API: Remove CalendarDay (pandas-dev#24330)

Author: mroeschke

doc/source/timeseries.rst

@@ -408,7 +408,7 @@ In practice this becomes very cumbersome because we often need a very long
 index with a large number of timestamps. If we need timestamps on a regular
 frequency, we can use the :func:`date_range` and :func:`bdate_range` functions
 to create a ``DatetimeIndex``. The default frequency for ``date_range`` is a
-**day** while the default for ``bdate_range`` is a **business day**:
+**calendar day** while the default for ``bdate_range`` is a **business day**:
 
 .. ipython:: python
 
@@ -927,26 +927,6 @@ in the operation).
 
 .. _relativedelta documentation: https://dateutil.readthedocs.io/en/stable/relativedelta.html
 
-.. _timeseries.dayvscalendarday:
-
-Day vs. CalendarDay
-~~~~~~~~~~~~~~~~~~~
-
-:class:`Day` (``'D'``) is a timedelta-like offset that respects absolute time
-arithmetic and is an alias for 24 :class:`Hour`. This offset is the default
-argument to many pandas time related function like :func:`date_range` and :func:`timedelta_range`.
-
-:class:`CalendarDay` (``'CD'``) is a relativedelta-like offset that respects
-calendar time arithmetic. :class:`CalendarDay` is useful preserving calendar day
-semantics with date times with have day light savings transitions, i.e. :class:`CalendarDay`
-will preserve the hour before the day light savings transition.
-
-.. ipython:: python
-
-   ts = pd.Timestamp('2016-10-30 00:00:00', tz='Europe/Helsinki')
-   ts + pd.offsets.Day(1)
-   ts + pd.offsets.CalendarDay(1)
-
 
