Merge pull request #834 from lespaul/master

Close #513 Fractional seconds lost in HDFStore for datetime indexes

Author: wesm

pandas/io/pytables.py

@@ -710,14 +710,15 @@ def _convert_index(index):
     # Let's assume the index is homogeneous
     values = np.asarray(index)
 
-    if isinstance(values[0], (datetime, date)):
-        if isinstance(values[0], datetime):
-            kind = 'datetime'
-        else:
-            kind = 'date'
+    if isinstance(values[0], datetime):
+        converted = np.array([(time.mktime(v.timetuple()) +
+                               v.microsecond / 1E6) for v in values],
+                               dtype=np.float64)
+        return converted, 'datetime', _tables().Time64Col()
+    elif isinstance(values[0], date):
         converted = np.array([time.mktime(v.timetuple()) for v in values],
-                             dtype=np.int64)
-        return converted, kind, _tables().Time64Col()
+                             dtype=np.int32)
+        return converted, 'date', _tables().Time32Col()
     elif isinstance(values[0], basestring):
         converted = np.array(list(values), dtype=np.str_)
         itemsize = converted.dtype.itemsize

pandas/io/tests/test_pytables.py

@@ -3,6 +3,7 @@
 import os
 import sys
 
+from datetime import datetime
 import numpy as np
 
 from pandas import Series, DataFrame, Panel, DateRange, MultiIndex
@@ -466,6 +467,12 @@ def test_legacy_read(self):
         store['d']
         store.close()
 
+    def test_store_datetime_fractional_secs(self):
+        dt = datetime(2012, 1, 2, 3, 4, 5, 123456)
+        series = Series([0], [dt])
+        self.store['a'] = series
+        self.assertEquals(self.store['a'].index[0], dt)
+
 def curpath():
     pth, _ = os.path.split(os.path.abspath(__file__))
     return pth