slicing a pandas multiindex using datetime datatype

Question

I am new to pandas (ver 0.14.0) and have encountered the following problem:

I am trying to slice a pandas data frame utilizing a multiindex. The index contains a timestamp. If slicing using only a date for the timestamp it works fine. When slicing using a time in the timestamp it returns nothing or an exception.

What is the proper way to slice a timestamp which includes both the date and time?

UPDATE: What is the proper way to slice a timestamp and the other indices and columns?

Here is my code:

dates = pd.DatetimeIndex([datetime.datetime(2012,1,1,12,12,12)+datetime.timedelta(days = i) for i in range(6)])
freq = [1,2]
iterables = [dates, freq]

index = pd.MultiIndex.from_product(iterables, names=['date','frequency'])
df = pd.DataFrame(np.random.randn(6*2,4),index=index,columns=list('ABCD'))

print df.loc[(slice(None), slice(None)),:] # works
print df.loc[(slice(None), slice(1,1)),:] # works
df.loc[(slice('2012-01-01 12:12:12','2012-01-03 12:12:12'), slice(None)),:] # returns empty

Returns:

                                      A         B         C         D
date                frequency                                        
2012-01-01 12:12:12 1          0.903078 -0.250419  0.191373  0.491633
                    2         -2.571769  1.906471 -0.712225  0.255760
2012-01-02 12:12:12 1          1.056798 -0.753387  0.509417  2.001925
                    2         -0.746595  0.435158  0.955275 -1.854974
2012-01-03 12:12:12 1          0.139800 -0.728467 -1.196661  0.201817
                    2         -0.006282 -0.644041  0.138642 -1.232355
2012-01-04 12:12:12 1         -0.895909  0.504779 -0.803993  1.306559
                    2          0.268643 -0.642575 -0.573525  0.914382
2012-01-05 12:12:12 1          0.608634 -2.650082 -0.404462  0.593098
                    2         -0.376576 -1.514299 -1.053566  0.130654
2012-01-06 12:12:12 1          0.658660 -0.575514  0.665777 -1.282307
                    2          0.162896  0.302550  1.609635 -2.146004
                                      A         B         C         D
date                frequency                                        
2012-01-01 12:12:12 1          0.903078 -0.250419  0.191373  0.491633
2012-01-02 12:12:12 1          1.056798 -0.753387  0.509417  2.001925
2012-01-03 12:12:12 1          0.139800 -0.728467 -1.196661  0.201817
2012-01-04 12:12:12 1         -0.895909  0.504779 -0.803993  1.306559
2012-01-05 12:12:12 1          0.608634 -2.650082 -0.404462  0.593098
2012-01-06 12:12:12 1          0.658660 -0.575514  0.665777 -1.282307

Empty DataFrame
Columns: [A, B, C, D]
Index: []

Or if I try the following it returns an error:

df.loc[(slice(dates[0],dates[2]), slice(None)),:]

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-126-016ed3a2c8ff> in <module>()
----> 1 df.loc[(slice(dates[0],dates[2]), slice(None)),:]
      2 #print df.loc[(slice(pd.to_datetime(datetime.datetime(2013, 1, 2, 2, 3,     40)),pd.to_datetime(datetime.datetime(2013, 1, 3, 2, 3, 40))), 1),:]

C:\Anaconda\lib\site-packages\pandas\core\indexing.pyc in __getitem__(self, key)
   1125     def __getitem__(self, key):
   1126         if type(key) is tuple:
-> 1127             return self._getitem_tuple(key)
   1128         else:
   1129             return self._getitem_axis(key, axis=0)

C:\Anaconda\lib\site-packages\pandas\core\indexing.pyc in _getitem_tuple(self, tup)
    643     def _getitem_tuple(self, tup):
    644         try:
--> 645             return self._getitem_lowerdim(tup)
    646         except IndexingError:
    647             pass

