Pandas高级教程之:时间处理

简介 时间应该是在数据处理中经常会用到的一种数据类型,除了Numpy中datetime64 和 timedelta64 这两种数据类型之外,pandas 还整合了其他python库比如 scikits.timeseries 中的功能。
时间分类 pandas中有四种时间类型:

  1. Date times : 日期和时间,可以带时区。和标准库中的 datetime.datetime 类似。
  2. Time deltas: 绝对持续时间,和 标准库中的 datetime.timedelta 类似。
  3. Time spans: 由时间点及其关联的频率定义的时间跨度。
  4. Date offsets:基于日历计算的时间 和 dateutil.relativedelta.relativedelta 类似。
我们用一张表来表示:
类型 标量class 数组class pandas数据类型 主要创建方法
Date times Timestamp DatetimeIndex datetime64[ns] or datetime64[ns, tz] to_datetime or date_range
Time deltas Timedelta TimedeltaIndex timedelta64[ns] to_timedelta or timedelta_range
Time spans Period PeriodIndex period[freq] Period or period_range
Date offsets DateOffset None None DateOffset
看一个使用的例子:
In [19]: pd.Series(range(3), index=pd.date_range("2000", freq="D", periods=3)) Out[19]: 2000-01-010 2000-01-021 2000-01-032 Freq: D, dtype: int64

看一下上面数据类型的空值:
In [24]: pd.Timestamp(pd.NaT) Out[24]: NaTIn [25]: pd.Timedelta(pd.NaT) Out[25]: NaTIn [26]: pd.Period(pd.NaT) Out[26]: NaT# Equality acts as np.nan would In [27]: pd.NaT == pd.NaT Out[27]: False

Timestamp Timestamp 是最基础的时间类型,我们可以这样创建:
In [28]: pd.Timestamp(datetime.datetime(2012, 5, 1)) Out[28]: Timestamp('2012-05-01 00:00:00')In [29]: pd.Timestamp("2012-05-01") Out[29]: Timestamp('2012-05-01 00:00:00')In [30]: pd.Timestamp(2012, 5, 1) Out[30]: Timestamp('2012-05-01 00:00:00')

DatetimeIndex Timestamp 作为index会自动被转换为DatetimeIndex:
In [33]: dates = [ ....:pd.Timestamp("2012-05-01"), ....:pd.Timestamp("2012-05-02"), ....:pd.Timestamp("2012-05-03"), ....: ] ....: In [34]: ts = pd.Series(np.random.randn(3), dates)In [35]: type(ts.index) Out[35]: pandas.core.indexes.datetimes.DatetimeIndexIn [36]: ts.index Out[36]: DatetimeIndex(['2012-05-01', '2012-05-02', '2012-05-03'], dtype='datetime64[ns]', freq=None)In [37]: ts Out[37]: 2012-05-010.469112 2012-05-02-0.282863 2012-05-03-1.509059 dtype: float64

date_range 和 bdate_range 还可以使用 date_range 来创建DatetimeIndex:
In [74]: start = datetime.datetime(2011, 1, 1)In [75]: end = datetime.datetime(2012, 1, 1)In [76]: index = pd.date_range(start, end)In [77]: index Out[77]: 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')

date_range 是日历范围,bdate_range 是工作日范围:
In [78]: index = pd.bdate_range(start, end)In [79]: index Out[79]: 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')

两个方法都可以带上 start, end, 和 periods 参数。
In [84]: pd.bdate_range(end=end, periods=20) In [83]: pd.date_range(start, end, freq="W") In [86]: pd.date_range("2018-01-01", "2018-01-05", periods=5)

origin 使用 origin参数,可以修改 DatetimeIndex 的起点:
In [67]: pd.to_datetime([1, 2, 3], unit="D", origin=pd.Timestamp("1960-01-01")) Out[67]: DatetimeIndex(['1960-01-02', '1960-01-03', '1960-01-04'], dtype='datetime64[ns]', freq=None)

默认情况下 origin='unix', 也就是起点是 1970-01-01 00:00:00.
In [68]: pd.to_datetime([1, 2, 3], unit="D") Out[68]: DatetimeIndex(['1970-01-02', '1970-01-03', '1970-01-04'], dtype='datetime64[ns]', freq=None)

格式化 使用format参数可以对时间进行格式化:
In [51]: pd.to_datetime("2010/11/12", format="%Y/%m/%d") Out[51]: Timestamp('2010-11-12 00:00:00')In [52]: pd.to_datetime("12-11-2010 00:00", format="%d-%m-%Y %H:%M") Out[52]: Timestamp('2010-11-12 00:00:00')

