ENH: DatetimeIndex.indexer_between_time support non-nano (#47535)

Author: jbrockmendel

pandas/core/indexes/datetimes.py

@@ -26,9 +26,11 @@
 )
 from pandas._libs.tslibs import (
     Resolution,
+    periods_per_day,
     timezones,
     to_offset,
 )
+from pandas._libs.tslibs.dtypes import NpyDatetimeUnit
 from pandas._libs.tslibs.offsets import prefix_mapping
 from pandas._typing import (
     Dtype,
@@ -448,7 +450,7 @@ def _maybe_utc_convert(self, other: Index) -> tuple[DatetimeIndex, Index]:
 
     # --------------------------------------------------------------------
 
-    def _get_time_micros(self) -> np.ndarray:
+    def _get_time_micros(self) -> npt.NDArray[np.int64]:
         """
         Return the number of microseconds since midnight.
 
@@ -458,8 +460,20 @@ def _get_time_micros(self) -> np.ndarray:
         """
         values = self._data._local_timestamps()
 
-        nanos = values % (24 * 3600 * 1_000_000_000)
-        micros = nanos // 1000
+        reso = self._data._reso
+        ppd = periods_per_day(reso)
+
+        frac = values % ppd
+        if reso == NpyDatetimeUnit.NPY_FR_ns.value:
+            micros = frac // 1000
+        elif reso == NpyDatetimeUnit.NPY_FR_us.value:
+            micros = frac
+        elif reso == NpyDatetimeUnit.NPY_FR_ms.value:
+            micros = frac * 1000
+        elif reso == NpyDatetimeUnit.NPY_FR_s.value:
+            micros = frac * 1_000_000
+        else:  # pragma: no cover
+            raise NotImplementedError(reso)
 
         micros[self._isnan] = -1
         return micros

pandas/tests/indexes/datetimes/test_indexing.py

@@ -777,3 +777,32 @@ def test_indexer_between_time(self):
         msg = r"Cannot convert arg \[datetime\.datetime\(2010, 1, 2, 1, 0\)\] to a time"
         with pytest.raises(ValueError, match=msg):
             rng.indexer_between_time(datetime(2010, 1, 2, 1), datetime(2010, 1, 2, 5))
+
+    @pytest.mark.parametrize("unit", ["us", "ms", "s"])
+    def test_indexer_between_time_non_nano(self, unit):
+        # For simple cases like this, the non-nano indexer_between_time
+        #  should match the nano result
+
+        rng = date_range("1/1/2000", "1/5/2000", freq="5min")
+        arr_nano = rng._data._ndarray
+
+        arr = arr_nano.astype(f"M8[{unit}]")
+
+        dta = type(rng._data)._simple_new(arr, dtype=arr.dtype)
+        dti = DatetimeIndex(dta)
+        assert dti.dtype == arr.dtype
+
+        tic = time(1, 25)
+        toc = time(2, 29)
+
+        result = dti.indexer_between_time(tic, toc)
+        expected = rng.indexer_between_time(tic, toc)
+        tm.assert_numpy_array_equal(result, expected)
+
+        # case with non-zero micros in arguments
+        tic = time(1, 25, 0, 45678)
+        toc = time(2, 29, 0, 1234)
+
+        result = dti.indexer_between_time(tic, toc)
+        expected = rng.indexer_between_time(tic, toc)
+        tm.assert_numpy_array_equal(result, expected)