Datetimes and Timedeltas

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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.

Note

The datetime API is experimental in 1.7.0, and may undergo changes in future versions of NumPy.

Basic Datetimes¶

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.

Example

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')

Using UTC “Zulu” time:

>>> np.datetime64('2005-02-25T03:30Z')
numpy.datetime64('2005-02-24T21:30-0600')

ISO 8601 specifies to use the local time zone if none is explicitly given:

>>> np.datetime64('2005-02-25T03:30')
numpy.datetime64('2005-02-25T03:30-0600')

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.

Example

>>> 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 example arange can be used to generate ranges of dates.

Example

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.

Example

>>> np.datetime64('2005') == np.datetime64('2005-01-01')
True

>>> np.datetime64('2010-03-14T15Z') == np.datetime64('2010-03-14T15:00:00.00Z')
True

An important exception to this rule is between datetimes with date units and datetimes with time units. This is because this kind of conversion generally requires a choice of timezone and particular time of day on the given date.

Example

>>> np.datetime64('2003-12-25', 's')
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
TypeError: Cannot parse "2003-12-25" as unit 's' using casting rule 'same_kind'
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
TypeError: Cannot parse "2003-12-25" as unit 's' using casting rule 'same_kind'

>>> np.datetime64('2003-12-25') == np.datetime64('2003-12-25T00Z')
False

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.

Datetimes and Timedeltas work together to provide ways for simple datetime calculations.

Example

>>> 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

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.

Example

>>> 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'
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'

Datetime Units¶

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 a 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	+/- 2.9e12 years	[ 2.9e9 BC, 2.9e9 AD]
ms	millisecond	+/- 2.9e9 years	[ 2.9e6 BC, 2.9e6 AD]
us	microsecond	+/- 2.9e6 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.

The function busday_offset allows you to apply offsets specified in business days to datetimes with a unit of ‘D’ (day).

Example

>>> 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’.

Example

>>> 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
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.

Example

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.

Example

>>> 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 an object busdaycalendar which stores the data necessary in an optimized form.

np.is_busday():¶

To test a datetime64 value to see if it is a valid day, use is_busday.

Example

>>> 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')

np.busday_count():¶

To find how many valid days there are in a specified range of datetime64 dates, use busday_count:

Example

>>> 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:

Example

>>> a = np.arange(np.datetime64('2011-07-11'), np.datetime64('2011-07-18'))
>>> np.count_nonzero(np.is_busday(a))
5

Custom Weekmasks¶

Here are several examples of custom weekmask values. These examples specify the “busday” default of Monday through Friday being valid days.

Some examples:

# 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"

Differences Between 1.6 and 1.7 Datetimes¶

The NumPy 1.6 release includes a more primitive datetime data type than 1.7. This section documents many of the changes that have taken place.

String Parsing¶

The datetime string parser in NumPy 1.6 is very liberal in what it accepts, and silently allows invalid input without raising errors. The parser in NumPy 1.7 is quite strict about only accepting ISO 8601 dates, with a few convenience extensions. 1.6 always creates microsecond (us) units by default, whereas 1.7 detects a unit based on the format of the string. Here is a comparison.:

# NumPy 1.6.1
>>> np.datetime64('1979-03-22')
1979-03-22 00:00:00
# NumPy 1.7.0
>>> np.datetime64('1979-03-22')
numpy.datetime64('1979-03-22')

# NumPy 1.6.1, unit default microseconds
>>> np.datetime64('1979-03-22').dtype
dtype('datetime64[us]')
# NumPy 1.7.0, unit of days detected from string
>>> np.datetime64('1979-03-22').dtype
dtype('<M8[D]')

# NumPy 1.6.1, ignores invalid part of string
>>> np.datetime64('1979-03-2corruptedstring')
1979-03-02 00:00:00
# NumPy 1.7.0, raises error for invalid input
>>> np.datetime64('1979-03-2corruptedstring')
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
ValueError: Error parsing datetime string "1979-03-2corruptedstring" at position 8

# NumPy 1.6.1, 'nat' produces today's date
>>> np.datetime64('nat')
2012-04-30 00:00:00
# NumPy 1.7.0, 'nat' produces not-a-time
>>> np.datetime64('nat')
numpy.datetime64('NaT')

