From 5067708f0199a0b614586dbbc1a1536fa4442b65 Mon Sep 17 00:00:00 2001
From: Matt Roeschke <emailformattr@gmail.com>
Date: Sun, 5 Mar 2017 11:25:46 -0500
Subject: [PATCH] BUG: Floating point accuracy with DatetimeIndex.round
 (#14440)

closes #14440

Employs @eoincondron's fix for float point inaccuracies when rounding
by milliseconds for `DatetimeIndex.round` and `Timestamp.round`

Author: Matt Roeschke <emailformattr@gmail.com>

Closes #15568 from mroeschke/fix_14440 and squashes the following commits:

c5a7cbc [Matt Roeschke] BUG:Floating point accuracy with DatetimeIndex.round (#14440)
---
 doc/source/whatsnew/v0.20.0.txt            |  1 +
 pandas/tests/indexes/datetimes/test_ops.py | 11 +++++++++++
 pandas/tests/scalar/test_timestamp.py      |  9 +++++++++
 pandas/tseries/base.py                     |  2 +-
 pandas/tslib.pyx                           |  3 ++-
 5 files changed, 24 insertions(+), 2 deletions(-)

diff --git a/doc/source/whatsnew/v0.20.0.txt b/doc/source/whatsnew/v0.20.0.txt
index fe9035106e4af..db803e6e7856b 100644
--- a/doc/source/whatsnew/v0.20.0.txt
+++ b/doc/source/whatsnew/v0.20.0.txt
@@ -652,6 +652,7 @@ Bug Fixes
 - Bug in ``Index`` power operations with reversed operands (:issue:`14973`)
 - Bug in ``TimedeltaIndex`` addition where overflow was being allowed without error (:issue:`14816`)
 - Bug in ``TimedeltaIndex`` raising a ``ValueError`` when boolean indexing with ``loc`` (:issue:`14946`)
+- Bug in ``DatetimeIndex.round()`` and ``Timestamp.round()`` floating point accuracy when rounding by milliseconds (:issue: `14440`)
 - Bug in ``astype()`` where ``inf`` values were incorrectly converted to integers. Now raises error now with ``astype()`` for Series and DataFrames (:issue:`14265`)
 - Bug in ``DataFrame(..).apply(to_numeric)`` when values are of type decimal.Decimal. (:issue:`14827`)
 - Bug in ``describe()`` when passing a numpy array which does not contain the median to the ``percentiles`` keyword argument (:issue:`14908`)
diff --git a/pandas/tests/indexes/datetimes/test_ops.py b/pandas/tests/indexes/datetimes/test_ops.py
index 8eb9128d8d1c8..3a6402ae83ae2 100644
--- a/pandas/tests/indexes/datetimes/test_ops.py
+++ b/pandas/tests/indexes/datetimes/test_ops.py
@@ -175,6 +175,17 @@ def test_round(self):
             tm.assertRaisesRegexp(ValueError, msg, rng.round, freq='M')
             tm.assertRaisesRegexp(ValueError, msg, elt.round, freq='M')
 
+            # GH 14440
+            index = pd.DatetimeIndex(['2016-10-17 12:00:00.0015'], tz=tz)
+            result = index.round('ms')
+            expected = pd.DatetimeIndex(['2016-10-17 12:00:00.002000'], tz=tz)
+            tm.assert_index_equal(result, expected)
+
+            index = pd.DatetimeIndex(['2016-10-17 12:00:00.00149'], tz=tz)
+            result = index.round('ms')
+            expected = pd.DatetimeIndex(['2016-10-17 12:00:00.001000'], tz=tz)
+            tm.assert_index_equal(result, expected)
+
     def test_repeat_range(self):
         rng = date_range('1/1/2000', '1/1/2001')
 
diff --git a/pandas/tests/scalar/test_timestamp.py b/pandas/tests/scalar/test_timestamp.py
index 2abc83ca6109c..ae278ebfa2533 100644
--- a/pandas/tests/scalar/test_timestamp.py
+++ b/pandas/tests/scalar/test_timestamp.py
@@ -732,6 +732,15 @@ def test_round(self):
         for freq in ['Y', 'M', 'foobar']:
             self.assertRaises(ValueError, lambda: dti.round(freq))
 
+        # GH 14440
+        result = pd.Timestamp('2016-10-17 12:00:00.0015').round('ms')
+        expected = pd.Timestamp('2016-10-17 12:00:00.002000')
+        self.assertEqual(result, expected)
+
+        result = pd.Timestamp('2016-10-17 12:00:00.00149').round('ms')
+        expected = pd.Timestamp('2016-10-17 12:00:00.001000')
+        self.assertEqual(result, expected)
+
     def test_class_ops_pytz(self):
         tm._skip_if_no_pytz()
         from pytz import timezone
diff --git a/pandas/tseries/base.py b/pandas/tseries/base.py
index ee9234d6c8237..5891481677ed2 100644
--- a/pandas/tseries/base.py
+++ b/pandas/tseries/base.py
@@ -83,7 +83,7 @@ def _round(self, freq, rounder):
         # round the local times
         values = _ensure_datetimelike_to_i8(self)
 
-        result = (unit * rounder(values / float(unit))).astype('i8')
+        result = (unit * rounder(values / float(unit)).astype('i8'))
         result = self._maybe_mask_results(result, fill_value=tslib.NaT)
         attribs = self._get_attributes_dict()
         if 'freq' in attribs:
diff --git a/pandas/tslib.pyx b/pandas/tslib.pyx
index fc6e689a35d81..b96e9434e617a 100644
--- a/pandas/tslib.pyx
+++ b/pandas/tslib.pyx
@@ -421,7 +421,8 @@ class Timestamp(_Timestamp):
             value = self.tz_localize(None).value
         else:
             value = self.value
-        result = Timestamp(unit * rounder(value / float(unit)), unit='ns')
+        result = (unit * rounder(value / float(unit)).astype('i8'))
+        result = Timestamp(result, unit='ns')
         if self.tz is not None:
             result = result.tz_localize(self.tz)
         return result