Closed
Description
dupe of #3707
groupby often casts int64 data to floats before applying functions to the grouped data, and then casts the result back to an int64. This produces incorrect results.
Here is a simple example:
import pandas as pd
import numpy as np
label = np.array([1, 2, 2, 3],dtype=np.int)
data = np.array([1, 2, 3,4], dtype=np.int64) + 24650000000000000
z = pd.DataFrame({'a':label,'data':data})
f = z.groupby('a').first()
In [40]: print z
a data
0 1 24650000000000001
1 2 24650000000000002
2 2 24650000000000003
3 3 24650000000000004
In [41]: print f
data
a
1 24650000000000000
2 24650000000000000
3 24650000000000004
The result is clearly incorrect and should be
data
a
1 24650000000000001
2 24650000000000002
3 24650000000000004
z.data and f.data are both numpy.int64, which masks the fact that z.data was converted to a float with a loss of precision during the groupby operation.
Tests of software using groupby on int64 will only show a problem if the tests include integers large enough to cause this loss of precision. Otherwise the tests will pass and the software will just quietly produce incorrect results in production.
Activity
jreback commentedon Mar 12, 2014
this is a dupe of #3707. Welcome tests and a fix