Datetimes and Timedeltas
New in version 1.7.0.
Starting in NumPy 1.7, there are core array data types which natively support datetime functionality. The data type is called “datetime64”, so named because “datetime” is already taken by the datetime library included in Python.
The datetime API is experimental in 1.7.0, and may undergo changes in future versions of NumPy.
The most basic way to create datetimes is from strings in ISO 8601 date or datetime format. The unit for internal storage is automatically selected from the form of the string, and can be either a date unit or a time unit. The date units are years (‘Y’), months (‘M’), weeks (‘W’), and days (‘D’), while the time units are hours (‘h’), minutes (‘m’), seconds (‘s’), milliseconds (‘ms’), and some additional SI-prefix seconds-based units. The datetime64 data type also accepts the string “NAT”, in any combination of lowercase/uppercase letters, for a “Not A Time” value.
A simple ISO date:
>>> np.datetime64('2005-02-25') numpy.datetime64('2005-02-25')
Using months for the unit:
>>> np.datetime64('2005-02') numpy.datetime64('2005-02')
Specifying just the month, but forcing a ‘days’ unit:
>>> np.datetime64('2005-02', 'D') numpy.datetime64('2005-02-01')
From a date and time:
>>> np.datetime64('2005-02-25T03:30') numpy.datetime64('2005-02-25T03:30')
NAT (not a time):
>>> numpy.datetime64('nat') numpy.datetime64('NaT')
When creating an array of datetimes from a string, it is still possible to automatically select the unit from the inputs, by using the datetime type with generic units.
>>> np.array(['2007-07-13', '2006-01-13', '2010-08-13'], dtype='datetime64') array(['2007-07-13', '2006-01-13', '2010-08-13'], dtype='datetime64[D]')
>>> np.array(['2001-01-01T12:00', '2002-02-03T13:56:03.172'], dtype='datetime64') array(['2001-01-01T12:00:00.000-0600', '2002-02-03T13:56:03.172-0600'], dtype='datetime64[ms]')
The datetime type works with many common NumPy functions, for
arange can be used to generate ranges of dates.
All the dates for one month:
>>> np.arange('2005-02', '2005-03', dtype='datetime64[D]') array(['2005-02-01', '2005-02-02', '2005-02-03', '2005-02-04', '2005-02-05', '2005-02-06', '2005-02-07', '2005-02-08', '2005-02-09', '2005-02-10', '2005-02-11', '2005-02-12', '2005-02-13', '2005-02-14', '2005-02-15', '2005-02-16', '2005-02-17', '2005-02-18', '2005-02-19', '2005-02-20', '2005-02-21', '2005-02-22', '2005-02-23', '2005-02-24', '2005-02-25', '2005-02-26', '2005-02-27', '2005-02-28'], dtype='datetime64[D]')
The datetime object represents a single moment in time. If two datetimes have different units, they may still be representing the same moment of time, and converting from a bigger unit like months to a smaller unit like days is considered a ‘safe’ cast because the moment of time is still being represented exactly.
>>> np.datetime64('2005') == np.datetime64('2005-01-01') True
>>> np.datetime64('2010-03-14T15Z') == np.datetime64('2010-03-14T15:00:00.00Z') True
Datetime and Timedelta Arithmetic
NumPy allows the subtraction of two Datetime values, an operation which produces a number with a time unit. Because NumPy doesn’t have a physical quantities system in its core, the timedelta64 data type was created to complement datetime64. The arguments for timedelta64 are a number, to represent the number of units, and a date/time unit, such as (D)ay, (M)onth, (Y)ear, (h)ours, (m)inutes, or (s)econds. The timedelta64 data type also accepts the string “NAT” in place of the number for a “Not A Time” value.
>>> numpy.timedelta64(1, 'D') numpy.timedelta64(1,'D')
>>> numpy.timedelta64(4, 'h') numpy.timedelta64(4,'h')
>>> numpy.timedelta64('nAt') numpy.timedelta64('NaT')
Datetimes and Timedeltas work together to provide ways for simple datetime calculations.
