How to convert Python dictionary object to numpy array

Question

I have python dict object with key as datetime.date object and values as tuple objects:

>>> data_dict
{datetime.date(2006, 1, 1): (5, 3),
 datetime.date(2006, 1, 2): (8, 8),
 datetime.date(2006, 1, 3): (8, 5),
 datetime.date(2006, 1, 4): (3, 3),
 datetime.date(2006, 1, 5): (3, 3),
 datetime.date(2006, 1, 6): (4, 3),
...

and I want to convert it to numpy array object in this format:

dtype([('date', '|O4'), ('high', '<i1'), ('low', '<i1')])

so that I could store it on disk and later work with it, and learn, in numpy, matplotlib...

As a matter of fact, I thought to use this format after looking at this matplotlib examples: http://matplotlib.sourceforge.net/users/recipes.html but can't find my way out how to get there.

Answer 1

The following will do it:

arr = np.array([(k,)+v for k,v in data_dict.iteritems()], \
         dtype=[('date', '|O4'), ('high', '<f8'), ('low', '<f8')])

If you then wish to use arr as a recarray, you could use:

arr = arr.view(np.recarray)

This will enable you to reference fields by name, e.g. arr.date.