BUG: Convert float freqstrs to ints at finer resolution (pandas-dev#14378)

Passing `'0.5min'` as a frequency string should generate 30 second
intervals, rather than five minute intervals. By recursively increasing
resolution until one is found for which the frequency is an integer,
this commit ensures that that's the case for resolutions from days to
microseconds.

Fixes pandas-dev#8419

Author: jisantuc

doc/source/whatsnew/v0.19.1.txt

@@ -58,4 +58,4 @@ Bug Fixes
 - Bug in ``df.groupby`` causing an ``AttributeError`` when grouping a single index frame by a column and the index level (:issue`14327`)
 - Bug in ``df.groupby`` where ``TypeError`` raised when ``pd.Grouper(key=...)`` is passed in a list (:issue:`14334`)
 - Bug in ``pd.pivot_table`` may raise ``TypeError`` or ``ValueError`` when ``index`` or ``columns``
-  is not scalar and ``values`` is not specified (:issue:`14380`)
+  is not scalar and ``values`` is not specified (:issue:`14380`)

doc/source/whatsnew/v0.20.0.txt

@@ -52,6 +52,9 @@ Other enhancements
 
 - ``pd.read_excel`` now preserves sheet order when using ``sheetname=None`` (:issue:`9930`)
 
+
+- Multiple offset aliases with decimal points are now supported (e.g. '0.5min' is parsed as '30s') (:issue:`8419`)
+
 - New ``UnsortedIndexError`` (subclass of ``KeyError``) raised when indexing/slicing into an
   unsorted MultiIndex (:issue:`11897`). This allows differentiation between errors due to lack
   of sorting or an incorrect key. See :ref:`here <advanced.unsorted>`

pandas/src/period.pyx

@@ -45,12 +45,12 @@ cdef bint PY2 = version_info[0] == 2
 
 cdef int64_t NPY_NAT = util.get_nat()
 
-cdef int US_RESO = frequencies.US_RESO
-cdef int MS_RESO = frequencies.MS_RESO
-cdef int S_RESO = frequencies.S_RESO
-cdef int T_RESO = frequencies.T_RESO
-cdef int H_RESO = frequencies.H_RESO
-cdef int D_RESO = frequencies.D_RESO
+cdef int RESO_US = frequencies.RESO_US
+cdef int RESO_MS = frequencies.RESO_MS
+cdef int RESO_SEC = frequencies.RESO_SEC
+cdef int RESO_MIN = frequencies.RESO_MIN
+cdef int RESO_HR = frequencies.RESO_HR
+cdef int RESO_DAY = frequencies.RESO_DAY
 
 cdef extern from "period_helper.h":
     ctypedef struct date_info:
@@ -516,7 +516,7 @@ cpdef resolution(ndarray[int64_t] stamps, tz=None):
     cdef:
         Py_ssize_t i, n = len(stamps)
         pandas_datetimestruct dts
-        int reso = D_RESO, curr_reso
+        int reso = RESO_DAY, curr_reso
 
     if tz is not None:
         tz = maybe_get_tz(tz)
@@ -535,20 +535,20 @@ cpdef resolution(ndarray[int64_t] stamps, tz=None):
 cdef inline int _reso_stamp(pandas_datetimestruct *dts):
     if dts.us != 0:
         if dts.us % 1000 == 0:
-            return MS_RESO
-        return US_RESO
+            return RESO_MS
+        return RESO_US
     elif dts.sec != 0:
-        return S_RESO
+        return RESO_SEC
     elif dts.min != 0:
-        return T_RESO
+        return RESO_MIN
     elif dts.hour != 0:
-        return H_RESO
-    return D_RESO
+        return RESO_HR
+    return RESO_DAY
 
 cdef _reso_local(ndarray[int64_t] stamps, object tz):
     cdef:
         Py_ssize_t n = len(stamps)
-        int reso = D_RESO, curr_reso
+        int reso = RESO_DAY, curr_reso
         ndarray[int64_t] trans, deltas, pos
         pandas_datetimestruct dts
 

pandas/tseries/frequencies.py

@@ -38,32 +38,55 @@ class FreqGroup(object):
     FR_NS = 12000
 
 
-US_RESO = 0
-MS_RESO = 1
-S_RESO = 2
-T_RESO = 3
-H_RESO = 4
-D_RESO = 5
+RESO_NS = 0
+RESO_US = 1
+RESO_MS = 2
+RESO_SEC = 3
+RESO_MIN = 4
+RESO_HR = 5
+RESO_DAY = 6
 
 
 class Resolution(object):
 
