', '2011-01-27', '2011-01-28'], dtype='datetime64[ns]', freq='B')
The start and end dates are strictly inclusive. So it will not generate any dates outside of those dates if specified.
Timestamp limitations
Since pandas represents timestamps in nanosecond resolution, the timespan that can be represented using a 64-bit integer is limited to approximately 584 years:
In [55]: pd.Timestamp.min Out[55]: Timestamp('1677-09-21 00:12:43.145225') In [56]: pd.Timestamp.max Out[56]: Timestamp('2262-04-11 23:47:16.854775807')
See here for ways to represent data outside these bound.
DatetimeIndex
One of the main uses for DatetimeIndex
is as an index for pandas objects. The DatetimeIndex
class contains many timeseries related optimizations:
- A large range of dates for various offsets are pre-computed and cached under the hood in order to make generating subsequent date ranges very fast (just have to grab a slice)
- Fast shifting using the
shift
andtshift
method on pandas objects - Unioning of overlapping DatetimeIndex objects with the same frequency is very fast (important for fast data alignment)
- Quick access to date fields via properties such as
year
,month
, etc. - Regularization functions like
snap
and very fastasof
logic
DatetimeIndex objects has all the basic functionality of regular Index objects and a smorgasbord of advanced timeseries-specific methods for easy frequency processing.
See also
Note
While pandas does not force you to have a sorted date index, some of these methods may have unexpected or incorrect behavior if the dates are unsorted. So please be careful.
DatetimeIndex
can be used like a regular index and offers all of its intelligent functionality like selection, slicing, etc.
In [57]: rng = pd.date_range(start, end, freq='BM') In [58]: ts = pd.Series(np.random.randn(len(rng)), index=rng) In [59]: ts.index Out[59]: DatetimeIndex(['2011-01-31', '2011-02-28', '2011-03-31', '2011-04-29', '2011-05-31', '2011-06-30', '2011-07-29', '2011-08-31', '2011-09-30', '2011-10-31', '2011-11-30', '2011-12-30'], dtype='datetime64[ns]', freq='BM') In [60]: ts[:5].index Out[60]: DatetimeIndex(['2011-01-31', '2011-02-28', '2011-03-31', '2011-04-29', '2011-05-31'], dtype='datetime64[ns]', freq='BM') In [61]: ts[::2].index Out[61]: DatetimeIndex(['2011-01-31', '2011-03-31', '2011-05-31', '2011-07-29', '2011-09-30', '2011-11-30'], dtype='datetime64[ns]', freq='2BM')
DatetimeIndex Partial String Indexing
You can pass in dates and strings that parse to dates as indexing parameters:
In [62]: ts['1/31/2011'] Out[62]: -1.2812473076599531 In [63]: ts[datetime(2011, 12, 25):] Out[63]: 2011-12-30 0.687738 Freq: BM, dtype: float64 In [64]: ts['10/31/2011':'12/31/2011'] Out[64]: 2011-10-31 0.149748 2011-11-30 -0.732339 2011-12-30 0.687738 Freq: BM, dtype: float64
To provide convenience for accessing longer time series, you can also pass in the year or year and month as strings:
In [65]: ts['2011'] Out[65]: 2011-01-31 -1.281247 2011-02-28 -0.727707 2011-03-31 -0.121306 2011-04-29 -0.097883 2011-05-31 0.695775 2011-06-30 0.341734 2011-07-29 0.959726 2011-08-31 -1.110336 2011-09-30 -0.619976 2011-10-31 0.149748 2011-11-30 -0.732339 2011-12-30 0.687738 Freq: BM, dtype: float64 In [66]: ts['2011-6'] Out[66]: 2011-06-30 0.341734 Freq: BM, dtype: float64
This type of slicing will work on a DataFrame with a DateTimeIndex
as well. Since the partial string selection is a form of label slicing, the endpoints will be included. This would include matching times on an included date. Here?s an example:
In [67]: dft = pd.DataFrame(randn(100000,1), ....: columns=['A'], ....: index=pd.date_range('20130101',periods=100000,freq='T')) ....: In [68]: dft Out[68]: A 2013-01-01 00:00:00 0.176444 2013-01-01 00:01:00 0.403310 2013-01-01 00:02:00 -0.154951 2013-01-01 00:03:00 0.301624 2013-01-01 00:04:00 -2.179861 2013-01-01 00:05:00 -1.369849 2013-01-01 00:06:00 -0.954208 ... ... 2013-03-11 10:33:00 -0.293083 2013-03-11 10:34:00 -0.059881 2013-03-11 10:35:00 1.252450 2013-03-11 10:36:00 0.046611 2013-03-11 10:37:00 0.059478 2013-03-11 10:38:00 -0.286539 2013-03-11 10:39:00 0.841669 [100000 rows x 1 columns] In [69]: dft['2013'] Out[69]: A 2013-01-01 00:00:00 0.176444 2013-01-01 00:01:00 0.403310 2013-01-01 00:02:00 -0.154951 2013-01-01 00:03:00 0.301624 2013-01-01 00:04:00 -2.179861 2013-01-01 00:05:00 -1.369849 2013-01-01 00:06:00 -0.954208 ... ... 2013-03-11 10:33:00 -0.293083 2013-03-11 10:34:00 -0.059881 2013-03-11 10:35:00 1.252450 2013-03-11 10:36:00 0.046611 2013-03-11 10:37:00 0.059478 2013-03-11 10:38:00 -0.286539 2013-03-11 10:39:00 0.841669 [100000 rows x 1 columns]
This starts on the very first time in the month, and includes the last date & time for the month
In [70]: dft['2013-1':'2013-2'] Out[70]: A 2013-01-01 00:00:00 0.176444 2013-01-01 00:01:00 0.403310 2013-01-01 00:02:00 -0.154951 2013-01-01 00:03:00 0.301624 2013-01-01 00:04:00 -2.179861 2013-01-01 00:05:00 -1.369849 2013-01-01 00:06:00 -0.954208 ... ... 2013-02-28 23:53:00 0.103114 2013-02-28 23:54:00 -1.303422 2013-02-28 23:55:00 0.451943 2013-02-28 23:56:00 0.220534 2013-02-28 23:57:00 -1.624220 2013-02-28 23:58:00 0.093915 2013-02-28 23:59:00 -1.087454 [84960 rows x 1 columns]
This specifies a stop time that includes all of the times on the last day
In [71]: dft['2013-1':'2013-2-28'] Out[71]: A 2013-01-01 00:00:00 0.176444 2013-01-01 00:01:00 0.403310 2013-01-01 00:02:00 -0.154951 2013-01-01 00:03:00 0.301624 2013-01-01 00:04:00 -2.179861 2013-01-01 00:05:00 -1.369849 2013-01-01 00:06:00 -0.954208 ... ... 2013-02-28 23:53:00 0.103114 2013-02-28 23:54:00 -1.303422 2013-02-28 23:55:00 0.451943 2013-02-28 23:56:00 0.220534 2013-02-28 23:57:00 -1.624220 2013-02-28 23:58:00 0.093915 2013-02-28 23:59:00 -1.087454 [84960 rows x 1 columns]
This specifies an exact stop time (and is not the same as the above)
In [72]: dft['2013-1':'2013-2-28 00:00:00'] Out[72]: A 2013-01-01 00:00:00 0.176444 2013-01-01 00:01:00 0.403310 2013-01-01 00:02:00 -0.154951 2013-01-01 00:03:00 0.301624 2013-01-01 00:04:00 -2.179861 2013-01-01 00:05:00 -1.369849 2013-01-01 00:06:00 -0.954208 ... ... 2013-02-27 23:54:00 0.897051 2013-02-27 23:55:00 -0.309230 2013-02-27 23:56:00 1.944713 2013-02-27 23:57:00 0.369265 2013-02-27 23:58:00 0.053071 2013-02-27 23:59:00 -0.019734 2013-02-28 00:00:00 1.388189 [83521 rows x 1 columns]
We are stopping on the included end-point as it is part of the index
In [73]: dft['2013-1-15':'2013-1-15 12:30:00'] Out[73]: A 2013-01-15 00:00:00 0.501288 2013-01-15 00:01:00 -0.605198 2013-01-15 00:02:00 0.215146 2013-01-15 00:03:00 0.924732 2013-01-15 00:04:00 -2.228519 2013-01-15 00:05:00 1.517331 2013-01-15 00:06:00 -1.188774 ... ... 2013-01-15 12:24:00 1.358314 2013-01-15 12:25:00 -0.737727 2013-01-15 12:26:00 1.838323 2013-01-15 12:27:00 -0.774090 2013-01-15 12:28:00 0.622261 2013-01-15 12:29:00 -0.631649 2013-01-15 12:30:00 0.193284 [751 rows x 1 columns]
Warning
The following selection will raise a KeyError
; otherwise this selection methodology would be inconsistent with other selection methods in pandas (as this is not a slice, nor does it resolve to one)
dft['2013-1-15 12:30:00']
To select a single row, use .loc
In [74]: dft.loc['2013-1-15 12:30:00'] Out[74]: A 0.193284 Name: 2013-01-15 12:30:00, dtype: float64
New in version 0.18.0.
DatetimeIndex Partial String Indexing also works on DataFrames with a MultiIndex
. For example:
In [75]: dft2 = pd.DataFrame(np.random.randn(20, 1), ....: columns=['A'], ....: index=pd.MultiIndex.from_product([pd.date_range('20130101', ....: periods=10, ....: freq='12H'), ....: ['a', 'b']])) ....: In [76]: dft2 Out[76]: A 2013-01-01 00:00:00 a -0.659574 b 1.494522 2013-01-01 12:00:00 a -0.778425 b -0.253355 2013-01-02 00:00:00 a -2.816159 b -1.210929 2013-01-02 12:00:00 a 0.144669 ... ... 2013-01-04 00:00:00 b -1.624463 2013-01-04 12:00:00 a 0.056912 b 0.149867 2013-01-05 00:00:00 a -1.256173 b 2.324544 2013-01-05 12:00:00 a -1.067396 b -0.660996 [20 rows x 1 columns] In [77]: dft2.loc['2013-01-05'] Out[77]: A 2013-01-05 00:00:00 a -1.256173 b 2.324544 2013-01-05 12:00:00 a -1.067396 b -0.660996 In [78]: idx = pd.IndexSlice In [79]: dft2 = dft2.swaplevel(0, 1).sort_index() In [80]: dft2.loc[idx[:, '2013-01-05'], :] Out[80]: A a 2013-01-05 00:00:00 -1.256173 2013-01-05 12:00:00 -1.067396 b 2013-01-05 00:00:00 2.324544 2013-01-05 12:00:00 -0.660996
Datetime Indexing
Indexing a DateTimeIndex
with a partial string depends on the ?accuracy? of the period, in other words how specific the interval is in relation to the frequency of the index. In contrast, indexing with datetime objects is exact, because the objects have exact meaning. These also follow the semantics of including both endpoints.
These datetime
objects are specific hours, minutes,
and seconds
even though they were not explicitly specified (they are 0
).
In [81]: dft[datetime(2013, 1, 1):datetime(2013,2,28)] Out[81]: A 2013-01-01 00:00:00 0.176444 2013-01-01 00:01:00 0.403310 2013-01-01 00:02:00 -0.154951 2013-01-01 00:03:00 0.301624 2013-01-01 00:04:00 -2.179861 2013-01-01 00:05:00 -1.369849 2013-01-01 00:06:00 -0.954208 ... ... 2013-02-27 23:54:00 0.897051 2013-02-27 23:55:00 -0.309230 2013-02-27 23:56:00 1.944713 2013-02-27 23:57:00 0.369265 2013-02-27 23:58:00 0.053071 2013-02-27 23:59:00 -0.019734 2013-02-28 00:00:00 1.388189 [83521 rows x 1 columns]
With no defaults.
