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25-DateFunctionality.md

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Python Pandas - Date Functionality
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Extending the Time series, Date functionalities play major role in financial data analysis. While working with Date data, we will frequently come across the following −
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Generating sequence of dates
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Convert the date series to different frequencies
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Create a Range of Dates
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Using the date.range() function by specifying the periods and the frequency, we can create the date series. By default, the frequency of range is Days.
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import pandas as pd
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print pd.date_range('1/1/2011', periods=5)
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Its output is as follows −
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DatetimeIndex(['2011-01-01', '2011-01-02', '2011-01-03', '2011-01-04', '2011-01-05'],
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dtype='datetime64[ns]', freq='D')
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#### Change the Date Frequency
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import pandas as pd
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print pd.date_range('1/1/2011', periods=5,freq='M')
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Its output is as follows −
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DatetimeIndex(['2011-01-31', '2011-02-28', '2011-03-31', '2011-04-30', '2011-05-31'],
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dtype='datetime64[ns]', freq='M')
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bdate_range
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bdate_range() stands for business date ranges. Unlike date_range(), it excludes Saturday and Sunday.
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import pandas as pd
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print pd.date_range('1/1/2011', periods=5)
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Its output is as follows −
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DatetimeIndex(['2011-01-01', '2011-01-02', '2011-01-03', '2011-01-04', '2011-01-05'],
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dtype='datetime64[ns]', freq='D')
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Observe, after 3rd March, the date jumps to 6th march excluding 4th and 5th. Just check your calendar for the days.
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Convenience functions like date_range and bdate_range utilize a variety of frequency aliases. The default frequency for date_range is a calendar day while the default for bdate_range is a business day.
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import pandas as pd
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start = pd.datetime(2011, 1, 1)
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end = pd.datetime(2011, 1, 5)
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print pd.date_range(start, end)
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Its output is as follows −
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DatetimeIndex(['2011-01-01', '2011-01-02', '2011-01-03', '2011-01-04', '2011-01-05'],
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dtype='datetime64[ns]', freq='D')
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Offset Aliases
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A number of string aliases are given to useful common time series frequencies. We will refer to these aliases as offset aliases.
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Alias
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Description
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Alias
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Description
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B
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business day frequency
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BQS
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business quarter start frequency
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D
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calendar day frequency
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A
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annual(Year) end frequency
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W
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weekly frequency
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BA
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business year end frequency
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M
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month end frequency
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BAS
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business year start frequency
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SM
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semi-month end frequency
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BH
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business hour frequency
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BM
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business month end frequency
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H
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hourly frequency
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MS
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month start frequency
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T, min
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minutely frequency
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SMS
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SMS semi month start frequency
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S
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secondly frequency
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BMS
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business month start frequency
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L, ms
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milliseconds
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Q
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quarter end frequency
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U, us
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microseconds
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BQ
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business quarter end frequency
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N
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nanoseconds
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QS
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quarter start frequency
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