DatetimeIndex for daily data only in pandas - python

I want to create a custom index based on daily dates, such as:
a = bdate_range('1990-01-01', freq='D', periods=10)
This will create an index with various Timestamp objects:
>>> a[0]
Timestamp('1990-01-01 00:00:00', offset='D')
Unfortunately the Timestamp class seems to initialize the underlying numpy.datetime64 objects every single time with an [ns] flag, i.e. enabling a granularity down to nanoseconds.
This is a total overkill for my data, which requires only daily granularity. Not only that, but allowing for this much granularity restricts the data to start only after the year 1678! (i.e. Timestamp('1677-01-01') will fail). The solution should be that one can somehow set a flag that determines which datetime64 resolution the Timestamp object should use, e.g. something like:
Timestamp('1990-01-01', dtype='datetime64[d]')
and ideally bdate_range or date_range should have a similar flag that one can set, in order to create a whole index of adequately formatted Timestamps.
So long story short, is it possible in pandas to create some type of index (e.g. DatetimeIndex, or maybe DateIndex?) that that is specifically suited to handle daily data only?
Thank you for your replies

I believe the internals of DatetimeIndex are closely tied to a nanosecond resolution, so I don't think there's much that can be done there.
But, as recommended in the "caveats" section of the documentation, a PeriodIndex can be used to represent dates outside the nanosecond resolution.
In [147]: a = pd.period_range('1990-01-01', freq='D', periods=10)
In [148]: a[0]
Out[148]: Period('1990-01-01', 'D')

Related

How to remove the time from the datetime in Python? [duplicate]

I use pandas.to_datetime to parse the dates in my data. Pandas by default represents the dates with datetime64[ns] even though the dates are all daily only.
I wonder whether there is an elegant/clever way to convert the dates to datetime.date or datetime64[D] so that, when I write the data to CSV, the dates are not appended with 00:00:00. I know I can convert the type manually element-by-element:
[dt.to_datetime().date() for dt in df.dates]
But this is really slow since I have many rows and it sort of defeats the purpose of using pandas.to_datetime. Is there a way to convert the dtype of the entire column at once? Or alternatively, does pandas.to_datetime support a precision specification so that I can get rid of the time part while working with daily data?
Since version 0.15.0 this can now be easily done using .dt to access just the date component:
df['just_date'] = df['dates'].dt.date
The above returns a datetime.date dtype, if you want to have a datetime64 then you can just normalize the time component to midnight so it sets all the values to 00:00:00:
df['normalised_date'] = df['dates'].dt.normalize()
This keeps the dtype as datetime64, but the display shows just the date value.
pandas: .dt accessor
pandas.Series.dt
Simple Solution:
df['date_only'] = df['date_time_column'].dt.date
While I upvoted EdChum's answer, which is the most direct answer to the question the OP posed, it does not really solve the performance problem (it still relies on python datetime objects, and hence any operation on them will be not vectorized - that is, it will be slow).
A better performing alternative is to use df['dates'].dt.floor('d'). Strictly speaking, it does not "keep only date part", since it just sets the time to 00:00:00. But it does work as desired by the OP when, for instance:
printing to screen
saving to csv
using the column to groupby
... and it is much more efficient, since the operation is vectorized.
EDIT: in fact, the answer the OP's would have preferred is probably "recent versions of pandas do not write the time to csv if it is 00:00:00 for all observations".
Pandas v0.13+: Use to_csv with date_format parameter
Avoid, where possible, converting your datetime64[ns] series to an object dtype series of datetime.date objects. The latter, often constructed using pd.Series.dt.date, is stored as an array of pointers and is inefficient relative to a pure NumPy-based series.
Since your concern is format when writing to CSV, just use the date_format parameter of to_csv. For example:
df.to_csv(filename, date_format='%Y-%m-%d')
See Python's strftime directives for formatting conventions.
This is a simple way to extract the date:
import pandas as pd
d='2015-01-08 22:44:09'
date=pd.to_datetime(d).date()
print(date)
Pandas DatetimeIndex and Series have a method called normalize that does exactly what you want.
You can read more about it in this answer.
It can be used as ser.dt.normalize()
Just giving a more up to date answer in case someone sees this old post.
Adding "utc=False" when converting to datetime will remove the timezone component and keep only the date in a datetime64[ns] data type.
pd.to_datetime(df['Date'], utc=False)
You will be able to save it in excel without getting the error "ValueError: Excel does not support datetimes with timezones. Please ensure that datetimes are timezone unaware before writing to Excel."
df['Column'] = df['Column'].dt.strftime('%m/%d/%Y')
This will give you just the dates and NO TIME at your desired format. You can change format according to your need '%m/%d/%Y' It will change the data type of the column to 'object'.
If you want just the dates and DO NOT want time in YYYY-MM-DD format use :
df['Column'] = pd.to_datetime(df['Column']).dt.date
The datatype will be 'object'.
For 'datetime64' datatype, use:
df['Column'] = pd.to_datetime(df['Column']).dt.normalize()
Converting to datetime64[D]:
df.dates.values.astype('M8[D]')
Though re-assigning that to a DataFrame col will revert it back to [ns].
If you wanted actual datetime.date:
dt = pd.DatetimeIndex(df.dates)
dates = np.array([datetime.date(*date_tuple) for date_tuple in zip(dt.year, dt.month, dt.day)])
I wanted to be able to change the type for a set of columns in a data frame and then remove the time keeping the day. round(), floor(), ceil() all work
df[date_columns] = df[date_columns].apply(pd.to_datetime)
df[date_columns] = df[date_columns].apply(lambda t: t.dt.floor('d'))
On tables of >1000000 rows I've found that these are both fast, with floor just slightly faster:
df['mydate'] = df.index.floor('d')
or
df['mydate'] = df.index.normalize()
If your index has timezones and you don't want those in the result, do:
df['mydate'] = df.index.tz_localize(None).floor('d')
df.index.date is many times slower; to_datetime() is even worse. Both have the further disadvantage that the results cannot be saved to an hdf store as it does not support type datetime.date.
Note that I've used the index as the date source here; if your source is another column, you would need to add .dt, e.g. df.mycol.dt.floor('d')
This worked for me on UTC Timestamp (2020-08-19T09:12:57.945888)
for di, i in enumerate(df['YourColumnName']):
df['YourColumnName'][di] = pd.Timestamp(i)
If the column is not already in datetime format:
df['DTformat'] = pd.to_datetime(df['col'])
Once it's in datetime format you can convert the entire column to date only like this:
df['DateOnly'] = df['DTformat'].apply(lambda x: x.date())