In [82]: dft[datetime(2013, 1, 1, 10, 12, 0):datetime(2013, 2, 28, 10, 12, 0)] Out[82]: A 2013-01-01 10:12:00 -0.246733 2013-01-01 10:13:00 -1.429225 2013-01-01 10:14:00 -1.265339 2013-01-01 10:15:00 0.710986 2013-01-01 10:16:00 -0.818200 2013-01-01 10:17:00 0.543542 2013-01-01 10:18:00 1.577713 ... ... 2013-02-28 10:06:00 0.311249 2013-02-28 10:07:00 2.366080 2013-02-28 10:08:00 -0.490372 2013-02-28 10:09:00 0.373340 2013-02-28 10:10:00 0.638442 2013-02-28 10:11:00 1.330135 2013-02-28 10:12:00 -0.945450 [83521 rows x 1 columns]
Truncating & Fancy Indexing
A truncate
convenience function is provided that is equivalent to slicing:
In [83]: ts.truncate(before='10/31/2011', after='12/31/2011') Out[83]: 2011-10-31 0.149748 2011-11-30 -0.732339 2011-12-30 0.687738 Freq: BM, dtype: float64
Even complicated fancy indexing that breaks the DatetimeIndex?s frequency regularity will result in a DatetimeIndex
(but frequency is lost):
In [84]: ts[[0, 2, 6]].index Out[84]: DatetimeIndex(['2011-01-31', '2011-03-31', '2011-07-29'], dtype='datetime64[ns]', freq=None)
Time/Date Components
There are several time/date properties that one can access from Timestamp
or a collection of timestamps like a DateTimeIndex
.
Property | Description |
---|---|
year | The year of the datetime |
month | The month of the datetime |
day | The days of the datetime |
hour | The hour of the datetime |
minute | The minutes of the datetime |
second | The seconds of the datetime |
microsecond | The microseconds of the datetime |
nanosecond | The nanoseconds of the datetime |
date | Returns datetime.date (does not contain timezone information) |
time | Returns datetime.time (does not contain timezone information) |
dayofyear | The ordinal day of year |
weekofyear | The week ordinal of the year |
week | The week ordinal of the year |
dayofweek | The numer of the day of the week with Monday=0, Sunday=6 |
weekday | The number of the day of the week with Monday=0, Sunday=6 |
weekday_name | The name of the day in a week (ex: Friday) |
quarter | Quarter of the date: Jan=Mar = 1, Apr-Jun = 2, etc. |
days_in_month | The number of days in the month of the datetime |
is_month_start | Logical indicating if first day of month (defined by frequency) |
is_month_end | Logical indicating if last day of month (defined by frequency) |
is_quarter_start | Logical indicating if first day of quarter (defined by frequency) |
is_quarter_end | Logical indicating if last day of quarter (defined by frequency) |
is_year_start | Logical indicating if first day of year (defined by frequency) |
is_year_end | Logical indicating if last day of year (defined by frequency) |
is_leap_year | Logical indicating if the date belongs to a leap year |
Furthermore, if you have a Series
with datetimelike values, then you can access these properties via the .dt
accessor, see the docs
DateOffset objects
In the preceding examples, we created DatetimeIndex objects at various frequencies by passing in frequency strings like ?M?, ?W?, and ?BM to the freq
keyword. Under the hood, these frequency strings are being translated into an instance of pandas DateOffset
, which represents a regular frequency increment. Specific offset logic like ?month?, ?business day?, or ?one hour? is represented in its various subclasses.
Class name | Description |
---|---|
DateOffset | Generic offset class, defaults to 1 calendar day |
BDay | business day (weekday) |
CDay | custom business day (experimental) |
Week | one week, optionally anchored on a day of the week |
WeekOfMonth | the x-th day of the y-th week of each month |
LastWeekOfMonth | the x-th day of the last week of each month |
MonthEnd | calendar month end |
MonthBegin | calendar month begin |
BMonthEnd | business month end |
BMonthBegin | business month begin |
CBMonthEnd | custom business month end |
CBMonthBegin | custom business month begin |
SemiMonthEnd | 15th (or other day_of_month) and calendar month end |
SemiMonthBegin | 15th (or other day_of_month) and calendar month begin |
QuarterEnd | calendar quarter end |
QuarterBegin | calendar quarter begin |
BQuarterEnd | business quarter end |
BQuarterBegin | business quarter begin |
FY5253Quarter | retail (aka 52-53 week) quarter |
YearEnd | calendar year end |
YearBegin | calendar year begin |
BYearEnd | business year end |
BYearBegin | business year begin |
FY5253 | retail (aka 52-53 week) year |
BusinessHour | business hour |
CustomBusinessHour | custom business hour |
Hour | one hour |
Minute | one minute |
Second | one second |
Milli | one millisecond |
Micro | one microsecond |
Nano | one nanosecond |
The basic DateOffset
takes the same arguments as dateutil.relativedelta
, which works like:
In [85]: d = datetime(2008, 8, 18, 9, 0) In [86]: d + relativedelta(months=4, days=5) Out[86]: datetime.datetime(2008, 12, 23, 9, 0)
We could have done the same thing with DateOffset
:
In [87]: from pandas.tseries.offsets import * In [88]: d + DateOffset(months=4, days=5) Out[88]: Timestamp('2008-12-23 09:00:00')
The key features of a DateOffset
object are:
- it can be added / subtracted to/from a datetime object to obtain a shifted date
- it can be multiplied by an integer (positive or negative) so that the increment will be applied multiple times
- it has
rollforward
androllback
methods for moving a date forward or backward to the next or previous ?offset date?
Subclasses of DateOffset
define the apply
function which dictates custom date increment logic, such as adding business days:
class BDay(DateOffset): """DateOffset increments between business days""" def apply(self, other): ...
In [89]: d - 5 * BDay() Out[89]: Timestamp('2008-08-11 09:00:00') In [90]: d + BMonthEnd() Out[90]: Timestamp('2008-08-29 09:00:00')
The rollforward
and rollback
methods do exactly what you would expect:
In [91]: d Out[91]: datetime.datetime(2008, 8, 18, 9, 0) In [92]: offset = BMonthEnd() In [93]: offset.rollforward(d) Out[93]: Timestamp('2008-08-29 09:00:00') In [94]: offset.rollback(d) Out[94]: Timestamp('2008-07-31 09:00:00')
It?s definitely worth exploring the pandas.tseries.offsets
module and the various docstrings for the classes.
These operations (apply
, rollforward
and rollback
) preserves time (hour, minute, etc) information by default. To reset time, use normalize=True
keyword when creating the offset instance. If normalize=True
, result is normalized after the function is applied.
In [95]: day = Day() In [96]: day.apply(pd.Timestamp('2014-01-01 09:00')) Out[96]: Timestamp('2014-01-02 09:00:00') In [97]: day = Day(normalize=True) In [98]: day.apply(pd.Timestamp('2014-01-01 09:00')) Out[98]: Timestamp('2014-01-02 00:00:00') In [99]: hour = Hour() In [100]: hour.apply(pd.Timestamp('2014-01-01 22:00')) Out[100]: Timestamp('2014-01-01 23:00:00') In [101]: hour = Hour(normalize=True) In [102]: hour.apply(pd.Timestamp('2014-01-01 22:00')) Out[102]: Timestamp('2014-01-01 00:00:00') In [103]: hour.apply(pd.Timestamp('2014-01-01 23:00')) Out[103]: Timestamp('2014-01-02 00:00:00')
Parametric offsets
Some of the offsets can be ?parameterized? when created to result in different behaviors. For example, the Week
offset for generating weekly data accepts a weekday
parameter which results in the generated dates always lying on a particular day of the week:
In [104]: d Out[104]: datetime.datetime(2008, 8, 18, 9, 0) In [105]: d + Week() Out[105]: Timestamp('2008-08-25 09:00:00') In [106]: d + Week(weekday=4) Out[106]: Timestamp('2008-08-22 09:00:00') In [107]: (d + Week(weekday=4)).weekday() Out[107]: 4 In [108]: d - Week() Out[108]: Timestamp('2008-08-11 09:00:00')
normalize
option will be effective for addition and subtraction.
In [109]: d + Week(normalize=True) Out[109]: Timestamp('2008-08-25 00:00:00') In [110]: d - Week(normalize=True) Out[110]: Timestamp('2008-08-11 00:00:00')
Another example is parameterizing YearEnd
with the specific ending month:
In [111]: d + YearEnd() Out[111]: Timestamp('2008-12-31 09:00:00') In [112]: d + YearEnd(month=6) Out[112]: Timestamp('2009-06-30 09:00:00')
Using offsets with Series
/ DatetimeIndex
Offsets can be used with either a Series
or DatetimeIndex
to apply the offset to each element.
In [113]: rng = pd.date_range('2012-01-01', '2012-01-03') In [114]: s = pd.Series(rng) In [115]: rng Out[115]: DatetimeIndex(['2012-01-01', '2012-01-02', '2012-01-03'], dtype='datetime64[ns]', freq='D') In [116]: rng + DateOffset(months=2) Out[116]: DatetimeIndex(['2012-03-01', '2012-03-02', '2012-03-03'], dtype='datetime64[ns]', freq='D') In [117]: s + DateOffset(months=2) Out[117]: 0 2012-03-01 1 2012-03-02 2 2012-03-03 dtype: datetime64[ns] In [118]: s - DateOffset(months=2) Out[118]: 0 2011-11-01 1 2011-11-02 2 2011-11-03 dtype: datetime64[ns]
If the offset class maps directly to a Timedelta
(Day
, Hour
, Minute
, Second
, Micro
, Milli
, Nano
) it can be used exactly like a Timedelta
- see the Timedelta section for more examples.
In [119]: s - Day(2) Out[119]: 0 2011-12-30 1 2011-12-31 2 2012-01-01 dtype: datetime64[ns] In [120]: td = s - pd.Series(pd.date_range('2011-12-29', '2011-12-31')) In [121]: td Out[121]: 0 3 days 1 3 days 2 3 days dtype: timedelta64[ns] In [122]: td + Minute(15) Out[122]: 0 3 days 00:15:00 1 3 days 00:15:00 2 3 days 00:15:00 dtype: timedelta64[ns]
Note that some offsets (such as BQuarterEnd
) do not have a vectorized implementation. They can still be used but may calculate significantly slower and will raise a PerformanceWarning
In [123]: rng + BQuarterEnd() Out[123]: DatetimeIndex(['2012-03-30', '2012-03-30', '2012-03-30'], dtype='datetime64[ns]', freq=None)
Custom Business Days (Experimental)
The CDay
or CustomBusinessDay
class provides a parametric BusinessDay
class which can be used to create customized business day calendars which account for local holidays and local weekend conventions.
As an interesting example, let?s look at Egypt where a Friday-Saturday weekend is observed.
In [124]: from pandas.tseries.offsets import CustomBusinessDay In [125]: weekmask_egypt = 'Sun Mon Tue Wed Thu' # They also observe International Workers' Day so let's # add that for a couple of years In [126]: holidays = ['2012-05-01', datetime(2013, 5, 1), np.datetime64('2014-05-01')] In [127]: bday_egypt = CustomBusinessDay(holidays=holidays, weekmask=weekmask_egypt) In [128]: dt = datetime(2013, 4, 30) In [129]: dt + 2 * bday_egypt Out[129]: Timestamp('2013-05-05 00:00:00')
Let?s map to the weekday names
In [130]: dts = pd.date_range(dt, periods=5, freq=bday_egypt) In [131]: pd.Series(dts.weekday, dts).map(pd.Series('Mon Tue Wed Thu Fri Sat Sun'.split())) Out[131]: 2013-04-30 Tue 2013-05-02 Thu 2013-05-05 Sun 2013-05-06 Mon 2013-05-07 Tue Freq: C, dtype: object
As of v0.14 holiday calendars can be used to provide the list of holidays. See the holiday calendar section for more information.
In [132]: from pandas.tseries.holiday import USFederalHolidayCalendar In [133]: bday_us = CustomBusinessDay(calendar=USFederalHolidayCalendar()) # Friday before MLK Day In [134]: dt = datetime(2014, 1, 17) # Tuesday after MLK Day (Monday is skipped because it's a holiday) In [135]: dt + bday_us Out[135]: Timestamp('2014-01-21 00:00:00')
Monthly offsets that respect a certain holiday calendar can be defined in the usual way.
