ENH: between_time, at_time accept axis parameter

doc/source/whatsnew/v0.24.0.txt

@@ -182,6 +182,9 @@ Other Enhancements
 - :func:`to_timedelta` now supports iso-formated timedelta strings (:issue:`21877`)
 - :class:`Series` and :class:`DataFrame` now support :class:`Iterable` in constructor (:issue:`2193`)
 - :class:`DatetimeIndex` gained :attr:`DatetimeIndex.timetz` attribute. Returns local time with timezone information. (:issue:`21358`)
+- :func:`~DataFrame.to_csv` and :func:`~DataFrame.to_json` now support ``compression='infer'`` to infer compression based on filename (:issue:`15008`)
+- :func:`between_time` and :func:`at_time` now support an ``axis`` parameter (:issue: `8839`)
+-
 
 .. _whatsnew_0240.api_breaking:
 

pandas/core/generic.py

@@ -7013,7 +7013,7 @@ def asfreq(self, freq, method=None, how=None, normalize=False,
         return asfreq(self, freq, method=method, how=how, normalize=normalize,
                       fill_value=fill_value)
 
-    def at_time(self, time, asof=False):
+    def at_time(self, time, asof=False, axis=None):
         """
         Select values at particular time of day (e.g. 9:30AM).
 
@@ -7025,6 +7025,10 @@ def at_time(self, time, asof=False):
         Parameters
         ----------
         time : datetime.time or string
+        axis : int or string axis name, optional
+
+            .. versionadded:: 0.24.0
+
 
         Returns
         -------
@@ -7054,14 +7058,20 @@ def at_time(self, time, asof=False):
         DatetimeIndex.indexer_at_time : Get just the index locations for
             values at particular time of the day
         """
+        if axis is None:
+            axis = self._stat_axis_number
+        axis = self._get_axis_number(axis)
+
+        index = self._get_axis(axis)
         try:
-            indexer = self.index.indexer_at_time(time, asof=asof)
-            return self._take(indexer)
+            indexer = index.indexer_at_time(time, asof=asof)
         except AttributeError:
             raise TypeError('Index must be DatetimeIndex')
 
+        return self._take(indexer, axis=axis)
+
     def between_time(self, start_time, end_time, include_start=True,
-                     include_end=True):
+                     include_end=True, axis=None):
         """
         Select values between particular times of the day (e.g., 9:00-9:30 AM).
 
@@ -7079,6 +7089,9 @@ def between_time(self, start_time, end_time, include_start=True,
         end_time : datetime.time or string
         include_start : boolean, default True
         include_end : boolean, default True
+        axis : int or string axis name, optional
+
+            .. versionadded:: 0.24.0
 
         Returns
         -------
@@ -7116,14 +7129,20 @@ def between_time(self, start_time, end_time, include_start=True,
         DatetimeIndex.indexer_between_time : Get just the index locations for
             values between particular times of the day
         """
+        if axis is None:
+            axis = self._stat_axis_number
+        axis = self._get_axis_number(axis)
+
+        index = self._get_axis(axis)
         try:
-            indexer = self.index.indexer_between_time(
+            indexer = index.indexer_between_time(
                 start_time, end_time, include_start=include_start,
                 include_end=include_end)
-            return self._take(indexer)
         except AttributeError:
             raise TypeError('Index must be DatetimeIndex')
 
+        return self._take(indexer, axis=axis)
+
     def resample(self, rule, how=None, axis=0, fill_method=None, closed=None,
                  label=None, convention='start', kind=None, loffset=None,
                  limit=None, base=0, on=None, level=None):

pandas/tests/frame/test_timeseries.py

@@ -640,6 +640,23 @@ def test_at_time_raises(self):
         with pytest.raises(TypeError):  # index is not a DatetimeIndex
             df.at_time('00:00')
 