pandas DatetimeIndex from timestamp

I have a large list of timestamps in nanoseconds (can easily be converted to miliseconds). I now want to make an instance of DatetimeIndex using these timestamps. Yet simply passing
timestamps = [3377536510631, 3377556564631, 3377576837400, 3377596513631, ...]
dti = DatetimeIndex(timestamps)
yields dates at 1970 yet they should be at 2017. Dividing them by a million to get milliseconds gives the same rsult. It seems that the input isn't as expected but I wouldn't know either how to easily set the input correctly or how to set the parameters correctly
Your timestamp probably has a false starting time (wrong offset). This usually happens, if the time is not set correctly on the a measurement device. If you cold-start the measurement, It will probably start at time stamp 0, which is 01/01/1970.
If you know the exact time and date the measurement was started, simply subtract the .mim() value from the time stamp column and add the time stamp of the actual start time to the result.

Pandas: convert column to datetime format [duplicate]

I use pandas.to_datetime to parse the dates in my data. Pandas by default represents the dates with datetime64[ns] even though the dates are all daily only.
I wonder whether there is an elegant/clever way to convert the dates to datetime.date or datetime64[D] so that, when I write the data to CSV, the dates are not appended with 00:00:00. I know I can convert the type manually element-by-element:
[dt.to_datetime().date() for dt in df.dates]
But this is really slow since I have many rows and it sort of defeats the purpose of using pandas.to_datetime. Is there a way to convert the dtype of the entire column at once? Or alternatively, does pandas.to_datetime support a precision specification so that I can get rid of the time part while working with daily data?
Since version 0.15.0 this can now be easily done using .dt to access just the date component:
df['just_date'] = df['dates'].dt.date
The above returns a datetime.date dtype, if you want to have a datetime64 then you can just normalize the time component to midnight so it sets all the values to 00:00:00:
df['normalised_date'] = df['dates'].dt.normalize()
This keeps the dtype as datetime64, but the display shows just the date value.
pandas: .dt accessor
pandas.Series.dt
Simple Solution:
df['date_only'] = df['date_time_column'].dt.date
While I upvoted EdChum's answer, which is the most direct answer to the question the OP posed, it does not really solve the performance problem (it still relies on python datetime objects, and hence any operation on them will be not vectorized - that is, it will be slow).
A better performing alternative is to use df['dates'].dt.floor('d'). Strictly speaking, it does not "keep only date part", since it just sets the time to 00:00:00. But it does work as desired by the OP when, for instance:
printing to screen
saving to csv
using the column to groupby
... and it is much more efficient, since the operation is vectorized.
EDIT: in fact, the answer the OP's would have preferred is probably "recent versions of pandas do not write the time to csv if it is 00:00:00 for all observations".
Pandas v0.13+: Use to_csv with date_format parameter
Avoid, where possible, converting your datetime64[ns] series to an object dtype series of datetime.date objects. The latter, often constructed using pd.Series.dt.date, is stored as an array of pointers and is inefficient relative to a pure NumPy-based series.
Since your concern is format when writing to CSV, just use the date_format parameter of to_csv. For example:
df.to_csv(filename, date_format='%Y-%m-%d')
See Python's strftime directives for formatting conventions.
This is a simple way to extract the date:
import pandas as pd
d='2015-01-08 22:44:09'