In [136]: from pandas.tseries.offsets import CustomBusinessMonthBegin In [137]: bmth_us = CustomBusinessMonthBegin(calendar=USFederalHolidayCalendar()) # Skip new years In [138]: dt = datetime(2013, 12, 17) In [139]: dt + bmth_us Out[139]: Timestamp('2014-01-02 00:00:00') # Define date index with custom offset In [140]: pd.DatetimeIndex(start='20100101',end='20120101',freq=bmth_us) Out[140]: DatetimeIndex(['2010-01-04', '2010-02-01', '2010-03-01', '2010-04-01', '2010-05-03', '2010-06-01', '2010-07-01', '2010-08-02', '2010-09-01', '2010-10-01', '2010-11-01', '2010-12-01', '2011-01-03', '2011-02-01', '2011-03-01', '2011-04-01', '2011-05-02', '2011-06-01', '2011-07-01', '2011-08-01', '2011-09-01', '2011-10-03', '2011-11-01', '2011-12-01'], dtype='datetime64[ns]', freq='CBMS')
Note
The frequency string ?C? is used to indicate that a CustomBusinessDay DateOffset is used, it is important to note that since CustomBusinessDay is a parameterised type, instances of CustomBusinessDay may differ and this is not detectable from the ?C? frequency string. The user therefore needs to ensure that the ?C? frequency string is used consistently within the user?s application.
Business Hour
The BusinessHour
class provides a business hour representation on BusinessDay
, allowing to use specific start and end times.
By default, BusinessHour
uses 9:00 - 17:00 as business hours. Adding BusinessHour
will increment Timestamp
by hourly. If target Timestamp
is out of business hours, move to the next business hour then increment it. If the result exceeds the business hours end, remaining is added to the next business day.
In [141]: bh = BusinessHour() In [142]: bh Out[142]: <BusinessHour: BH=09:00-17:00> # 2014-08-01 is Friday In [143]: pd.Timestamp('2014-08-01 10:00').weekday() Out[143]: 4 In [144]: pd.Timestamp('2014-08-01 10:00') + bh Out[144]: Timestamp('2014-08-01 11:00:00') # Below example is the same as: pd.Timestamp('2014-08-01 09:00') + bh In [145]: pd.Timestamp('2014-08-01 08:00') + bh Out[145]: Timestamp('2014-08-01 10:00:00') # If the results is on the end time, move to the next business day In [146]: pd.Timestamp('2014-08-01 16:00') + bh Out[146]: Timestamp('2014-08-04 09:00:00') # Remainings are added to the next day In [147]: pd.Timestamp('2014-08-01 16:30') + bh Out[147]: Timestamp('2014-08-04 09:30:00') # Adding 2 business hours In [148]: pd.Timestamp('2014-08-01 10:00') + BusinessHour(2) Out[148]: Timestamp('2014-08-01 12:00:00') # Subtracting 3 business hours In [149]: pd.Timestamp('2014-08-01 10:00') + BusinessHour(-3) Out[149]: Timestamp('2014-07-31 15:00:00')
Also, you can specify start
and end
time by keywords. Argument must be str
which has hour:minute
representation or datetime.time
instance. Specifying seconds, microseconds and nanoseconds as business hour results in ValueError
.
In [150]: bh = BusinessHour(start='11:00', end=time(20, 0)) In [151]: bh Out[151]: <BusinessHour: BH=11:00-20:00> In [152]: pd.Timestamp('2014-08-01 13:00') + bh Out[152]: Timestamp('2014-08-01 14:00:00') In [153]: pd.Timestamp('2014-08-01 09:00') + bh Out[153]: Timestamp('2014-08-01 12:00:00') In [154]: pd.Timestamp('2014-08-01 18:00') + bh Out[154]: Timestamp('2014-08-01 19:00:00')
Passing start
time later than end
represents midnight business hour. In this case, business hour exceeds midnight and overlap to the next day. Valid business hours are distinguished by whether it started from valid BusinessDay
.
In [155]: bh = BusinessHour(start='17:00', end='09:00') In [156]: bh Out[156]: <BusinessHour: BH=17:00-09:00> In [157]: pd.Timestamp('2014-08-01 17:00') + bh Out[157]: Timestamp('2014-08-01 18:00:00') In [158]: pd.Timestamp('2014-08-01 23:00') + bh Out[158]: Timestamp('2014-08-02 00:00:00') # Although 2014-08-02 is Satuaday, # it is valid because it starts from 08-01 (Friday). In [159]: pd.Timestamp('2014-08-02 04:00') + bh Out[159]: Timestamp('2014-08-02 05:00:00') # Although 2014-08-04 is Monday, # it is out of business hours because it starts from 08-03 (Sunday). In [160]: pd.Timestamp('2014-08-04 04:00') + bh Out[160]: Timestamp('2014-08-04 18:00:00')
Applying BusinessHour.rollforward
and rollback
to out of business hours results in the next business hour start or previous day?s end. Different from other offsets, BusinessHour.rollforward
may output different results from apply
by definition.
This is because one day?s business hour end is equal to next day?s business hour start. For example, under the default business hours (9:00 - 17:00), there is no gap (0 minutes) between 2014-08-01 17:00
and 2014-08-04 09:00
.
# This adjusts a Timestamp to business hour edge In [161]: BusinessHour().rollback(pd.Timestamp('2014-08-02 15:00')) Out[161]: Timestamp('2014-08-01 17:00:00') In [162]: BusinessHour().rollforward(pd.Timestamp('2014-08-02 15:00')) Out[162]: Timestamp('2014-08-04 09:00:00') # It is the same as BusinessHour().apply(pd.Timestamp('2014-08-01 17:00')). # And it is the same as BusinessHour().apply(pd.Timestamp('2014-08-04 09:00')) In [163]: BusinessHour().apply(pd.Timestamp('2014-08-02 15:00')) Out[163]: Timestamp('2014-08-04 10:00:00') # BusinessDay results (for reference) In [164]: BusinessHour().rollforward(pd.Timestamp('2014-08-02')) Out[164]: Timestamp('2014-08-04 09:00:00') # It is the same as BusinessDay().apply(pd.Timestamp('2014-08-01')) # The result is the same as rollworward because BusinessDay never overlap. In [165]: BusinessHour().apply(pd.Timestamp('2014-08-02')) Out[165]: Timestamp('2014-08-04 10:00:00')
BusinessHour
regards Saturday and Sunday as holidays. To use arbitrary holidays, you can use CustomBusinessHour
offset, see Custom Business Hour:
Custom Business Hour
New in version 0.18.1.
The CustomBusinessHour
is a mixture of BusinessHour
and CustomBusinessDay
which allows you to specify arbitrary holidays. CustomBusinessHour
works as the same as BusinessHour
except that it skips specified custom holidays.
In [166]: from pandas.tseries.holiday import USFederalHolidayCalendar In [167]: bhour_us = CustomBusinessHour(calendar=USFederalHolidayCalendar()) # Friday before MLK Day In [168]: dt = datetime(2014, 1, 17, 15) In [169]: dt + bhour_us Out[169]: Timestamp('2014-01-17 16:00:00') # Tuesday after MLK Day (Monday is skipped because it's a holiday) In [170]: dt + bhour_us * 2 Out[170]: Timestamp('2014-01-21 09:00:00')
You can use keyword arguments suported by either BusinessHour
and CustomBusinessDay
.
In [171]: bhour_mon = CustomBusinessHour(start='10:00', weekmask='Tue Wed Thu Fri') # Monday is skipped because it's a holiday, business hour starts from 10:00 In [172]: dt + bhour_mon * 2 Out[172]: Timestamp('2014-01-21 10:00:00')
Offset Aliases
A number of string aliases are given to useful common time series frequencies. We will refer to these aliases as offset aliases (referred to as time rules prior to v0.8.0).
Alias | Description |
---|---|
B | business day frequency |
C | custom business day frequency (experimental) |
D | calendar day frequency |
W | weekly frequency |
M | month end frequency |
SM | semi-month end frequency (15th and end of month) |
BM | business month end frequency |
CBM | custom business month end frequency |
MS | month start frequency |
SMS | semi-month start frequency (1st and 15th) |
BMS | business month start frequency |
CBMS | custom business month start frequency |
Q | quarter end frequency |
BQ | business quarter endfrequency |
QS | quarter start frequency |
BQS | business quarter start frequency |
A | year end frequency |
BA | business year end frequency |
AS | year start frequency |
BAS | business year start frequency |
BH | business hour frequency |
H | hourly frequency |
T, min | minutely frequency |
S | secondly frequency |
L, ms | milliseconds |
U, us | microseconds |
N | nanoseconds |
Combining Aliases
As we have seen previously, the alias and the offset instance are fungible in most functions:
In [173]: pd.date_range(start, periods=5, freq='B') Out[173]: DatetimeIndex(['2011-01-03', '2011-01-04', '2011-01-05', '2011-01-06', '2011-01-07'], dtype='datetime64[ns]', freq='B') In [174]: pd.date_range(start, periods=5, freq=BDay()) Out[174]: DatetimeIndex(['2011-01-03', '2011-01-04', '2011-01-05', '2011-01-06', '2011-01-07'], dtype='datetime64[ns]', freq='B')
You can combine together day and intraday offsets:
In [175]: pd.date_range(start, periods=10, freq='2h20min') Out[175]: DatetimeIndex(['2011-01-01 00:00:00', '2011-01-01 02:20:00', '2011-01-01 04:40:00', '2011-01-01 07:00:00', '2011-01-01 09:20:00', '2011-01-01 11:40:00', '2011-01-01 14:00:00', '2011-01-01 16:20:00', '2011-01-01 18:40:00', '2011-01-01 21:00:00'], dtype='datetime64[ns]', freq='140T') In [176]: pd.date_range(start, periods=10, freq='1D10U') Out[176]: DatetimeIndex([ '2011-01-01 00:00:00', '2011-01-02 00:00:00.000010', '2011-01-03 00:00:00.000020', '2011-01-04 00:00:00.000030', '2011-01-05 00:00:00.000040', '2011-01-06 00:00:00.000050', '2011-01-07 00:00:00.000060', '2011-01-08 00:00:00.000070', '2011-01-09 00:00:00.000080', '2011-01-10 00:00:00.000090'], dtype='datetime64[ns]', freq='86400000010U')
Anchored Offsets
For some frequencies you can specify an anchoring suffix:
Alias | Description |
---|---|
W-SUN | weekly frequency (sundays). Same as ?W? |
W-MON | weekly frequency (mondays) |
W-TUE | weekly frequency (tuesdays) |
W-WED | weekly frequency (wednesdays) |
W-THU | weekly frequency (thursdays) |
W-FRI | weekly frequency (fridays) |
W-SAT | weekly frequency (saturdays) |
(B)Q(S)-DEC | quarterly frequency, year ends in December. Same as ?Q? |
(B)Q(S)-JAN | quarterly frequency, year ends in January |
(B)Q(S)-FEB | quarterly frequency, year ends in February |
(B)Q(S)-MAR | quarterly frequency, year ends in March |
(B)Q(S)-APR | quarterly frequency, year ends in April |
(B)Q(S)-MAY | quarterly frequency, year ends in May |
(B)Q(S)-JUN | quarterly frequency, year ends in June |
(B)Q(S)-JUL | quarterly frequency, year ends in July |
(B)Q(S)-AUG | quarterly frequency, year ends in August |
(B)Q(S)-SEP | quarterly frequency, year ends in September |
(B)Q(S)-OCT | quarterly frequency, year ends in October |
(B)Q(S)-NOV | quarterly frequency, year ends in November |
(B)A(S)-DEC | annual frequency, anchored end of December. Same as ?A? |
(B)A(S)-JAN | annual frequency, anchored end of January |
(B)A(S)-FEB | annual frequency, anchored end of February |
(B)A(S)-MAR | annual frequency, anchored end of March |
(B)A(S)-APR | annual frequency, anchored end of April |
(B)A(S)-MAY | annual frequency, anchored end of May |
(B)A(S)-JUN | annual frequency, anchored end of June |
(B)A(S)-JUL | annual frequency, anchored end of July |
(B)A(S)-AUG | annual frequency, anchored end of August |
(B)A(S)-SEP | annual frequency, anchored end of September |
(B)A(S)-OCT | annual frequency, anchored end of October |
(B)A(S)-NOV | annual frequency, anchored end of November |
These can be used as arguments to date_range
, bdate_range
, constructors for DatetimeIndex
, as well as various other timeseries-related functions in pandas.
