Fast date conversion with pandas.to_datetime

data_munging.py

def date_lookup(s):
    """
    http://stackoverflow.com/questions/29882573/pandas-slow-date-conversion
    This is an extremely fast approach to datetime parsing.
    For large data, the same dates are often repeated. Rather than
    re-parse these, we store all unique dates, parse them, and
    use a lookup to convert all dates.
    """
    dates = {date:pd.to_datetime(date, infer_datetime_formt=True) for date in s.unique()}
    return s.map(dates)