ARROW-14822: [C++] Implement floor/ceil/round for temporal objects by rok · Pull Request #11818 · apache/arrow

rok · 2021-11-30T20:46:45Z

This is to resolve ARROW-14822.

github-actions · 2021-11-30T20:47:05Z

https://issues.apache.org/jira/browse/ARROW-14822

github-actions · 2021-11-30T20:47:06Z

⚠️ Ticket has not been started in JIRA, please click 'Start Progress'.

rok · 2021-12-14T23:46:18Z

This is getting review ready, couple of issues remaining:

RoundTemporal, CeilTemporal and FloorTemporal could maybe be templated from a single struct
Nonexistent in RoundTemporalOptions might be unnecessary as we assume timestamps are in UTC so they always exist. Probably holds for Ambiguous too.
Test data needs some work, especially pre-1970 and edge-cases.

rok · 2021-12-14T23:47:42Z

@lidavidm @jorisvandenbossche could you take a quick glance to see if something needs to be done fundamentally different here? If not I hope to have this review ready tomorrow.

lidavidm · 2021-12-14T23:50:44Z

Nonexistent in RoundTemporalOptions might be unnecessary as we assume timestamps are in UTC so they always exist. Probably holds for Ambiguous too.

Would we want to eventually support rounding in a timezone? (That can be deferred since I can see that getting tricky.) e.g. rounding to the hour may differ in a timezone that is xx:30 offset from UTC.

rok · 2021-12-14T23:53:50Z

Nonexistent in RoundTemporalOptions might be unnecessary as we assume timestamps are in UTC so they always exist. Probably holds for Ambiguous too.

Would we want to eventually support rounding in a timezone? (That can be deferred since I can see that getting tricky.) e.g. rounding to the hour may differ in a timezone that is xx:30 offset from UTC.

I've been thinking about that exact situation (xx:30) and I'm not sure yet how to tackle it but I'd like to in this ticket.

lidavidm · 2021-12-14T23:56:18Z

I only took a quick scan but I don't see anything fundamentally wrong.

It gets confusing with all the chrono types but we should stick to UpperCamelCase for Arrow functions/methods
Do we want QUARTER in addition to SEASON?

rok · 2021-12-15T00:04:40Z

Do we want QUARTER in addition to SEASON?

I had it originally but it felt redundant as it's just RoundTemporal(arg, RoundTemporalOptions(unit=month, multiple=3)). I'll add it back as it will probably get requested.

lidavidm · 2021-12-15T00:05:10Z

Ah, that is true - we could just document it.

rok · 2021-12-21T12:10:09Z

@lidavidm - I think this is ready for first round of review.
I've decided to remove Nonexistent and Ambiguous.
I'm working out some issues with rounding multiple seasons but other than that I think it's good to review. I'll also try adding origin to set the "zero time" in one of the future commits.

rok · 2021-12-21T12:53:56Z

@pitrou any thoughts on this?

lidavidm

Overall looks good to me, taking into account the TODOs.

jorisvandenbossche · 2021-12-22T07:04:05Z

I've decided to remove Nonexistent and Ambiguous.

(didn't yet look at the code) Did you then also remove support rounding timestamps with a timezone? Or how does rounding tz-aware timestamps work?

It's also not really clear to me what origin would do. Can you explain with an example what it would do? (I also don't see it in lubridate or pandas?)

rok · 2021-12-22T11:23:57Z

I've decided to remove Nonexistent and Ambiguous.

(didn't yet look at the code) Did you then also remove support rounding timestamps with a timezone? Or how does rounding tz-aware timestamps work?

At the moment some of the code (ns, us, ms, s, m, h, d, w) is UTC based even when timezones are present. UTC always converts to a local time so nonexistent is not an issue while ambiguous could be.
Month, quarter, year are currently rounded in local time and integer multiples of those "units" are less problematic because beginnings of months seem to always exist. Perhaps this needs more study.

It's also not really clear to me what origin would do. Can you explain with an example what it would do? (I also don't see it in lubridate or pandas?)

Origin is meant like the origin in Euclidean space. Let's say you want to floor today's date to 100year:

floor("2021-12-22", unit="year", multiple=100, origin="1970-01-01") == "1970-01-01"
floor("2021-12-22", unit="year", multiple=100, origin="0-01-01") == "2000-01-01"

R's clock has this concept.
It's also a "replacement" for week_starts_monday.
e.g.: 1970-01-01 was a Thursday so floor(t, unit="week", multiple=1, origin="1970-01-05") is equivalent to floor(t, unit="week", multiple=1, week_starts_monday=True)

rok · 2021-12-23T00:36:01Z

I think tests are now mostly in order. Remaining work:

origin
timezone handling (nonexistent, ambiguous)
shorthand

Am I forgetting something?