Anchored Offset Semantics
For those offsets that are anchored to the start or end of specific frequency (MonthEnd
, MonthBegin
, WeekEnd
, etc) the following rules apply to rolling forward and backwards.
When n
is not 0, if the given date is not on an anchor point, it snapped to the next(previous) anchor point, and moved |n|-1
additional steps forwards or backwards.
In [177]: pd.Timestamp('2014-01-02') + MonthBegin(n=1) Out[177]: Timestamp('2014-02-01 00:00:00') In [178]: pd.Timestamp('2014-01-02') + MonthEnd(n=1) Out[178]: Timestamp('2014-01-31 00:00:00') In [179]: pd.Timestamp('2014-01-02') - MonthBegin(n=1) Out[179]: Timestamp('2014-01-01 00:00:00') In [180]: pd.Timestamp('2014-01-02') - MonthEnd(n=1) Out[180]: Timestamp('2013-12-31 00:00:00') In [181]: pd.Timestamp('2014-01-02') + MonthBegin(n=4) Out[181]: Timestamp('2014-05-01 00:00:00') In [182]: pd.Timestamp('2014-01-02') - MonthBegin(n=4) Out[182]: Timestamp('2013-10-01 00:00:00')
If the given date is on an anchor point, it is moved |n|
points forwards or backwards.
In [183]: pd.Timestamp('2014-01-01') + MonthBegin(n=1) Out[183]: Timestamp('2014-02-01 00:00:00') In [184]: pd.Timestamp('2014-01-31') + MonthEnd(n=1) Out[184]: Timestamp('2014-02-28 00:00:00') In [185]: pd.Timestamp('2014-01-01') - MonthBegin(n=1) Out[185]: Timestamp('2013-12-01 00:00:00') In [186]: pd.Timestamp('2014-01-31') - MonthEnd(n=1) Out[186]: Timestamp('2013-12-31 00:00:00') In [187]: pd.Timestamp('2014-01-01') + MonthBegin(n=4) Out[187]: Timestamp('2014-05-01 00:00:00') In [188]: pd.Timestamp('2014-01-31') - MonthBegin(n=4) Out[188]: Timestamp('2013-10-01 00:00:00')
For the case when n=0
, the date is not moved if on an anchor point, otherwise it is rolled forward to the next anchor point.
In [189]: pd.Timestamp('2014-01-02') + MonthBegin(n=0) Out[189]: Timestamp('2014-02-01 00:00:00') In [190]: pd.Timestamp('2014-01-02') + MonthEnd(n=0) Out[190]: Timestamp('2014-01-31 00:00:00') In [191]: pd.Timestamp('2014-01-01') + MonthBegin(n=0) Out[191]: Timestamp('2014-01-01 00:00:00') In [192]: pd.Timestamp('2014-01-31') + MonthEnd(n=0) Out[192]: Timestamp('2014-01-31 00:00:00')
Holidays / Holiday Calendars
Holidays and calendars provide a simple way to define holiday rules to be used with CustomBusinessDay
or in other analysis that requires a predefined set of holidays. The AbstractHolidayCalendar
class provides all the necessary methods to return a list of holidays and only rules
need to be defined in a specific holiday calendar class. Further, start_date
and end_date
class attributes determine over what date range holidays are generated. These should be overwritten on the AbstractHolidayCalendar
class to have the range apply to all calendar subclasses. USFederalHolidayCalendar
is the only calendar that exists and primarily serves as an example for developing other calendars.
For holidays that occur on fixed dates (e.g., US Memorial Day or July 4th) an observance rule determines when that holiday is observed if it falls on a weekend or some other non-observed day. Defined observance rules are:
Rule | Description |
---|---|
nearest_workday | move Saturday to Friday and Sunday to Monday |
sunday_to_monday | move Sunday to following Monday |
next_monday_or_tuesday | move Saturday to Monday and Sunday/Monday to Tuesday |
previous_friday | move Saturday and Sunday to previous Friday? |
next_monday | move Saturday and Sunday to following Monday |
An example of how holidays and holiday calendars are defined:
In [193]: from pandas.tseries.holiday import Holiday, USMemorialDay,\ .....: AbstractHolidayCalendar, nearest_workday, MO .....: In [194]: class ExampleCalendar(AbstractHolidayCalendar): .....: rules = [ .....: USMemorialDay, .....: Holiday('July 4th', month=7, day=4, observance=nearest_workday), .....: Holiday('Columbus Day', month=10, day=1, .....: offset=DateOffset(weekday=MO(2))), #same as 2*Week(weekday=2) .....: ] .....: In [195]: cal = ExampleCalendar() In [196]: cal.holidays(datetime(2012, 1, 1), datetime(2012, 12, 31)) Out[196]: DatetimeIndex(['2012-05-28', '2012-07-04', '2012-10-08'], dtype='datetime64[ns]', freq=None)
Using this calendar, creating an index or doing offset arithmetic skips weekends and holidays (i.e., Memorial Day/July 4th). For example, the below defines a custom business day offset using the ExampleCalendar
. Like any other offset, it can be used to create a DatetimeIndex
or added to datetime
or Timestamp
objects.
In [197]: from pandas.tseries.offsets import CDay In [198]: pd.DatetimeIndex(start='7/1/2012', end='7/10/2012', .....: freq=CDay(calendar=cal)).to_pydatetime() .....: Out[198]: array([datetime.datetime(2012, 7, 2, 0, 0), datetime.datetime(2012, 7, 3, 0, 0), datetime.datetime(2012, 7, 5, 0, 0), datetime.datetime(2012, 7, 6, 0, 0), datetime.datetime(2012, 7, 9, 0, 0), datetime.datetime(2012, 7, 10, 0, 0)], dtype=object) In [199]: offset = CustomBusinessDay(calendar=cal) In [200]: datetime(2012, 5, 25) + offset Out[200]: Timestamp('2012-05-29 00:00:00') In [201]: datetime(2012, 7, 3) + offset Out[201]: Timestamp('2012-07-05 00:00:00') In [202]: datetime(2012, 7, 3) + 2 * offset Out[202]: Timestamp('2012-07-06 00:00:00') In [203]: datetime(2012, 7, 6) + offset Out[203]: Timestamp('2012-07-09 00:00:00')
Ranges are defined by the start_date
and end_date
class attributes of AbstractHolidayCalendar
. The defaults are below.
In [204]: AbstractHolidayCalendar.start_date Out[204]: Timestamp('1970-01-01 00:00:00') In [205]: AbstractHolidayCalendar.end_date Out[205]: Timestamp('2030-12-31 00:00:00')
These dates can be overwritten by setting the attributes as datetime/Timestamp/string.
In [206]: AbstractHolidayCalendar.start_date = datetime(2012, 1, 1) In [207]: AbstractHolidayCalendar.end_date = datetime(2012, 12, 31) In [208]: cal.holidays() Out[208]: DatetimeIndex(['2012-05-28', '2012-07-04', '2012-10-08'], dtype='datetime64[ns]', freq=None)
Every calendar class is accessible by name using the get_calendar
function which returns a holiday class instance. Any imported calendar class will automatically be available by this function. Also, HolidayCalendarFactory
provides an easy interface to create calendars that are combinations of calendars or calendars with additional rules.
In [209]: from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory,\ .....: USLaborDay .....: In [210]: cal = get_calendar('ExampleCalendar') In [211]: cal.rules Out[211]: [Holiday: MemorialDay (month=5, day=31, offset=<DateOffset: kwds={'weekday': MO(-1)}>), Holiday: July 4th (month=7, day=4, observance=<function nearest_workday at 0x7ff271135aa0>), Holiday: Columbus Day (month=10, day=1, offset=<DateOffset: kwds={'weekday': MO(+2)}>)] In [212]: new_cal = HolidayCalendarFactory('NewExampleCalendar', cal, USLaborDay) In [213]: new_cal.rules Out[213]: [Holiday: Labor Day (month=9, day=1, offset=<DateOffset: kwds={'weekday': MO(+1)}>), Holiday: Columbus Day (month=10, day=1, offset=<DateOffset: kwds={'weekday': MO(+2)}>), Holiday: July 4th (month=7, day=4, observance=<function nearest_workday at 0x7ff271135aa0>), Holiday: MemorialDay (month=5, day=31, offset=<DateOffset: kwds={'weekday': MO(-1)}>)]
Time series-related instance methods
Shifting / lagging
One may want to shift or lag the values in a time series back and forward in time. The method for this is shift
, which is available on all of the pandas objects.
In [214]: ts = ts[:5] In [215]: ts.shift(1) Out[215]: 2011-01-31 NaN 2011-02-28 -1.281247 2011-03-31 -0.727707 2011-04-29 -0.121306 2011-05-31 -0.097883 Freq: BM, dtype: float64
The shift method accepts an freq
argument which can accept a DateOffset
class or other timedelta
-like object or also a offset alias:
In [216]: ts.shift(5, freq=offsets.BDay()) Out[216]: 2011-02-07 -1.281247 2011-03-07 -0.727707 2011-04-07 -0.121306 2011-05-06 -0.097883 2011-06-07 0.695775 dtype: float64 In [217]: ts.shift(5, freq='BM') Out[217]: 2011-06-30 -1.281247 2011-07-29 -0.727707 2011-08-31 -0.121306 2011-09-30 -0.097883 2011-10-31 0.695775 Freq: BM, dtype: float64
Rather than changing the alignment of the data and the index, DataFrame
and Series
objects also have a tshift
convenience method that changes all the dates in the index by a specified number of offsets:
In [218]: ts.tshift(5, freq='D') Out[218]: 2011-02-05 -1.281247 2011-03-05 -0.727707 2011-04-05 -0.121306 2011-05-04 -0.097883 2011-06-05 0.695775 dtype: float64
Note that with tshift
, the leading entry is no longer NaN because the data is not being realigned.
Frequency conversion
The primary function for changing frequencies is the asfreq
function. For a DatetimeIndex
, this is basically just a thin, but convenient wrapper around reindex
which generates a date_range
and calls reindex
.
In [219]: dr = pd.date_range('1/1/2010', periods=3, freq=3 * offsets.BDay()) In [220]: ts = pd.Series(randn(3), index=dr) In [221]: ts Out[221]: 2010-01-01 0.532005 2010-01-06 0.544874 2010-01-11 -1.001788 Freq: 3B, dtype: float64 In [222]: ts.asfreq(BDay()) Out[222]: 2010-01-01 0.532005 2010-01-04 NaN 2010-01-05 NaN 2010-01-06 0.544874 2010-01-07 NaN 2010-01-08 NaN 2010-01-11 -1.001788 Freq: B, dtype: float64
asfreq
provides a further convenience so you can specify an interpolation method for any gaps that may appear after the frequency conversion
In [223]: ts.asfreq(BDay(), method='pad') Out[223]: 2010-01-01 0.532005 2010-01-04 0.532005 2010-01-05 0.532005 2010-01-06 0.544874 2010-01-07 0.544874 2010-01-08 0.544874 2010-01-11 -1.001788 Freq: B, dtype: float64
Filling forward / backward
Related to asfreq
and reindex
is the fillna
function documented in the missing data section.
Converting to Python datetimes
DatetimeIndex
can be converted to an array of Python native datetime.datetime objects using the to_pydatetime
method.
Resampling
Warning
The interface to .resample
has changed in 0.18.0 to be more groupby-like and hence more flexible. See the whatsnew docs for a comparison with prior versions.
Pandas has a simple, powerful, and efficient functionality for performing resampling operations during frequency conversion (e.g., converting secondly data into 5-minutely data). This is extremely common in, but not limited to, financial applications.
.resample()
is a time-based groupby, followed by a reduction method on each of its groups.
Starting in version 0.18.1, the resample()
function can be used directly from DataFrameGroupBy objects, see the groupby docs.
