ENH: read_stata return non-nano (pandas-dev#55642)

* ENH: read_stata return non-nano

* GH ref

* mypy fixup

* update doctest

* simplify

* avoid Series.view

* dont go through Series

* move whatsnew

* remove outdated whatsnew

Author: jbrockmendel

doc/source/whatsnew/v3.0.0.rst

@@ -29,6 +29,7 @@ enhancement2
 Other enhancements
 ^^^^^^^^^^^^^^^^^^
 - :func:`DataFrame.to_excel` now raises an ``UserWarning`` when the character count in a cell exceeds Excel's limitation of 32767 characters (:issue:`56954`)
+- :func:`read_stata` now returns ``datetime64`` resolutions better matching those natively stored in the stata format (:issue:`55642`)
 -
 
 .. ---------------------------------------------------------------------------

pandas/io/stata.py

@@ -62,7 +62,6 @@
     Timestamp,
     isna,
     to_datetime,
-    to_timedelta,
 )
 from pandas.core.frame import DataFrame
 from pandas.core.indexes.base import Index
@@ -232,6 +231,7 @@
 
 
 stata_epoch: Final = datetime(1960, 1, 1)
+unix_epoch: Final = datetime(1970, 1, 1)
 
 
 def _stata_elapsed_date_to_datetime_vec(dates: Series, fmt: str) -> Series:
@@ -256,7 +256,7 @@ def _stata_elapsed_date_to_datetime_vec(dates: Series, fmt: str) -> Series:
     >>> dates = pd.Series([52])
     >>> _stata_elapsed_date_to_datetime_vec(dates , "%tw")
     0   1961-01-01
-    dtype: datetime64[ns]
+    dtype: datetime64[s]
 
     Notes
     -----
@@ -280,76 +280,51 @@ def _stata_elapsed_date_to_datetime_vec(dates: Series, fmt: str) -> Series:
     date - ty
         years since 0000
     """
-    MIN_YEAR, MAX_YEAR = Timestamp.min.year, Timestamp.max.year
-    MAX_DAY_DELTA = (Timestamp.max - datetime(1960, 1, 1)).days
-    MIN_DAY_DELTA = (Timestamp.min - datetime(1960, 1, 1)).days
-    MIN_MS_DELTA = MIN_DAY_DELTA * 24 * 3600 * 1000
-    MAX_MS_DELTA = MAX_DAY_DELTA * 24 * 3600 * 1000
 
-    def convert_year_month_safe(year, month) -> Series:
-        """
-        Convert year and month to datetimes, using pandas vectorized versions
-        when the date range falls within the range supported by pandas.
-        Otherwise it falls back to a slower but more robust method
-        using datetime.
-        """
-        if year.max() < MAX_YEAR and year.min() > MIN_YEAR:
-            return to_datetime(100 * year + month, format="%Y%m")
-        else:
-            index = getattr(year, "index", None)
-            return Series([datetime(y, m, 1) for y, m in zip(year, month)], index=index)
-
-    def convert_year_days_safe(year, days) -> Series:
-        """
-        Converts year (e.g. 1999) and days since the start of the year to a
-        datetime or datetime64 Series
-        """
-        if year.max() < (MAX_YEAR - 1) and year.min() > MIN_YEAR:
-            return to_datetime(year, format="%Y") + to_timedelta(days, unit="d")
-        else:
-            index = getattr(year, "index", None)
-            value = [
-                datetime(y, 1, 1) + timedelta(days=int(d)) for y, d in zip(year, days)
-            ]
-            return Series(value, index=index)
+    if fmt.startswith(("%tc", "tc")):
+        # Delta ms relative to base
+        td = np.timedelta64(stata_epoch - unix_epoch, "ms")
+        res = np.array(dates._values, dtype="M8[ms]") + td
+        return Series(res, index=dates.index)
 