+    @pytest.mark.parametrize('axis', ['index', 'columns', 0, 1])
+    def test_at_time_axis(self, axis):
+        # issue 8839
+        rng = date_range('1/1/2000', '1/5/2000', freq='5min')
+        ts = DataFrame(np.random.randn(len(rng), len(rng)))
+        ts.index, ts.columns = rng, rng
+
+        indices = rng[(rng.hour == 9) & (rng.minute == 30) & (rng.second == 0)]
+
+        if axis in ['index', 0]:
+            expected = ts.loc[indices, :]
+        elif axis in ['columns', 1]:
+            expected = ts.loc[:, indices]
+
+        result = ts.at_time('9:30', axis=axis)
+        assert_frame_equal(result, expected)
+
     def test_between_time(self):
         rng = date_range('1/1/2000', '1/5/2000', freq='5min')
         ts = DataFrame(np.random.randn(len(rng), 2), index=rng)
@@ -706,6 +723,46 @@ def test_between_time_raises(self):
         with pytest.raises(TypeError):  # index is not a DatetimeIndex
             df.between_time(start_time='00:00', end_time='12:00')
 
+    @pytest.mark.parametrize('axis', [
+        (), ('index',), ('columns',), ('index', 'columns'),
+        (0, ), (1, ), (0, 1)])
+    def test_between_time_axis(self, axis):
+        # issue 8839
+        rng = date_range('1/1/2000', periods=100, freq='10min')
+        ts = DataFrame(np.random.randn(len(rng), len(rng)))
+        stime, etime = ('08:00:00', '09:00:00')
+        exp_len = 7
+
+        if 'index' in axis or 0 in axis:
+            ts.index = rng
+            assert len(ts.between_time(stime, etime)) == exp_len
+            assert len(ts.between_time(stime, etime, axis=0)) == exp_len
+
+        if 'columns' in axis or 1 in axis:
+            ts.columns = rng
+            selected = ts.between_time(stime, etime, axis=1).columns
+            assert len(selected) == exp_len
+
+    @pytest.mark.parametrize('axis', [
+        (), ('index',), ('columns',), ('index', 'columns'),
+        (0, ), (1, ), (0, 1)])
+    def test_between_time_axis_raises(self, axis):
+        # issue 8839
+        rng = date_range('1/1/2000', periods=100, freq='10min')
+        mask = np.arange(0, len(rng))
+        rand_data = np.random.randn(len(rng), len(rng))
+        ts = DataFrame(rand_data, index=rng, columns=rng)
+        stime, etime = ('08:00:00', '09:00:00')
+
+        if 'index' not in axis and 0 not in axis:
+            ts.index = mask
+            pytest.raises(TypeError, ts.between_time, stime, etime)
+            pytest.raises(TypeError, ts.between_time, stime, etime, axis=0)
+
+        if 'columns' not in axis and 1 not in axis:
+            ts.columns = mask
+            pytest.raises(TypeError, ts.between_time, stime, etime, axis=1)
+
     def test_operation_on_NaT(self):
         # Both NaT and Timestamp are in DataFrame.
         df = pd.DataFrame({'foo': [pd.NaT, pd.NaT,

pandas/tests/series/test_timeseries.py

@@ -825,6 +825,17 @@ def test_between_time_formats(self):
         for time_string in strings:
             assert len(ts.between_time(*time_string)) == expected_length
 
+    def test_between_time_axis(self):
+        # issue 8839
+        rng = date_range('1/1/2000', periods=100, freq='10min')
+        ts = Series(np.random.randn(len(rng)), index=rng)
+        stime, etime = ('08:00:00', '09:00:00')
+        expected_length = 7
+
+        assert len(ts.between_time(stime, etime)) == expected_length
+        assert len(ts.between_time(stime, etime, axis=0)) == expected_length
+        pytest.raises(ValueError, ts.between_time, stime, etime, axis=1)
+
     def test_to_period(self):
         from pandas.core.indexes.period import period_range