Note
.resample()
is similar to using a .rolling()
operation with a time-based offset, see a discussion here <stats.moments.ts-versus-resampling>
See some cookbook examples for some advanced strategies
In [224]: rng = pd.date_range('1/1/2012', periods=100, freq='S') In [225]: ts = pd.Series(np.random.randint(0, 500, len(rng)), index=rng) In [226]: ts.resample('5Min').sum() Out[226]: 2012-01-01 24390 Freq: 5T, dtype: int64
The resample
function is very flexible and allows you to specify many different parameters to control the frequency conversion and resampling operation.
The how
parameter can be a function name or numpy array function that takes an array and produces aggregated values:
In [227]: ts.resample('5Min').mean() Out[227]: 2012-01-01 243.9 Freq: 5T, dtype: float64 In [228]: ts.resample('5Min').ohlc() Out[228]: open high low close 2012-01-01 161 495 1 245 In [229]: ts.resample('5Min').max() Out[229]: 2012-01-01 495 Freq: 5T, dtype: int64
Any function available via dispatching can be given to the how
parameter by name, including sum
, mean
, std
, sem
, max
, min
, median
, first
, last
, ohlc
.
For downsampling, closed
can be set to ?left? or ?right? to specify which end of the interval is closed:
In [230]: ts.resample('5Min', closed='right').mean() Out[230]: 2011-12-31 23:55:00 161.000000 2012-01-01 00:00:00 244.737374 Freq: 5T, dtype: float64 In [231]: ts.resample('5Min', closed='left').mean() Out[231]: 2012-01-01 243.9 Freq: 5T, dtype: float64
Parameters like label
and loffset
are used to manipulate the resulting labels. label
specifies whether the result is labeled with the beginning or the end of the interval. loffset
performs a time adjustment on the output labels.
In [232]: ts.resample('5Min').mean() # by default label='right' Out[232]: 2012-01-01 243.9 Freq: 5T, dtype: float64 In [233]: ts.resample('5Min', label='left').mean() Out[233]: 2012-01-01 243.9 Freq: 5T, dtype: float64 In [234]: ts.resample('5Min', label='left', loffset='1s').mean() Out[234]: 2012-01-01 00:00:01 243.9 dtype: float64
The axis
parameter can be set to 0 or 1 and allows you to resample the specified axis for a DataFrame.
kind
can be set to ?timestamp? or ?period? to convert the resulting index to/from time-stamp and time-span representations. By default resample
retains the input representation.
convention
can be set to ?start? or ?end? when resampling period data (detail below). It specifies how low frequency periods are converted to higher frequency periods.
Up Sampling
For upsampling, you can specify a way to upsample and the limit
parameter to interpolate over the gaps that are created:
# from secondly to every 250 milliseconds In [235]: ts[:2].resample('250L').asfreq() Out[235]: 2012-01-01 00:00:00.000 161.0 2012-01-01 00:00:00.250 NaN 2012-01-01 00:00:00.500 NaN 2012-01-01 00:00:00.750 NaN 2012-01-01 00:00:01.000 199.0 Freq: 250L, dtype: float64 In [236]: ts[:2].resample('250L').ffill() Out[236]: 2012-01-01 00:00:00.000 161 2012-01-01 00:00:00.250 161 2012-01-01 00:00:00.500 161 2012-01-01 00:00:00.750 161 2012-01-01 00:00:01.000 199 Freq: 250L, dtype: int64 In [237]: ts[:2].resample('250L').ffill(limit=2) Out[237]: 2012-01-01 00:00:00.000 161.0 2012-01-01 00:00:00.250 161.0 2012-01-01 00:00:00.500 161.0 2012-01-01 00:00:00.750 NaN 2012-01-01 00:00:01.000 199.0 Freq: 250L, dtype: float64
Sparse Resampling
Sparse timeseries are ones where you have a lot fewer points relative to the amount of time you are looking to resample. Naively upsampling a sparse series can potentially generate lots of intermediate values. When you don?t want to use a method to fill these values, e.g. fill_method
is None
, then intermediate values will be filled with NaN
.
Since resample
is a time-based groupby, the following is a method to efficiently resample only the groups that are not all NaN
In [238]: rng = pd.date_range('2014-1-1', periods=100, freq='D') + pd.Timedelta('1s') In [239]: ts = pd.Series(range(100), index=rng)
If we want to resample to the full range of the series
In [240]: ts.resample('3T').sum() Out[240]: 2014-01-01 00:00:00 0.0 2014-01-01 00:03:00 NaN 2014-01-01 00:06:00 NaN 2014-01-01 00:09:00 NaN 2014-01-01 00:12:00 NaN 2014-01-01 00:15:00 NaN 2014-01-01 00:18:00 NaN ... 2014-04-09 23:42:00 NaN 2014-04-09 23:45:00 NaN 2014-04-09 23:48:00 NaN 2014-04-09 23:51:00 NaN 2014-04-09 23:54:00 NaN 2014-04-09 23:57:00 NaN 2014-04-10 00:00:00 99.0 Freq: 3T, dtype: float64
We can instead only resample those groups where we have points as follows:
In [241]: from functools import partial In [242]: from pandas.tseries.frequencies import to_offset In [243]: def round(t, freq): .....: freq = to_offset(freq) .....: return pd.Timestamp((t.value // freq.delta.value) * freq.delta.value) .....: In [244]: ts.groupby(partial(round, freq='3T')).sum() Out[244]: 2014-01-01 0 2014-01-02 1 2014-01-03 2 2014-01-04 3 2014-01-05 4 2014-01-06 5 2014-01-07 6 .. 2014-04-04 93 2014-04-05 94 2014-04-06 95 2014-04-07 96 2014-04-08 97 2014-04-09 98 2014-04-10 99 dtype: int64
Aggregation
Similar to groupby aggregates and the window functions, a Resampler
can be selectively resampled.
Resampling a DataFrame
, the default will be to act on all columns with the same function.
In [245]: df = pd.DataFrame(np.random.randn(1000, 3), .....: index=pd.date_range('1/1/2012', freq='S', periods=1000), .....: columns=['A', 'B', 'C']) .....: In [246]: r = df.resample('3T') In [247]: r.mean() Out[247]: A B C 2012-01-01 00:00:00 -0.220339 0.034854 -0.073757 2012-01-01 00:03:00 0.037070 0.040013 0.053754 2012-01-01 00:06:00 -0.041597 -0.144562 -0.007614 2012-01-01 00:09:00 0.043127 -0.076432 -0.032570 2012-01-01 00:12:00 -0.027609 0.054618 0.056878 2012-01-01 00:15:00 -0.014181 0.043958 0.077734
We can select a specific column or columns using standard getitem.
In [248]: r['A'].mean() Out[248]: 2012-01-01 00:00:00 -0.220339 2012-01-01 00:03:00 0.037070 2012-01-01 00:06:00 -0.041597 2012-01-01 00:09:00 0.043127 2012-01-01 00:12:00 -0.027609 2012-01-01 00:15:00 -0.014181 Freq: 3T, Name: A, dtype: float64 In [249]: r[['A','B']].mean() Out[249]: A B 2012-01-01 00:00:00 -0.220339 0.034854 2012-01-01 00:03:00 0.037070 0.040013 2012-01-01 00:06:00 -0.041597 -0.144562 2012-01-01 00:09:00 0.043127 -0.076432 2012-01-01 00:12:00 -0.027609 0.054618 2012-01-01 00:15:00 -0.014181 0.043958
You can pass a list or dict of functions to do aggregation with, outputting a DataFrame:
In [250]: r['A'].agg([np.sum, np.mean, np.std]) Out[250]: sum mean std 2012-01-01 00:00:00 -39.660974 -0.220339 1.033912 2012-01-01 00:03:00 6.672559 0.037070 0.971503 2012-01-01 00:06:00 -7.487453 -0.041597 1.018418 2012-01-01 00:09:00 7.762901 0.043127 1.025842 2012-01-01 00:12:00 -4.969624 -0.027609 0.961649 2012-01-01 00:15:00 -1.418119 -0.014181 0.978847
If a dict is passed, the keys will be used to name the columns. Otherwise the function?s name (stored in the function object) will be used.
In [251]: r['A'].agg({'result1' : np.sum, .....: 'result2' : np.mean}) .....: Out[251]: result2 result1 2012-01-01 00:00:00 -0.220339 -39.660974 2012-01-01 00:03:00 0.037070 6.672559 2012-01-01 00:06:00 -0.041597 -7.487453 2012-01-01 00:09:00 0.043127 7.762901 2012-01-01 00:12:00 -0.027609 -4.969624 2012-01-01 00:15:00 -0.014181 -1.418119
On a resampled DataFrame, you can pass a list of functions to apply to each column, which produces an aggregated result with a hierarchical index:
In [252]: r.agg([np.sum, np.mean]) Out[252]: A B C \ sum mean sum mean sum 2012-01-01 00:00:00 -39.660974 -0.220339 6.273786 0.034854 -13.276324 2012-01-01 00:03:00 6.672559 0.037070 7.202361 0.040013 9.675632 2012-01-01 00:06:00 -7.487453 -0.041597 -26.021155 -0.144562 -1.370600 2012-01-01 00:09:00 7.762901 0.043127 -13.757837 -0.076432 -5.862640 2012-01-01 00:12:00 -4.969624 -0.027609 9.831208 0.054618 10.237970 2012-01-01 00:15:00 -1.418119 -0.014181 4.395766 0.043958 7.773442 mean 2012-01-01 00:00:00 -0.073757 2012-01-01 00:03:00 0.053754 2012-01-01 00:06:00 -0.007614 2012-01-01 00:09:00 -0.032570 2012-01-01 00:12:00 0.056878 2012-01-01 00:15:00 0.077734
By passing a dict to aggregate
you can apply a different aggregation to the columns of a DataFrame:
In [253]: r.agg({'A' : np.sum, .....: 'B' : lambda x: np.std(x, ddof=1)}) .....: Out[253]: A B 2012-01-01 00:00:00 -39.660974 1.004756 2012-01-01 00:03:00 6.672559 0.963559 2012-01-01 00:06:00 -7.487453 0.950766 2012-01-01 00:09:00 7.762901 0.949182 2012-01-01 00:12:00 -4.969624 1.093736 2012-01-01 00:15:00 -1.418119 1.028869
The function names can also be strings. In order for a string to be valid it must be implemented on the Resampled object
In [254]: r.agg({'A' : 'sum', 'B' : 'std'}) Out[254]: A B 2012-01-01 00:00:00 -39.660974 1.004756 2012-01-01 00:03:00 6.672559 0.963559 2012-01-01 00:06:00 -7.487453 0.950766 2012-01-01 00:09:00 7.762901 0.949182 2012-01-01 00:12:00 -4.969624 1.093736 2012-01-01 00:15:00 -1.418119 1.028869
Furthermore, you can also specify multiple aggregation functions for each column separately.
In [255]: r.agg({'A' : ['sum','std'], 'B' : ['mean','std'] }) Out[255]: A B sum std mean std 2012-01-01 00:00:00 -39.660974 1.033912 0.034854 1.004756 2012-01-01 00:03:00 6.672559 0.971503 0.040013 0.963559 2012-01-01 00:06:00 -7.487453 1.018418 -0.144562 0.950766 2012-01-01 00:09:00 7.762901 1.025842 -0.076432 0.949182 2012-01-01 00:12:00 -4.969624 0.961649 0.054618 1.093736 2012-01-01 00:15:00 -1.418119 0.978847 0.043958 1.028869
If a DataFrame
does not have a datetimelike index, but instead you want to resample based on datetimelike column in the frame, it can passed to the on
keyword.
In [256]: df = pd.DataFrame({'date': pd.date_range('2015-01-01', freq='W', periods=5), .....: 'a': np.arange(5)}, .....: index=pd.MultiIndex.from_arrays([ .....: [1,2,3,4,5], .....: pd.date_range('2015-01-01', freq='W', periods=5)], .....: names=['v','d'])) .....: In [257]: df Out[257]: a date v d 1 2015-01-04 0 2015-01-04 2 2015-01-11 1 2015-01-11 3 2015-01-18 2 2015-01-18 4 2015-01-25 3 2015-01-25 5 2015-02-01 4 2015-02-01 In [258]: df.resample('M', on='date').sum() Out[258]: a date 2015-01-31 6 2015-02-28 4
Similarly, if you instead want to resample by a datetimelike level of MultiIndex
, its name or location can be passed to the level
keyword.
