Initial work to add a Time type to Base.Dates #12274

quinnj · 2015-07-23T06:27:14Z

Addresses #12140.

TODO:

Figure out the best way to "display" (i.e. show) micro/nanoseconds
Address any other needed functionality: @aviks @tbreloff @ScottPJones, anybody else interested
Add lots of tests

quinnj · 2015-07-23T06:32:46Z

[CI cancelled because it's not worth running at this point]

ivarne · 2015-07-23T07:55:14Z

base/dates/time.jl

+(+)(x::Time,y::Dates.TimePeriod) = return Time(NS(value(x)+Dates.tons(y)))
+(-)(x::Time,y::Dates.TimePeriod) = return Time(NS(value(x)-Dates.tons(y)))
+(+)(y::Dates.TimePeriod,x::Time) = x + y
+(-)(y::Dates.TimePeriod,x::Time) = x - y


Do you intend 2 hours - 12:30 to be 10:30?

tbreloff · 2015-07-23T18:31:00Z

Jacob: thanks a tons for this. I certainly think you're a big chunk of the way there. I have a few questions/comments:

Is there a reason the Time type isn't a subtype of TimePeriod with the same definition as Nanosecond? If this type is intended to fill the same role as my TimeOfDay type, then I would think this is just a specialized TimePeriod that happens to convert numerically the same way as a Nanosecond.
Can you define ranges of Time types?
I'm undecided on the checks in the constructor... as @ivarne has pointed out, if you have them in the constructor, they should be in all mutating operations as well, and the efficiency of that worries me. Maybe there could be a specialized constructor that does bounds checking for people that need it?
Should line 7 also be named tons instead of NS? Can tons be a different name? I can't stop reading it as one word.

Regarding printing/parsing... I would personally like to see methods like:

function TimeOfDay(str::String)
  tmp = split(str,":")
  minutes = 0
  seconds = 0
  nanos = 0

  hours = parse(Int, tmp[1])
  if length(tmp) > 1
    minutes = parse(Int, tmp[2])
  end

  if length(tmp) > 2
    tmp2 = split(tmp[3], ".")
    seconds = parse(Int, tmp2[1])
    if length(tmp2) > 1
      nanos = parse(Int, rpad(tmp2[2],9,"0")[1:9])
    end
  end

  TimeOfDay(hours * nanosInOneHour + minutes * nanosInOneMinute + seconds * nanosInOneSecond + nanos)
end

function Base.string(timeOfDay::TimeOfDay)
  secsSinceMidnight, nanos = divrem(timeOfDay.nanosSinceMidnight, nanosInOneSecond)
  hours, hourrem = divrem(secsSinceMidnight, secondsInOneHour)
  minutes, seconds = divrem(hourrem, secondsInOneMinute)
  microseconds = div(nanos, millisInOneSecond)
  string(lpad(hours,2,"0"), ":", lpad(minutes,2,"0"), ":", lpad(seconds,2,"0"), ".", lpad(microseconds,6,"0"))
end

Your string/print is very similar, but I don't think I saw a string-based constructor. Of course, once this becomes part of Base, we could specialize some formatting options in the Formatting.jl package.

Thanks again for the effort!

JeffreySarnoff · 2015-08-11T13:33:13Z

postfixes for subsecond units

Unit of Time	Postfix
seconds	s
milliseconds	ms
microseconds	us
nanoseconds	ns
picoseconds	ps
femtoseconds	fs
attoseconds	as
zeptoseconds	zs
yoctoseconds	ys

100 seconds:      100 s   ( "100s"  )
100 microseconds: 100 us  ( "100us" )
100 nanoseconds:  100 ns  ( "100ns" )

JeffreySarnoff · 2015-08-11T13:42:57Z

As time of day is frequently 'flattened' into seconds or subseconds of a day and the preferred subsecond resolution varies with the application aor the computational environment, one approach to processing a time of day to allow parametric content or to offer a defaulted argument or to let the content of the string or of the tuple (and better, a prioritized mix of, say, two of those) to select working subsecond resolution.

ViralBShah · 2015-11-24T13:02:56Z

Bump. Would be nice to get this one done.

JeffreySarnoff · 2015-11-24T18:29:02Z

Just a few notes and a question:

Time must use an integer underlying type, floats don't work well
because the spacing between adjacent values is not constant.