 Parametric Offsets
 ~~~~~~~~~~~~~~~~~~
@@ -1243,8 +1223,7 @@ frequencies. We will refer to these aliases as *offset aliases*.
 
     "B", "business day frequency"
     "C", "custom business day frequency"
-    "D", "day frequency"
-    "CD", "calendar day frequency"
+    "D", "calendar day frequency"
     "W", "weekly frequency"
     "M", "month end frequency"
     "SM", "semi-month end frequency (15th and end of month)"

doc/source/whatsnew/v0.24.0.rst

@@ -594,48 +594,6 @@ that the dates have been converted to UTC
     pd.to_datetime(["2015-11-18 15:30:00+05:30",
                     "2015-11-18 16:30:00+06:30"], utc=True)
 
-.. _whatsnew_0240.api_breaking.calendarday:
-
-CalendarDay Offset
-^^^^^^^^^^^^^^^^^^
-
-:class:`Day` and associated frequency alias ``'D'`` were documented to represent
-a calendar day; however, arithmetic and operations with :class:`Day` sometimes
-respected absolute time instead (i.e. ``Day(n)`` and acted identically to ``Timedelta(days=n)``).
-
-*Previous Behavior*:
-
-.. code-block:: ipython
-
-
-    In [2]: ts = pd.Timestamp('2016-10-30 00:00:00', tz='Europe/Helsinki')
-
-    # Respects calendar arithmetic
-    In [3]: pd.date_range(start=ts, freq='D', periods=3)
-    Out[3]:
-    DatetimeIndex(['2016-10-30 00:00:00+03:00', '2016-10-31 00:00:00+02:00',
-                   '2016-11-01 00:00:00+02:00'],
-                  dtype='datetime64[ns, Europe/Helsinki]', freq='D')
-
-    # Respects absolute arithmetic
-    In [4]: ts + pd.tseries.frequencies.to_offset('D')
-    Out[4]: Timestamp('2016-10-30 23:00:00+0200', tz='Europe/Helsinki')
-
-*New Behavior*:
-
-:class:`CalendarDay` and associated frequency alias ``'CD'`` are now available
-and respect calendar day arithmetic while :class:`Day` and frequency alias ``'D'``
-will now respect absolute time (:issue:`22274`, :issue:`20596`, :issue:`16980`, :issue:`8774`)
-See the :ref:`documentation here <timeseries.dayvscalendarday>` for more information.
-
-Addition with :class:`CalendarDay` across a daylight savings time transition:
-
-.. ipython:: python
-
-   ts = pd.Timestamp('2016-10-30 00:00:00', tz='Europe/Helsinki')
-   ts + pd.offsets.Day(1)
-   ts + pd.offsets.CalendarDay(1)
-
 .. _whatsnew_0240.api_breaking.period_end_time:
 
 Time values in ``dt.end_time`` and ``to_timestamp(how='end')``

pandas/core/arrays/datetimes.py

@@ -27,7 +27,7 @@
 import pandas.core.common as com
 
 from pandas.tseries.frequencies import get_period_alias, to_offset
-from pandas.tseries.offsets import Tick, generate_range
+from pandas.tseries.offsets import Day, Tick, generate_range
 
 _midnight = time(0, 0)
 
@@ -255,7 +255,8 @@ def _from_sequence(cls, data, dtype=None, copy=False,
 
     @classmethod
     def _generate_range(cls, start, end, periods, freq, tz=None,
-                        normalize=False, ambiguous='raise', closed=None):
+                        normalize=False, ambiguous='raise',
+                        nonexistent='raise', closed=None):
 
         periods = dtl.validate_periods(periods)
         if freq is None and any(x is None for x in [periods, start, end]):
@@ -285,7 +286,7 @@ def _generate_range(cls, start, end, periods, freq, tz=None,
         start, end, _normalized = _maybe_normalize_endpoints(start, end,
                                                              normalize)
 
-        tz, _ = _infer_tz_from_endpoints(start, end, tz)
+        tz = _infer_tz_from_endpoints(start, end, tz)
 
         if tz is not None:
             # Localize the start and end arguments
@@ -295,22 +296,22 @@ def _generate_range(cls, start, end, periods, freq, tz=None,
             end = _maybe_localize_point(
                 end, getattr(end, 'tz', None), end, freq, tz
             )
-        if start and end:
-            # Make sure start and end have the same tz
-            start = _maybe_localize_point(
-                start, start.tz, end.tz, freq, tz
-            )
-            end = _maybe_localize_point(
-                end, end.tz, start.tz, freq, tz
-            )
         if freq is not None:
+            # We break Day arithmetic (fixed 24 hour) here and opt for
+            # Day to mean calendar day (23/24/25 hour). Therefore, strip
+            # tz info from start and day to avoid DST arithmetic
+            if isinstance(freq, Day):
+                if start is not None:
+                    start = start.tz_localize(None)
+                if end is not None:
+                    end = end.tz_localize(None)
             # TODO: consider re-implementing _cached_range; GH#17914
             index = _generate_regular_range(cls, start, end, periods, freq)
 
