ENH: add 'origin' and 'offset' arguments to 'resample' and 'pd.Grouper'

doc/source/user_guide/timeseries.rst

@@ -1572,19 +1572,16 @@ end of the interval is closed:
 
    ts.resample('5Min', closed='left').mean()
 
-Parameters like ``label`` and ``loffset`` are used to manipulate the resulting
-labels. ``label`` specifies whether the result is labeled with the beginning or
-the end of the interval. ``loffset`` performs a time adjustment on the output
-labels.
+Parameters like ``label`` are used to manipulate the resulting labels.
+``label`` specifies whether the result is labeled with the beginning or
+the end of the interval.
 
 .. ipython:: python
 
    ts.resample('5Min').mean()  # by default label='left'
 
    ts.resample('5Min', label='left').mean()
 
-   ts.resample('5Min', label='left', loffset='1s').mean()
-
 .. warning::
 
     The default values for ``label`` and ``closed`` is '**left**' for all
@@ -1789,6 +1786,58 @@ natural and functions similarly to :py:func:`itertools.groupby`:
 
 See :ref:`groupby.iterating-label` or :class:`Resampler.__iter__` for more.
 
+.. _timeseries.adjust-the-start-of-the-bins:
+
+Use `origin` or `offset` to adjust the start of the bins
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+.. versionadded:: 1.1.0
+
+The bins of the grouping are adjusted based on the beginning of the day of the time series starting point. This works well with frequencies that are multiples of a day (like `30D`) or that divide a day evenly (like `90s` or `1min`). This can create inconsistencies with some frequencies that do not meet this criteria. To change this behavior you can specify a fixed Timestamp with the argument ``origin``.
+
+For example:
+
+.. ipython:: python
+
+    start, end = '2000-10-01 23:30:00', '2000-10-02 00:30:00'
+    middle = '2000-10-02 00:00:00'
+    rng = pd.date_range(start, end, freq='7min')
+    ts = pd.Series(np.arange(len(rng)) * 3, index=rng)
+    ts
+
+Here we can see that, when using ``origin`` with its default value (``'start_day'``), the result after ``'2000-10-02 00:00:00'`` are not identical depending on the start of time series:
+
+.. ipython:: python
+
+    ts.resample('17min', origin='start_day').sum()
+    ts[middle:end].resample('17min', origin='start_day').sum()
+
+
+Here we can see that, when setting ``origin`` to ``'epoch'``, the result after ``'2000-10-02 00:00:00'`` are identical depending on the start of time series:
+
+.. ipython:: python
+
+   ts.resample('17min', origin='epoch').sum()
+   ts[middle:end].resample('17min', origin='epoch').sum()
+
+
+If needed you can use a custom timestamp for ``origin``:
+
+.. ipython:: python
+
+   ts.resample('17min', origin='2001-01-01').sum()
+   ts[middle:end].resample('17min', origin=pd.Timestamp('2001-01-01')).sum()
+
+If needed you can just adjust the bins with an ``offset`` Timedelta that would be added to the default ``origin``.
+Those two examples are equivalent for this time series:
+
+.. ipython:: python
+
+    ts.resample('17min', origin='start').sum()
+    ts.resample('17min', offset='23h30min').sum()
+
+
+Note the use of ``'start'`` for ``origin`` on the last example. In that case, ``origin`` will be set to the first value of the timeseries.
 
 .. _timeseries.periods:
 

doc/source/whatsnew/v1.1.0.rst

@@ -152,6 +152,49 @@ For example:
     pd.to_datetime(tz_strs, format='%Y-%m-%d %H:%M:%S %z', utc=True)
     pd.to_datetime(tz_strs, format='%Y-%m-%d %H:%M:%S %z')
 