A week is the largest amount of time in common time units that is
a constant number of seconds (604_800s). If we want to represent
weeks in seconds then Int64 allows picosecond (1e-12) resolution
(1/10 picosecond if that helps). If we let go of weeks as a
quantity of seconds, then days become the largest amount of time
in common time units (86_400s). Then, Int64 allows picosecond
(1/100 picosecond if that helps) resolution. To cover smaller
time intervals requires Int128 -- which covers, for example
1/10 attosecond through 10 exaseconds. Int128 allows encoding
the age of the universe in attoseconds.

Given the state of the art in ultra-high frequency physics, where
femtosecond timing is in use and attosecond timing is useful, imo
limiting our internal resolution to picoseconds would be an error
because it means having a second high-resolution timing library.
Int128 runs quickly; so performance should not be a consideration.

What is of greater import, keeping the storage size to 64 bits
or having a single sub-second time type that covers all spans?

tkelman · 2015-11-24T18:58:03Z

Int128 is not very well-supported on all platforms or compilers.

JeffreySarnoff · 2015-11-24T19:09:49Z

that is a shame, and a deciding factor.

On Tue, Nov 24, 2015 at 1:58 PM, Tony Kelman [email protected]
wrote:

Int128 is not very well-supported on all platforms or compilers.

—
Reply to this email directly or view it on GitHub
#12274 (comment).

JeffreySarnoff · 2015-11-25T02:22:41Z

I am not the guy to fold Time in with Date; however if something along
these lines would be helpful, I could make it. And if not, that's perfectly
ok:

#=
1e18 yoctoseconds per microsecond
86_400*1e6 microseconds/day
+/- 200_000 years in microseconds
microsecond #0 is at POSIX time 0 (1970-01-01 00:00:00 GMT)

To simplify this sketch by avoiding a great deal
of bounds checking, we adopt the convention that
times specified in, and times requested in
sub-microsecond units have no microsecond component (x.u==0).

=#

immutable RelativeTime
u::Int64 # MicroSeconds, 0..±1e18-1
y::Int64 # YoctoSeconds, 0..1e18-1, y >= 0
end

immutable GivenTime
u::Int64 # MicroSeconds, 0..±1e18-1, 0 is at POSIX time 0
y::Int64 # YoctoSeconds, 0..1e18-1, y >= 0
end

Times = Union{RelativeTime, GivenTime}
N64 = Union{Int64, Float64}
idiv{T<:N64,U<:N64}(p::T,q::U) = round(Int64, div(p,q))

Yoctoseconds{T<:Times}(t::T) = t.y
Zeptoseconds{T<:Times}(t::T) = div(t.y, Int64(1e3))
Attoseconds{T<:Times}(t::T) = div(t.y, Int64(1e6))
Femtoseconds{T<:Times}(t::T) = div(t.y, Int64(1e9))
Picoseconds{T<:Times}(t::T) = div(t.y, Int64(1e12))
Nanoseconds{T<:Times}(t::T) = div(t.y, Int64(1e15))
Microseconds{T<:Times}(t::T) = t.u
Milliseconds{T<:Times}(t::T) = div(t.u, Int64(1e3))
Seconds{T<:Times}(t::T) = div(t.u, Int64(1e6))
Minutes{T<:Times}(t::T) = div(t.u, 60_Int64(1e6))
Hours{T<:Times}(t::T) = div(t.u, 3600_Int64(1e6))
Days{T<:Times}(t::T) = div(t.u, 86400_Int64(1e6))
Weeks{T<:Times}(t::T) = div(t.u, 604800_Int64(1e6))

function dSeconds(t::Float64)
isneg, abst = signbit,abs(t)
...fldmod..
end
dSeconds(t::T) = RelativeTime(idiv(t,Int64(1e6)),0)
dMicroseconds{T<:N64}(t::T) = RelativeTime(t,0)
dYoctoseconds{T<:N64}(t::T) = RelativeTime(0,t)

nSeconds(t::T) = GivenTime(idiv(t,Int64(1e6)),0)
nMicroseconds{T<:N64}(t::T) = GivenTime(t,0)
nYoctoseconds{T<:N64}(t::T) = GivenTime(0,t)

On Tue, Nov 24, 2015 at 2:09 PM, Jeffrey Sarnoff [email protected]
wrote:

that is a shame, and a deciding factor.

On Tue, Nov 24, 2015 at 1:58 PM, Tony Kelman [email protected]
wrote:

Int128 is not very well-supported on all platforms or compilers.

—
Reply to this email directly or view it on GitHub
#12274 (comment).

tkelman · 2016-04-21T20:37:58Z

What's the plan here? This has been pretty quiet and it probably isn't 0.5 material unless it gets finished up very soon.

