python pandas dataframe slicing by date conditions

Question

I am able to read and slice pandas dataframe using python datetime objects, however I am forced to use only existing dates in index. For example, this works:

Answer 1

You can use a simple mask to accomplish this:

date_mask = (data.index > start) & (data.index < end)
dates = data.index[date_mask]
data.ix[dates]

By the way, this works for hierarchical indexing as well. In that case data.index would be replaced with data.index.levels[0] or similar.