Period Period 表示的是一个时间跨度,通常和freq一起使用:
In [31]: pd.Period("2011-01") Out[31]: Period('2011-01', 'M')In [32]: pd.Period("2012-05", freq="D") Out[32]: Period('2012-05-01', 'D')

Period可以直接进行运算:
In [345]: p = pd.Period("2012", freq="A-DEC")In [346]: p + 1 Out[346]: Period('2013', 'A-DEC')In [347]: p - 3 Out[347]: Period('2009', 'A-DEC')In [348]: p = pd.Period("2012-01", freq="2M")In [349]: p + 2 Out[349]: Period('2012-05', '2M')In [350]: p - 1 Out[350]: Period('2011-11', '2M')

注意,Period只有具有相同的freq才能进行算数运算。包括 offsets 和 timedelta
In [352]: p = pd.Period("2014-07-01 09:00", freq="H")In [353]: p + pd.offsets.Hour(2) Out[353]: Period('2014-07-01 11:00', 'H')In [354]: p + datetime.timedelta(minutes=120) Out[354]: Period('2014-07-01 11:00', 'H')In [355]: p + np.timedelta64(7200, "s") Out[355]: Period('2014-07-01 11:00', 'H')

Period作为index可以自动被转换为PeriodIndex:
In [38]: periods = [pd.Period("2012-01"), pd.Period("2012-02"), pd.Period("2012-03")]In [39]: ts = pd.Series(np.random.randn(3), periods)In [40]: type(ts.index) Out[40]: pandas.core.indexes.period.PeriodIndexIn [41]: ts.index Out[41]: PeriodIndex(['2012-01', '2012-02', '2012-03'], dtype='period[M]', freq='M')In [42]: ts Out[42]: 2012-01-1.135632 2012-021.212112 2012-03-0.173215 Freq: M, dtype: float64

可以通过 pd.period_range 方法来创建 PeriodIndex:
In [359]: prng = pd.period_range("1/1/2011", "1/1/2012", freq="M")In [360]: prng Out[360]: 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')

还可以通过PeriodIndex直接创建:
In [361]: pd.PeriodIndex(["2011-1", "2011-2", "2011-3"], freq="M") Out[361]: PeriodIndex(['2011-01', '2011-02', '2011-03'], dtype='period[M]', freq='M')

DateOffset DateOffset表示的是频率对象。它和Timedelta很类似,表示的是一个持续时间,但是有特殊的日历规则。比如Timedelta一天肯定是24小时,而在 DateOffset中根据夏令时的不同,一天可能会有23,24或者25小时。
# This particular day contains a day light savings time transition In [144]: ts = pd.Timestamp("2016-10-30 00:00:00", tz="Europe/Helsinki")# Respects absolute time In [145]: ts + pd.Timedelta(days=1) Out[145]: Timestamp('2016-10-30 23:00:00+0200', tz='Europe/Helsinki')# Respects calendar time In [146]: ts + pd.DateOffset(days=1) Out[146]: Timestamp('2016-10-31 00:00:00+0200', tz='Europe/Helsinki')In [147]: friday = pd.Timestamp("2018-01-05")In [148]: friday.day_name() Out[148]: 'Friday'# Add 2 business days (Friday --> Tuesday) In [149]: two_business_days = 2 * pd.offsets.BDay()In [150]: two_business_days.apply(friday) Out[150]: Timestamp('2018-01-09 00:00:00')In [151]: friday + two_business_days Out[151]: Timestamp('2018-01-09 00:00:00')In [152]: (friday + two_business_days).day_name() Out[152]: 'Tuesday'

