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Showing content from https://github.com/pandas-dev/pandas/issues/14714 below:

enable pd.cut to handle i8 convertibles · Issue #14714 · pandas-dev/pandas · GitHub

so this should work for timedeltas AND datetimes.

Should be straight forward. detect an i8 convertible. turn into i8. do the cut. turn back to the original dtype.

In [15]: s = Series(pd.to_timedelta(np.random.randint(0,100,size=10),unit='ms')).sort_values()

In [16]: s
Out[16]:
3   00:00:00.005000
5   00:00:00.007000
7   00:00:00.010000
4   00:00:00.017000
9   00:00:00.023000
1   00:00:00.043000
0   00:00:00.045000
6   00:00:00.047000
8   00:00:00.065000
2   00:00:00.090000
dtype: timedelta64[ns]

In [18]: pd.cut(s, 5)
TypeError: unsupported operand type(s) for +: 'Timedelta' and 'float'

# works when converted
In [17]: pd.cut(s.astype('timedelta64[ms]'), 5)
Out[17]:
3    (4.915, 22]
5    (4.915, 22]
7    (4.915, 22]
4    (4.915, 22]
9       (22, 39]
1       (39, 56]
0       (39, 56]
6       (39, 56]
8       (56, 73]
2       (73, 90]
dtype: category
Categories (5, object): [(4.915, 22] < (22, 39] < (39, 56] < (56, 73] < (73, 90]]


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