Jeffrey-Sarnoff · 2016-04-21T21:49:02Z

I took the non-response as preference for another approach -- I still am not the guy to merge Time into Date (I have not used Date and defer to @quinnj on its construction and what best works to interpose Time within that extensive software subfacility). OTOH, if we want to -- I'd spend the weekend doing some coding to have a Type of Time (and Type of Span of that Type of Time) that understands weeks, days, hours, minutes, seconds, microseconds, milliseconds, nanoseconds. I'd give it correct arithmetic.
* If someone else would write how to use that with Date stuff.*

Jeffrey-Sarnoff · 2016-04-21T22:17:38Z

@tkelman Is Int128 better supported with v0.5?

iamed2 · 2016-04-21T22:18:14Z

I think there's a couple different ideas here:

A type representing time of day A "Time" Type #12140
New sub-millisecond Period subtypes

Those might each be better as separate PRs. It's not really clear which one each interested party is after. 1) is probably easy to implement using the work here and in the issue. 2) might need more consideration.

quinnj · 2016-04-21T22:27:14Z

I think we should focus on use-case 1). The second case is much better served by going the SIUnits.jl route, where you already get a parametric Second type defined for all the granularities.

I'm happy to push this through in the next few days if people really want it. I also think this would fit well in a package; are there strong feelings one way or the other at this point? (package vs. in Base)

Jeffrey-Sarnoff · 2016-04-21T22:33:23Z

Hi Jacob,
For myself, no preference. For Julia, I prefer Time be with Date. Perhaps going about it the way you did with Date makes sense (first a package, some shakedown and requests/remodels, then in with Base) [why mess with a winning approach].

tkelman · 2016-04-22T00:57:15Z

I think the performance issues that are just now being identified by Simon and others in the Dates code are indicative of just how long it can take to get these things right, and we probably shouldn't rush new features if you can see a good way to separate concerns with Dates in Base and Time types in a package. Some of the Dates internals might also be up for some refactoring to address those performance issues, which seem to have more people working on them right now with a higher priority, so I'd focus there at the moment.

tkelman · 2016-04-22T00:59:10Z

@Jeffrey-Sarnoff Int128 probably works a bit better with the more recent LLVM versions used on master, but it could always use more testing. If we ever look more seriously at supporting a Visual-Studio built version of Julia, there may still be gaps in Int128 support there.

hgeorgako · 2016-05-13T14:27:52Z

Don't know if this is the right issue to comment on this, but from a quant/trader's perspective, having the ability to merge high frequency tick data with nanosecond precision time-stamps is becoming a big deal in the industry. R's xts library does not currently support this. I believe pandas does. I for one would love to see this functionality enabled sooner than later.

quinnj · 2016-05-13T22:42:49Z

Ok, made some progress here and this is actually getting close in terms of the rest of the infrastructure we have in Dates. (plus lots of tests, yay!)

Would definitely love some review/feedback.

One of the biggest design questions I ran into was the following:

Do we treat Time more like Date or DateTime or more like a special case of a CompoundPeriod type? (since Time is essentially a more efficient representation of a CompoundPeriod composed of Hours, Minutes, Seconds, etc.)
This most readily affects arithmetic: do we allow x::Time + y::Time? In the TimeType respect, we don't allow Date + Date (it doesn't' really make sense semantically), but it certainly feels a little more natural with something like Time (if you view it as a special-case CompoundPeriod).
It gets a little weird though, since Time has somewhat of a finite range (~2.5 days using nanosecond precision); currently things would just keep wrapping around (i.e. 23 + 1 hour == Hour(0)), so it doesn't necessarily follow CompoundPeriod behavior

I think I'm leaning towards treating Time as a true TimeType, which would disallow x::Time + y::Time and x::DateTime + y::Time. You'd really want to view Time then as a true marker of a specific moment in a day between midnight and 11:59:59.

omus · 2016-05-13T23:16:21Z

I think Time should be treated more like a Date but should also be able to be explicitly converted to a CompoundPeriod via CompoundPeriod(::Time). I think a Time type should be bounded between 00:00:00 and 23:59:59.