DateOffsets 和Frequency 运算是先关的,看一下可用的Date Offset 和它相关联的 Frequency:
Date Offset Frequency String 描述
DateOffset None 通用的offset 类
BDay or BusinessDay 'B' 工作日
CDay or CustomBusinessDay 'C' 自定义的工作日
Week 'W' 一周
WeekOfMonth 'WOM' 每个月的第几周的第几天
LastWeekOfMonth 'LWOM' 每个月最后一周的第几天
MonthEnd 'M' 日历月末
MonthBegin 'MS' 日历月初
BMonthEnd or BusinessMonthEnd 'BM' 营业月底
BMonthBegin or BusinessMonthBegin 'BMS' 营业月初
CBMonthEnd or CustomBusinessMonthEnd 'CBM' 自定义营业月底
CBMonthBegin or CustomBusinessMonthBegin 'CBMS' 自定义营业月初
SemiMonthEnd 'SM' 日历月末的第15天
SemiMonthBegin 'SMS' 日历月初的第15天
QuarterEnd 'Q' 日历季末
QuarterBegin 'QS' 日历季初
BQuarterEnd 'BQ 工作季末
BQuarterBegin 'BQS' 工作季初
FY5253Quarter 'REQ' 零售季( 52-53 week)
YearEnd 'A' 日历年末
YearBegin 'AS' or 'BYS' 日历年初
BYearEnd 'BA' 营业年末
BYearBegin 'BAS' 营业年初
FY5253 'RE' 零售年 (aka 52-53 week)
Easter None 复活节假期
BusinessHour 'BH' business hour
CustomBusinessHour 'CBH' custom business hour
Day 'D' 一天的绝对时间
Hour 'H' 一小时
Minute 'T' or 'min' 一分钟
Second 'S' 一秒钟
Milli 'L' or 'ms' 一微妙
Micro 'U' or 'us' 一毫秒
Nano 'N' 一纳秒
DateOffset还有两个方法 rollforward()rollback() 可以将时间进行移动:
In [153]: ts = pd.Timestamp("2018-01-06 00:00:00")In [154]: ts.day_name() Out[154]: 'Saturday'# BusinessHour's valid offset dates are Monday through Friday In [155]: offset = pd.offsets.BusinessHour(start="09:00")# Bring the date to the closest offset date (Monday) In [156]: offset.rollforward(ts) Out[156]: Timestamp('2018-01-08 09:00:00')# Date is brought to the closest offset date first and then the hour is added In [157]: ts + offset Out[157]: Timestamp('2018-01-08 10:00:00')

上面的操作会自动保存小时,分钟等信息,如果想要设置为 00:00:00 , 可以调用normalize() 方法:
In [158]: ts = pd.Timestamp("2014-01-01 09:00")In [159]: day = pd.offsets.Day()In [160]: day.apply(ts) Out[160]: Timestamp('2014-01-02 09:00:00')In [161]: day.apply(ts).normalize() Out[161]: Timestamp('2014-01-02 00:00:00')In [162]: ts = pd.Timestamp("2014-01-01 22:00")In [163]: hour = pd.offsets.Hour()In [164]: hour.apply(ts) Out[164]: Timestamp('2014-01-01 23:00:00')In [165]: hour.apply(ts).normalize() Out[165]: Timestamp('2014-01-01 00:00:00')In [166]: hour.apply(pd.Timestamp("2014-01-01 23:30")).normalize() Out[166]: Timestamp('2014-01-02 00:00:00')

作为index 时间可以作为index,并且作为index的时候会有一些很方便的特性。
可以直接使用时间来获取相应的数据:
In [99]: ts["1/31/2011"] Out[99]: 0.11920871129693428In [100]: ts[datetime.datetime(2011, 12, 25):] Out[100]: 2011-12-300.56702 Freq: BM, dtype: float64In [101]: ts["10/31/2011":"12/31/2011"] Out[101]: 2011-10-310.271860 2011-11-30-0.424972 2011-12-300.567020 Freq: BM, dtype: float64

获取全年的数据:
In [102]: ts["2011"] Out[102]: 2011-01-310.119209 2011-02-28-1.044236 2011-03-31-0.861849 2011-04-29-2.104569 2011-05-31-0.494929 2011-06-301.071804 2011-07-290.721555 2011-08-31-0.706771 2011-09-30-1.039575 2011-10-310.271860 2011-11-30-0.424972 2011-12-300.567020 Freq: BM, dtype: float64

获取某个月的数据:
In [103]: ts["2011-6"] Out[103]: 2011-06-301.071804 Freq: BM, dtype: float64

DF可以接受时间作为loc的参数:
In [105]: dft Out[105]: A 2013-01-01 00:00:000.276232 2013-01-01 00:01:00 -1.087401 2013-01-01 00:02:00 -0.673690 2013-01-01 00:03:000.113648 2013-01-01 00:04:00 -1.478427 ...... 2013-03-11 10:35:00 -0.747967 2013-03-11 10:36:00 -0.034523 2013-03-11 10:37:00 -0.201754 2013-03-11 10:38:00 -1.509067 2013-03-11 10:39:00 -1.693043[100000 rows x 1 columns]In [106]: dft.loc["2013"] Out[106]: A 2013-01-01 00:00:000.276232 2013-01-01 00:01:00 -1.087401 2013-01-01 00:02:00 -0.673690 2013-01-01 00:03:000.113648 2013-01-01 00:04:00 -1.478427 ...... 2013-03-11 10:35:00 -0.747967 2013-03-11 10:36:00 -0.034523 2013-03-11 10:37:00 -0.201754 2013-03-11 10:38:00 -1.509067 2013-03-11 10:39:00 -1.693043[100000 rows x 1 columns]

