python – numpy和pandas timedelta错误

import numpy as np
import pandas as pd
from pandas.tseries.offsets import DateOffset

# Generate range of dates using pandas.
dates = pd.date_range('1980-01-01','2015-01-01')

# Add one year using pandas.
dates2 = dates + DateOffset(years=1)

# Convert result to numpy. THIS WORKS!
dates2_np = dates2.values

# Convert original dates to numpy array.
dates_np = dates.values

# Add one year using numpy. THIS FAILS!
dates3 = dates_np + np.timedelta64(1,'Y')

# TypeError: Cannot get a common metadata divisor for NumPy datetime metadata [ns] and [Y] because they have incompatible nonlinear base time units

将np.timedelta64(1,’Y’)添加到dtype datetime64 [ns]的数组中不起作用,因为一年不对应于固定的纳秒数.有时一年是365天,有时是366天,有时甚至还有一个额外的闰秒. (注意额外的闰秒,例如2015-06-30 23:59:60发生的闰秒,不能表示为NumPy datetime64s.)

我知道在NumPy datetime64 [ns]数组中添加一年的最简单方法是将其分解为组成部分,例如年,月和日,对整数数组进行计算,然后重构datetime64数组：

def year(dates):
    "Return an array of the years given an array of datetime64s"
    return dates.astype('M8[Y]').astype('i8') + 1970

def month(dates):
    "Return an array of the months given an array of datetime64s"
    return dates.astype('M8[M]').astype('i8') % 12 + 1

def day(dates):
    "Return an array of the days of the month given an array of datetime64s"
    return (dates - dates.astype('M8[M]')) / np.timedelta64(1,'D') + 1

def combine64(years,months=1,days=1,weeks=None,hours=None,minutes=None,seconds=None,milliseconds=None,microseconds=None,nanoseconds=None):
    years = np.asarray(years) - 1970
    months = np.asarray(months) - 1
    days = np.asarray(days) - 1
    types = ('<M8[Y]','<m8[M]','<m8[D]','<m8[W]','<m8[h]','<m8[m]','<m8[s]','<m8[ms]','<m8[us]','<m8[ns]')
    vals = (years,months,days,weeks,hours,minutes,seconds,milliseconds,microseconds,nanoseconds)
    return sum(np.asarray(v,dtype=t) for t,v in zip(types,vals)
               if v is not None)

# break the datetime64 array into constituent parts
years,days = [f(dates_np) for f in (year,month,day)]
# recompose the datetime64 array after adding 1 to the years
dates3 = combine64(years+1,days)

产量

In [185]: dates3
Out[185]: 
array(['1981-01-01','1981-01-02','1981-01-03',...,'2015-12-30','2015-12-31','2016-01-01'],dtype='datetime64[D]')

尽管看起来代码太多,但它实际上比添加1年的DateOffset更快：

In [206]: %timeit dates + DateOffset(years=1)
1 loops,best of 3: 285 ms per loop

In [207]: %%timeit
   .....: years,day)]
   .....: combine64(years+1,days)
   .....: 
100 loops,best of 3: 2.65 ms per loop

当然,pd.tseries.offsets提供了一整套补偿,在使用NumPy datetime64s时没有简单的副本.