~~Are we going to support x::Time + y::Period? Would Time("23:00:00") + Hour(2) roll over to be Time("01:00:00")?~~

omus · 2016-05-13T23:26:13Z

Something I didn't see in the PR is x::Date + y::Time = z::DateTime. Maybe that isn't possible due to the extra precision in Time.

quinnj · 2017-01-19T17:25:57Z

I don't think there's anything left to do here though; I was just waiting on the datetime-parsing PR to merge before rebasing and merging this. I can rebase and merge in the next few hours.

tkelman · 2017-01-19T19:02:19Z

base/dates/adjusters.jl

@@ -184,6 +191,31 @@ function DateTime(func::Function, y, m, d, h, mi, s; step::Period=Millisecond(1)
 return adjust(DateFunction(func, negate, DateTime(y)), DateTime(y, m, d, h, mi, s), step, limit)
 end

+"""
+ Time(f::Function, h[, mi, s, ms, us]; step=Second(1), negate=false, limit=10000) -> Time


do you want these docstrings to be in the stdlib docs or repl-only?

the default step isn't always one second in the implementations below

Should the docstrings be in stdlib or repl-only? I don't have a preference either way, but if there's a convention we should follow, happy to do it. Yeah, I would hope it would be obvious that if you're doing sub-Second Time ranges, it wouldn't default to a Second (since that would potentially lose precision in range steps).

If the Dates section of the stdlib docs includes other docstrings for non-exported types, then this should be added.

Docstring saying one thing and code doing another isn't obvious.

If the Dates section of the stdlib docs includes other docstrings for non-exported types, then this should be added.

So does it?

I added Time docs to the stdlib.

tkelman · 2017-01-19T19:05:44Z

base/dates/arithmetic.jl

+(+)(x::Time, y::TimePeriod) = return Time(Nanosecond(value(x) + tons(y)))
+(-)(x::Time, y::TimePeriod) = return Time(Nanosecond(value(x) - tons(y)))
+(+)(y::Period, x::TimeType) = x + y
+(-)(y::Period, x::TimeType) = x - y


are these magnitudes then?

Not sure I understand your comment. These are generic fallbacks that will end up dispatching to the definitions above. This is just for the switched order of operators.

It looks wrong that y - x = x - y

Ah, got it. Yes, these are magnitudes. Order doesn't matter.

worth a comment then, in case anyone else gets confused looking at this

Because we already do

julia> Dates.Day(1) - Date(2016, 1, 1) 2015-12-31

wat? why allow that?

I don't remember if it was an explicit decision to allow or not. We can open another issue to remove.

I'm in favor of removing this.

opened #20205

tkelman · 2017-01-19T19:09:13Z

base/dates/periods.jl

- reference = period == :Week ? " For details see [`$accessor_str(::$typ_str)`](@ref)." : ""
+ typs = period in (:Microsecond, :Nanosecond) ? ["Time"] :
+ period in (:Hour, :Minute, :Second, :Millisecond) ? ["Time", "DateTime"] : ["Date","DateTime"]
+ reference = period == :Week ? " For details see [`$accessor_str(::Union{Date,DateTime})`](:func:`$accessor_str`)." : ""


old-style cross-reference format

What's the new style?

(@ref), the way the line used to be

tkelman · 2017-01-19T19:09:53Z

base/dates/accessors.jl

+ $($name)(t::Time) -> Int64
+
+ The $($name) of a `Time` as an `Int64`.
+ """ $func(t::Time)


spacing is off

How so? This follows the spacing of the block directly above it....

L134: 4 spaces
L135: 4 spaces
L136: 8 spaces
L137: 12 spaces
L138: NA
L139: 9 spaces <- should be 8
L140: 9 spaces <- should be 8
L141: 4 spaces

Ah, thanks. Sorry for missing this. Fixed.

quinnj · 2017-01-19T22:48:12Z

Docs updated.

tkelman · 2017-01-20T00:03:39Z

base/dates/adjusters.jl

-throwing an error (in the case that `f::Function` is never satisfied).
+throwing an error (in the case that `f::Function` is never satisfied). Note that the default step
+will adjust to allow for greater precision for the given arguments; i.e. if hour, minute, and second
+arguments are provided, the default step will be `Millisecond(1)` instead of `Second(1)`.


I'd either leave out the default in the docstring signature and say something like "the default value of step is the smaller of Second(1) or 1 unit of the next smaller precision than provided as input" in the description, or probably clearer, just write out the different signatures since square brackets for optional args isn't Julia syntax anyway

Time(f::Function, h, mi=0; step=Second(1), negate=false, limit=10000) -> Time Time(f::Function, h, mi, s; step=Millisecond(1), negate=false, limit=10000) -> Time Time(f::Function, h, mi, s, ms; step=Microsecond(1), negate=false, limit=10000) -> Time Time(f::Function, h, mi, s, ms, us; step=Nanosecond(1), negate=false, limit=10000) -> Time

(edited to fix Microsecond typo)

was not addressed, docstring should not list a default value that isn't correct

tkelman · 2017-01-20T05:50:47Z

test/dates/ranges.jl

+@test a in dr
+
+@test all(x->sort(x) == (step(x) < zero(step(x)) ? reverse(x) : x),drs)
+@test all(x->step(x) < zero(step(x)) ? issorted(reverse(x)) : issorted(x),drs)


space after the comma in these all and map calls would look quite a bit better

was not addressed

Unfortunately, the entire dates module/files have inconsistent spacing. I can do a separate PR to do a bunch of these spacing issues all at once.