date=pd.to_datetime(d).date()
print(date)
Pandas DatetimeIndex and Series have a method called normalize that does exactly what you want.
You can read more about it in this answer.
It can be used as ser.dt.normalize()
Just giving a more up to date answer in case someone sees this old post.
Adding "utc=False" when converting to datetime will remove the timezone component and keep only the date in a datetime64[ns] data type.
pd.to_datetime(df['Date'], utc=False)
You will be able to save it in excel without getting the error "ValueError: Excel does not support datetimes with timezones. Please ensure that datetimes are timezone unaware before writing to Excel."
df['Column'] = df['Column'].dt.strftime('%m/%d/%Y')
This will give you just the dates and NO TIME at your desired format. You can change format according to your need '%m/%d/%Y' It will change the data type of the column to 'object'.
If you want just the dates and DO NOT want time in YYYY-MM-DD format use :
df['Column'] = pd.to_datetime(df['Column']).dt.date
The datatype will be 'object'.
For 'datetime64' datatype, use:
df['Column'] = pd.to_datetime(df['Column']).dt.normalize()
Converting to datetime64[D]:
df.dates.values.astype('M8[D]')
Though re-assigning that to a DataFrame col will revert it back to [ns].
If you wanted actual datetime.date:
dt = pd.DatetimeIndex(df.dates)
dates = np.array([datetime.date(*date_tuple) for date_tuple in zip(dt.year, dt.month, dt.day)])
I wanted to be able to change the type for a set of columns in a data frame and then remove the time keeping the day. round(), floor(), ceil() all work
df[date_columns] = df[date_columns].apply(pd.to_datetime)
df[date_columns] = df[date_columns].apply(lambda t: t.dt.floor('d'))
On tables of >1000000 rows I've found that these are both fast, with floor just slightly faster:
df['mydate'] = df.index.floor('d')
or
df['mydate'] = df.index.normalize()
If your index has timezones and you don't want those in the result, do:
df['mydate'] = df.index.tz_localize(None).floor('d')
df.index.date is many times slower; to_datetime() is even worse. Both have the further disadvantage that the results cannot be saved to an hdf store as it does not support type datetime.date.
Note that I've used the index as the date source here; if your source is another column, you would need to add .dt, e.g. df.mycol.dt.floor('d')
This worked for me on UTC Timestamp (2020-08-19T09:12:57.945888)
for di, i in enumerate(df['YourColumnName']):
df['YourColumnName'][di] = pd.Timestamp(i)
If the column is not already in datetime format:
df['DTformat'] = pd.to_datetime(df['col'])
Once it's in datetime format you can convert the entire column to date only like this:
df['DateOnly'] = df['DTformat'].apply(lambda x: x.date())

Python - Pandas - Difference between timestamps and period range

I am having troubles understanding the difference between a PeriodIndex and a DateTimeIndex, and when to use which. In particular, it always seemed to be more natural to me to use Periods as opposed to Timestamps, but recently I discovered that Timestamps seem to provide the same indexing capability, can be used with the timegrouper and also work better with Matplotlib's date functionalities. So I am wondering if there is every a reason to use Periods (a PeriodIndex)?
Periods can be use to check if a specific event occurs within a certain period. Basically a Period represents an interval while a Timestamp represents a point in time.
# For example, this will return True since the period is 1Day. This test cannot be done with a Timestamp.
p = pd.Period('2017-06-13')
test = pd.Timestamp('2017-06-13 22:11')
p.start_time < test < p.end_time
I believe the simplest reason for ones to use Periods/Timestamps is whether attributes from a Period and a Timestamp are needed for his/her code.

