fix missing latest window in dynamic-groupby (#2170)

polars/polars-core/src/frame/groupby/dynamic.rs

@@ -226,7 +226,7 @@ mod test {
         let g = out.column("groups").unwrap();
         let g = g.utf8().unwrap();
         let g = g.into_no_null_iter().collect::<Vec<_>>();
-        assert_eq!(g, &["a", "a", "a", "b"]);
+        assert_eq!(g, &["a", "a", "a", "a", "b", "b"]);
 
         let upper = out.column("_upper_boundary").unwrap().slice(0, 3);
         let start = NaiveDate::from_ymd(2021, 12, 16)
@@ -266,7 +266,9 @@ mod test {
             (0u32, vec![0u32, 1, 2]),
             (2u32, vec![2]),
             (5u32, vec![5, 6]),
+            (6u32, vec![6]),
             (3u32, vec![3, 4]),
+            (4u32, vec![4]),
         ];
         assert_eq!(expected, groups);
     }

polars/polars-time/src/groupby.rs

@@ -20,7 +20,8 @@ pub fn groupby(
 ) -> (GroupTuples, Vec<TimeNanoseconds>, Vec<TimeNanoseconds>) {
     let start = time[0];
     let boundary = if time.len() > 1 {
-        let stop = time[time.len() - 1];
+        // +1 because left or closed boundary could match the next window if it is on the boundary
+        let stop = time[time.len() - 1] + 1;
         Bounds::new(start, stop)
     } else {
         let stop = start + 1;

polars/polars-time/src/test.rs

@@ -32,10 +32,17 @@ fn test_groups_large_interval() {
     let dur = Duration::parse("2d");
     let w = Window::new(Duration::parse("2d"), dur.clone(), Duration::from_nsecs(0));
     let (groups, _, _) = groupby(w, &ts, false, ClosedWindow::Both);
-    assert_eq!(groups.len(), 3);
+    assert_eq!(groups.len(), 4);
     assert_eq!(groups[0], (0, vec![0]));
     assert_eq!(groups[1], (1, vec![1]));
     assert_eq!(groups[2], (1, vec![1, 2, 3]));
+    assert_eq!(groups[3], (3, vec![3]));
+    let (groups, _, _) = groupby(w, &ts, false, ClosedWindow::Left);
+    assert_eq!(groups.len(), 3);
+    assert_eq!(groups[2], (3, vec![3]));
+    let (groups, _, _) = groupby(w, &ts, false, ClosedWindow::Right);
+    assert_eq!(groups.len(), 2);
+    assert_eq!(groups[1], (2, vec![2, 3]));
 }
 
 #[test]

polars/polars-time/src/window.rs

@@ -49,21 +49,6 @@ impl Window {
             + self.period.duration() / self.every.duration()) as usize
     }
 
-    pub fn get_overlapping_bounds(&self, boundary: Bounds) -> Vec<Bounds> {
-        if boundary.is_empty() {
-            return vec![];
-        } else {
-            // estimate size
-            let size = self.estimate_overlapping_bounds(boundary);
-            let mut out_bounds = Vec::with_capacity(size);
-
-            for bi in self.get_overlapping_bounds_iter(boundary) {
-                out_bounds.push(bi);
-            }
-            out_bounds
-        }
-    }
-
     pub fn get_overlapping_bounds_iter(&self, boundary: Bounds) -> BoundsIter {
         BoundsIter::new(*self, boundary)
     }

py-polars/polars/internals/frame.py

@@ -2406,7 +2406,7 @@ def groupby_dynamic(
         ...         [pl.col("time").count(), pl.col("time").list()]
         ...     )
         ... )
-        shape: (3, 3)
+        shape: (4, 3)
         ┌─────────────────────┬────────────┬─────────────────────────────────────┐
         │ time                ┆ time_count ┆ time_agg_list                       │
         │ ---                 ┆ ---        ┆ ---                                 │
@@ -2417,6 +2417,8 @@ def groupby_dynamic(
         │ 2021-12-16 01:00:00 ┆ 2          ┆ [2021-12-16 01:00:00, 2021-12-16... │
         ├╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┤
         │ 2021-12-16 02:00:00 ┆ 2          ┆ [2021-12-16 02:00:00, 2021-12-16... │
+        ├╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┤
+        │ 2021-12-16 03:00:00 ┆ 1          ┆ [2021-12-16 03:00:00]               │
         └─────────────────────┴────────────┴─────────────────────────────────────┘
 
         When closed="both" the time values at the window boundaries belong to 2 groups.
@@ -2426,7 +2428,7 @@ def groupby_dynamic(
         ...         [pl.col("time").count()]
         ...     )
         ... )
-        shape: (3, 2)
+        shape: (4, 2)
         ┌─────────────────────┬────────────┐
         │ time                ┆ time_count │
         │ ---                 ┆ ---        │
@@ -2437,6 +2439,8 @@ def groupby_dynamic(
         │ 2021-12-16 01:00:00 ┆ 3          │
         ├╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌┤
         │ 2021-12-16 02:00:00 ┆ 3          │
+        ├╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌┤
+        │ 2021-12-16 03:00:00 ┆ 1          │
         └─────────────────────┴────────────┘
 
         Dynamic groupbys can also be combined with grouping on normal keys
@@ -2481,7 +2485,7 @@ def groupby_dynamic(
         ...         include_boundaries=True,
         ...     ).agg([pl.col("time").count()])
         ... )
-        shape: (4, 5)
+        shape: (6, 5)
         ┌────────┬─────────────────────┬─────────────────────┬─────────────────────┬────────────┐
         │ groups ┆ _lower_boundary     ┆ _upper_boundary     ┆ time                ┆ time_count │
         │ ---    ┆ ---                 ┆ ---                 ┆ ---                 ┆ ---        │
@@ -2493,7 +2497,11 @@ def groupby_dynamic(
         ├╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌┤
         │ a      ┆ 2021-12-16 02:00:00 ┆ 2021-12-16 03:00:00 ┆ 2021-12-16 02:00:00 ┆ 2          │
         ├╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌┤
+        │ a      ┆ 2021-12-16 03:00:00 ┆ 2021-12-16 04:00:00 ┆ 2021-12-16 03:00:00 ┆ 1          │
+        ├╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌┤
         │ b      ┆ 2021-12-16 01:00:00 ┆ 2021-12-16 02:00:00 ┆ 2021-12-16 01:00:00 ┆ 2          │
+        ├╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌┤
+        │ b      ┆ 2021-12-16 02:00:00 ┆ 2021-12-16 03:00:00 ┆ 2021-12-16 02:00:00 ┆ 1          │
         └────────┴─────────────────────┴─────────────────────┴─────────────────────┴────────────┘
 
         """