Though I'll probably wait until after the datetime-parsing PR so they don't have to rebase as much.

newly added lines aren't going to conflict with the other PR if it won't need to touch them

tkelman · 2017-01-20T05:59:47Z

test/dates/types.jl

@@ -168,6 +192,12 @@ ms = Dates.Millisecond(1)
 @test Dates.Date(d,y) == Dates.Date(1,1,1)
 @test Dates.Date(d,m) == Dates.Date(1,1,1)
 @test Dates.Date(m,y) == Dates.Date(1,1,1)
-
-@test isfinite(Dates.Date)
-@test isfinite(Dates.DateTime)


these isfinite lines probably shouldn't be deleted

Added them back in.

tkelman · 2017-01-24T05:29:36Z

Should have a NEWS entry
tests should use different values for fields instead of all ones Initial work to add a Time type to Base.Dates #12274 (comment)
commutative subtraction methods should be deleted Deprecate nonsensical commutative Dates subtraction methods #20205
Time docstring signature should not say the default value of step is Second(1) since that's not always the default value Initial work to add a Time type to Base.Dates #12274 (comment)
formatting cleanup like Initial work to add a Time type to Base.Dates #12274 (comment)

tkelman · 2017-01-24T08:27:02Z

I'd like to refactor a little bit to make the internal precision parameterised on a period (i.e. you could have a Second-precision Time, Millisecond-precision, etc.).

Correct me if I'm wrong, but that never happened? What changed?

quinnj · 2017-01-24T16:54:25Z

At the time, I thought it'd be more useful to have a Time object that could hold different internal precisions, but after trying out an idea or two, it didn't actually seem as useful as the simple rule of always having it at Nanosecond resolution.

StefanKarpinski · 2017-01-25T22:10:59Z

@tkelman, @quinnj: can we capture those todos in an issue?

quinnj · 2017-01-25T22:13:10Z

They're all addressed in #20226

ivarne reviewed Jul 23, 2015
View reviewed changes

quinnj added the domain:dates Dates, times, and the Dates stdlib module label Aug 18, 2015

aviks mentioned this pull request Nov 24, 2015

Fix timestamp issue JuliaDatabases/MySQL.jl#27

Closed

ViralBShah added this to the 0.5.0 milestone Nov 24, 2015

tkelman removed this from the 0.5.0 milestone Apr 21, 2016

quinnj self-assigned this May 9, 2016

quinnj force-pushed the jq/timebomb branch from 0294454 to 8bd39af Compare May 13, 2016 22:29

tkelman removed this from the 0.6.0 milestone Jan 19, 2017

quinnj added 3 commits January 19, 2017 11:26

Add a Time type to the Base.Dates module

b8b33f9

Time cleanup

73eafe9

Fix Time doc

58338da

quinnj force-pushed the jq/timebomb branch from 4ce172b to 58338da Compare January 19, 2017 18:34

tkelman reviewed Jan 19, 2017

View reviewed changes

Docs cleanup

8881760

Fix whitespace

673d2b8

tkelman reviewed Jan 20, 2017

View reviewed changes

quinnj added 2 commits January 23, 2017 15:43

Fix Time docs

e383f20

Add isfinite tests for TimeTypes

6cd4ea5

quinnj merged commit 06fa32c into master Jan 24, 2017

tkelman deleted the jq/timebomb branch January 24, 2017 04:47

tkelman added the needs news A NEWS entry is required for this change label Jan 24, 2017

tkelman mentioned this pull request May 11, 2017

Make sure NEWS.md lists all 0.6 deprecations and breaking changes #21475

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Sacha0 removed the needs news A NEWS entry is required for this change label May 12, 2017

scls19fr mentioned this pull request Nov 28, 2017

at(dt::DateTime, t::Time) and at(d::Date, t::Time) #24814

Open

baumgold mentioned this pull request Jun 1, 2023

enhance Timer outer constructor taking callback to accept any valid args/kwargs #50027

Merged

Initial work to add a Time type to Base.Dates #12274

Initial work to add a Time type to Base.Dates #12274

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