-    def convert_delta_safe(base, deltas, unit) -> Series:
-        """
-        Convert base dates and deltas to datetimes, using pandas vectorized
-        versions if the deltas satisfy restrictions required to be expressed
-        as dates in pandas.
-        """
-        index = getattr(deltas, "index", None)
-        if unit == "d":
-            if deltas.max() > MAX_DAY_DELTA or deltas.min() < MIN_DAY_DELTA:
-                values = [base + timedelta(days=int(d)) for d in deltas]
-                return Series(values, index=index)
-        elif unit == "ms":
-            if deltas.max() > MAX_MS_DELTA or deltas.min() < MIN_MS_DELTA:
-                values = [
-                    base + timedelta(microseconds=(int(d) * 1000)) for d in deltas
-                ]
-                return Series(values, index=index)
-        else:
-            raise ValueError("format not understood")
-        base = to_datetime(base)
-        deltas = to_timedelta(deltas, unit=unit)
-        return base + deltas
+    elif fmt.startswith(("%td", "td", "%d", "d")):
+        # Delta days relative to base
+        td = np.timedelta64(stata_epoch - unix_epoch, "D")
+        res = np.array(dates._values, dtype="M8[D]") + td
+        return Series(res, index=dates.index)
+
+    elif fmt.startswith(("%tm", "tm")):
+        # Delta months relative to base
+        ordinals = dates + (stata_epoch.year - unix_epoch.year) * 12
+        res = np.array(ordinals, dtype="M8[M]").astype("M8[s]")
+        return Series(res, index=dates.index)
+
+    elif fmt.startswith(("%tq", "tq")):
+        # Delta quarters relative to base
+        ordinals = dates + (stata_epoch.year - unix_epoch.year) * 4
+        res = np.array(ordinals, dtype="M8[3M]").astype("M8[s]")
+        return Series(res, index=dates.index)
+
+    elif fmt.startswith(("%th", "th")):
+        # Delta half-years relative to base
+        ordinals = dates + (stata_epoch.year - unix_epoch.year) * 2
+        res = np.array(ordinals, dtype="M8[6M]").astype("M8[s]")
+        return Series(res, index=dates.index)
+
+    elif fmt.startswith(("%ty", "ty")):
+        # Years -- not delta
+        ordinals = dates - 1970
+        res = np.array(ordinals, dtype="M8[Y]").astype("M8[s]")
+        return Series(res, index=dates.index)
 
-    # TODO(non-nano): If/when pandas supports more than datetime64[ns], this
-    #  should be improved to use correct range, e.g. datetime[Y] for yearly
     bad_locs = np.isnan(dates)
     has_bad_values = False
     if bad_locs.any():
         has_bad_values = True
         dates._values[bad_locs] = 1.0  # Replace with NaT
     dates = dates.astype(np.int64)
 
