在pandas中生成给定范围内的随机日期

Question

这是一个自我回答的帖子.常见问题是在给定的开始日期和结束日期之间随机生成日期.

有两种情况需要考虑:

1. 具有时间成分的随机日期,和
2. 没有时间的随机日期

例如,给定一些开始日期2015-01-01和结束日期2018-01-01,如何使用pandas在此范围之间采样N个随机日期？

Answer 1

转换为unix时间戳是否可以接受？

def random_dates(start, end, n=10):

    start_u = start.value//10**9
    end_u = end.value//10**9

    return pd.to_datetime(np.random.randint(start_u, end_u, n), unit='s')

样品运行:

start = pd.to_datetime('2015-01-01')
end = pd.to_datetime('2018-01-01')
random_dates(start, end)

DatetimeIndex(['2016-10-08 07:34:13', '2015-11-15 06:12:48',
               '2015-01-24 10:11:04', '2015-03-26 16:23:53',
               '2017-04-01 00:38:21', '2015-05-15 03:47:54',
               '2015-06-24 07:32:32', '2015-11-10 20:39:36',
               '2016-07-25 05:48:09', '2015-03-19 16:05:19'],
              dtype='datetime64[ns]', freq=None)

编辑:

根据@smci的评论,我编写了一个函数来容纳1和2,并在函数内部进行了一些解释.

def random_datetimes_or_dates(start, end, out_format='datetime', n=10): 

    '''   
    unix timestamp is in ns by default. 
    I divide the unix time value by 10**9 to make it seconds (or 24*60*60*10**9 to make it days).
    The corresponding unit variable is passed to the pd.to_datetime function. 
    Values for the (divide_by, unit) pair to select is defined by the out_format parameter.
    for 1 -> out_format='datetime'
    for 2 -> out_format=anything else
    '''
    (divide_by, unit) = (10**9, 's') if out_format=='datetime' else (24*60*60*10**9, 'D')

    start_u = start.value//divide_by
    end_u = end.value//divide_by

    return pd.to_datetime(np.random.randint(start_u, end_u, n), unit=unit) 

样品运行:

random_datetimes_or_dates(start, end, out_format='datetime')

DatetimeIndex(['2017-01-30 05:14:27', '2016-10-18 21:17:16',
               '2016-10-20 08:38:02', '2015-09-02 00:03:08',
               '2015-06-04 02:38:12', '2016-02-19 05:22:01',


                  '2015-11-06 10:37:10', '2017-12-17 03:26:02',
                   '2017-11-20 06:51:32', '2016-01-02 02:48:03'],
                  dtype='datetime64[ns]', freq=None)

random_datetimes_or_dates(start, end, out_format='not datetime')

DatetimeIndex(['2017-05-10', '2017-12-31', '2017-11-10', '2015-05-02',
               '2016-04-11', '2015-11-27', '2015-03-29', '2017-05-21',
               '2015-05-11', '2017-02-08'],
              dtype='datetime64[ns]', freq=None)

Answer 2

np.random.randn+to_timedelta
这解决了案例(1).您可以通过生成随机数组的timedelta对象并将它们添加到您的start日期来完成此操作.

def random_dates(start, end, n, unit='D', seed=None):
    if not seed:  # from piR's answer
        np.random.seed(0)

    ndays = (end - start).days + 1
    return pd.to_timedelta(np.random.rand(n) * ndays, unit=unit) + start

>>> np.random.seed(0)
>>> start = pd.to_datetime('2015-01-01')
>>> end = pd.to_datetime('2018-01-01')
>>> random_dates(start, end, 10)
DatetimeIndex([   '2016-08-25 01:09:42.969600',
                  '2017-02-23 13:30:20.304000',
                  '2016-10-23 05:33:15.033600',
               '2016-08-20 17:41:04.012799999',
               '2016-04-09 17:59:00.815999999',
                  '2016-12-09 13:06:00.748800',
                  '2016-04-25 00:47:45.974400',
                  '2017-09-05 06:35:58.444800',
                  '2017-11-23 03:18:47.347200',
                  '2016-02-25 15:14:53.894400'],
              dtype='datetime64[ns]', freq=None)

这将生成带有时间组件的日期.

可悲的是,rand不支持a replace=False,所以如果你想要独特的日期,你需要一个两步的过程

1. 生成非唯一天组件
2. 生成唯一的秒/毫秒组件

并将两者加在一起.

np.random.randint+to_timedelta
这解决了案例(2).您可以修改random_dates上面的内容来生成随机整数而不是随机浮点数:

def random_dates2(start, end, n, unit='D', seed=None):
    if not seed:  # from piR's answer
        np.random.seed(0)

    ndays = (end - start).days + 1
    return start + pd.to_timedelta(
        np.random.randint(0, ndays, n), unit=unit
    )

>>> random_dates2(start, end, 10)
DatetimeIndex(['2016-11-15', '2016-07-13', '2017-04-15', '2017-02-02',
               '2017-10-30', '2015-10-05', '2016-08-22', '2017-12-30',
               '2016-08-23', '2015-11-11'],
              dtype='datetime64[ns]', freq=None)

要生成其他频率的日期,可以使用不同的值调用上述函数unit.此外,您可以freq根据需要添加参数并调整函数调用.

