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DOC: timeseries.rst floating point precision (#15817) #15919

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DOC: timeseries.rst floating point precision (#15817) #15919

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28 changes: 22 additions & 6 deletions doc/source/timeseries.rst
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Original file line number Diff line number Diff line change
Expand Up @@ -265,17 +265,23 @@ Typical epoch stored units
pd.to_datetime([1349720105100, 1349720105200, 1349720105300,
1349720105400, 1349720105500 ], unit='ms')

These *work*, but the results may be unexpected.
.. note::

.. ipython:: python
Epoch times will be rounded to the nearest nanosecond.

pd.to_datetime([1])
.. warning::

pd.to_datetime([1, 3.14], unit='s')
Conversion of float epoch times can lead to inaccurate and unexpected results.
:ref:`Python floats <python:tut-fp-issues>` have about 15 digits precision in
decimal. Rounding during conversion from float to high precision ``Timestamp`` is
unavoidable. The only way to achieve exact precision is to use a fixed-width
types (e.g. an int64).

.. note::
.. ipython:: python

Epoch times will be rounded to the nearest nanosecond.
1490195805.433502912
pd.to_datetime([1490195805.433, 1490195805.433502912], unit='s')
pd.to_datetime(1490195805433502912, unit='ns')

.. _timeseries.origin:

Expand All @@ -300,6 +306,16 @@ Commonly called 'unix epoch' or POSIX time.

pd.to_datetime([1, 2, 3], unit='D')

.. note::

Without specifying origin the following examples still evaluate, but the results
may be unexpected.

.. ipython:: python

pd.to_datetime([1])
pd.to_datetime([1, 3.14], unit='s')

.. _timeseries.daterange:

Generating Ranges of Timestamps
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10 changes: 10 additions & 0 deletions pandas/tseries/tools.py
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Expand Up @@ -315,6 +315,16 @@ def to_datetime(arg, errors='raise', dayfirst=False, yearfirst=False,
>>> %timeit pd.to_datetime(s,infer_datetime_format=False)
1 loop, best of 3: 471 ms per loop
Using a unix epoch time
>>> pd.to_datetime(1490195805, unit='s')
Timestamp('2017-03-22 15:16:45')
>>> pd.to_datetime(1490195805433502912, unit='ns')
Timestamp('2017-03-22 15:16:45.433502912')
.. warning:: For float arg, precision rounding might happen. To prevent
unexpected behavior use a fixed-width exact type.
Using a non-unix epoch origin
>>> pd.to_datetime([1, 2, 3], unit='D',
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