Keep only date part when using pandas.to_datetime

I use pandas.to_datetime to parse the dates in my data. Pandas by default represents the dates with datetime64[ns] even though the dates are all daily only.
I wonder whether there is an elegant/clever way to convert the dates to datetime.date or datetime64[D] so that, when I write the data to CSV, the dates are not appended with 00:00:00. I know I can convert the type manually element-by-element:
[dt.to_datetime().date() for dt in df.dates]
But this is really slow since I have many rows and it sort of defeats the purpose of using pandas.to_datetime. Is there a way to convert the dtype of the entire column at once? Or alternatively, does pandas.to_datetime support a precision specification so that I can get rid of the time part while working with daily data?
Since version 0.15.0 this can now be easily done using .dt to access just the date component:
df['just_date'] = df['dates'].dt.date
The above returns a datetime.date dtype, if you want to have a datetime64 then you can just normalize the time component to midnight so it sets all the values to 00:00:00:
df['normalised_date'] = df['dates'].dt.normalize()
This keeps the dtype as datetime64, but the display shows just the date value.
pandas: .dt accessor
pandas.Series.dt
Simple Solution:
df['date_only'] = df['date_time_column'].dt.date
While I upvoted EdChum's answer, which is the most direct answer to the question the OP posed, it does not really solve the performance problem (it still relies on python datetime objects, and hence any operation on them will be not vectorized - that is, it will be slow).
A better performing alternative is to use df['dates'].dt.floor('d'). Strictly speaking, it does not "keep only date part", since it just sets the time to 00:00:00. But it does work as desired by the OP when, for instance:
printing to screen
saving to csv
using the column to groupby
... and it is much more efficient, since the operation is vectorized.
EDIT: in fact, the answer the OP's would have preferred is probably "recent versions of pandas do not write the time to csv if it is 00:00:00 for all observations".
Pandas v0.13+: Use to_csv with date_format parameter
Avoid, where possible, converting your datetime64[ns] series to an object dtype series of datetime.date objects. The latter, often constructed using pd.Series.dt.date, is stored as an array of pointers and is inefficient relative to a pure NumPy-based series.
Since your concern is format when writing to CSV, just use the date_format parameter of to_csv. For example:
df.to_csv(filename, date_format='%Y-%m-%d')
See Python's strftime directives for formatting conventions.
This is a simple way to extract the date:
import pandas as pd
d='2015-01-08 22:44:09'
date=pd.to_datetime(d).date()
print(date)
Pandas DatetimeIndex and Series have a method called normalize that does exactly what you want.
You can read more about it in this answer.
It can be used as ser.dt.normalize()
Just giving a more up to date answer in case someone sees this old post.
Adding "utc=False" when converting to datetime will remove the timezone component and keep only the date in a datetime64[ns] data type.
pd.to_datetime(df['Date'], utc=False)
You will be able to save it in excel without getting the error "ValueError: Excel does not support datetimes with timezones. Please ensure that datetimes are timezone unaware before writing to Excel."
df['Column'] = df['Column'].dt.strftime('%m/%d/%Y')
This will give you just the dates and NO TIME at your desired format. You can change format according to your need '%m/%d/%Y' It will change the data type of the column to 'object'.
If you want just the dates and DO NOT want time in YYYY-MM-DD format use :
df['Column'] = pd.to_datetime(df['Column']).dt.date
The datatype will be 'object'.
For 'datetime64' datatype, use:
df['Column'] = pd.to_datetime(df['Column']).dt.normalize()
Converting to datetime64[D]:
df.dates.values.astype('M8[D]')
Though re-assigning that to a DataFrame col will revert it back to [ns].
If you wanted actual datetime.date:
dt = pd.DatetimeIndex(df.dates)
dates = np.array([datetime.date(*date_tuple) for date_tuple in zip(dt.year, dt.month, dt.day)])
I wanted to be able to change the type for a set of columns in a data frame and then remove the time keeping the day. round(), floor(), ceil() all work
df[date_columns] = df[date_columns].apply(pd.to_datetime)
df[date_columns] = df[date_columns].apply(lambda t: t.dt.floor('d'))
On tables of >1000000 rows I've found that these are both fast, with floor just slightly faster:
df['mydate'] = df.index.floor('d')
or
df['mydate'] = df.index.normalize()
If your index has timezones and you don't want those in the result, do:
df['mydate'] = df.index.tz_localize(None).floor('d')
df.index.date is many times slower; to_datetime() is even worse. Both have the further disadvantage that the results cannot be saved to an hdf store as it does not support type datetime.date.
Note that I've used the index as the date source here; if your source is another column, you would need to add .dt, e.g. df.mycol.dt.floor('d')
This worked for me on UTC Timestamp (2020-08-19T09:12:57.945888)
for di, i in enumerate(df['YourColumnName']):
df['YourColumnName'][di] = pd.Timestamp(i)
If the column is not already in datetime format:
df['DTformat'] = pd.to_datetime(df['col'])
Once it's in datetime format you can convert the entire column to date only like this:
df['DateOnly'] = df['DTformat'].apply(lambda x: x.date())

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