ENH: add rounding method to DatetimeIndex/TimedeltaIndex

[jreback]

xref #8184

to say round by minute
http://stackoverflow.com/questions/17781159/round-pandas-datetime-index

by hour
#4314

might be simpler to use numpy astype here
http://stackoverflow.com/questions/23315163/merging-two-pandas-timeseries-shifted-by-1-second

In [75]: index = pd.DatetimeIndex([ Timestamp('20120827 12:05:00.002'), Timestamp('20130101 12:05:01'), Timestamp('20130712 15:10:00'), Timestamp('20130712 15:10:00.000004') ])

In [79]: index.values
Out[79]: 
array(['2012-08-27T08:05:00.002000000-0400',
       '2013-01-01T07:05:01.000000000-0500',
       '2013-07-12T11:10:00.000000000-0400',
       '2013-07-12T11:10:00.000004000-0400'], dtype='datetime64[ns]')

In [78]: pd.DatetimeIndex(((index.asi8/(1e9*60)).round()*1e9*60).astype(np.int64)).values
Out[78]: 
array(['2012-08-27T08:05:00.000000000-0400',
       '2013-01-01T07:05:00.000000000-0500',
       '2013-07-12T11:10:00.000000000-0400',
       '2013-07-12T11:10:00.000000000-0400'], dtype='datetime64[ns]')

[jorisvandenbossche]

How should the API look like for this one?

Add a DatetimeIndex.round method? But there is no round method on the other Index types, isn't that then strange?

It is also not really compatible with the Series.round (which is modeled after numpy I think), which does not handle datetimes

[jorisvandenbossche]

@shoyer @TomAugspurger @cpcloud @jreback @immerrr

[jreback]

no indexes DO have a round method!

but prob not checked properly.

The numeric indexes (float/int) should support this (it might work already) as its a numpy method.

The Timedelta/DatetimeIndex should simply call the new one (which does sensible rounding).

Further, the .dt. accessor should allow the round methods as well. (a side issue emerges that calling

Series.round() ultimately calls np.round rather than the method on the values if it exists), so need to deal with that at some point (but is just an easy change in Series.round which exists.

e.g.

DatetimeIndex.round() -> call the new round
Series.round() (of a DatetimeIndex as its values), should actually call Series.dt.round() (e.g the new round method)

[jorisvandenbossche]

at the moment there is no round method at the index, at least I don't find it.
But agreed that all should have it.

About the .dt: if we can change Series.round to handle datetime64 values, I don't think it is needed to also provide this under .dt? (or for discoverability?)
The problem is also that you want other keyword arguments for datetime rounding, so that is maybe difficult in a general Series.round?

[jreback]

there WAS a round method prior to 0.15 implicitly as it was an ndarray subclass
it should be added back to NumericIndex. And provide a generic Index.round with a NotImplementedError.

Series.round should take an argument and dispatch to .dt (catching the exception) and just calling np.round otherwise
that way u don't have to infer things yet again - that is the point of .dt

TimeDeltaIndex also supports round so you necessarily don't want to handle this explicitly in Series.round