Which of these could be pushed out of this scope? I'm thinking shorthand and perhaps perhaps timezone handling.
@lidavidm @jorisvandenbossche

rok · 2022-01-03T01:38:30Z

@lidavidm @jorisvandenbossche this now rounds time since epoch in local time (see here). It works ok outside of DST and discussible within. It's a different approach to what e.g. Pandas does.
I'm going to look into a better approach for this.

lidavidm · 2022-01-04T13:42:24Z

+    timestamps = [
+        # "1899-04-18 01:57:09.190202880",
+        # "1899-09-12 07:03:30.080325120",
+        # "1904-06-21 20:55:36.493869056",


Are these still meant to be commented out?

There are some odd changes in timezone offsets that are causing problems. I'll try changing ceil to match behaviour.

This is the kind of error I'm seeing for these three timestamps:

actual:

Timestamp('1899-04-19 00:31:50+0553', tz='Asia/Kolkata') Timestamp('1899-09-13 00:31:50+0553', tz='Asia/Kolkata') Timestamp('1904-06-22 23:59:50+0521', tz='Asia/Kolkata')

expected:

Timestamp('1899-04-19 00:00:00+0553', tz='Asia/Kolkata'), Timestamp('1899-09-13 00:00:00+0553', tz='Asia/Kolkata'), Timestamp('1904-06-23 00:00:00+0521', tz='Asia/Kolkata')

Calcutta time was one of the two time zones established in British India in 1884. It was established during the International Meridian Conference held at Washington, D.C. in the United States. It was decided that India had two time zones: Calcutta (now Kolkata) would use the 90th meridian east and Bombay (now Mumbai) the 75th meridian east. It was determined as 5 hours, 53 minutes and 20 seconds ahead of Greenwich Mean Time(UTC+5:53:20).

https://en.wikipedia.org/wiki/Calcutta_Time

Oh boy. So, if I'm reading this right, it's rounding using the "modern" TZ definition instead of the "contemporary" one? Maybe we should just not test this case then, since this is down to whatever the timezone database for a system contains…? Or am I misunderstanding.

I think it's that but I'm not 100% and I really want to be :))

Sorry I mislabeled that (switched actual and expected, fixed now). It appears my rounding in local time is not done correctly.

I'm back to thinking Pandas only uses "modern" TZs while date.h uses a historical database.
I've added a test for this in c++ and removed it from Python.

lidavidm · 2022-01-04T19:48:21Z

nit: for context, can we note that this test is here to test the a case where date (and hence our kernels) uses historical TZ info while Pandas (and possibly other libraries) do not?

Otherwise I fear confusion when someone in the future looks and wonders why Kolkata was an especially important time zone to test :)

Yeah, that makes sense.

Comment added.

It seems reality is more nuanced than Wikipedia states.

lidavidm · 2022-01-04T19:50:04Z

Oh, and we need to add this to the python api.rst as well.

rok · 2022-01-04T22:00:05Z

Thanks @lidavidm & @jorisvandenbossche ! :)

Follow-up Jiras:

shorthand - ARROW-15250
additional timezone handling options (nonexistent, ambiguous) - ARROW-15251

ursabot · 2022-01-05T04:46:13Z

Benchmark runs are scheduled for baseline = acce03b and contender = edab145. edab145 is a master commit associated with this PR. Results will be available as each benchmark for each run completes.
Conbench compare runs links:
[Finished ⬇️0.0% ⬆️0.0%] ec2-t3-xlarge-us-east-2
[Finished ⬇️0.45% ⬆️0.0%] ursa-i9-9960x
[Finished ⬇️0.09% ⬆️0.04%] ursa-thinkcentre-m75q
Supported benchmarks:
ec2-t3-xlarge-us-east-2: Supported benchmark langs: Python. Runs only benchmarks with cloud = True
ursa-i9-9960x: Supported benchmark langs: Python, R, JavaScript
ursa-thinkcentre-m75q: Supported benchmark langs: C++, Java

github-actions Bot added the Component: C++ label Nov 30, 2021

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rok added 3 commits December 31, 2021 16:19

Review feedback.

142c2eb

Further work on unit multiples.

6d5e171

Timezone handling.

04c7c93

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Refactoring tz logic.

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Remove origin.

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Changes to ceil.

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lidavidm closed this in edab145 Jan 4, 2022

rok mentioned this pull request Jun 8, 2022

ARROW-15251: [C++] Temporal floor/ceil/round handle ambiguous/nonexistent local time #12528

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asfimport mentioned this pull request Jan 5, 2022

[C++] Implement floor/ceil/round for temporal objects #30354

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