In [259]: df.resample('M', level='d').sum() Out[259]: a d 2015-01-31 6 2015-02-28 4
Time Span Representation
Regular intervals of time are represented by Period
objects in pandas while sequences of Period
objects are collected in a PeriodIndex
, which can be created with the convenience function period_range
.
Period
A Period
represents a span of time (e.g., a day, a month, a quarter, etc). You can specify the span via freq
keyword using a frequency alias like below. Because freq
represents a span of Period
, it cannot be negative like ?-3D?.
In [260]: pd.Period('2012', freq='A-DEC') Out[260]: Period('2012', 'A-DEC') In [261]: pd.Period('2012-1-1', freq='D') Out[261]: Period('2012-01-01', 'D') In [262]: pd.Period('2012-1-1 19:00', freq='H') Out[262]: Period('2012-01-01 19:00', 'H') In [263]: pd.Period('2012-1-1 19:00', freq='5H') Out[263]: Period('2012-01-01 19:00', '5H')
Adding and subtracting integers from periods shifts the period by its own frequency. Arithmetic is not allowed between Period
with different freq
(span).
In [264]: p = pd.Period('2012', freq='A-DEC') In [265]: p + 1 Out[265]: Period('2013', 'A-DEC') In [266]: p - 3 Out[266]: Period('2009', 'A-DEC') In [267]: p = pd.Period('2012-01', freq='2M') In [268]: p + 2 Out[268]: Period('2012-05', '2M') In [269]: p - 1 Out[269]: Period('2011-11', '2M') In [270]: p == pd.Period('2012-01', freq='3M') --------------------------------------------------------------------------- IncompatibleFrequency Traceback (most recent call last) <ipython-input-270-ff54ce3238f5> in <module>() ----> 1 p == pd.Period('2012-01', freq='3M') /home/joris/scipy/pandas/pandas/src/period.pyx in pandas._period._Period.__richcmp__ (pandas/src/period.c:11340)() 729 if other.freq != self.freq: 730 msg = _DIFFERENT_FREQ.format(self.freqstr, other.freqstr) --> 731 raise IncompatibleFrequency(msg) 732 return PyObject_RichCompareBool(self.ordinal, other.ordinal, op) 733 elif other is tslib.NaT: IncompatibleFrequency: Input has different freq=3M from Period(freq=2M)
If Period
freq is daily or higher (D
, H
, T
, S
, L
, U
, N
), offsets
and timedelta
-like can be added if the result can have the same freq. Otherwise, ValueError
will be raised.
In [271]: p = pd.Period('2014-07-01 09:00', freq='H') In [272]: p + Hour(2) Out[272]: Period('2014-07-01 11:00', 'H') In [273]: p + timedelta(minutes=120) Out[273]: Period('2014-07-01 11:00', 'H') In [274]: p + np.timedelta64(7200, 's') Out[274]: Period('2014-07-01 11:00', 'H')
In [1]: p + Minute(5) Traceback ... ValueError: Input has different freq from Period(freq=H)
If Period
has other freqs, only the same offsets
can be added. Otherwise, ValueError
will be raised.
In [275]: p = pd.Period('2014-07', freq='M') In [276]: p + MonthEnd(3) Out[276]: Period('2014-10', 'M')
In [1]: p + MonthBegin(3) Traceback ... ValueError: Input has different freq from Period(freq=M)
Taking the difference of Period
instances with the same frequency will return the number of frequency units between them:
In [277]: pd.Period('2012', freq='A-DEC') - pd.Period('2002', freq='A-DEC') Out[277]: 10
PeriodIndex and period_range
Regular sequences of Period
objects can be collected in a PeriodIndex
, which can be constructed using the period_range
convenience function:
In [278]: prng = pd.period_range('1/1/2011', '1/1/2012', freq='M') In [279]: prng Out[279]: PeriodIndex(['2011-01', '2011-02', '2011-03', '2011-04', '2011-05', '2011-06', '2011-07', '2011-08', '2011-09', '2011-10', '2011-11', '2011-12', '2012-01'], dtype='period[M]', freq='M')
The PeriodIndex
constructor can also be used directly:
In [280]: pd.PeriodIndex(['2011-1', '2011-2', '2011-3'], freq='M') Out[280]: PeriodIndex(['2011-01', '2011-02', '2011-03'], dtype='period[M]', freq='M')
Passing multiplied frequency outputs a sequence of Period
which has multiplied span.
In [281]: pd.PeriodIndex(start='2014-01', freq='3M', periods=4) Out[281]: PeriodIndex(['2014-01', '2014-04', '2014-07', '2014-10'], dtype='period[3M]', freq='3M')
Just like DatetimeIndex
, a PeriodIndex
can also be used to index pandas objects:
In [282]: ps = pd.Series(np.random.randn(len(prng)), prng) In [283]: ps Out[283]: 2011-01 -1.022670 2011-02 1.371155 2011-03 1.035277 2011-04 1.694400 2011-05 -1.659733 2011-06 0.511432 2011-07 0.433176 2011-08 -0.317955 2011-09 -0.517114 2011-10 -0.310466 2011-11 0.543957 2011-12 0.492003 2012-01 0.193420 Freq: M, dtype: float64
PeriodIndex
supports addition and subtraction with the same rule as Period
.
In [284]: idx = pd.period_range('2014-07-01 09:00', periods=5, freq='H') In [285]: idx Out[285]: PeriodIndex(['2014-07-01 09:00', '2014-07-01 10:00', '2014-07-01 11:00', '2014-07-01 12:00', '2014-07-01 13:00'], dtype='period[H]', freq='H') In [286]: idx + Hour(2) Out[286]: PeriodIndex(['2014-07-01 11:00', '2014-07-01 12:00', '2014-07-01 13:00', '2014-07-01 14:00', '2014-07-01 15:00'], dtype='period[H]', freq='H') In [287]: idx = pd.period_range('2014-07', periods=5, freq='M') In [288]: idx Out[288]: PeriodIndex(['2014-07', '2014-08', '2014-09', '2014-10', '2014-11'], dtype='period[M]', freq='M') In [289]: idx + MonthEnd(3) Out[289]: PeriodIndex(['2014-10', '2014-11', '2014-12', '2015-01', '2015-02'], dtype='period[M]', freq='M')
PeriodIndex
has its own dtype named period
, refer to Period Dtypes.
Period Dtypes
New in version 0.19.0.
PeriodIndex
has a custom period
dtype. This is a pandas extension dtype similar to the timezone aware dtype (datetime64[ns, tz]
).
The period
dtype holds the freq
attribute and is represented with period[freq]
like period[D]
or period[M]
, using frequency strings.
In [290]: pi = pd.period_range('2016-01-01', periods=3, freq='M') In [291]: pi Out[291]: PeriodIndex(['2016-01', '2016-02', '2016-03'], dtype='period[M]', freq='M') In [292]: pi.dtype Out[292]: period[M]
The period
dtype can be used in .astype(...)
. It allows one to change the freq
of a PeriodIndex
like .asfreq()
and convert a DatetimeIndex
to PeriodIndex
like to_period()
:
# change monthly freq to daily freq In [293]: pi.astype('period[D]') Out[293]: PeriodIndex(['2016-01-31', '2016-02-29', '2016-03-31'], dtype='period[D]', freq='D') # convert to DatetimeIndex In [294]: pi.astype('datetime64[ns]') Out[294]: DatetimeIndex(['2016-01-01', '2016-02-01', '2016-03-01'], dtype='datetime64[ns]', freq='MS') # convert to PeriodIndex In [295]: dti = pd.date_range('2011-01-01', freq='M', periods=3) In [296]: dti Out[296]: DatetimeIndex(['2011-01-31', '2011-02-28', '2011-03-31'], dtype='datetime64[ns]', freq='M') In [297]: dti.astype('period[M]') Out[297]: PeriodIndex(['2011-01', '2011-02', '2011-03'], dtype='period[M]', freq='M')
PeriodIndex Partial String Indexing
You can pass in dates and strings to Series
and DataFrame
with PeriodIndex
, in the same manner as DatetimeIndex
. For details, refer to DatetimeIndex Partial String Indexing.
In [298]: ps['2011-01'] Out[298]: -1.022669594890105 In [299]: ps[datetime(2011, 12, 25):] Out[299]: 2011-12 0.492003 2012-01 0.193420 Freq: M, dtype: float64 In [300]: ps['10/31/2011':'12/31/2011'] Out[300]: 2011-10 -0.310466 2011-11 0.543957 2011-12 0.492003 Freq: M, dtype: float64
Passing a string representing a lower frequency than PeriodIndex
returns partial sliced data.
In [301]: ps['2011'] Out[301]: 2011-01 -1.022670 2011-02 1.371155 2011-03 1.035277 2011-04 1.694400 2011-05 -1.659733 2011-06 0.511432 2011-07 0.433176 2011-08 -0.317955 2011-09 -0.517114 2011-10 -0.310466 2011-11 0.543957 2011-12 0.492003 Freq: M, dtype: float64 In [302]: dfp = pd.DataFrame(np.random.randn(600,1), .....: columns=['A'], .....: index=pd.period_range('2013-01-01 9:00', periods=600, freq='T')) .....: In [303]: dfp Out[303]: A 2013-01-01 09:00 0.197720 2013-01-01 09:01 -0.284769 2013-01-01 09:02 0.061491 2013-01-01 09:03 1.630257 2013-01-01 09:04 2.042442 2013-01-01 09:05 -0.804392 2013-01-01 09:06 0.212760 ... ... 2013-01-01 18:53 0.150586 2013-01-01 18:54 -0.679569 2013-01-01 18:55 -0.910216 2013-01-01 18:56 -0.413168 2013-01-01 18:57 -0.247752 2013-01-01 18:58 1.590875 2013-01-01 18:59 -2.005294 [600 rows x 1 columns] In [304]: dfp['2013-01-01 10H'] Out[304]: A 2013-01-01 10:00 -0.569936 2013-01-01 10:01 -1.179183 2013-01-01 10:02 -0.838602 2013-01-01 10:03 -1.727539 2013-01-01 10:04 1.334027 2013-01-01 10:05 0.417423 2013-01-01 10:06 -0.221189 ... ... 2013-01-01 10:53 -0.375925 2013-01-01 10:54 0.212750 2013-01-01 10:55 -0.592417 2013-01-01 10:56 -0.466064 2013-01-01 10:57 -1.715347 2013-01-01 10:58 -0.634913 2013-01-01 10:59 -0.809471 [60 rows x 1 columns]
As with DatetimeIndex
, the endpoints will be included in the result. The example below slices data starting from 10:00 to 11:59.
In [305]: dfp['2013-01-01 10H':'2013-01-01 11H'] Out[305]: A 2013-01-01 10:00 -0.569936 2013-01-01 10:01 -1.179183 2013-01-01 10:02 -0.838602 2013-01-01 10:03 -1.727539 2013-01-01 10:04 1.334027 2013-01-01 10:05 0.417423 2013-01-01 10:06 -0.221189 ... ... 2013-01-01 11:53 0.616198 2013-01-01 11:54 2.843156 2013-01-01 11:55 0.572537 2013-01-01 11:56 1.709706 2013-01-01 11:57 -0.205490 2013-01-01 11:58 1.759719 2013-01-01 11:59 -1.181485 [120 rows x 1 columns]
Frequency Conversion and Resampling with PeriodIndex
The frequency of Period
and PeriodIndex
can be converted via the asfreq
method. Let?s start with the fiscal year 2011, ending in December:
In [306]: p = pd.Period('2011', freq='A-DEC') In [307]: p Out[307]: Period('2011', 'A-DEC')
We can convert it to a monthly frequency. Using the how
parameter, we can specify whether to return the starting or ending month:
In [308]: p.asfreq('M', how='start') Out[308]: Period('2011-01', 'M') In [309]: p.asfreq('M', how='end') Out[309]: Period('2011-12', 'M')
The shorthands ?s? and ?e? are provided for convenience:
In [310]: p.asfreq('M', 's') Out[310]: Period('2011-01', 'M') In [311]: p.asfreq('M', 'e') Out[311]: Period('2011-12', 'M')
Converting to a ?super-period? (e.g., annual frequency is a super-period of quarterly frequency) automatically returns the super-period that includes the input period:
In [312]: p = pd.Period('2011-12', freq='M') In [313]: p.asfreq('A-NOV') Out[313]: Period('2012', 'A-NOV')
Note that since we converted to an annual frequency that ends the year in November, the monthly period of December 2011 is actually in the 2012 A-NOV period.
