BUG: Fixes issue with offsetting days in days_at_time calendar helper #1333
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| # Offset days in UTC to avoid discontinuities due to DST, before | ||
| # localizing to tz. | ||
| days = DatetimeIndex(days).tz_localize(None).tz_localize('UTC') |
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What bug is this fixing? Do we need a regression test for this?
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Yes, I'm adding the test on my branch (building the test framework for the CME calendar (and others) there).
It's fixing this problem:
(Pdb++) calendar.schedule.loc['2004-04-05']
market_open 2004-04-03 23:01:00
market_close 2004-04-05 22:00:00
Name: 2004-04-05 00:00:00+00:00, dtype: datetime64[ns]
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Which with this change is corrected to:
(Pdb++) calendar.schedule.loc['2004-04-05']
market_open 2004-04-04 22:01:00
market_close 2004-04-05 22:00:00
Name: 2004-04-05 00:00:00+00:00, dtype: datetime64[ns]
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Is that a bug in this function, or are we working around a pandas bug? I don't understand how the changes here fix that problem.
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Looks like prior to pandas-dev/pandas#10744, there were issues with using DateOffset in this context. Timedelta seems to be a better choice.
Prior to pandas 17, there were issues with offsetting dates with DateOffset around discontinuities (like the start of DST). We can use Timedelta here instead, which handles these edge cases.
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Offsetting days in the local timezone can cause issues when there are discontinuities, such as at the start of DST. So we instead do this offset in UTC, then localize to the local timezone once dealing with times.