convert all date columns using pd.datetime

def lookup(s):
    """
    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) for date in s.unique()}
    return s.apply(lambda v: dates[v])

to_datetime: 5799 ms
dateutil:    5162 ms
strptime:    1651 ms
manual:       242 ms
lookup:        32 ms