如果你想要独一无二的随机日期,你可以用np.random.choice与replace=False:

def random_dates2_unique(start, end, n, unit='D', seed=None):
    if not seed:  # from piR's answer
        np.random.seed(0)

    ndays = (end - start).days + 1
    return start + pd.to_timedelta(
        np.random.choice(ndays, n, replace=False), unit=unit
    )

性能
仅仅针对解决案例(1)的方法进行基准测试,因为案例(2)实际上是任何方法都可以使用的特殊情况dt.floor.

功能

def cs(start, end, n):
    ndays = (end - start).days + 1
    return pd.to_timedelta(np.random.rand(n) * ndays, unit='D') + start

def akilat90(start, end, n):
    start_u = start.value//10**9
    end_u = end.value//10**9

    return pd.to_datetime(np.random.randint(start_u, end_u, n), unit='s')

def piR(start, end, n):
    dr = pd.date_range(start, end, freq='H') # can't get better than this :-(
    return pd.to_datetime(np.sort(np.random.choice(dr, n, replace=False)))

def piR2(start, end, n):
    dr = pd.date_range(start, end, freq='H')
    a = np.arange(len(dr))
    b = np.sort(np.random.permutation(a)[:n])
    return dr[b]

绩效基准代码

from timeit import timeit

import pandas as pd
import matplotlib.pyplot as plt

res = pd.DataFrame(
       index=['cs', 'akilat90', 'piR', 'piR2'],
       columns=[10, 20, 50, 100, 200, 500, 1000, 2000, 5000],
       dtype=float
)

for f in res.index: 
    for c in res.columns:
        np.random.seed(0)

        start = pd.to_datetime('2015-01-01')
        end = pd.to_datetime('2018-01-01')

        stmt = '{}(start, end, c)'.format(f)
        setp = 'from __main__ import start, end, c, {}'.format(f)
        res.at[f, c] = timeit(stmt, setp, number=30)

ax = res.div(res.min()).T.plot(loglog=True) 
ax.set_xlabel("N"); 
ax.set_ylabel("time (relative)");

plt.show()

Answer 3

我们可以通过使用datetime64仅仅是一个重新命名的事实来加速@ akilat90的方法(在@ coldspeed的基准测试中),int64因此我们可以查看:

def pp(start, end, n):
    start_u = start.value//10**9
    end_u = end.value//10**9

    return pd.DatetimeIndex((10**9*np.random.randint(start_u, end_u, n)).view('M8[ns]'))

Answer 4

只是我的两分钱，使用 date_range 和样本：

def random_dates(start, end, n, seed=1, replace=False):
    dates = pd.date_range(start, end).to_series()
    return dates.sample(n, replace=replace, random_state=seed)

random_dates("20170101","20171223", 10, seed=1)
Out[29]: 
2017-10-01   2017-10-01
2017-08-23   2017-08-23
2017-11-30   2017-11-30
2017-06-15   2017-06-15
2017-11-18   2017-11-18
2017-10-31   2017-10-31
2017-07-31   2017-07-31
2017-03-07   2017-03-07
2017-09-09   2017-09-09
2017-10-15   2017-10-15
dtype: datetime64[ns]

Answer 5

numpy.random.choice

你可以利用Numpy的随机选择. choice可能是大问题data_ranges.例如,太大会导致MemoryError.它需要存储整个内容以便选择随机位.

random_dates('2015-01-01', '2018-01-01', 10, 'ns', seed=[3, 1415])

MemoryError

此外,这需要一种排序.

def random_dates(start, end, n, freq, seed=None):
    if seed is not None:
        np.random.seed(seed)

    dr = pd.date_range(start, end, freq=freq)
    return pd.to_datetime(np.sort(np.random.choice(dr, n, replace=False)))

random_dates('2015-01-01', '2018-01-01', 10, 'H', seed=[3, 1415])

DatetimeIndex(['2015-04-24 02:00:00', '2015-11-26 23:00:00',
               '2016-01-18 00:00:00', '2016-06-27 22:00:00',
               '2016-08-12 17:00:00', '2016-10-21 11:00:00',
               '2016-11-07 11:00:00', '2016-12-09 23:00:00',
               '2017-02-20 01:00:00', '2017-06-17 18:00:00'],
              dtype='datetime64[ns]', freq=None)

numpy.random.permutation

与其他答案类似.但是,我喜欢这个答案,因为它切片datetimeindex产生date_range并自动返回另一个datetimeindex.

def random_dates_2(start, end, n, freq, seed=None):
    if seed is not None:
        np.random.seed(seed)

    dr = pd.date_range(start, end, freq=freq)
    a = np.arange(len(dr))
    b = np.sort(np.random.permutation(a)[:n])
    return dr[b]