Python's datetime module, numpy's datetime64/timedelta64 and pandas' Timestamp/Timedelta objects

https://stackoverflow.com/questions/13703720/converting-between-datetime-timestamp-and-datetime64/46921593#46921593


I think there could be a more consolidated effort in an answer to better explain the relationship between Python's datetime module, numpy's datetime64/timedelta64 and pandas' Timestamp/Timedelta objects.

The datetime standard library of Python

The datetime standard library has four main objects

  • time - only time, measured in hours, minutes, seconds and microseconds
  • date - only year, month and day
  • datetime - All components of time and date
  • timedelta - An amount of time with maximum unit of days

Create these four objects

>>> import datetime
>>> datetime.time(hour=4, minute=3, second=10, microsecond=7199)
datetime.time(4, 3, 10, 7199)

>>> datetime.date(year=2017, month=10, day=24)
datetime.date(2017, 10, 24)

>>> datetime.datetime(year=2017, month=10, day=24, hour=4, minute=3, second=10, microsecond=7199)
datetime.datetime(2017, 10, 24, 4, 3, 10, 7199)

>>> datetime.timedelta(days=3, minutes = 55)
datetime.timedelta(3, 3300)

>>> # add timedelta to datetime
>>> datetime.timedelta(days=3, minutes = 55) + \
    datetime.datetime(year=2017, month=10, day=24, hour=4, minute=3, second=10, microsecond=7199)
datetime.datetime(2017, 10, 27, 4, 58, 10, 7199)

NumPy's datetime64 and timedelta64 objects

NumPy has no separate date and time objects, just a single datetime64 object to represent a single moment in time. The datetime module's datetime object has microsecond precision (one-millionth of a second). NumPy's datetime64 object has nanosecond precision. It's constructor is more flexible and can take a variety of inputs.

Construct NumPy's datetime64 and timedelta64 objects

Pass an integer with a string for the units. See all units here. It gets converted to that many units after the UNIX epoch: Jan 1, 1970

>>> np.datetime64(5, 'ns') 
numpy.datetime64('1970-01-01T00:00:00.000000005')

>>> np.datetime64(1508887504, 's')
numpy.datetime64('2017-10-24T23:25:04')

You can also use strings as long as they are in ISO 8601 format.

>>> np.datetime64('2017-10-24')
numpy.datetime64('2017-10-24')

Timedeltas have a single unit

>>> np.timedelta64(5, 'D') # 5 days
>>> np.timedelta64(10, 'h') 10 hours

Can also create them by subtracting two datetime64 objects

>>> np.datetime64('2017-10-24T05:30:45.67') - np.datetime64('2017-10-22T12:35:40.123')
numpy.timedelta64(147305547,'ms')

Pandas Timestamp and Timedelta build much more functionality on top of NumPy

A pandas Timestamp is a moment in time very similar to a datetime but with much more functionality. You can construct them with either pd.Timestamp or pd.to_datetime.

>>> pd.Timestamp(1239.1238934) #defautls to nanoseconds
Timestamp('1970-01-01 00:00:00.000001239')

>>> pd.Timestamp(1239.1238934, unit='D') # change units
Timestamp('1973-05-24 02:58:24.355200')

>>> pd.Timestamp('2017-10-24 05') # partial strings work
Timestamp('2017-10-24 05:00:00')

pd.to_datetime works very similarly (with a few more options) and can convert a list of strings into Timestamps.

>>> pd.to_datetime('2017-10-24 05')
Timestamp('2017-10-24 05:00:00')

>>> pd.to_datetime(['2017-1-1', '2017-1-2'])
DatetimeIndex(['2017-01-01', '2017-01-02'], dtype='datetime64[ns]', freq=None)

Converting Python datetime to datetime64 and Timestamp

>>> dt = datetime.datetime(year=2017, month=10, day=24, hour=4, 
                   minute=3, second=10, microsecond=7199)
>>> np.datetime64(dt)
numpy.datetime64('2017-10-24T04:03:10.007199')

>>> pd.Timestamp(dt) # or pd.to_datetime(dt)
Timestamp('2017-10-24 04:03:10.007199')

Converting numpy datetime64 to datetime and Timestamp

>>> dt64 = np.datetime64('2017-10-24 05:34:20.123456')
>>> unix_epoch = np.datetime64(0, 's')
>>> one_second = np.timedelta64(1, 's')
>>> seconds_since_epoch = (dt64 - unix_epoch) / one_second
>>> seconds_since_epoch
1508823260.123456

>>> datetime.datetime.utcfromtimestamp(seconds_since_epoch)
>>> datetime.datetime(2017, 10, 24, 5, 34, 20, 123456)

Convert to Timestamp

>>> pd.Timestamp(dt64)
Timestamp('2017-10-24 05:34:20.123456')

Convert from Timestamp to datetime and datetime64

This is quite easy as pandas timestamps are very powerful

>>> ts = pd.Timestamp('2017-10-24 04:24:33.654321')

>>> ts.to_pydatetime()   # Python's datetime
datetime.datetime(2017, 10, 24, 4, 24, 33, 654321)

>>> ts.to_datetime64()
numpy.datetime64('2017-10-24T04:24:33.654321000')
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