C:\Anaconda\lib\site-packages\pandas\core\indexing.pyc in _getitem_lowerdim(self, tup)
    751         # we may have a nested tuples indexer here
    752         if self._is_nested_tuple_indexer(tup):
--> 753             return self._getitem_nested_tuple(tup)
    754 
    755         # we maybe be using a tuple to represent multiple dimensions here

C:\Anaconda\lib\site-packages\pandas\core\indexing.pyc in _getitem_nested_tuple(self,     tup)
    823 
    824             current_ndim = obj.ndim
--> 825             obj = getattr(obj, self.name)._getitem_axis(key, axis=axis,     validate_iterable=True)
    826             axis += 1
    827 

C:\Anaconda\lib\site-packages\pandas\core\indexing.pyc in _getitem_axis(self, key,     axis, validate_iterable)
   1254             return self._getitem_iterable(key, axis=axis)
   1255         elif _is_nested_tuple(key, labels):
-> 1256             locs = labels.get_locs(key)
   1257             indexer = [ slice(None) ] * self.ndim
   1258             indexer[axis] = locs

C:\Anaconda\lib\site-packages\pandas\core\index.pyc in get_locs(self, tup)
   3580                     np.logical_or,[ _convert_indexer(self._get_level_indexer(x,     level=i)
   3581                                                      ) for x in k ]))
-> 3582             elif k == slice(None):
   3583                 # include all from this level
   3584                 pass

C:\Anaconda\lib\site-packages\pandas\tslib.pyd in pandas.tslib._Timestamp.__richcmp__         (pandas\tslib.c:13056)()

TypeError: Cannot compare type 'Timestamp' with type 'NoneType'

This fails as well:

df.loc[(slice(pd.Timestamp('2012-01-01 12:12:12'),pd.Timestamp('2012-01-03 12:12:12')),slice(1,1)), slice('A','B')]

UPDATE The following works but still cannot be done in one step:

df_temp = df.loc[(slice(pd.Timestamp('2012-01-01 12:12:12'),pd.Timestamp('2012-01-03 12:12:12'))), slice('A','B')]
df_temp.loc[(slice(None),slice(1,1)),:]

                               A         B
date                frequency                    
2012-01-01 12:12:12 1          0.840330 -0.051184
2012-01-02 12:12:12 1         -0.468037 -0.012381
2012-01-03 12:12:12 1         -0.061229  0.613407

Answer 1

You can slice on the Timestamps rather than the strings:

In [11]: df.loc[(slice(pd.Timestamp('2012-01-01 12:12:12'),pd.Timestamp('2012-01-03 12:12:12')))]
Out[11]:
                                      A         B         C         D
date                frequency
2012-01-01 12:12:12 1          0.796501 -0.914335  1.205684  0.707926
                    2          0.659782 -0.823599  0.786772 -1.265034
2012-01-02 12:12:12 1          0.907892  1.248585 -0.037800 -0.893048
                    2         -0.595936 -0.286499  0.595300 -0.359440
2012-01-03 12:12:12 1          0.145403  0.621906  0.865768 -0.228813
                    2          1.169412  0.213809  0.551384  0.870852

In [12]: df.loc[(slice(pd.Timestamp('2012-01-01 12:12:12'),pd.Timestamp('2012-01-03 12:12:12')), slice(None))]
Out[12]:
                                      A         B         C         D
date                frequency
2012-01-01 12:12:12 1          0.796501 -0.914335  1.205684  0.707926
                    2          0.659782 -0.823599  0.786772 -1.265034
2012-01-02 12:12:12 1          0.907892  1.248585 -0.037800 -0.893048
                    2         -0.595936 -0.286499  0.595300 -0.359440
2012-01-03 12:12:12 1          0.145403  0.621906  0.865768 -0.228813
                    2          1.169412  0.213809  0.551384  0.870852

I think the fact strings work for slicing is pretty mad!

---

Saying that, I can't seem to get slicing on both with the following to work:

df.loc[(slice(pd.Timestamp('2012-01-01 12:12:12'),pd.Timestamp('2012-01-03 12:12:12')), slice(1, 1))]
KeyError: 'start bound [1] is not the [columns]'