Python numpy: cannot convert datetime64[ns] to datetime64[D] (to use with Numba)

Question

I want to pass a datetime array to a Numba function (which cannot be vectorised and would otherwise be very slow). I understand Numba supports numpy.datetime64. However, it

Answer 1

Series.astype converts all date-like objects to datetime64[ns]. To convert to datetime64[D], use values to obtain a NumPy array before calling astype:

dates_input = df["month_15"].values.astype('datetime64[D]')

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Note that NDFrames (such as Series and DataFrames) can only hold datetime-like objects as objects of dtype datetime64[ns]. The automatic conversion of all datetime-likes to a common dtype simplifies subsequent date computations. But it makes it impossible to store, say, datetime64[s] objects in a DataFrame column. Pandas core developer, Jeff Reback explains,

"We don't allow direct conversions because its simply too complicated to keep anything other than datetime64[ns] internally (nor necessary at all)."

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Also note that even though df['month_15'].astype('datetime64[D]') has dtype datetime64[ns]:

In [29]: df['month_15'].astype('datetime64[D]').dtype
Out[29]: dtype('

when you iterate through the items in the Series, you get pandas Timestamps, not datetime64[ns]s.

In [28]: df['month_15'].astype('datetime64[D]').tolist()
Out[28]: [Timestamp('2010-01-15 00:00:00'), Timestamp('2011-01-15 00:00:00')]

Therefore, it is not clear that Numba actually has a problem with datetime64[ns], it might just have a problem with Timestamps. Sorry, I can't check this -- I don't have Numba installed.

However, it might be useful for you to try

testf(df['month_15'].astype('datetime64[D]').values)

since df['month_15'].astype('datetime64[D]').values is truly a NumPy array of dtype datetime64[ns]:

In [31]: df['month_15'].astype('datetime64[D]').values.dtype
Out[31]: dtype('

If that works, then you don't have to convert everything to datetime64[D], you just have to pass NumPy arrays -- not Pandas Series -- to testf.