+.. _whatsnew_110.grouper_resample_origin:
+
+Grouper and resample now supports the arguments origin and offset
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+:class:`Grouper` and :class:`DataFrame.resample` now supports the arguments ``origin`` and ``offset``. It let the user control the timestamp on which to adjust the grouping. (:issue:`31809`)
+
+The bins of the grouping are adjusted based on the beginning of the day of the time series starting point. This works well with frequencies that are multiples of a day (like `30D`) or that divides a day (like `90s` or `1min`). But it can create inconsistencies with some frequencies that do not meet this criteria. To change this behavior you can now specify a fixed timestamp with the argument ``origin``.
+
+Two arguments are now deprecated (more information in the documentation of :class:`DataFrame.resample`):
+
+- ``base`` should be replaced by ``offset``.
+- ``loffset`` should be replaced by directly adding an offset to the index DataFrame after being resampled.
+
+Small example of the use of ``origin``:
+
+.. ipython:: python
+
+    start, end = '2000-10-01 23:30:00', '2000-10-02 00:30:00'
+    middle = '2000-10-02 00:00:00'
+    rng = pd.date_range(start, end, freq='7min')
+    ts = pd.Series(np.arange(len(rng)) * 3, index=rng)
+    ts
+
+Resample with the default behavior ``'start_day'`` (origin is ``2000-10-01 00:00:00``):
+
+.. ipython:: python
+
+    ts.resample('17min').sum()
+    ts.resample('17min', origin='start_day').sum()
+
+Resample using a fixed origin:
+
+.. ipython:: python
+
+    ts.resample('17min', origin='epoch').sum()
+    ts.resample('17min', origin='2000-01-01').sum()
+
+If needed you can adjust the bins with the argument ``offset`` (a Timedelta) that would be added to the default ``origin``.
+
+For a full example, see: :ref:`timeseries.adjust-the-start-of-the-bins`.
+
+
 .. _whatsnew_110.enhancements.other:
 
 Other enhancements

pandas/_typing.py

@@ -1,3 +1,4 @@
+from datetime import datetime, timedelta
 from pathlib import Path
 from typing import (
     IO,
@@ -43,6 +44,15 @@
 PandasScalar = Union["Period", "Timestamp", "Timedelta", "Interval"]
 Scalar = Union[PythonScalar, PandasScalar]
 
+# timestamp and timedelta convertible types
+
+TimestampConvertibleTypes = Union[
+    "Timestamp", datetime, np.datetime64, int, np.int64, float, str
+]
+TimedeltaConvertibleTypes = Union[
+    "Timedelta", timedelta, np.timedelta64, int, np.int64, float, str
+]
+
 # other
 
 Dtype = Union[

pandas/core/generic.py

@@ -39,6 +39,8 @@
     Label,
     Level,
     Renamer,
+    TimedeltaConvertibleTypes,
+    TimestampConvertibleTypes,
     ValueKeyFunc,
 )
 from pandas.compat import set_function_name
@@ -7760,9 +7762,11 @@ def resample(
         convention: str = "start",
         kind: Optional[str] = None,
         loffset=None,
-        base: int = 0,
+        base: Optional[int] = None,
         on=None,
         level=None,
+        origin: Union[str, TimestampConvertibleTypes] = "start_day",
+        offset: Optional[TimedeltaConvertibleTypes] = None,
     ) -> "Resampler":
         """
         Resample time-series data.
@@ -7797,17 +7801,40 @@ def resample(
             By default the input representation is retained.
         loffset : timedelta, default None
             Adjust the resampled time labels.
+
+            .. deprecated:: 1.1.0
+                You should add the loffset to the `df.index` after the resample.
+                See below.
+
         base : int, default 0
             For frequencies that evenly subdivide 1 day, the "origin" of the
             aggregated intervals. For example, for '5min' frequency, base could
             range from 0 through 4. Defaults to 0.
+
+            .. deprecated:: 1.1.0
+                The new arguments that you should use are 'offset' or 'origin'.
+
         on : str, optional
             For a DataFrame, column to use instead of index for resampling.
             Column must be datetime-like.
-
         level : str or int, optional
             For a MultiIndex, level (name or number) to use for
             resampling. `level` must be datetime-like.
+        origin : {'epoch', 'start', 'start_day'}, Timestamp or str, default 'start_day'
+            The timestamp on which to adjust the grouping. The timezone of origin
+            must match the timezone of the index.
+            If a timestamp is not used, these values are also supported:
+
+            - 'epoch': `origin` is 1970-01-01
+            - 'start': `origin` is the first value of the timeseries
+            - 'start_day': `origin` is the first day at midnight of the timeseries
+
+            .. versionadded:: 1.1.0
+
+        offset : Timedelta or str, default is None
+            An offset timedelta added to the origin.
+
+            .. versionadded:: 1.1.0
 