             if tz is not None and index.tz is None:
                 arr = conversion.tz_localize_to_utc(
                     index.asi8,
-                    tz, ambiguous=ambiguous)
+                    tz, ambiguous=ambiguous, nonexistent=nonexistent)
 
                 index = cls(arr)
 
@@ -1878,7 +1879,6 @@ def _infer_tz_from_endpoints(start, end, tz):
     Returns
     -------
     tz : tzinfo or None
-    inferred_tz : tzinfo or None
 
     Raises
     ------
@@ -1901,7 +1901,7 @@ def _infer_tz_from_endpoints(start, end, tz):
     elif inferred_tz is not None:
         tz = inferred_tz
 
-    return tz, inferred_tz
+    return tz
 
 
 def _maybe_normalize_endpoints(start, end, normalize):

pandas/core/resample.py

@@ -1403,7 +1403,9 @@ def _get_time_bins(self, ax):
                                      start=first,
                                      end=last,
                                      tz=tz,
-                                     name=ax.name)
+                                     name=ax.name,
+                                     ambiguous='infer',
+                                     nonexistent='shift')
 
         # GH 15549
         # In edge case of tz-aware resapmling binner last index can be
@@ -1607,7 +1609,7 @@ def _get_timestamp_range_edges(first, last, offset, closed='left', base=0):
     Adjust the `first` Timestamp to the preceeding Timestamp that resides on
     the provided offset. Adjust the `last` Timestamp to the following
     Timestamp that resides on the provided offset. Input Timestamps that
-    already reside on the offset will be adjusted depeding on the type of
+    already reside on the offset will be adjusted depending on the type of
     offset and the `closed` parameter.
 
     Parameters
@@ -1627,18 +1629,21 @@ def _get_timestamp_range_edges(first, last, offset, closed='left', base=0):
     -------
     A tuple of length 2, containing the adjusted pd.Timestamp objects.
     """
-    if not all(isinstance(obj, pd.Timestamp) for obj in [first, last]):
-        raise TypeError("'first' and 'last' must be instances of type "
-                        "Timestamp")
-
     if isinstance(offset, Tick):
         is_day = isinstance(offset, Day)
         day_nanos = delta_to_nanoseconds(timedelta(1))
 
         # #1165 and #24127
         if (is_day and not offset.nanos % day_nanos) or not is_day:
-            return _adjust_dates_anchored(first, last, offset,
-                                          closed=closed, base=base)
+            first, last = _adjust_dates_anchored(first, last, offset,
+                                                 closed=closed, base=base)
+            if is_day and first.tz is not None:
+                # _adjust_dates_anchored assumes 'D' means 24H, but first/last
+                # might contain a DST transition (23H, 24H, or 25H).
+                # Ensure first/last snap to midnight.
+                first = first.normalize()
+                last = last.normalize()
+            return first, last
 
     else:
         first = first.normalize()

pandas/tests/indexes/datetimes/test_date_range.py

@@ -359,18 +359,18 @@ def test_range_tz_pytz(self):
          Timestamp(datetime(2013, 11, 6), tz='US/Eastern')]
     ])
     def test_range_tz_dst_straddle_pytz(self, start, end):
-        dr = date_range(start, end, freq='CD')
+        dr = date_range(start, end, freq='D')
         assert dr[0] == start
         assert dr[-1] == end
         assert np.all(dr.hour == 0)
 
-        dr = date_range(start, end, freq='CD', tz='US/Eastern')
+        dr = date_range(start, end, freq='D', tz='US/Eastern')
         assert dr[0] == start
         assert dr[-1] == end
         assert np.all(dr.hour == 0)
 
         dr = date_range(start.replace(tzinfo=None), end.replace(
-            tzinfo=None), freq='CD', tz='US/Eastern')
+            tzinfo=None), freq='D', tz='US/Eastern')
         assert dr[0] == start
         assert dr[-1] == end
         assert np.all(dr.hour == 0)
@@ -604,14 +604,6 @@ def test_mismatching_tz_raises_err(self, start, end):
         with pytest.raises(TypeError):
             pd.date_range(start, end, freq=BDay())
 
-    def test_CalendarDay_range_with_dst_crossing(self):
-        # GH 20596
-        result = date_range('2018-10-23', '2018-11-06', freq='7CD',
-                            tz='Europe/Paris')
-        expected = date_range('2018-10-23', '2018-11-06',
-                              freq=pd.DateOffset(days=7), tz='Europe/Paris')
-        tm.assert_index_equal(result, expected)
-
 
 class TestBusinessDateRange(object):
 
@@ -766,8 +758,7 @@ def test_cdaterange_weekmask_and_holidays(self):
