BUG:Floating point accuracy with DatetimeIndex.round (#14440) #15568
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| @@ -175,6 +175,17 @@ def test_round(self): | |||
| tm.assertRaisesRegexp(ValueError, msg, rng.round, freq='M') | |||
| tm.assertRaisesRegexp(ValueError, msg, elt.round, freq='M') | |||
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| # GH 14440 | |||
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can you also round to us/ns here as well (which should equal the original)
as an aside, you can now do parametrized tests (but have to move them to separate functions and not class based)
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So the rounding is happening correctly for microseconds but not with nanoseconds:
In [7]: pd.DatetimeIndex(['2016-10-17 12:00:00.0015']).round('ns')
Out[7]: DatetimeIndex(['2016-10-17 12:00:00.001499904'], dtype='datetime64[ns]', freq=None)
The rounding methodology seems sound. I am unsure if this is a limitation of the date going from int64 to float64 to int64 as this is essentially what is happening:
(Pdb) np.round(np.array([1476705600001500000])/1.).astype('i8')
array([1476705600001499904])
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yes this is just losing precision - not sure much can be done
we could warn / raise potentially though
would that be useful?
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created a new issue. #15578
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small testing addition. ping when pushed / green. |
Codecov Report
@@ Coverage Diff @@
## master #15568 +/- ##
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- Coverage 91.05% 91.03% -0.03%
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Files 137 137
Lines 49291 49291
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- Hits 44883 44873 -10
- Misses 4408 4418 +10
Continue to review full report at Codecov.
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thanks! |
closes pandas-dev#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 pandas-dev#15568 from mroeschke/fix_14440 and squashes the following commits: c5a7cbc [Matt Roeschke] BUG:Floating point accuracy with DatetimeIndex.round (pandas-dev#14440)
DatetimeIndex.round#14440git diff upstream/master | flake8 --diffEmploys @eoincondron's fix for float point inaccuracies when rounding by milliseconds for
DatetimeIndex.roundandTimestamp.round