pandastimestamptimezonevectorization

How to Vectorize Timezone Offset Calculation in Pandas DatetimeIndex for Improved Performance?

I'm working with a Pandas DataFrame that utilizes a DatetimeIndex with timezone information. My objective is to compute the timezone offset (in hours) for each timestamp and store these offsets in a new column within the DataFrame.

Current Approach:

Currently, I'm using the .map() function combined with a lambda to extract the UTC offset from each timestamp:

import pandas as pd

# Sample DataFrame setup
timestamps = pd.date_range('2024-01-01 00:00:00', '2024-12-31 23:59:59', freq='5min', tz='Europe/Brussels')
df = pd.DataFrame({'value': range(len(timestamps))}, index=timestamps)

# Computing timezone_offset using .map() and lambda
df['timezone_offset'] = df.index.map(
    lambda x: x.utcoffset().total_seconds() / 3600 if x.utcoffset() else 0)

print(df['timezone_offset'][:5])

OUTPUT

2024-01-01 00:00:00+01:00    1.0
2024-01-01 00:05:00+01:00    1.0
2024-01-01 00:10:00+01:00    1.0
2024-01-01 00:15:00+01:00    1.0
2024-01-01 00:20:00+01:00    1.0

Issue:

While this method accurately populates the 'timezone_offset' column, it becomes significantly slow as the size of the DataFrame grows. Processing 100,000 entries takes a considerable amount of time, which is a bottleneck for larger datasets or real-time applications.

Objective:

I aim to vectorize the timezone offset calculation to enhance performance and reduce computation time. Ideally, I want to avoid using row-wise operations like .map() with lambda functions, which are known to be inefficient with large datasets.

Solution

  • One fast solution:

    df["offset"] = df.index.tz_localize(None) - df.index.tz_convert('UTC').tz_localize(None)
df["offset"] = df["offset"].dt.total_seconds() / 3600

    res