Period conversions with anchored frequencies are particularly useful for working with various quarterly data common to economics, business, and other fields. Many organizations define quarters relative to the month in which their fiscal year starts and ends. Thus, first quarter of 2011 could start in 2010 or a few months into 2011. Via anchored frequencies, pandas works for all quarterly frequencies Q-JAN
through Q-DEC
.
Q-DEC
define regular calendar quarters:
In [314]: p = pd.Period('2012Q1', freq='Q-DEC') In [315]: p.asfreq('D', 's') Out[315]: Period('2012-01-01', 'D') In [316]: p.asfreq('D', 'e') Out[316]: Period('2012-03-31', 'D')
Q-MAR
defines fiscal year end in March:
In [317]: p = pd.Period('2011Q4', freq='Q-MAR') In [318]: p.asfreq('D', 's') Out[318]: Period('2011-01-01', 'D') In [319]: p.asfreq('D', 'e') Out[319]: Period('2011-03-31', 'D')
Converting between Representations
Timestamped data can be converted to PeriodIndex-ed data using to_period
and vice-versa using to_timestamp
:
In [320]: rng = pd.date_range('1/1/2012', periods=5, freq='M') In [321]: ts = pd.Series(np.random.randn(len(rng)), index=rng) In [322]: ts Out[322]: 2012-01-31 2.167674 2012-02-29 -1.505130 2012-03-31 1.005802 2012-04-30 0.481525 2012-05-31 -0.352151 Freq: M, dtype: float64 In [323]: ps = ts.to_period() In [324]: ps Out[324]: 2012-01 2.167674 2012-02 -1.505130 2012-03 1.005802 2012-04 0.481525 2012-05 -0.352151 Freq: M, dtype: float64 In [325]: ps.to_timestamp() Out[325]: 2012-01-01 2.167674 2012-02-01 -1.505130 2012-03-01 1.005802 2012-04-01 0.481525 2012-05-01 -0.352151 Freq: MS, dtype: float64
Remember that ?s? and ?e? can be used to return the timestamps at the start or end of the period:
In [326]: ps.to_timestamp('D', how='s') Out[326]: 2012-01-01 2.167674 2012-02-01 -1.505130 2012-03-01 1.005802 2012-04-01 0.481525 2012-05-01 -0.352151 Freq: MS, dtype: float64
Converting between period and timestamp enables some convenient arithmetic functions to be used. In the following example, we convert a quarterly frequency with year ending in November to 9am of the end of the month following the quarter end:
In [327]: prng = pd.period_range('1990Q1', '2000Q4', freq='Q-NOV') In [328]: ts = pd.Series(np.random.randn(len(prng)), prng) In [329]: ts.index = (prng.asfreq('M', 'e') + 1).asfreq('H', 's') + 9 In [330]: ts.head() Out[330]: 1990-03-01 09:00 -0.608988 1990-06-01 09:00 0.412294 1990-09-01 09:00 -0.715938 1990-12-01 09:00 1.297773 1991-03-01 09:00 -2.260765 Freq: H, dtype: float64
Representing out-of-bounds spans
If you have data that is outside of the Timestamp
bounds, see Timestamp limitations, then you can use a PeriodIndex
and/or Series
of Periods
to do computations.
In [331]: span = pd.period_range('1215-01-01', '1381-01-01', freq='D') In [332]: span Out[332]: PeriodIndex(['1215-01-01', '1215-01-02', '1215-01-03', '1215-01-04', '1215-01-05', '1215-01-06', '1215-01-07', '1215-01-08', '1215-01-09', '1215-01-10', ... '1380-12-23', '1380-12-24', '1380-12-25', '1380-12-26', '1380-12-27', '1380-12-28', '1380-12-29', '1380-12-30', '1380-12-31', '1381-01-01'], dtype='period[D]', length=60632, freq='D')
To convert from a int64
based YYYYMMDD representation.
In [333]: s = pd.Series([20121231, 20141130, 99991231]) In [334]: s Out[334]: 0 20121231 1 20141130 2 99991231 dtype: int64 In [335]: def conv(x): .....: return pd.Period(year = x // 10000, month = x//100 % 100, day = x%100, freq='D') .....: In [336]: s.apply(conv) Out[336]: 0 2012-12-31 1 2014-11-30 2 9999-12-31 dtype: object In [337]: s.apply(conv)[2] Out[337]: Period('9999-12-31', 'D')
These can easily be converted to a PeriodIndex
In [338]: span = pd.PeriodIndex(s.apply(conv)) In [339]: span Out[339]: PeriodIndex(['2012-12-31', '2014-11-30', '9999-12-31'], dtype='period[D]', freq='D')
Time Zone Handling
Pandas provides rich support for working with timestamps in different time zones using pytz
and dateutil
libraries. dateutil
support is new in 0.14.1 and currently only supported for fixed offset and tzfile zones. The default library is pytz
. Support for dateutil
is provided for compatibility with other applications e.g. if you use dateutil
in other python packages.
Working with Time Zones
By default, pandas objects are time zone unaware:
In [340]: rng = pd.date_range('3/6/2012 00:00', periods=15, freq='D') In [341]: rng.tz is None Out[341]: True
To supply the time zone, you can use the tz
keyword to date_range
and other functions. Dateutil time zone strings are distinguished from pytz
time zones by starting with dateutil/
.
- In
pytz
you can find a list of common (and less common) time zones usingfrom pytz import common_timezones, all_timezones
. -
dateutil
uses the OS timezones so there isn?t a fixed list available. For common zones, the names are the same aspytz
.
# pytz In [342]: rng_pytz = pd.date_range('3/6/2012 00:00', periods=10, freq='D', .....: tz='Europe/London') .....: In [343]: rng_pytz.tz Out[343]: <DstTzInfo 'Europe/London' LMT-1 day, 23:59:00 STD> # dateutil In [344]: rng_dateutil = pd.date_range('3/6/2012 00:00', periods=10, freq='D', .....: tz='dateutil/Europe/London') .....: In [345]: rng_dateutil.tz Out[345]: tzfile('/usr/share/zoneinfo/Europe/London') # dateutil - utc special case In [346]: rng_utc = pd.date_range('3/6/2012 00:00', periods=10, freq='D', .....: tz=dateutil.tz.tzutc()) .....: In [347]: rng_utc.tz Out[347]: tzutc()
Note that the UTC
timezone is a special case in dateutil
and should be constructed explicitly as an instance of dateutil.tz.tzutc
. You can also construct other timezones explicitly first, which gives you more control over which time zone is used:
# pytz In [348]: tz_pytz = pytz.timezone('Europe/London') In [349]: rng_pytz = pd.date_range('3/6/2012 00:00', periods=10, freq='D', .....: tz=tz_pytz) .....: In [350]: rng_pytz.tz == tz_pytz Out[350]: True # dateutil In [351]: tz_dateutil = dateutil.tz.gettz('Europe/London') In [352]: rng_dateutil = pd.date_range('3/6/2012 00:00', periods=10, freq='D', .....: tz=tz_dateutil) .....: In [353]: rng_dateutil.tz == tz_dateutil Out[353]: True
Timestamps, like Python?s datetime.datetime
object can be either time zone naive or time zone aware. Naive time series and DatetimeIndex objects can be localized using tz_localize
:
In [354]: ts = pd.Series(np.random.randn(len(rng)), rng) In [355]: ts_utc = ts.tz_localize('UTC') In [356]: ts_utc Out[356]: 2012-03-06 00:00:00+00:00 0.679135 2012-03-07 00:00:00+00:00 0.345668 2012-03-08 00:00:00+00:00 -1.143903 2012-03-09 00:00:00+00:00 0.487087 2012-03-10 00:00:00+00:00 -1.421073 2012-03-11 00:00:00+00:00 -0.327463 2012-03-12 00:00:00+00:00 0.169899 2012-03-13 00:00:00+00:00 0.867568 2012-03-14 00:00:00+00:00 -0.834122 2012-03-15 00:00:00+00:00 -1.698494 2012-03-16 00:00:00+00:00 0.974717 2012-03-17 00:00:00+00:00 0.966771 2012-03-18 00:00:00+00:00 -0.754168 2012-03-19 00:00:00+00:00 -1.434246 2012-03-20 00:00:00+00:00 0.848935 Freq: D, dtype: float64
Again, you can explicitly construct the timezone object first. You can use the tz_convert
method to convert pandas objects to convert tz-aware data to another time zone:
In [357]: ts_utc.tz_convert('US/Eastern') Out[357]: 2012-03-05 19:00:00-05:00 0.679135 2012-03-06 19:00:00-05:00 0.345668 2012-03-07 19:00:00-05:00 -1.143903 2012-03-08 19:00:00-05:00 0.487087 2012-03-09 19:00:00-05:00 -1.421073 2012-03-10 19:00:00-05:00 -0.327463 2012-03-11 20:00:00-04:00 0.169899 2012-03-12 20:00:00-04:00 0.867568 2012-03-13 20:00:00-04:00 -0.834122 2012-03-14 20:00:00-04:00 -1.698494 2012-03-15 20:00:00-04:00 0.974717 2012-03-16 20:00:00-04:00 0.966771 2012-03-17 20:00:00-04:00 -0.754168 2012-03-18 20:00:00-04:00 -1.434246 2012-03-19 20:00:00-04:00 0.848935 Freq: D, dtype: float64
Warning
Be wary of conversions between libraries. For some zones pytz
and dateutil
have different definitions of the zone. This is more of a problem for unusual timezones than for ?standard? zones like US/Eastern
.
Warning
Be aware that a timezone definition across versions of timezone libraries may not be considered equal. This may cause problems when working with stored data that is localized using one version and operated on with a different version. See here for how to handle such a situation.
Warning
It is incorrect to pass a timezone directly into the datetime.datetime
constructor (e.g., datetime.datetime(2011, 1, 1, tz=timezone('US/Eastern'))
. Instead, the datetime needs to be localized using the the localize method on the timezone.
Under the hood, all timestamps are stored in UTC. Scalar values from a DatetimeIndex
with a time zone will have their fields (day, hour, minute) localized to the time zone. However, timestamps with the same UTC value are still considered to be equal even if they are in different time zones:
In [358]: rng_eastern = rng_utc.tz_convert('US/Eastern') In [359]: rng_berlin = rng_utc.tz_convert('Europe/Berlin') In [360]: rng_eastern[5] Out[360]: Timestamp('2012-03-10 19:00:00-0500', tz='US/Eastern', freq='D') In [361]: rng_berlin[5] Out[361]: Timestamp('2012-03-11 01:00:00+0100', tz='Europe/Berlin', freq='D') In [362]: rng_eastern[5] == rng_berlin[5] Out[362]: True
Like Series
, DataFrame
, and DatetimeIndex
, Timestamp``s can be converted to other
time zones using ``tz_convert
:
In [363]: rng_eastern[5] Out[363]: Timestamp('2012-03-10 19:00:00-0500', tz='US/Eastern', freq='D') In [364]: rng_berlin[5] Out[364]: Timestamp('2012-03-11 01:00:00+0100', tz='Europe/Berlin', freq='D') In [365]: rng_eastern[5].tz_convert('Europe/Berlin') Out[365]: Timestamp('2012-03-11 01:00:00+0100', tz='Europe/Berlin')
Localization of Timestamp
functions just like DatetimeIndex
and Series
:
In [366]: rng[5] Out[366]: Timestamp('2012-03-11 00:00:00', freq='D') In [367]: rng[5].tz_localize('Asia/Shanghai') Out[367]: Timestamp('2012-03-11 00:00:00+0800', tz='Asia/Shanghai')
Operations between Series in different time zones will yield UTC Series, aligning the data on the UTC timestamps:
In [368]: eastern = ts_utc.tz_convert('US/Eastern') In [369]: berlin = ts_utc.tz_convert('Europe/Berlin') In [370]: result = eastern + berlin In [371]: result Out[371]: 2012-03-06 00:00:00+00:00 1.358269 2012-03-07 00:00:00+00:00 0.691336 2012-03-08 00:00:00+00:00 -2.287805 2012-03-09 00:00:00+00:00 0.974174 2012-03-10 00:00:00+00:00 -2.842146 2012-03-11 00:00:00+00:00 -0.654926 2012-03-12 00:00:00+00:00 0.339798 2012-03-13 00:00:00+00:00 1.735136 2012-03-14 00:00:00+00:00 -1.668245 2012-03-15 00:00:00+00:00 -3.396988 2012-03-16 00:00:00+00:00 1.949435 2012-03-17 00:00:00+00:00 1.933541 2012-03-18 00:00:00+00:00 -1.508335 2012-03-19 00:00:00+00:00 -2.868493 2012-03-20 00:00:00+00:00 1.697870 Freq: D, dtype: float64 In [372]: result.index Out[372]: DatetimeIndex(['2012-03-06', '2012-03-07', '2012-03-08', '2012-03-09', '2012-03-10', '2012-03-11', '2012-03-12', '2012-03-13', '2012-03-14', '2012-03-15', '2012-03-16', '2012-03-17', '2012-03-18', '2012-03-19', '2012-03-20'], dtype='datetime64[ns, UTC]', freq='D')
To remove timezone from tz-aware DatetimeIndex
, use tz_localize(None)
or tz_convert(None)
. tz_localize(None)
will remove timezone holding local time representations. tz_convert(None)
will remove timezone after converting to UTC time.
