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BUG: resample with TimedeltaIndex, fenceposts are off #22488

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Sep 5, 2018
Merged

BUG: resample with TimedeltaIndex, fenceposts are off #22488

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ba17169
fixed asfreq in Resampler.asfreq using TDI
discort Aug 23, 2018
bd8f31a
update comments for _adjust_binner_for_upsample
discort Aug 29, 2018
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1 change: 1 addition & 0 deletions doc/source/whatsnew/v0.24.0.txt
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Expand Up @@ -709,6 +709,7 @@ Groupby/Resample/Rolling
datetime-like index leading to incorrect results and also segfault. (:issue:`21704`)
- Bug in :meth:`Resampler.apply` when passing postiional arguments to applied func (:issue:`14615`).
- Bug in :meth:`Series.resample` when passing ``numpy.timedelta64`` to `loffset` kwarg (:issue:`7687`).
- Bug in :meth:`Resampler.asfreq` when frequency of ``TimedeltaIndex`` is a subperiod of a new frequency (:issue:`13022`).

Sparse
^^^^^^
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21 changes: 9 additions & 12 deletions pandas/core/resample.py
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Expand Up @@ -963,7 +963,10 @@ def _downsample(self, how, **kwargs):
return self._wrap_result(result)

def _adjust_binner_for_upsample(self, binner):
""" adjust our binner when upsampling """
"""
Adjust our binner when upsampling.
The range of a new index should not be outside specified range
"""
if self.closed == 'right':
binner = binner[1:]
else:
Expand Down Expand Up @@ -1156,17 +1159,11 @@ def _get_binner_for_time(self):
return self.groupby._get_time_delta_bins(self.ax)

def _adjust_binner_for_upsample(self, binner):
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can you add a comment here (and maybe refresh the comment in same method for DTI resampling)

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@jreback

Could you please clarify how I should refresh the comment for DTI? What should be instead of adjust our binner when upsampling?

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add a comment on why we are NOT adjusting anything here for TDI (e.g. just returning it directly). basically explain why DTI but not TDI needs adjustment

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Just a reminder: here is why we adjust a binner #10885

""" adjust our binner when upsampling """
ax = self.ax

if is_subperiod(ax.freq, self.freq):
# We are actually downsampling
# but are in the asfreq path
# GH 12926
if self.closed == 'right':
binner = binner[1:]
else:
binner = binner[:-1]
"""
Adjust our binner when upsampling.
The range of a new index is allowed to be greater than original range
so we don't need to change the length of a binner, GH 13022
"""
return binner


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19 changes: 12 additions & 7 deletions pandas/tests/test_resample.py
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Expand Up @@ -26,7 +26,6 @@
from pandas.compat import range, lrange, zip, OrderedDict
from pandas.errors import UnsupportedFunctionCall
import pandas.tseries.offsets as offsets
from pandas.tseries.frequencies import to_offset
from pandas.tseries.offsets import Minute, BDay

from pandas.core.groupby.groupby import DataError
Expand Down Expand Up @@ -626,12 +625,7 @@ def test_asfreq(self, series_and_frame, freq):
obj = series_and_frame

result = obj.resample(freq).asfreq()
if freq == '2D':
new_index = obj.index.take(np.arange(0, len(obj.index), 2))
new_index.freq = to_offset('2D')
else:
new_index = self.create_index(obj.index[0], obj.index[-1],
freq=freq)
new_index = self.create_index(obj.index[0], obj.index[-1], freq=freq)
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@mroeschke

The case noted here is covered by this test. However, it used to produce the incorrect index so tests were passing (which is incorrect). Here is the old expected index for TDI:

In [1]: obj.index.take(np.arange(0, len(obj.index), 2))
Out[1]: TimedeltaIndex(['1 days', '3 days', '5 days', '7 days', '9 days'], dtype='timedelta64[ns]', freq='2D')

expected = obj.reindex(new_index)
assert_almost_equal(result, expected)

Expand Down Expand Up @@ -2932,6 +2926,17 @@ def test_resample_with_nat(self):
freq='1S'))
assert_frame_equal(result, expected)

def test_resample_as_freq_with_subperiod(self):
# GH 13022
index = timedelta_range('00:00:00', '00:10:00', freq='5T')
df = DataFrame(data={'value': [1, 5, 10]}, index=index)
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can you add the other example in the OP here as well (or is it too duplicative)?

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@jreback

The other example is duplicative of TestTimedeltaIndex.test_asfreq test. Should I add it?

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ok, no that is fine

result = df.resample('2T').asfreq()
expected_data = {'value': [1, np.nan, np.nan, np.nan, np.nan, 10]}
expected = DataFrame(data=expected_data,
index=timedelta_range('00:00:00',
'00:10:00', freq='2T'))
tm.assert_frame_equal(result, expected)


class TestResamplerGrouper(object):

Expand Down