>>> np.datetime64('2009-01-01') - np.datetime64('2008-01-01') numpy.timedelta64(366,'D')
>>> np.datetime64('2009') + np.timedelta64(20, 'D') numpy.datetime64('2009-01-21')
>>> np.datetime64('2011-06-15T00:00') + np.timedelta64(12, 'h') numpy.datetime64('2011-06-15T12:00-0500')
>>> np.timedelta64(1,'W') / np.timedelta64(1,'D') 7.0
>>> np.timedelta64(1,'W') % np.timedelta64(10,'D') numpy.timedelta64(7,'D')
>>> numpy.datetime64('nat') - numpy.datetime64('2009-01-01') numpy.timedelta64('NaT','D')
>>> numpy.datetime64('2009-01-01') + numpy.timedelta64('nat') numpy.datetime64('NaT')
There are two Timedelta units (‘Y’, years and ‘M’, months) which are treated specially, because how much time they represent changes depending on when they are used. While a timedelta day unit is equivalent to 24 hours, there is no way to convert a month unit into days, because different months have different numbers of days.
>>> a = np.timedelta64(1, 'Y')
>>> np.timedelta64(a, 'M') numpy.timedelta64(12,'M')
>>> np.timedelta64(a, 'D') Traceback (most recent call last): File "<stdin>", line 1, in <module> TypeError: Cannot cast NumPy timedelta64 scalar from metadata [Y] to [D] according to the rule 'same_kind'
The Datetime and Timedelta data types support a large number of time units, as well as generic units which can be coerced into any of the other units based on input data.
Datetimes are always stored based on POSIX time (though having a TAI mode which allows for accounting of leap-seconds is proposed), with an epoch of 1970-01-01T00:00Z. This means the supported dates are always a symmetric interval around the epoch, called “time span” in the table below.
The length of the span is the range of a 64-bit integer times the length of the date or unit. For example, the time span for ‘W’ (week) is exactly 7 times longer than the time span for ‘D’ (day), and the time span for ‘D’ (day) is exactly 24 times longer than the time span for ‘h’ (hour).
Here are the date units:
|Code||Meaning||Time span (relative)||Time span (absolute)|
|Y||year||+/- 9.2e18 years||[9.2e18 BC, 9.2e18 AD]|
|M||month||+/- 7.6e17 years||[7.6e17 BC, 7.6e17 AD]|
|W||week||+/- 1.7e17 years||[1.7e17 BC, 1.7e17 AD]|
|D||day||+/- 2.5e16 years||[2.5e16 BC, 2.5e16 AD]|
And here are the time units:
|Code||Meaning||Time span (relative)||Time span (absolute)|
|h||hour||+/- 1.0e15 years||[1.0e15 BC, 1.0e15 AD]|
|m||minute||+/- 1.7e13 years||[1.7e13 BC, 1.7e13 AD]|
|s||second||+/- 2.9e11 years||[2.9e11 BC, 2.9e11 AD]|
|ms||millisecond||+/- 2.9e8 years||[ 2.9e8 BC, 2.9e8 AD]|
|us||microsecond||+/- 2.9e5 years||[290301 BC, 294241 AD]|
|ns||nanosecond||+/- 292 years||[ 1678 AD, 2262 AD]|
|ps||picosecond||+/- 106 days||[ 1969 AD, 1970 AD]|
|fs||femtosecond||+/- 2.6 hours||[ 1969 AD, 1970 AD]|
|as||attosecond||+/- 9.2 seconds||[ 1969 AD, 1970 AD]|
Business Day Functionality
To allow the datetime to be used in contexts where only certain days of the week are valid, NumPy includes a set of “busday” (business day) functions.
The default for busday functions is that the only valid days are Monday through Friday (the usual business days). The implementation is based on a “weekmask” containing 7 Boolean flags to indicate valid days; custom weekmasks are possible that specify other sets of valid days.
The “busday” functions can additionally check a list of “holiday” dates, specific dates that are not valid days.
busday_offset allows you to apply offsets
specified in business days to datetimes with a unit of ‘D’ (day).
>>> np.busday_offset('2011-06-23', 1) numpy.datetime64('2011-06-24')
>>> np.busday_offset('2011-06-23', 2) numpy.datetime64('2011-06-27')
When an input date falls on the weekend or a holiday,
busday_offset first applies a rule to roll the
date to a valid business day, then applies the offset. The
default rule is ‘raise’, which simply raises an exception.
The rules most typically used are ‘forward’ and ‘backward’.
