.. currentmodule:: pandas
.. ipython:: python
:suppress:
from datetime import datetime
import numpy as np
np.random.seed(123456)
from pandas import *
randn = np.random.randn
randint = np.random.randint
np.set_printoptions(precision=4, suppress=True)
from dateutil.relativedelta import relativedelta
from pandas.tseries.api import *
from pandas.tseries.offsets import *
import matplotlib.pyplot as plt
plt.close('all')
options.display.mpl_style='default'
Pandas is a powerful tool and already has a plethora of data manipulation operations implemented, most of them are very fast as well. It's very possible however that certain functionality that would make your life easier is missing. In that case you have several options:
Open an issue on Github , explain your need and the sort of functionality you would like to see implemented.
Fork the repo, Implement the functionality yourself and open a PR on Github.
Write a method that performs the operation you are interested in and Monkey-patch the pandas class as part of your IPython profile startup or PYTHONSTARTUP file.
For example, here is an example of adding an
just_foo_cols()method to the dataframe class:
.. ipython:: python
import pandas as pd
def just_foo_cols(self):
"""Get a list of column names containing the string 'foo'
"""
return [x for x in self.columns if 'foo' in x]
pd.DataFrame.just_foo_cols = just_foo_cols # monkey-patch the DataFrame class
df = pd.DataFrame([range(4)],columns= ["A","foo","foozball","bar"])
df.just_foo_cols()
del pd.DataFrame.just_foo_cols # you can also remove the new method
Monkey-patching is usually frowned upon because it makes your code less portable and can cause subtle bugs in some circumstances. Monkey-patching existing methods is usually a bad idea in that respect. When used with proper care, however, it's a very useful tool to have.
Starting with pandas 0.8.0, users of scikits.timeseries should have all of the features that they need to migrate their code to use pandas. Portions of the scikits.timeseries codebase for implementing calendar logic and timespan frequency conversions (but not resampling, that has all been implemented from scratch from the ground up) have been ported to the pandas codebase.
The scikits.timeseries notions of Date and DateArray are responsible
for implementing calendar logic:
In [16]: dt = ts.Date('Q', '1984Q3')
# sic
In [17]: dt
Out[17]: <Q-DEC : 1984Q1>
In [18]: dt.asfreq('D', 'start')
Out[18]: <D : 01-Jan-1984>
In [19]: dt.asfreq('D', 'end')
Out[19]: <D : 31-Mar-1984>
In [20]: dt + 3
Out[20]: <Q-DEC : 1984Q4>
Date and DateArray from scikits.timeseries have been reincarnated in
pandas Period and PeriodIndex:
.. ipython:: python
pnow('D') # scikits.timeseries.now()
Period(year=2007, month=3, day=15, freq='D')
p = Period('1984Q3')
p
p.asfreq('D', 'start')
p.asfreq('D', 'end')
(p + 3).asfreq('T') + 6 * 60 + 30
rng = period_range('1990', '2010', freq='A')
rng
rng.asfreq('B', 'end') - 3
| scikits.timeseries | pandas | Notes |
|---|---|---|
| Date | Period | A span of time, from yearly through to secondly |
| DateArray | PeriodIndex | An array of timespans |
| convert | resample | Frequency conversion in scikits.timeseries |
| convert_to_annual | pivot_annual | currently supports up to daily frequency, see :issue:`736` |
The scikits.timeseries DateArray had a number of information
properties. Here are the pandas equivalents:
| scikits.timeseries | pandas | Notes |
|---|---|---|
| get_steps | np.diff(idx.values) |
|
| has_missing_dates | not idx.is_full |
|
| is_full | idx.is_full |
|
| is_valid | idx.is_monotonic and idx.is_unique |
|
| is_chronological | is_monotonic |
|
arr.sort_chronologically() |
idx.order() |
Frequency conversion is implemented using the resample method on TimeSeries
and DataFrame objects (multiple time series). resample also works on panels
(3D). Here is some code that resamples daily data to montly with
scikits.timeseries:
.. ipython:: python
import scikits.timeseries as ts
data = ts.time_series(np.random.randn(50), start_date='Jan-2000', freq='M')
data
data.convert('A', func=np.mean)
Here is the equivalent pandas code:
.. ipython:: python
rng = period_range('Jan-2000', periods=50, freq='M')
data = Series(np.random.randn(50), index=rng)
data
data.resample('A', how=np.mean)
Much of the plotting functionality of scikits.timeseries has been ported and adopted to pandas's data structures. For example:
.. ipython:: python
rng = period_range('1987Q2', periods=10, freq='Q-DEC')
data = Series(np.random.randn(10), index=rng)
@savefig skts_ts_plot.png width=6in
plt.figure(); data.plot()
Use the to_timestamp and to_period instance methods.
Unlike scikits.timeseries, pandas data structures are not based on NumPy's
MaskedArray object. Missing data is represented as NaN in numerical
arrays and either as None or NaN in non-numerical arrays. Implementing
a version of pandas's data structures that use MaskedArray is possible but
would require the involvement of a dedicated maintainer. Active pandas
developers are not interested in this.
resample has a kind argument which allows you to resample time series
with a DatetimeIndex to PeriodIndex:
.. ipython:: python
rng = date_range('1/1/2000', periods=200, freq='D')
data = Series(np.random.randn(200), index=rng)
data[:10]
data.index
data.resample('M', kind='period')
Similarly, resampling from periods to timestamps is possible with an optional
interval ('start' or 'end') convention:
.. ipython:: python
rng = period_range('Jan-2000', periods=50, freq='M')
data = Series(np.random.randn(50), index=rng)
resampled = data.resample('A', kind='timestamp', convention='end')
resampled.index