[Numpy-discussion] fixing up datetime

[Wes McKinney]

On Wed, Jun 1, 2011 at 10:29 PM, Charles R Harris
<charlesr.harris at gmail.com> wrote:
>
>
> On Wed, Jun 1, 2011 at 3:16 PM, Mark Wiebe <mwwiebe at gmail.com> wrote:
>>
>> On Wed, Jun 1, 2011 at 3:52 PM, Charles R Harris
>> <charlesr.harris at gmail.com> wrote:
>>>
>>> <snip>
>>> Just a quick comment, as this really needs more thought, but time is a
>>> bag of worms.
>>
>> Certainly a bag of worms, I agree.
>>
>>>
>>> Trying to represent some standard -- say seconds at the solar system
>>> barycenter to account for general relativity -- is something that I think is
>>> too complicated and specialized to put into numpy.
>>>
>>>
>>>
>>> Good support for units and delta times is very useful,
>>
>> This part works fairly well now, except for some questions like what
>> should datetime("2011-01-30", "D") + timedelta(1, "M") produce. Maybe
>> "2011-02-28", or "2011-03-02"?
>>
>>>
>>> but parsing dates and times
>>
>> I've implemented an almost-ISO 8601 date-time parser.  I had to deviate a
>> bit to support years outside the little 10000-year window we use. I think
>> supporting more formats could be handled by writing a function which takes
>> its date format and outputs ISO 8601 format to feed numpy.
>
> Heh, 10000 years is way outside the window in which the Gregorian calender
> is useful anyway. Now, strict Julian days start at the creation of the world
> so that's a real standard, sort of like degrees Kelvins ;)
>
>>>
>>> and handling timezones, daylight savings,
>>
>> The only timezone to handle is "local", which it looks like standard C has
>> a rich enough API for this to be ok.
>>
>>>
>>> leap seconds,
>>
>> This one can be mitigated by referencing TAI or GPS time, I think. POSIX
>> time looks like a can of worms though.
>>
>>>
>>> business days,
>>
>> I think Enthought has some interest in a decent business day
>> functionality. Some feedback from people doing time series and financial
>> modeling would help clarify this though. This link may provide some context:
>> http://www.financialcalendar.com/Data/Holidays/Formats
>
> Well, that can change. Likewise, who wants to track ERS for the leap
> seconds?
>
> I think the important thing is that the low level support needed to
> implement such things is available. A package for common use cases that
> serves as an example and that can be extended/modified by others would also
> be helpful.
>
> Chuck
>
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>

Being involved in financial data analysis (e.g. via pandas) this stuff
will affect me very directly. I'll get back to you soon with some
comments.

- Wes