How do you interpolate from an array containing datetime objects?

Question

I\'m looking for a function analogous to np.interp that can work with datetime objects.

For example:

import datetime, numpy         


        

Answer 1

You can convert them to timestamps (edited to reflect the use of calendar.timegm to avoid timezone-related pitfalls).

# Python 2.7
import datetime, numpy as np
import calendar

def toTimestamp(d):
  return calendar.timegm(d.timetuple())

arr1 = np.array([toTimestamp(datetime.datetime(2008,1,d)) for d in range(1,10)]) 
arr2 = np.arange(1,10)

result = np.interp(toTimestamp(datetime.datetime(2008,1,5,12)),arr1,arr2)
print result # Prints 5.5