Brian Keegan Brian Keegan - 21 days ago 7
Python Question

Reindexing pandas timeseries from object dtype to datetime dtype

I have a time-series that is not recognized as a DatetimeIndex despite being indexed by standard YYYY-MM-DD strings with valid dates. Coercing them to a valid DatetimeIndex seems to be inelegant enough to make me think I'm doing something wrong.

I read in (someone else's lazily formatted) data that contains invalid datetime values and remove these invalid observations.

In [1]: df = pd.read_csv('data.csv',index_col=0)
In [2]: print df['2008-02-27':'2008-03-02']
Out[2]:
count
2008-02-27 20
2008-02-28 0
2008-02-29 27
2008-02-30 0
2008-02-31 0
2008-03-01 0
2008-03-02 17

In [3]: def clean_timestamps(df):
# remove invalid dates like '2008-02-30' and '2009-04-31'
to_drop = list()
for d in df.index:
try:
datetime.date(int(d[0:4]),int(d[5:7]),int(d[8:10]))
except ValueError:
to_drop.append(d)
df2 = df.drop(to_drop,axis=0)
return df2

In [4]: df2 = clean_timestamps(df)
In [5] :print df2['2008-02-27':'2008-03-02']
Out[5]:
count
2008-02-27 20
2008-02-28 0
2008-02-29 27
2008-03-01 0
2008-03-02 17


This new index is still only recognized as a 'object' dtype rather than a DatetimeIndex.

In [6]: df2.index
Out[6]: Index([2008-01-01, 2008-01-02, 2008-01-03, ..., 2012-11-27, 2012-11-28,
2012-11-29], dtype=object)


Reindexing produces NaNs because they're different dtypes.

In [7]: i = pd.date_range(start=min(df2.index),end=max(df2.index))
In [8]: df3 = df2.reindex(index=i,columns=['count'])
In [9]: df3['2008-02-27':'2008-03-02']
Out[9]:
count
2008-02-27 NaN
2008-02-28 NaN
2008-02-29 NaN
2008-03-01 NaN
2008-03-02 NaN


I create a fresh dataframe with the appropriate index, drop the data to a dictionary, then populate the new dataframe based on the dictionary values (skipping missing values).

In [10]: df3 = pd.DataFrame(columns=['count'],index=i)
In [11]: values = dict(df2['count'])
In [12]: for d in i:
try:
df3.set_value(index=d,col='count',value=values[d.isoformat()[0:10]])
except KeyError:
pass
In [13]: print df3['2008-02-27':'2008-03-02']
Out[13]:

count
2008-02-27 20
2008-02-28 0
2008-02-29 27
2008-03-01 0
2008-03-02 17

In [14]: df3.index
Out[14];
<class 'pandas.tseries.index.DatetimeIndex'>
[2008-01-01 00:00:00, ..., 2012-11-29 00:00:00]
Length: 1795, Freq: D, Timezone: None


This last part of setting values based on lookups to a dictionary keyed by strings seems especially hacky and makes me think I've missed something important.

Answer

You could use pd.to_datetime:

In [1]: import pandas as pd

In [2]: pd.to_datetime('2008-02-27')
Out[2]: datetime.datetime(2008, 2, 27, 0, 0)

This allows you to "clean" the index (or similarly a column) by applying it to the Series:

df.index = pd.to_datetime(df.index)

or

df['date_col'] = df['date_col'].apply(pd.to_datetime)
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