-    if fmt.startswith(("%tc", "tc")):  # Delta ms relative to base
-        base = stata_epoch
-        ms = dates
-        conv_dates = convert_delta_safe(base, ms, "ms")
-    elif fmt.startswith(("%tC", "tC")):
+    if fmt.startswith(("%tC", "tC")):
         warnings.warn(
             "Encountered %tC format. Leaving in Stata Internal Format.",
             stacklevel=find_stack_level(),
@@ -358,33 +333,18 @@ def convert_delta_safe(base, deltas, unit) -> Series:
         if has_bad_values:
             conv_dates[bad_locs] = NaT
         return conv_dates
-    # Delta days relative to base
-    elif fmt.startswith(("%td", "td", "%d", "d")):
-        base = stata_epoch
-        days = dates
-        conv_dates = convert_delta_safe(base, days, "d")
     # does not count leap days - 7 days is a week.
     # 52nd week may have more than 7 days
     elif fmt.startswith(("%tw", "tw")):
         year = stata_epoch.year + dates // 52
         days = (dates % 52) * 7
-        conv_dates = convert_year_days_safe(year, days)
-    elif fmt.startswith(("%tm", "tm")):  # Delta months relative to base
-        year = stata_epoch.year + dates // 12
-        month = (dates % 12) + 1
-        conv_dates = convert_year_month_safe(year, month)
-    elif fmt.startswith(("%tq", "tq")):  # Delta quarters relative to base
-        year = stata_epoch.year + dates // 4
-        quarter_month = (dates % 4) * 3 + 1
-        conv_dates = convert_year_month_safe(year, quarter_month)
-    elif fmt.startswith(("%th", "th")):  # Delta half-years relative to base
-        year = stata_epoch.year + dates // 2
-        month = (dates % 2) * 6 + 1
-        conv_dates = convert_year_month_safe(year, month)
-    elif fmt.startswith(("%ty", "ty")):  # Years -- not delta
-        year = dates
-        first_month = np.ones_like(dates)
-        conv_dates = convert_year_month_safe(year, first_month)
+        per_y = (year - 1970).array.view("Period[Y]")
+        per_d = per_y.asfreq("D", how="S")
+        per_d_shifted = per_d + days._values
+        per_s = per_d_shifted.asfreq("s", how="S")
+        conv_dates_arr = per_s.view("M8[s]")
+        conv_dates = Series(conv_dates_arr, index=dates.index)
+
     else:
         raise ValueError(f"Date fmt {fmt} not understood")
 
@@ -409,24 +369,26 @@ def _datetime_to_stata_elapsed_vec(dates: Series, fmt: str) -> Series:
     index = dates.index
     NS_PER_DAY = 24 * 3600 * 1000 * 1000 * 1000
     US_PER_DAY = NS_PER_DAY / 1000
+    MS_PER_DAY = NS_PER_DAY / 1_000_000
 
     def parse_dates_safe(
         dates: Series, delta: bool = False, year: bool = False, days: bool = False
     ):
         d = {}
         if lib.is_np_dtype(dates.dtype, "M"):
             if delta:
-                time_delta = dates - Timestamp(stata_epoch).as_unit("ns")
-                d["delta"] = time_delta._values.view(np.int64) // 1000  # microseconds
+                time_delta = dates.dt.as_unit("ms") - Timestamp(stata_epoch).as_unit(
+                    "ms"
+                )
+                d["delta"] = time_delta._values.view(np.int64)
             if days or year:
                 date_index = DatetimeIndex(dates)
                 d["year"] = date_index._data.year
                 d["month"] = date_index._data.month
             if days:
-                days_in_ns = dates._values.view(np.int64) - to_datetime(
-                    d["year"], format="%Y"
-                )._values.view(np.int64)
-                d["days"] = days_in_ns // NS_PER_DAY
+                year_start = np.asarray(dates).astype("M8[Y]").astype(dates.dtype)
+                diff = dates - year_start
+                d["days"] = np.asarray(diff).astype("m8[D]").view("int64")
 
         elif infer_dtype(dates, skipna=False) == "datetime":
             if delta:
@@ -466,7 +428,7 @@ def g(x: datetime) -> int:
 
     if fmt in ["%tc", "tc"]:
         d = parse_dates_safe(dates, delta=True)
-        conv_dates = d.delta / 1000
+        conv_dates = d.delta
     elif fmt in ["%tC", "tC"]:
         warnings.warn(
             "Stata Internal Format tC not supported.",
@@ -475,7 +437,7 @@ def g(x: datetime) -> int:
         conv_dates = dates
     elif fmt in ["%td", "td"]:
         d = parse_dates_safe(dates, delta=True)
-        conv_dates = d.delta // US_PER_DAY
+        conv_dates = d.delta // MS_PER_DAY
     elif fmt in ["%tw", "tw"]:
         d = parse_dates_safe(dates, year=True, days=True)
         conv_dates = 52 * (d.year - stata_epoch.year) + d.days // 7