DataFrame.index.asof() bug

[ifmihai]

An example is best:

2 Inn: df = P.DataFrame(index=P.date_range('2014-9-6 1:30', '2014-9-9', freq='6H'))
3 Inn: df
3 Out: 


2014-09-06 01:30:00
2014-09-06 07:30:00
2014-09-06 13:30:00
2014-09-06 19:30:00
2014-09-07 01:30:00
2014-09-07 07:30:00
2014-09-07 13:30:00
2014-09-07 19:30:00
2014-09-08 01:30:00
2014-09-08 07:30:00
2014-09-08 13:30:00
2014-09-08 19:30:00
2014-09-09 01:30:00

4 Inn: df.index.asof('2014-9-8')  # wrong
4 Out: Timestamp('2014-09-08 00:00:00')

5 Inn: df.index.asof(P.to_datetime('2014-9-8'))  # right
5 Out: Timestamp('2014-09-07 19:30:00', offset='6H')

7 Inn: P.version.version
7 Out: '0.14.1'

df.index.asof() appears to know how to handle datetime strings, but it cant

[TomAugspurger]

Thanks for the bug report. Try to make sure your examples are copy-pasteable (the assumed import for pandas is import pandas as pd).

[TomAugspurger]

The problems here in pandas/core/index.py under Index.asof
label is 2014-9-8, self is the DatetimeIndex.

        if label not in self:
            loc = self.searchsorted(label, side='left')
            if loc > 0:
                return self[loc - 1]
            else:
                return np.nan

        if not isinstance(label, Timestamp):
            label = Timestamp(label)
        return label

But label is in the index, so it gets converted to a Timestamp and returned:

In [8]: idx = pd.date_range('2014-9-6 1:30', '2014-9-9', freq='6H')

In [9]: '2014-9-8' in idx
Out[9]: True

[TomAugspurger]

@jreback am I correct in thinking that we intentionally return true for partial matches like '2014' in idx so that we can do partial matching?

If so, @ifmihai would you want to submit a pull request for a section in the documentation explaining that you should pass Timestamps to asof if you want exact matches?

[jreback]

@TomAugspurger yes that's right.

I think that might be a perf shortcut (e.g. its already their). Maybe need to just wrap them
Timestamp('2014-9-8') in idx -> False so this doesn't happen

[TomAugspurger]

OK. I'll do a fix.