Fix Timestamp rounding

doc/source/whatsnew/v0.23.2.txt

@@ -54,7 +54,7 @@ Fixed Regressions
 
 - Fixed regression in :meth:`to_csv` when handling file-like object incorrectly (:issue:`21471`)
 - Bug in both :meth:`DataFrame.first_valid_index` and :meth:`Series.first_valid_index` raised for a row index having duplicate values (:issue:`21441`)
--
+- Bug in :meth:`Timestamp.ceil` and :meth:`Timestamp.floor` when timestamp is a multiple of the rounding frequency (:issue:`21262`)
 
 .. _whatsnew_0232.performance:
 

pandas/_libs/tslibs/timestamps.pyx

@@ -59,42 +59,51 @@ cdef inline object create_timestamp_from_ts(int64_t value,
 
 
 def round_ns(values, rounder, freq):
+
     """
     Applies rounding function at given frequency
 
     Parameters
     ----------
-    values : int, :obj:`ndarray`
-    rounder : function
+    values : :obj:`ndarray`
+    rounder : function, eg. 'ceil', 'floor', 'round'
     freq : str, obj
 
     Returns
     -------
-    int or :obj:`ndarray`
+    :obj:`ndarray`
     """
+
     from pandas.tseries.frequencies import to_offset
     unit = to_offset(freq).nanos
+
+    # GH21262 If the Timestamp is multiple of the freq str
+    # don't apply any rounding
+    mask = values % unit == 0
+    if mask.all():
+        return values
+    r = values.copy()
+
     if unit < 1000:
         # for nano rounding, work with the last 6 digits separately
         # due to float precision
         buff = 1000000
-        r = (buff * (values // buff) + unit *
-             (rounder((values % buff) * (1 / float(unit)))).astype('i8'))
+        r[~mask] = (buff * (values[~mask] // buff) +
+                    unit * (rounder((values[~mask] % buff) *
+                            (1 / float(unit)))).astype('i8'))
     else:
         if unit % 1000 != 0:
             msg = 'Precision will be lost using frequency: {}'
             warnings.warn(msg.format(freq))
-
         # GH19206
         # to deal with round-off when unit is large
         if unit >= 1e9:
             divisor = 10 ** int(np.log10(unit / 1e7))
         else:
             divisor = 10
-
-        r = (unit * rounder((values * (divisor / float(unit))) / divisor)
-             .astype('i8'))
-
+        r[~mask] = (unit * rounder((values[~mask] *
+                    (divisor / float(unit))) / divisor)
+                    .astype('i8'))
     return r
 
 
@@ -649,7 +658,10 @@ class Timestamp(_Timestamp):
         else:
             value = self.value
 
-        r = round_ns(value, rounder, freq)
+        value = np.array([value], dtype=np.int64)
+
+        # Will only ever contain 1 element for timestamp
+        r = round_ns(value, rounder, freq)[0]
         result = Timestamp(r, unit='ns')
         if self.tz is not None:
             result = result.tz_localize(self.tz)

pandas/tests/indexes/datetimes/test_scalar_compat.py

@@ -134,6 +134,21 @@ def test_round(self, tz):
             ts = '2016-10-17 12:00:00.001501031'
             DatetimeIndex([ts]).round('1010ns')
 
+    def test_no_rounding_occurs(self, tz):
+        # GH 21262
+        rng = date_range(start='2016-01-01', periods=5,
+                         freq='2Min', tz=tz)
+
+        expected_rng = DatetimeIndex([
+            Timestamp('2016-01-01 00:00:00', tz=tz, freq='2T'),
+            Timestamp('2016-01-01 00:02:00', tz=tz, freq='2T'),
+            Timestamp('2016-01-01 00:04:00', tz=tz, freq='2T'),
+            Timestamp('2016-01-01 00:06:00', tz=tz, freq='2T'),
+            Timestamp('2016-01-01 00:08:00', tz=tz, freq='2T'),
+        ])
+
+        tm.assert_index_equal(rng.round(freq='2T'), expected_rng)
+
     @pytest.mark.parametrize('test_input, rounder, freq, expected', [
         (['2117-01-01 00:00:45'], 'floor', '15s', ['2117-01-01 00:00:45']),
         (['2117-01-01 00:00:45'], 'ceil', '15s', ['2117-01-01 00:00:45']),
@@ -143,6 +158,10 @@ def test_round(self, tz):
          ['1823-01-01 00:00:01.000000020']),
         (['1823-01-01 00:00:01'], 'floor', '1s', ['1823-01-01 00:00:01']),
         (['1823-01-01 00:00:01'], 'ceil', '1s', ['1823-01-01 00:00:01']),
+        (['2018-01-01 00:15:00'], 'ceil', '15T', ['2018-01-01 00:15:00']),
+        (['2018-01-01 00:15:00'], 'floor', '15T', ['2018-01-01 00:15:00']),
+        (['1823-01-01 03:00:00'], 'ceil', '3H', ['1823-01-01 03:00:00']),
+        (['1823-01-01 03:00:00'], 'floor', '3H', ['1823-01-01 03:00:00']),
         (('NaT', '1823-01-01 00:00:01'), 'floor', '1s',
          ('NaT', '1823-01-01 00:00:01')),
         (('NaT', '1823-01-01 00:00:01'), 'ceil', '1s',

pandas/tests/scalar/timestamp/test_unary_ops.py

@@ -118,6 +118,25 @@ def test_ceil_floor_edge(self, test_input, rounder, freq, expected):
             expected = Timestamp(expected)
             assert result == expected
 
+    @pytest.mark.parametrize('test_input, freq, expected', [
+        ('2018-01-01 00:02:06', '2s', '2018-01-01 00:02:06'),
+        ('2018-01-01 00:02:00', '2T', '2018-01-01 00:02:00'),
+        ('2018-01-01 00:04:00', '4T', '2018-01-01 00:04:00'),
+        ('2018-01-01 00:15:00', '15T', '2018-01-01 00:15:00'),
+        ('2018-01-01 00:20:00', '20T', '2018-01-01 00:20:00'),
+        ('2018-01-01 03:00:00', '3H', '2018-01-01 03:00:00'),
+    ])
+    @pytest.mark.parametrize('rounder', ['ceil', 'floor', 'round'])
+    def test_round_minute_freq(self, test_input, freq, expected, rounder):
+        # Ensure timestamps that shouldnt round dont!
+        # GH#21262
+
+        dt = Timestamp(test_input)
+        expected = Timestamp(expected)
+        func = getattr(dt, rounder)
+        result = func(freq)
+        assert result == expected
+
     def test_ceil(self):
         dt = Timestamp('20130101 09:10:11')
         result = dt.ceil('D')
@@ -264,7 +283,6 @@ def test_timestamp(self):
         if PY3:
             # datetime.timestamp() converts in the local timezone
             with tm.set_timezone('UTC'):
-
                 # should agree with datetime.timestamp method
                 dt = ts.to_pydatetime()
                 assert dt.timestamp() == ts.timestamp()