pandas.DatetimeIndex frequency is None and can't be set

Question

I created a DatetimeIndex from a "date" column:

sales.index = pd.DatetimeIndex(sales["date"])

Now the index looks as follows:

DatetimeIndex(['2003-01-02', '2003-01-03', '2003-01-04', '2003-01-06',
                   '2003-01-07', '2003-01-08', '2003-01-09', '2003-01-10',
                   '2003-01-11', '2003-01-13',
                   ...
                   '2016-07-22', '2016-07-23', '2016-07-24', '2016-07-25',
                   '2016-07-26', '2016-07-27', '2016-07-28', '2016-07-29',
                   '2016-07-30', '2016-07-31'],
                  dtype='datetime64[ns]', name='date', length=4393, freq=None)

As you see, the freq attribute is None. I suspect that errors down the road are caused by the missing freq. However, if I try to set the frequency explicitly:

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-148-30857144de81> in <module>()
      1 #### DEBUG
----> 2 sales_train = disentangle(df_train)
      3 sales_holdout = disentangle(df_holdout)
      4 result = sarima_fit_predict(sales_train.loc[5002, 9990]["amount_sold"], sales_holdout.loc[5002, 9990]["amount_sold"])

<ipython-input-147-08b4c4ecdea3> in disentangle(df_train)
      2     # transform sales table to disentangle sales time series
      3     sales = df_train[["date", "store_id", "article_id", "amount_sold"]]
----> 4     sales.index = pd.DatetimeIndex(sales["date"], freq="d")
      5     sales = sales.pivot_table(index=["store_id", "article_id", "date"])
      6     return sales

/usr/local/lib/python3.6/site-packages/pandas/util/_decorators.py in wrapper(*args, **kwargs)
     89                 else:
     90                     kwargs[new_arg_name] = new_arg_value
---> 91             return func(*args, **kwargs)
     92         return wrapper
     93     return _deprecate_kwarg

/usr/local/lib/python3.6/site-packages/pandas/core/indexes/datetimes.py in __new__(cls, data, freq, start, end, periods, copy, name, tz, verify_integrity, normalize, closed, ambiguous, dtype, **kwargs)
    399                                          'dates does not conform to passed '
    400                                          'frequency {1}'
--> 401                                          .format(inferred, freq.freqstr))
    402 
    403         if freq_infer:

ValueError: Inferred frequency None from passed dates does not conform to passed frequency D

So apparently a frequency has been inferred, but is stored neither in the freq nor inferred_freq attribute of the DatetimeIndex - both are None. Can someone clear up the confusion?

Answer 1

You have a couple options here:

• pd.infer_freq
• pd.tseries.frequencies.to_offset

I suspect that errors down the road are caused by the missing freq.

You are absolutely right. Here's what I use often:

def add_freq(idx, freq=None):
    """Add a frequency attribute to idx, through inference or directly.

    Returns a copy.  If `freq` is None, it is inferred.
    """

    idx = idx.copy()
    if freq is None:
        if idx.freq is None:
            freq = pd.infer_freq(idx)
        else:
            return idx
    idx.freq = pd.tseries.frequencies.to_offset(freq)
    if idx.freq is None:
        raise AttributeError('no discernible frequency found to `idx`.  Specify'
                             ' a frequency string with `freq`.')
    return idx

An example:

idx=pd.to_datetime(['2003-01-02', '2003-01-03', '2003-01-06'])  # freq=None

print(add_freq(idx))  # inferred
DatetimeIndex(['2003-01-02', '2003-01-03', '2003-01-06'], dtype='datetime64[ns]', freq='B')

print(add_freq(idx, freq='D'))  # explicit
DatetimeIndex(['2003-01-02', '2003-01-03', '2003-01-06'], dtype='datetime64[ns]', freq='D')

Using asfreq will actually reindex (fill) missing dates, so be careful of that if that's not what you're looking for.

The primary function for changing frequencies is the asfreq function. For a DatetimeIndex, this is basically just a thin, but convenient wrapper around reindex which generates a date_range and calls reindex.