                         holidays=['2013-05-01'])
 
     @pytest.mark.parametrize('freq', [freq for freq in prefix_mapping
-                                      if freq.startswith('C')
-                                      and freq != 'CD'])  # CalendarDay
+                                      if freq.startswith('C')])
     def test_all_custom_freq(self, freq):
         # should not raise
         bdate_range(START, END, freq=freq, weekmask='Mon Wed Fri',

pandas/tests/indexes/datetimes/test_timezones.py

@@ -436,7 +436,7 @@ def test_dti_tz_localize_utc_conversion(self, tz):
 
     @pytest.mark.parametrize('idx', [
         date_range(start='2014-01-01', end='2014-12-31', freq='M'),
-        date_range(start='2014-01-01', end='2014-12-31', freq='CD'),
+        date_range(start='2014-01-01', end='2014-12-31', freq='D'),
         date_range(start='2014-01-01', end='2014-03-01', freq='H'),
         date_range(start='2014-08-01', end='2014-10-31', freq='T')
     ])
@@ -1072,7 +1072,7 @@ def test_date_range_span_dst_transition(self, tzstr):
 
         dr = date_range('2012-11-02', periods=10, tz=tzstr)
         result = dr.hour
-        expected = Index([0, 0, 0, 23, 23, 23, 23, 23, 23, 23])
+        expected = Index([0] * 10)
         tm.assert_index_equal(result, expected)
 
     @pytest.mark.parametrize('tzstr', ['US/Eastern', 'dateutil/US/Eastern'])

pandas/tests/indexes/timedeltas/test_timedelta_range.py

@@ -49,10 +49,6 @@ def test_timedelta_range(self):
         result = df.loc['0s':, :]
         tm.assert_frame_equal(expected, result)
 
-        with pytest.raises(ValueError):
-            # GH 22274: CalendarDay is a relative time measurement
-            timedelta_range('1day', freq='CD', periods=2)
-
     @pytest.mark.parametrize('periods, freq', [
         (3, '2D'), (5, 'D'), (6, '19H12T'), (7, '16H'), (9, '12H')])
     def test_linspace_behavior(self, periods, freq):

pandas/tests/resample/test_datetime_index.py

@@ -1279,7 +1279,7 @@ def test_resample_dst_anchor(self):
         # 5172
         dti = DatetimeIndex([datetime(2012, 11, 4, 23)], tz='US/Eastern')
         df = DataFrame([5], index=dti)
-        assert_frame_equal(df.resample(rule='CD').sum(),
+        assert_frame_equal(df.resample(rule='D').sum(),
                            DataFrame([5], index=df.index.normalize()))
         df.resample(rule='MS').sum()
         assert_frame_equal(
@@ -1333,14 +1333,14 @@ def test_resample_dst_anchor(self):
 
         df_daily = df['10/26/2013':'10/29/2013']
         assert_frame_equal(
-            df_daily.resample("CD").agg({"a": "min", "b": "max", "c": "count"})
+            df_daily.resample("D").agg({"a": "min", "b": "max", "c": "count"})
             [["a", "b", "c"]],
             DataFrame({"a": [1248, 1296, 1346, 1394],
                        "b": [1295, 1345, 1393, 1441],
                        "c": [48, 50, 48, 48]},
                       index=date_range('10/26/2013', '10/29/2013',
-                                       freq='CD', tz='Europe/Paris')),
-            'CD Frequency')
+                                       freq='D', tz='Europe/Paris')),
+            'D Frequency')
 
     def test_downsample_across_dst(self):
         # GH 8531

pandas/tests/resample/test_period_index.py

@@ -289,10 +289,11 @@ def test_resample_nonexistent_time_bin_edge(self):
         index = date_range(start='2017-10-10', end='2017-10-20', freq='1H')
         index = index.tz_localize('UTC').tz_convert('America/Sao_Paulo')
         df = DataFrame(data=list(range(len(index))), index=index)
-        result = df.groupby(pd.Grouper(freq='1D'))
+        result = df.groupby(pd.Grouper(freq='1D')).count()
         expected = date_range(start='2017-10-09', end='2017-10-20', freq='D',
-                              tz="America/Sao_Paulo")
-        tm.assert_index_equal(result.count().index, expected)
+                              tz="America/Sao_Paulo", nonexistent='shift',
+                              closed='left')
+        tm.assert_index_equal(result.index, expected)
 
     def test_resample_ambiguous_time_bin_edge(self):
         # GH 10117

pandas/tests/series/test_timezones.py

@@ -343,7 +343,7 @@ def test_getitem_pydatetime_tz(self, tzstr):
 
     def test_series_truncate_datetimeindex_tz(self):
         # GH 9243
-        idx = date_range('4/1/2005', '4/30/2005', freq='CD', tz='US/Pacific')
+        idx = date_range('4/1/2005', '4/30/2005', freq='D', tz='US/Pacific')
         s = Series(range(len(idx)), index=idx)
         result = s.truncate(datetime(2005, 4, 2), datetime(2005, 4, 4))
         expected = Series([1, 2, 3], index=idx[1:4])