-    # defined in period.pyx
-    # note that these are different from freq codes
-    RESO_US = US_RESO
-    RESO_MS = MS_RESO
-    RESO_SEC = S_RESO
-    RESO_MIN = T_RESO
-    RESO_HR = H_RESO
-    RESO_DAY = D_RESO
+    RESO_US = RESO_US
+    RESO_MS = RESO_MS
+    RESO_SEC = RESO_SEC
+    RESO_MIN = RESO_MIN
+    RESO_HR = RESO_HR
+    RESO_DAY = RESO_DAY
 
     _reso_str_map = {
+        RESO_NS: 'nanosecond',
         RESO_US: 'microsecond',
         RESO_MS: 'millisecond',
         RESO_SEC: 'second',
         RESO_MIN: 'minute',
         RESO_HR: 'hour',
-        RESO_DAY: 'day'}
+        RESO_DAY: 'day'
+    }
+
+    # factor to multiply a value by to convert it to the next finer grained
+    # resolution
+    _reso_mult_map = {
+        RESO_NS: None,
+        RESO_US: 1000,
+        RESO_MS: 1000,
+        RESO_SEC: 1000,
+        RESO_MIN: 60,
+        RESO_HR: 60,
+        RESO_DAY: 24
+    }
+
+    _reso_str_bump_map = {
+        'D': 'H',
+        'H': 'T',
+        'T': 'S',
+        'S': 'L',
+        'L': 'U',
+        'U': 'N',
+        'N': None
+    }
 
     _str_reso_map = dict([(v, k) for k, v in compat.iteritems(_reso_str_map)])
 
@@ -160,6 +183,47 @@ def get_reso_from_freq(cls, freq):
         """
         return cls.get_reso(cls.get_str_from_freq(freq))
 
+    @classmethod
+    def get_stride_from_decimal(cls, value, freq):
+        """
+        Convert freq with decimal stride into a higher freq with integer stride
+
+        Parameters
+        ----------
+        value : integer or float
+        freq : string
+            Frequency string
+
+        Raises
+        ------
+        ValueError
+            If the float cannot be converted to an integer at any resolution.
+
+        Example
+        -------
+        >>> Resolution.get_stride_from_decimal(1.5, 'T')
+        (90, 'S')
+
+        >>> Resolution.get_stride_from_decimal(1.04, 'H')
+        (3744, 'S')
+
+        >>> Resolution.get_stride_from_decimal(1, 'D')
+        (1, 'D')
+        """
+
+        if np.isclose(value % 1, 0):
+            return int(value), freq
+        else:
+            start_reso = cls.get_reso_from_freq(freq)
+            if start_reso == 0:
+                raise ValueError(
+                    "Could not convert to integer offset at any resolution"
+                )
+
+            next_value = cls._reso_mult_map[start_reso] * value
+            next_name = cls._reso_str_bump_map[freq]
+            return cls.get_stride_from_decimal(next_value, next_name)
+
 
 def get_to_timestamp_base(base):
     """
@@ -472,12 +536,17 @@ def to_offset(freq):
                                          splitted[2::4]):
                 if sep != '' and not sep.isspace():
                     raise ValueError('separator must be spaces')
-                offset = get_offset(name)
+                prefix = _lite_rule_alias.get(name) or name
                 if stride_sign is None:
                     stride_sign = -1 if stride.startswith('-') else 1
                 if not stride:
                     stride = 1
+                if prefix in Resolution._reso_str_bump_map.keys():
+                    stride, name = Resolution.get_stride_from_decimal(
+                        float(stride), prefix
+                    )
                 stride = int(stride)
+                offset = get_offset(name)
                 offset = offset * int(np.fabs(stride) * stride_sign)
                 if delta is None:
                     delta = offset
@@ -493,7 +562,9 @@ def to_offset(freq):
 
 
 # hack to handle WOM-1MON
-opattern = re.compile(r'([\-]?\d*)\s*([A-Za-z]+([\-][\dA-Za-z\-]+)?)')
+opattern = re.compile(
+    r'([\-]?\d*|[\-]?\d*\.\d*)\s*([A-Za-z]+([\-][\dA-Za-z\-]+)?)'
+)
 
 
 def _base_and_stride(freqstr):

pandas/tseries/tests/test_frequencies.py

@@ -39,6 +39,21 @@ def test_to_offset_multiple(self):
         expected = offsets.Hour(3)
         assert (result == expected)
 
