Return an ndarray of datetime.datetime objects.
>>> idx = pd.date_range('2018-02-27', periods=3)
>>> idx.to_pydatetime()
array([datetime.datetime(2018, 2, 27, 0, 0),
datetime.datetime(2018, 2, 28, 0, 0),
datetime.datetime(2018, 3, 1, 0, 0)], dtype=object)
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