时间切片:
In [107]: dft["2013-1":"2013-2"] Out[107]: A 2013-01-01 00:00:000.276232 2013-01-01 00:01:00 -1.087401 2013-01-01 00:02:00 -0.673690 2013-01-01 00:03:000.113648 2013-01-01 00:04:00 -1.478427 ...... 2013-02-28 23:55:000.850929 2013-02-28 23:56:000.976712 2013-02-28 23:57:00 -2.693884 2013-02-28 23:58:00 -1.575535 2013-02-28 23:59:00 -1.573517[84960 rows x 1 columns]

切片和完全匹配 考虑下面的一个精度为分的Series对象:
In [120]: series_minute = pd.Series( .....:[1, 2, 3], .....:pd.DatetimeIndex( .....:["2011-12-31 23:59:00", "2012-01-01 00:00:00", "2012-01-01 00:02:00"] .....:), .....: ) .....: In [121]: series_minute.index.resolution Out[121]: 'minute'

时间精度小于分的话,返回的是一个Series对象:
In [122]: series_minute["2011-12-31 23"] Out[122]: 2011-12-31 23:59:001 dtype: int64

时间精度大于分的话,返回的是一个常量:
In [123]: series_minute["2011-12-31 23:59"] Out[123]: 1In [124]: series_minute["2011-12-31 23:59:00"] Out[124]: 1

同样的,如果精度为秒的话,小于秒会返回一个对象,等于秒会返回常量值。
时间序列的操作 Shifting 使用shift方法可以让 time series 进行相应的移动:
In [275]: ts = pd.Series(range(len(rng)), index=rng)In [276]: ts = ts[:5]In [277]: ts.shift(1) Out[277]: 2012-01-01NaN 2012-01-020.0 2012-01-031.0 Freq: D, dtype: float64

通过指定 freq , 可以设置shift的方式:
In [278]: ts.shift(5, freq="D") Out[278]: 2012-01-060 2012-01-071 2012-01-082 Freq: D, dtype: int64In [279]: ts.shift(5, freq=pd.offsets.BDay()) Out[279]: 2012-01-060 2012-01-091 2012-01-102 dtype: int64In [280]: ts.shift(5, freq="BM") Out[280]: 2012-05-310 2012-05-311 2012-05-312 dtype: int64

频率转换 时间序列可以通过调用 asfreq 的方法转换其频率:
In [281]: dr = pd.date_range("1/1/2010", periods=3, freq=3 * pd.offsets.BDay())In [282]: ts = pd.Series(np.random.randn(3), index=dr)In [283]: ts Out[283]: 2010-01-011.494522 2010-01-06-0.778425 2010-01-11-0.253355 Freq: 3B, dtype: float64In [284]: ts.asfreq(pd.offsets.BDay()) Out[284]: 2010-01-011.494522 2010-01-04NaN 2010-01-05NaN 2010-01-06-0.778425 2010-01-07NaN 2010-01-08NaN 2010-01-11-0.253355 Freq: B, dtype: float64

asfreq还可以指定修改频率过后的填充方法:
In [285]: ts.asfreq(pd.offsets.BDay(), method="pad") Out[285]: 2010-01-011.494522 2010-01-041.494522 2010-01-051.494522 2010-01-06-0.778425 2010-01-07-0.778425 2010-01-08-0.778425 2010-01-11-0.253355 Freq: B, dtype: float64

Resampling 重新取样 给定的时间序列可以通过调用resample方法来重新取样:
In [286]: rng = pd.date_range("1/1/2012", periods=100, freq="S")In [287]: ts = pd.Series(np.random.randint(0, 500, len(rng)), index=rng)In [288]: ts.resample("5Min").sum() Out[288]: 2012-01-0125103 Freq: 5T, dtype: int64

【Pandas高级教程之:时间处理】resample 可以接受各类统计方法,比如: sum, mean, std, sem, max, min, median, first, last, ohlc
In [289]: ts.resample("5Min").mean() Out[289]: 2012-01-01251.03 Freq: 5T, dtype: float64In [290]: ts.resample("5Min").ohlc() Out[290]: openhighlowclose 2012-01-013084609205In [291]: ts.resample("5Min").max() Out[291]: 2012-01-01460 Freq: 5T, dtype: int64

本文已收录于 http://www.flydean.com/15-python-pandas-time/
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