         Returns
         -------
@@ -8025,6 +8052,88 @@ def resample(
         2000-01-02     22     140
         2000-01-03     32     150
         2000-01-04     36      90
+
+        If you want to adjust the start of the bins based on a fixed timestamp:
+
+        >>> start, end = '2000-10-01 23:30:00', '2000-10-02 00:30:00'
+        >>> rng = pd.date_range(start, end, freq='7min')
+        >>> ts = pd.Series(np.arange(len(rng)) * 3, index=rng)
+        >>> ts
+        2000-10-01 23:30:00     0
+        2000-10-01 23:37:00     3
+        2000-10-01 23:44:00     6
+        2000-10-01 23:51:00     9
+        2000-10-01 23:58:00    12
+        2000-10-02 00:05:00    15
+        2000-10-02 00:12:00    18
+        2000-10-02 00:19:00    21
+        2000-10-02 00:26:00    24
+        Freq: 7T, dtype: int64
+
+        >>> ts.resample('17min').sum()
+        2000-10-01 23:14:00     0
+        2000-10-01 23:31:00     9
+        2000-10-01 23:48:00    21
+        2000-10-02 00:05:00    54
+        2000-10-02 00:22:00    24
+        Freq: 17T, dtype: int64
+
+        >>> ts.resample('17min', origin='epoch').sum()
+        2000-10-01 23:18:00     0
+        2000-10-01 23:35:00    18
+        2000-10-01 23:52:00    27
+        2000-10-02 00:09:00    39
+        2000-10-02 00:26:00    24
+        Freq: 17T, dtype: int64
+
+        >>> ts.resample('17min', origin='2000-01-01').sum()
+        2000-10-01 23:24:00     3
+        2000-10-01 23:41:00    15
+        2000-10-01 23:58:00    45
+        2000-10-02 00:15:00    45
+        Freq: 17T, dtype: int64
+
+        If you want to adjust the start of the bins with an `offset` Timedelta, the two
+        following lines are equivalent:
+
+        >>> ts.resample('17min', origin='start').sum()
+        2000-10-01 23:30:00     9
+        2000-10-01 23:47:00    21
+        2000-10-02 00:04:00    54
+        2000-10-02 00:21:00    24
+        Freq: 17T, dtype: int64
+
+        >>> ts.resample('17min', offset='23h30min').sum()
+        2000-10-01 23:30:00     9
+        2000-10-01 23:47:00    21
+        2000-10-02 00:04:00    54
+        2000-10-02 00:21:00    24
+        Freq: 17T, dtype: int64
+
+        To replace the use of the deprecated `base` argument, you can now use `offset`,
+        in this example it is equivalent to have `base=2`:
+
+        >>> ts.resample('17min', offset='2min').sum()
+        2000-10-01 23:16:00     0
+        2000-10-01 23:33:00     9
+        2000-10-01 23:50:00    36
+        2000-10-02 00:07:00    39
+        2000-10-02 00:24:00    24
+        Freq: 17T, dtype: int64
+
+        To replace the use of the deprecated `loffset` argument:
+
+        >>> from pandas.tseries.frequencies import to_offset
+        >>> loffset = '19min'
+        >>> ts_out = ts.resample('17min').sum()
+        >>> ts_out.index = ts_out.index + to_offset(loffset)
+        >>> ts_out
+        2000-10-01 23:33:00     0
+        2000-10-01 23:50:00     9
+        2000-10-02 00:07:00    21
+        2000-10-02 00:24:00    54
+        2000-10-02 00:41:00    24
+        Freq: 17T, dtype: int64
         """
         from pandas.core.resample import get_resampler
 
@@ -8041,6 +8150,8 @@ def resample(
             base=base,
             key=on,
             level=level,
+            origin=origin,
+            offset=offset,
         )
 
     def first(self: FrameOrSeries, offset) -> FrameOrSeries:

pandas/core/groupby/groupby.py

@@ -1646,15 +1646,6 @@ def resample(self, rule, *args, **kwargs):
         0   2000-01-01 00:00:00  0  1
             2000-01-01 00:03:00  0  2
         5   2000-01-01 00:03:00  5  1
-
-        Add an offset of twenty seconds.
-
-        >>> df.groupby('a').resample('3T', loffset='20s').sum()
-                               a  b
-        a
-        0   2000-01-01 00:00:20  0  2
-            2000-01-01 00:03:20  0  1
-        5   2000-01-01 00:00:20  5  1
         """
         from pandas.core.resample import get_resampler_for_grouping