Pandas should accept ISO 8601 duration

[femtotrader]

Hello,

ISO 8601 defines duration.
https://en.wikipedia.org/wiki/ISO_8601#Durations

see also usage in XML Schema http://www.w3.org/TR/xmlschema-2/#d0e11648

Duration can't be defined as timedelta (or timedelta64) because

• months don't always have 30 days
• years don't always have 365 days

It will be nice if Pandas could accept ISO 8601 duration.

We should probably use pd.tseries.offsets.DateOffset like

pd.tseries.offsets.DateOffset(years=2, months=6, days=1)

Kind regards

[jreback]

not sure what you are intending here. The offsets are usually what you use for things like this. As they handle days/month/year counting propertly. OTOH, Timedeltas are more for fixed intervals (the parser is fairly flexible, I suppose you could add months/years, but might invite user confusion as these are fixed intervals).

[femtotrader]

This issue is just an enhancement request to have a Pandas method to parse ISO 8601 duration strings

We could have for example:

pd.tseries.offsets.parse_duration("P3Y6M4DT12H30M5S")

(or something similar)

[jreback]

This is pretty trivial actually. Just need to add a bit to the unit map (e.g. accept DT for days), the P and Y as well.

In [4]: pd.Timedelta("4D12H30M5S")
Out[4]: Timedelta('4 days 12:30:05')

want to do a pull-request?

[femtotrader]

I don't feel very confortable with regex

[jreback]

its not a regext (anymore). Its all in cython see here

[femtotrader]

Sorry I don't know cython (maybe one day I will!)

Moreover I don't understand how you will be able to add a pd.Timedelta with DateOffset(s) because

pd.Timedelta("4D12H30M5S") + pd.tseries.offsets.DateOffset(years=3, months=6)

raises

TypeError: unsupported type for add operation

[jreback]

you wouldn't add a Timedelta directly with an offset. These are 2 different types of things. What you are asking for is an absolute fixed interval which is what a Timedelta is. IOW months are defined to be 30 days, etc.

an offset is a more flexible as it knows its frequency and such.

what you are asking is for an extension of the Timedelta format.

[femtotrader]

Why not constructing in such a case a DateOffset using

pd.tseries.offsets.DateOffset(years=3, months=6, days=4, hours=12, minutes=30, seconds=5)

we can use years with Timedelta

pd.Timedelta(years=3)

raises

ValueError: cannot construct a TimeDelta from the passed arguments, allowed keywords are [weeks, days, hours, minutes, seconds, milliseconds, microseconds, nanoseconds]

but that's probably a misunderstanding from my side.

When I add a 1 month duration to a date I don't want to add (necessarily) 30 days.