# NumPy 1.6.1, 'garbage' produces today's date
>>> np.datetime64('garbage')
2012-04-30 00:00:00
# NumPy 1.7.0, 'garbage' raises an exception
>>> np.datetime64('garbage')
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
ValueError: Error parsing datetime string "garbage" at position 0

# NumPy 1.6.1, can't specify unit in scalar constructor
>>> np.datetime64('1979-03-22T19:00', 'h')
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
TypeError: function takes at most 1 argument (2 given)
# NumPy 1.7.0, unit in scalar constructor
>>> np.datetime64('1979-03-22T19:00', 'h')
numpy.datetime64('1979-03-22T19:00-0500','h')

# NumPy 1.6.1, reads ISO 8601 strings w/o TZ as UTC
>>> np.array(['1979-03-22T19:00'], dtype='M8[h]')
array([1979-03-22 19:00:00], dtype=datetime64[h])
# NumPy 1.7.0, reads ISO 8601 strings w/o TZ as local (ISO specifies this)
>>> np.array(['1979-03-22T19:00'], dtype='M8[h]')
array(['1979-03-22T19-0500'], dtype='datetime64[h]')

# NumPy 1.6.1, doesn't parse all ISO 8601 strings correctly
>>> np.array(['1979-03-22T12'], dtype='M8[h]')
array([1979-03-22 00:00:00], dtype=datetime64[h])
>>> np.array(['1979-03-22T12:00'], dtype='M8[h]')
array([1979-03-22 12:00:00], dtype=datetime64[h])
# NumPy 1.7.0, handles this case correctly
>>> np.array(['1979-03-22T12'], dtype='M8[h]')
array(['1979-03-22T12-0500'], dtype='datetime64[h]')
>>> np.array(['1979-03-22T12:00'], dtype='M8[h]')
array(['1979-03-22T12-0500'], dtype='datetime64[h]')

Unit Conversion¶

The 1.6 implementation of datetime does not convert between units correctly.:

# NumPy 1.6.1, the representation value is untouched
>>> np.array(['1979-03-22'], dtype='M8[D]')
array([1979-03-22 00:00:00], dtype=datetime64[D])
>>> np.array(['1979-03-22'], dtype='M8[D]').astype('M8[M]')
array([2250-08-01 00:00:00], dtype=datetime64[M])
# NumPy 1.7.0, the representation is scaled accordingly
>>> np.array(['1979-03-22'], dtype='M8[D]')
array(['1979-03-22'], dtype='datetime64[D]')
>>> np.array(['1979-03-22'], dtype='M8[D]').astype('M8[M]')
array(['1979-03'], dtype='datetime64[M]')

Datetime Arithmetic¶

The 1.6 implementation of datetime only works correctly for a small subset of arithmetic operations. Here we show some simple cases.:

# NumPy 1.6.1, produces invalid results if units are incompatible
>>> a = np.array(['1979-03-22T12'], dtype='M8[h]')
>>> b = np.array([3*60], dtype='m8[m]')
>>> a + b
array([1970-01-01 00:00:00.080988], dtype=datetime64[us])
# NumPy 1.7.0, promotes to higher-resolution unit
>>> a = np.array(['1979-03-22T12'], dtype='M8[h]')
>>> b = np.array([3*60], dtype='m8[m]')
>>> a + b
array(['1979-03-22T15:00-0500'], dtype='datetime64[m]')

# NumPy 1.6.1, arithmetic works if everything is microseconds
>>> a = np.array(['1979-03-22T12:00'], dtype='M8[us]')
>>> b = np.array([3*60*60*1000000], dtype='m8[us]')
>>> a + b
array([1979-03-22 15:00:00], dtype=datetime64[us])
# NumPy 1.7.0
>>> a = np.array(['1979-03-22T12:00'], dtype='M8[us]')
>>> b = np.array([3*60*60*1000000], dtype='m8[us]')
>>> a + b
array(['1979-03-22T15:00:00.000000-0500'], dtype='datetime64[us]')

Table Of Contents

Previous topic

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Datetimes and Timedeltas¶

Basic Datetimes¶

Datetime and Timedelta Arithmetic¶

Datetime Units¶

Business Day Functionality¶

np.is_busday():¶

np.busday_count():¶

Custom Weekmasks¶

Differences Between 1.6 and 1.7 Datetimes¶

String Parsing¶

Unit Conversion¶

Datetime Arithmetic¶