How To Select A Subset Of Pandas DateTimeIndex Whose Data Are In A List?

Lets say I have a idx=pd.DatatimeIndex with one minute frequency. I also have a list of bad dates (each are of type pd.Timestamp without the time information) that I want to remove

Solution 1:

Use normalize to remove the time part from your index so you can do a simple ~ + isin selection, i.e. find the dates not in that bad list. You can further ensure your list of dates don't have a time part with the same [x.normalize() for x in bad_dates] if you need to be extra safe.

Sample Data

import pandas as pd
df = pd.DataFrame(range(9), index=pd.date_range('2010-01-01', freq='11H', periods=9))
bad_dates = [pd.Timestamp('2010-01-02'), pd.Timestamp('2010-01-03')]

Code

df[~df.index.normalize().isin(bad_dates)]

#                     0
#2010-01-01 00:00:00  0
#2010-01-01 11:00:00  1
#2010-01-01 22:00:00  2
#2010-01-04 05:00:00  7
#2010-01-04 16:00:00  8