In [373]: didx = pd.DatetimeIndex(start='2014-08-01 09:00', freq='H', periods=10, tz='US/Eastern') In [374]: didx Out[374]: DatetimeIndex(['2014-08-01 09:00:00-04:00', '2014-08-01 10:00:00-04:00', '2014-08-01 11:00:00-04:00', '2014-08-01 12:00:00-04:00', '2014-08-01 13:00:00-04:00', '2014-08-01 14:00:00-04:00', '2014-08-01 15:00:00-04:00', '2014-08-01 16:00:00-04:00', '2014-08-01 17:00:00-04:00', '2014-08-01 18:00:00-04:00'], dtype='datetime64[ns, US/Eastern]', freq='H') In [375]: didx.tz_localize(None) Out[375]: DatetimeIndex(['2014-08-01 09:00:00', '2014-08-01 10:00:00', '2014-08-01 11:00:00', '2014-08-01 12:00:00', '2014-08-01 13:00:00', '2014-08-01 14:00:00', '2014-08-01 15:00:00', '2014-08-01 16:00:00', '2014-08-01 17:00:00', '2014-08-01 18:00:00'], dtype='datetime64[ns]', freq='H') In [376]: didx.tz_convert(None) Out[376]: DatetimeIndex(['2014-08-01 13:00:00', '2014-08-01 14:00:00', '2014-08-01 15:00:00', '2014-08-01 16:00:00', '2014-08-01 17:00:00', '2014-08-01 18:00:00', '2014-08-01 19:00:00', '2014-08-01 20:00:00', '2014-08-01 21:00:00', '2014-08-01 22:00:00'], dtype='datetime64[ns]', freq='H') # tz_convert(None) is identical with tz_convert('UTC').tz_localize(None) In [377]: didx.tz_convert('UCT').tz_localize(None) Out[377]: DatetimeIndex(['2014-08-01 13:00:00', '2014-08-01 14:00:00', '2014-08-01 15:00:00', '2014-08-01 16:00:00', '2014-08-01 17:00:00', '2014-08-01 18:00:00', '2014-08-01 19:00:00', '2014-08-01 20:00:00', '2014-08-01 21:00:00', '2014-08-01 22:00:00'], dtype='datetime64[ns]', freq='H')
Ambiguous Times when Localizing
In some cases, localize cannot determine the DST and non-DST hours when there are duplicates. This often happens when reading files or database records that simply duplicate the hours. Passing ambiguous='infer'
(infer_dst
argument in prior releases) into tz_localize
will attempt to determine the right offset. Below the top example will fail as it contains ambiguous times and the bottom will infer the right offset.
In [378]: rng_hourly = pd.DatetimeIndex(['11/06/2011 00:00', '11/06/2011 01:00', .....: '11/06/2011 01:00', '11/06/2011 02:00', .....: '11/06/2011 03:00']) .....:
This will fail as there are ambiguous times
In [2]: rng_hourly.tz_localize('US/Eastern') AmbiguousTimeError: Cannot infer dst time from Timestamp('2011-11-06 01:00:00'), try using the 'ambiguous' argument
Infer the ambiguous times
In [379]: rng_hourly_eastern = rng_hourly.tz_localize('US/Eastern', ambiguous='infer') In [380]: rng_hourly_eastern.tolist() Out[380]: [Timestamp('2011-11-06 00:00:00-0400', tz='US/Eastern'), Timestamp('2011-11-06 01:00:00-0400', tz='US/Eastern'), Timestamp('2011-11-06 01:00:00-0500', tz='US/Eastern'), Timestamp('2011-11-06 02:00:00-0500', tz='US/Eastern'), Timestamp('2011-11-06 03:00:00-0500', tz='US/Eastern')]
In addition to ?infer?, there are several other arguments supported. Passing an array-like of bools or 0s/1s where True represents a DST hour and False a non-DST hour, allows for distinguishing more than one DST transition (e.g., if you have multiple records in a database each with their own DST transition). Or passing ?NaT? will fill in transition times with not-a-time values. These methods are available in the DatetimeIndex
constructor as well as tz_localize
.
In [381]: rng_hourly_dst = np.array([1, 1, 0, 0, 0]) In [382]: rng_hourly.tz_localize('US/Eastern', ambiguous=rng_hourly_dst).tolist() Out[382]: [Timestamp('2011-11-06 00:00:00-0400', tz='US/Eastern'), Timestamp('2011-11-06 01:00:00-0400', tz='US/Eastern'), Timestamp('2011-11-06 01:00:00-0500', tz='US/Eastern'), Timestamp('2011-11-06 02:00:00-0500', tz='US/Eastern'), Timestamp('2011-11-06 03:00:00-0500', tz='US/Eastern')] In [383]: rng_hourly.tz_localize('US/Eastern', ambiguous='NaT').tolist() Out[383]: [Timestamp('2011-11-06 00:00:00-0400', tz='US/Eastern'), NaT, NaT, Timestamp('2011-11-06 02:00:00-0500', tz='US/Eastern'), Timestamp('2011-11-06 03:00:00-0500', tz='US/Eastern')] In [384]: didx = pd.DatetimeIndex(start='2014-08-01 09:00', freq='H', periods=10, tz='US/Eastern') In [385]: didx Out[385]: DatetimeIndex(['2014-08-01 09:00:00-04:00', '2014-08-01 10:00:00-04:00', '2014-08-01 11:00:00-04:00', '2014-08-01 12:00:00-04:00', '2014-08-01 13:00:00-04:00', '2014-08-01 14:00:00-04:00', '2014-08-01 15:00:00-04:00', '2014-08-01 16:00:00-04:00', '2014-08-01 17:00:00-04:00', '2014-08-01 18:00:00-04:00'], dtype='datetime64[ns, US/Eastern]', freq='H') In [386]: didx.tz_localize(None) Out[386]: DatetimeIndex(['2014-08-01 09:00:00', '2014-08-01 10:00:00', '2014-08-01 11:00:00', '2014-08-01 12:00:00', '2014-08-01 13:00:00', '2014-08-01 14:00:00', '2014-08-01 15:00:00', '2014-08-01 16:00:00', '2014-08-01 17:00:00', '2014-08-01 18:00:00'], dtype='datetime64[ns]', freq='H') In [387]: didx.tz_convert(None) Out[387]: DatetimeIndex(['2014-08-01 13:00:00', '2014-08-01 14:00:00', '2014-08-01 15:00:00', '2014-08-01 16:00:00', '2014-08-01 17:00:00', '2014-08-01 18:00:00', '2014-08-01 19:00:00', '2014-08-01 20:00:00', '2014-08-01 21:00:00', '2014-08-01 22:00:00'], dtype='datetime64[ns]', freq='H') # tz_convert(None) is identical with tz_convert('UTC').tz_localize(None) In [388]: didx.tz_convert('UCT').tz_localize(None) Out[388]: DatetimeIndex(['2014-08-01 13:00:00', '2014-08-01 14:00:00', '2014-08-01 15:00:00', '2014-08-01 16:00:00', '2014-08-01 17:00:00', '2014-08-01 18:00:00', '2014-08-01 19:00:00', '2014-08-01 20:00:00', '2014-08-01 21:00:00', '2014-08-01 22:00:00'], dtype='datetime64[ns]', freq='H')
TZ aware Dtypes
New in version 0.17.0.
Series/DatetimeIndex
with a timezone naive value are represented with a dtype of datetime64[ns]
.
In [389]: s_naive = pd.Series(pd.date_range('20130101',periods=3)) In [390]: s_naive Out[390]: 0 2013-01-01 1 2013-01-02 2 2013-01-03 dtype: datetime64[ns]
Series/DatetimeIndex
with a timezone aware value are represented with a dtype of datetime64[ns, tz]
.
In [391]: s_aware = pd.Series(pd.date_range('20130101',periods=3,tz='US/Eastern')) In [392]: s_aware Out[392]: 0 2013-01-01 00:00:00-05:00 1 2013-01-02 00:00:00-05:00 2 2013-01-03 00:00:00-05:00 dtype: datetime64[ns, US/Eastern]
Both of these Series
can be manipulated via the .dt
accessor, see here.
For example, to localize and convert a naive stamp to timezone aware.
In [393]: s_naive.dt.tz_localize('UTC').dt.tz_convert('US/Eastern') Out[393]: 0 2012-12-31 19:00:00-05:00 1 2013-01-01 19:00:00-05:00 2 2013-01-02 19:00:00-05:00 dtype: datetime64[ns, US/Eastern]
Further more you can .astype(...)
timezone aware (and naive). This operation is effectively a localize AND convert on a naive stamp, and a convert on an aware stamp.
# localize and convert a naive timezone In [394]: s_naive.astype('datetime64[ns, US/Eastern]') Out[394]: 0 2012-12-31 19:00:00-05:00 1 2013-01-01 19:00:00-05:00 2 2013-01-02 19:00:00-05:00 dtype: datetime64[ns, US/Eastern] # make an aware tz naive In [395]: s_aware.astype('datetime64[ns]') Out[395]: 0 2013-01-01 05:00:00 1 2013-01-02 05:00:00 2 2013-01-03 05:00:00 dtype: datetime64[ns] # convert to a new timezone In [396]: s_aware.astype('datetime64[ns, CET]') Out[396]: 0 2013-01-01 06:00:00+01:00 1 2013-01-02 06:00:00+01:00 2 2013-01-03 06:00:00+01:00 dtype: datetime64[ns, CET]
Note
Using the .values
accessor on a Series
, returns an numpy array of the data. These values are converted to UTC, as numpy does not currently support timezones (even though it is printing in the local timezone!).
In [397]: s_naive.values Out[397]: array(['2013-01-01T00:00:00.000000000', '2013-01-02T00:00:00.000000000', '2013-01-03T00:00:00.000000000'], dtype='datetime64[ns]') In [398]: s_aware.values Out[398]: array(['2013-01-01T05:00:00.000000000', '2013-01-02T05:00:00.000000000', '2013-01-03T05:00:00.000000000'], dtype='datetime64[ns]')
Further note that once converted to a numpy array these would lose the tz tenor.
In [399]: pd.Series(s_aware.values) Out[399]: 0 2013-01-01 05:00:00 1 2013-01-02 05:00:00 2 2013-01-03 05:00:00 dtype: datetime64[ns]
However, these can be easily converted
In [400]: pd.Series(s_aware.values).dt.tz_localize('UTC').dt.tz_convert('US/Eastern') Out[400]: 0 2013-01-01 00:00:00-05:00 1 2013-01-02 00:00:00-05:00 2 2013-01-03 00:00:00-05:00 dtype: datetime64[ns, US/Eastern]
Please login to continue.