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Python Pandas - Date Functionality
  • 时间:2024-09-17

Python Pandas - Date Functionapty


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Extending the Time series, Date functionapties play major role in financial data analysis. While working with Date data, we will frequently come across the following −

    Generating sequence of dates

    Convert the date series to different frequencies

Create a Range of Dates

Using the date.range() function by specifying the periods and the frequency, we can create the date series. By default, the frequency of range is Days.

import pandas as pd

print pd.date_range( 1/1/2011 , periods=5)

Its output is as follows −

DatetimeIndex([ 2011-01-01 ,  2011-01-02 ,  2011-01-03 ,  2011-01-04 ,  2011-01-05 ],
   dtype= datetime64[ns] , freq= D )

Change the Date Frequency

import pandas as pd

print pd.date_range( 1/1/2011 , periods=5,freq= M )

Its output is as follows −

DatetimeIndex([ 2011-01-31 ,  2011-02-28 ,  2011-03-31 ,  2011-04-30 ,  2011-05-31 ],
   dtype= datetime64[ns] , freq= M )

bdate_range

bdate_range() stands for business date ranges. Unpke date_range(), it excludes Saturday and Sunday.

import pandas as pd

print pd.date_range( 1/1/2011 , periods=5)

Its output is as follows −

DatetimeIndex([ 2011-01-01 ,  2011-01-02 ,  2011-01-03 ,  2011-01-04 ,  2011-01-05 ],
   dtype= datetime64[ns] , freq= D )

Observe, after 3rd March, the date jumps to 6th march excluding 4th and 5th. Just check your calendar for the days.

Convenience functions pke date_range and bdate_range utipze a variety of frequency apases. The default frequency for date_range is a calendar day while the default for bdate_range is a business day.

import pandas as pd
start = pd.datetime(2011, 1, 1)
end = pd.datetime(2011, 1, 5)

print pd.date_range(start, end)

Its output is as follows −

DatetimeIndex([ 2011-01-01 ,  2011-01-02 ,  2011-01-03 ,  2011-01-04 ,  2011-01-05 ],
   dtype= datetime64[ns] , freq= D )

Offset Apases

A number of string apases are given to useful common time series frequencies. We will refer to these apases as offset apases.

Apas Description Apas Description
B business day frequency BQS business quarter start frequency
D calendar day frequency A annual(Year) end frequency
W weekly frequency BA business year end frequency
M month end frequency BAS business year start frequency
SM semi-month end frequency BH business hour frequency
BM business month end frequency H hourly frequency
MS month start frequency T, min minutely frequency
SMS SMS semi month start frequency S secondly frequency
BMS business month start frequency L, ms milpseconds
Q quarter end frequency U, us microseconds
BQ business quarter end frequency N nanoseconds
QS quarter start frequency
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