BUG: Rolling pd.date_range incorrect for unit='s'

[JimHendySchroders]

Pandas version checks

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

import pandas as pd

WINDOW = pd.Timedelta(days=4)

def rolling_max(unit: str) -> pd.Series:
    start_date = "2023-01-01"
    end_date = "2023-01-10"

    dates = pd.date_range(start_date, end_date, unit=unit)
    series = pd.Series(0, index=dates)
    series.iloc[0] = 1

    return series.rolling(WINDOW).max()

pd.DataFrame(
    {
        f'{unit=}': rolling_max(unit)
        for unit in ('ns', 's')
    }
).plot(marker='s', grid=True);

Issue Description

Hi,

We've noticed that a pd.date_range with unit='s' gives incorrect results when we apply a rolling function. It appears to return the expanding result rather than rolling.

Expected Behavior

The expected result is the same as for unit='ns' in the above snippet, I.e. a max of 1 for the first 4 days and 0 beyond that.

Installed Versions

INSTALLED VERSIONS

commit : ba1cccd
python : 3.11.5.final.0
python-bits : 64
OS : Windows
OS-release : 10
Version : 10.0.19044
machine : AMD64
processor : Intel64 Family 6 Model 94 Stepping 3, GenuineIntel
byteorder : little
LC_ALL : None
LANG : None
LOCALE : English_United Kingdom.1252

pandas : 2.1.0
numpy : 1.25.2
pytz : 2023.3.post1
dateutil : 2.8.2
setuptools : 68.1.2
pip : 23.2.1
Cython : None
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : None
IPython : 8.15.0
pandas_datareader : None
bs4 : None
bottleneck : None
dataframe-api-compat: None
fastparquet : None
fsspec : None
gcsfs : None
matplotlib : 3.7.2
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
zstandard : None
tzdata : 2023.3
qtpy : None
pyqt5 : None

[hkhojasteh]

@jorisvandenbossche I can try to find the issue here :)
Update: While debugging observed that this is related to storing the time with different values (eg /1000) for different types. I'm on it

[JimHendySchroders]

@jorisvandenbossche I can try to find the issue here :) Update: While debugging observed that this is related to storing the time with different values (eg /1000) for different types. I'm on it

Thanks @hkhojasteh, really appreciate your effort on this.

[hkhojasteh]

@jorisvandenbossche I can try to find the issue here :) Update: While debugging observed that this is related to storing the time with different values (eg /1000) for different types. I'm on it

Thanks @hkhojasteh, really appreciate your effort on this.

Welcome! Hopefully you will have the fixes in the next release soon :)