>>> np.busday_offset('2011-06-25', 2) Traceback (most recent call last): File "<stdin>", line 1, in <module> ValueError: Non-business day date in busday_offset
>>> np.busday_offset('2011-06-25', 0, roll='forward') numpy.datetime64('2011-06-27')
>>> np.busday_offset('2011-06-25', 2, roll='forward') numpy.datetime64('2011-06-29')
>>> np.busday_offset('2011-06-25', 0, roll='backward') numpy.datetime64('2011-06-24')
>>> np.busday_offset('2011-06-25', 2, roll='backward') numpy.datetime64('2011-06-28')
In some cases, an appropriate use of the roll and the offset is necessary to get a desired answer.
The first business day on or after a date:
>>> np.busday_offset('2011-03-20', 0, roll='forward') numpy.datetime64('2011-03-21','D') >>> np.busday_offset('2011-03-22', 0, roll='forward') numpy.datetime64('2011-03-22','D')
The first business day strictly after a date:
>>> np.busday_offset('2011-03-20', 1, roll='backward') numpy.datetime64('2011-03-21','D') >>> np.busday_offset('2011-03-22', 1, roll='backward') numpy.datetime64('2011-03-23','D')
The function is also useful for computing some kinds of days like holidays. In Canada and the U.S., Mother’s day is on the second Sunday in May, which can be computed with a custom weekmask.
>>> np.busday_offset('2012-05', 1, roll='forward', weekmask='Sun') numpy.datetime64('2012-05-13','D')
When performance is important for manipulating many business dates
with one particular choice of weekmask and holidays, there is
busdaycalendar which stores the data necessary
in an optimized form.
To test a datetime64 value to see if it is a valid day, use
>>> np.is_busday(np.datetime64('2011-07-15')) # a Friday True >>> np.is_busday(np.datetime64('2011-07-16')) # a Saturday False >>> np.is_busday(np.datetime64('2011-07-16'), weekmask="Sat Sun") True >>> a = np.arange(np.datetime64('2011-07-11'), np.datetime64('2011-07-18')) >>> np.is_busday(a) array([ True, True, True, True, True, False, False], dtype='bool')
To find how many valid days there are in a specified range of datetime64
>>> np.busday_count(np.datetime64('2011-07-11'), np.datetime64('2011-07-18')) 5 >>> np.busday_count(np.datetime64('2011-07-18'), np.datetime64('2011-07-11')) -5
If you have an array of datetime64 day values, and you want a count of how many of them are valid dates, you can do this:
>>> a = np.arange(np.datetime64('2011-07-11'), np.datetime64('2011-07-18')) >>> np.count_nonzero(np.is_busday(a)) 5
Here are several examples of custom weekmask values. These examples specify the “busday” default of Monday through Friday being valid days.
# Positional sequences; positions are Monday through Sunday. # Length of the sequence must be exactly 7. weekmask = [1, 1, 1, 1, 1, 0, 0] # list or other sequence; 0 == invalid day, 1 == valid day weekmask = "1111100" # string '0' == invalid day, '1' == valid day # string abbreviations from this list: Mon Tue Wed Thu Fri Sat Sun weekmask = "Mon Tue Wed Thu Fri" # any amount of whitespace is allowed; abbreviations are case-sensitive. weekmask = "MonTue Wed Thu\tFri"
Changes with NumPy 1.11
In prior versions of NumPy, the datetime64 type always stored times in UTC. By default, creating a datetime64 object from a string or printing it would convert from or to local time:
# old behavior >>>> np.datetime64('2000-01-01T00:00:00') numpy.datetime64('2000-01-01T00:00:00-0800') # note the timezone offset -08:00
A consensus of datetime64 users agreed that this behavior is undesirable
and at odds with how datetime64 is usually used (e.g., by pandas). For
most use cases, a timezone naive datetime type is preferred, similar to the
datetime.datetime type in the Python standard library. Accordingly,
datetime64 no longer assumes that input is in local time, nor does it print
>>>> np.datetime64('2000-01-01T00:00:00') numpy.datetime64('2000-01-01T00:00:00')
For backwards compatibility, datetime64 still parses timezone offsets, which it handles by converting to UTC. However, the resulting datetime is timezone naive:
>>> np.datetime64('2000-01-01T00:00:00-08') DeprecationWarning: parsing timezone aware datetimes is deprecated; this will raise an error in the future numpy.datetime64('2000-01-01T08:00:00')
As a corollary to this change, we no longer prohibit casting between datetimes with date units and datetimes with timeunits. With timezone naive datetimes, the rule for casting from dates to times is no longer ambiguous.