Hdf5/PyTables support for TimedeltaIndex

[JonasAbernot]

When stored in HDFStore, TimedeltaIndex are converted into Int64Index.

df = pd.DataFrame(np.random.normal(size=(10,5)))
df.index = pd.timedelta_range(start='0s',periods=10,freq='1s')
store = pd.HDFStore('test.h5')
store['df'] = df
df = store['df']
print df.index

Int64Index([0, 1000000000, 2000000000, 3000000000, 4000000000, 5000000000, 6000000000, 7000000000, 8000000000, 9000000000], dtype='int64')

Although the backward conversion is easy (pd.TimedeltaIndex(df.index)) , it's surprising.

pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 2.7.6.final.0
python-bits: 64
OS: Linux
OS-release: 3.13.0-46-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: fr_FR.UTF-8

pandas: 0.15.2-269-ge3d1b0e
nose: 1.3.1
Cython: 0.20.1post0
numpy: 1.8.2
scipy: 0.13.3
statsmodels: None
IPython: 1.2.1
sphinx: 1.2.2
patsy: None
dateutil: 2.4.1
pytz: 2013b
bottleneck: None
tables: 3.1.1
numexpr: 2.2.2
matplotlib: 1.3.1
openpyxl: None
xlrd: None
xlwt: 0.7.5
xlsxwriter: None
lxml: None
bs4: None
html5lib: 0.999
httplib2: 0.8
apiclient: None
rpy2: None
sqlalchemy: 0.9.8
pymysql: None
psycopg2: None

I would have been happy to help and add this myself, but I really have no idea were is this hiding. I don't even know if I should have looked toward PyTables instead of here.

Thanks !

[jreback]

This works just fine when a TimedeltaIndex is a column. This is missing a converted in _convert_index/_unconvert_index . Pull requests are welcome

In [36]: df.reset_index().to_hdf('test3.h5','df',mode='w')

In [37]: pd.read_hdf('test3.h5','df')
Out[37]: 
     index         0         1         2         3         4
0 00:00:00 -0.238141  0.416589  1.309751 -1.869346  1.050291
1 00:00:01 -0.972722 -0.722563  1.358120  1.905053  0.340453
2 00:00:02 -0.239058  0.847760 -1.783979  0.249137 -0.197160
3 00:00:03  0.084814 -0.749522 -1.289472  0.786044 -0.520832
4 00:00:04  0.846480  0.116762  3.107453 -1.161420 -1.043352
5 00:00:05 -1.912248  1.010266 -2.267783 -1.191424  1.371217
6 00:00:06 -0.020378 -0.332079  2.224500 -0.476001  0.021783
7 00:00:07 -0.349609 -0.357767 -0.360366 -2.099308 -0.229146
8 00:00:08  0.139164 -2.290294 -0.102519  1.554782  0.291216
9 00:00:09 -0.959462  0.028526  0.555051 -0.852721  0.019570

[jreback]

closed by #9672