+        freqstr = '2h 20.5min'
+        result = frequencies.to_offset(freqstr)
+        expected = offsets.Second(8430)
+        assert (result == expected)
+
+        freqstr = '1.5min'
+        result = frequencies.to_offset(freqstr)
+        expected = offsets.Second(90)
+        assert (result == expected)
+
+        freqstr = '0.5S'
+        result = frequencies.to_offset(freqstr)
+        expected = offsets.Milli(500)
+        assert (result == expected)
+
         freqstr = '15l500u'
         result = frequencies.to_offset(freqstr)
         expected = offsets.Micro(15500)
@@ -49,6 +64,16 @@ def test_to_offset_multiple(self):
         expected = offsets.Milli(10075)
         assert (result == expected)
 
+        freqstr = '1s0.25ms'
+        result = frequencies.to_offset(freqstr)
+        expected = offsets.Micro(1000250)
+        assert (result == expected)
+
+        freqstr = '1s0.25L'
+        result = frequencies.to_offset(freqstr)
+        expected = offsets.Micro(1000250)
+        assert (result == expected)
+
         freqstr = '2800N'
         result = frequencies.to_offset(freqstr)
         expected = offsets.Nano(2800)
@@ -107,10 +132,8 @@ def test_to_offset_invalid(self):
             frequencies.to_offset('-2-3U')
         with tm.assertRaisesRegexp(ValueError, 'Invalid frequency: -2D:3H'):
             frequencies.to_offset('-2D:3H')
-
-        # ToDo: Must be fixed in #8419
-        with tm.assertRaisesRegexp(ValueError, 'Invalid frequency: .5S'):
-            frequencies.to_offset('.5S')
+        with tm.assertRaisesRegexp(ValueError, 'Invalid frequency: 1.5.0S'):
+            frequencies.to_offset('1.5.0S')
 
         # split offsets with spaces are valid
         assert frequencies.to_offset('2D 3H') == offsets.Hour(51)
@@ -379,6 +402,26 @@ def test_freq_to_reso(self):
             result = Reso.get_freq(Reso.get_str(Reso.get_reso_from_freq(freq)))
             self.assertEqual(freq, result)
 
+    def test_resolution_bumping(self):
+        # GH 14378
+        Reso = frequencies.Resolution
+
+        self.assertEqual(Reso.get_stride_from_decimal(1.5, 'T'), (90, 'S'))
+        self.assertEqual(Reso.get_stride_from_decimal(62.4, 'T'), (3744, 'S'))
+        self.assertEqual(Reso.get_stride_from_decimal(1.04, 'H'), (3744, 'S'))
+        self.assertEqual(Reso.get_stride_from_decimal(1, 'D'), (1, 'D'))
+        self.assertEqual(Reso.get_stride_from_decimal(0.342931, 'H'),
+                         (1234551600, 'U'))
+        self.assertEqual(Reso.get_stride_from_decimal(1.2345, 'D'),
+                         (106660800, 'L'))
+
+        with self.assertRaises(ValueError):
+            Reso.get_stride_from_decimal(0.5, 'N')
+
+        # too much precision in the input can prevent
+        with self.assertRaises(ValueError):
+            Reso.get_stride_from_decimal(0.3429324798798269273987982, 'H')
+
     def test_get_freq_code(self):
         # freqstr
         self.assertEqual(frequencies.get_freq_code('A'),

pandas/tseries/tests/test_tslib.py

@@ -14,7 +14,7 @@
 from pandas.tseries.index import date_range, DatetimeIndex
 from pandas.tseries.frequencies import (
     get_freq,
-    US_RESO, MS_RESO, S_RESO, H_RESO, D_RESO, T_RESO
+    RESO_US, RESO_MS, RESO_SEC, RESO_HR, RESO_DAY, RESO_MIN
 )
 import pandas.tseries.tools as tools
 import pandas.tseries.offsets as offsets
@@ -1528,11 +1528,11 @@ def test_resolution(self):
 
         for freq, expected in zip(['A', 'Q', 'M', 'D', 'H', 'T',
                                    'S', 'L', 'U'],
-                                  [D_RESO, D_RESO,
-                                   D_RESO, D_RESO,
-                                   H_RESO, T_RESO,
-                                   S_RESO, MS_RESO,
-                                   US_RESO]):
+                                  [RESO_DAY, RESO_DAY,
+                                   RESO_DAY, RESO_DAY,
+                                   RESO_HR, RESO_MIN,
+                                   RESO_SEC, RESO_MS,
+                                   RESO_US]):
             for tz in [None, 'Asia/Tokyo', 'US/Eastern',
                        'dateutil/US/Eastern']:
                 idx = date_range(start='2013-04-01', periods=30, freq=freq,