Hi,
I was looking at the recent ENH #4314 and there is a wrong implementation of round method for datetime.
def round(self, freq):
"""
return a new Timestamp rounded to this resolution
Parameters
----------
freq : a freq string indicating the rouding resolution
"""
cdef int64_t unit
cdef object result, value
from pandas.tseries.frequencies import to_offset
unit = to_offset(freq).nanos
if self.tz is not None:
value = self.tz_localize(None).value
else:
value = self.value
result = Timestamp(unit*np.floor(value/unit),unit='ns')
if self.tz is not None:
result = result.tz_localize(self.tz)
return result
You are flooring the nano timestamp instead of rounding. You should replace np.floor by np.round.
Also I propose to add floor and ceil method to Timestamp in order to have the same behavior that float. (It is very usefull to get the upper/lower bound for a specific freq, likely more usefull than round)
Do you agree @jreback ?
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