fix!: Fix a TimeRange off-by-one bug in nanosecond calculation (deeph…

…aven#5648)

Fix a TimeRange off-by-one bug in nanosecond calculation.

Resolves deephaven#5646 

BREAKING CHANGE: The length of a business day was being incorrectly
computed by 1 ns. To keep the business day length the same for existing
calendars, the close of a business period has been changed from
inclusive to exclusive. This default behavior can be overridden by using
`<includeClose>true</includeClose>` when specifying time ranges. This
will include the closing time for the range and will result in a
business period that is 1 ns longer. Business calendars using the legacy
format must be upgraded to the current format to use
`<includeClose>true</includeClose>`.

engine/time/src/main/java/io/deephaven/time/calendar/BusinessCalendarXMLParser.java

@@ -35,7 +35,12 @@
  * <description>New York Stock Exchange Calendar</description>
  * <timeZone>America/New_York</timeZone>
  * <default>
- * <businessTime><open>09:30</open><close>16:00</close></businessTime>
+ * <businessTime>
+ * <open>09:30</open>
+ * <close>16:00</close>
+ * <!-- Optional include the close nanosecond in the business time range. -->
+ * <includeClose>true</includeClose>
+ * </businessTime>
  * <weekend>Saturday</weekend>
  * <weekend>Sunday</weekend>
  * </default>
@@ -51,6 +56,8 @@
  * <businessTime>
  * <open>09:30</open>
  * <close>13:00</close>
+ * <!-- Optional include the close nanosecond in the business time range. -->
+ * <includeClose>true</includeClose>
  * </businessTime>
  * </holiday>
  * </calendar>
@@ -254,6 +261,7 @@ private static TimeRange<LocalTime>[] parseBusinessRanges(final List<Element> bu
  for (int i = 0; i < businessRanges.size(); i++) {
  final String openTxt = getText(getRequiredChild(businessRanges.get(i), "open"));
  final String closeTxt = getText(getRequiredChild(businessRanges.get(i), "close"));
+ final String includeCloseTxt = getText(businessRanges.get(i).getChild("includeClose"));
 
  if (closeTxt.startsWith("24:00")) {
  throw new RuntimeException("Close time (" + closeTxt
@@ -262,7 +270,8 @@ private static TimeRange<LocalTime>[] parseBusinessRanges(final List<Element> bu
 
  final LocalTime open = DateTimeUtils.parseLocalTime(openTxt);
  final LocalTime close = DateTimeUtils.parseLocalTime(closeTxt);
- rst[i] = new TimeRange<>(open, close, true);
+ final boolean inclusiveEnd = Boolean.parseBoolean(includeCloseTxt); // defaults to false
+ rst[i] = new TimeRange<>(open, close, inclusiveEnd);
  }
 
  return rst;
@@ -282,7 +291,7 @@ private static TimeRange<LocalTime>[] parseBusinessRangesLegacy(final List<Eleme
  final String closeTxt = openClose[1];
  final LocalTime open = DateTimeUtils.parseLocalTime(openTxt);
  final LocalTime close = DateTimeUtils.parseLocalTime(closeTxt);
- rst[i] = new TimeRange<>(open, close, true);
+ rst[i] = new TimeRange<>(open, close, false);
  } else {
  throw new IllegalArgumentException("Can not parse business periods; open/close = " + br.getText());
  }

engine/time/src/main/java/io/deephaven/time/calendar/TimeRange.java

@@ -81,7 +81,7 @@ public boolean isInclusiveEnd() {
  * @return length of the range in nanoseconds
  */
  public long nanos() {
- return start.until(end, ChronoUnit.NANOS) - (inclusiveEnd ? 0 : 1);
+ return start.until(end, ChronoUnit.NANOS) + (inclusiveEnd ? 1 : 0);
  }
 
  /**

engine/time/src/test/java/io/deephaven/time/calendar/TestBusinessCalendarXMLParser.java

@@ -36,6 +36,9 @@ public static void assertParserTestCal(final BusinessCalendar cal) {
  cal.calendarDay("2015-04-06").businessStart());
  assertEquals(DateTimeUtils.parseInstant("2015-04-06T16:46 Asia/Tokyo"),
  cal.calendarDay("2015-04-06").businessEnd());
+
+ assertTrue(cal.calendarDay("2015-04-06").isInclusiveEnd());
+ assertFalse(cal.calendarDay("2015-04-07").isInclusiveEnd());
  }
 
  public void testLoad() throws URISyntaxException {

engine/time/src/test/java/io/deephaven/time/calendar/TestCalendarDay.java

@@ -61,10 +61,10 @@ public void testSinglePeriod() {
  assertEquals(close1, single.businessEnd());
  assertEquals(close1, single.businessEnd());
  assertTrue(single.isInclusiveEnd());
- assertEquals(DateTimeUtils.HOUR, single.businessNanos());
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR), single.businessDuration());
- assertEquals(DateTimeUtils.HOUR, single.businessNanos());
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR), single.businessDuration());
+ assertEquals(DateTimeUtils.HOUR + 1, single.businessNanos());
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR + 1), single.businessDuration());
+ assertEquals(DateTimeUtils.HOUR + 1, single.businessNanos());
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR + 1), single.businessDuration());
  assertTrue(single.isBusinessDay());
  assertTrue(single.isBusinessTime(DateTimeUtils.parseInstant("2017-03-11T10:00:00.000000000 NY")));
  assertTrue(single.isBusinessTime(DateTimeUtils.parseInstant("2017-03-11T10:15:00.000000000 NY")));
@@ -77,13 +77,13 @@ public void testSinglePeriod() {
  single.businessNanosElapsed(DateTimeUtils.parseInstant("2017-03-11T10:30:00.000000000 NY")));
  assertEquals(Duration.ofNanos(DateTimeUtils.MINUTE * 30),
  single.businessDurationElapsed(DateTimeUtils.parseInstant("2017-03-11T10:30:00.000000000 NY")));
- assertEquals(DateTimeUtils.HOUR,
+ assertEquals(DateTimeUtils.HOUR + 1,
  single.businessNanosElapsed(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR),
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR + 1),
  single.businessDurationElapsed(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
- assertEquals(DateTimeUtils.MINUTE * 30,
+ assertEquals(DateTimeUtils.MINUTE * 30 + 1,
  single.businessNanosRemaining(DateTimeUtils.parseInstant("2017-03-11T10:30:00.000000000 NY")));
- assertEquals(Duration.ofNanos(DateTimeUtils.MINUTE * 30),
+ assertEquals(Duration.ofNanos(DateTimeUtils.MINUTE * 30 + 1),
  single.businessDurationRemaining(DateTimeUtils.parseInstant("2017-03-11T10:30:00.000000000 NY")));
  assertEquals(0L,
  single.businessNanosRemaining(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
@@ -105,10 +105,10 @@ public void testMultiPeriod() {
  assertEquals(close2, multi.businessEnd());
  assertEquals(close2, multi.businessEnd());
  assertTrue(multi.isInclusiveEnd());
- assertEquals(DateTimeUtils.HOUR * 6, multi.businessNanos());
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 6), multi.businessDuration());
- assertEquals(DateTimeUtils.HOUR * 6, multi.businessNanos());
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 6), multi.businessDuration());
+ assertEquals(DateTimeUtils.HOUR * 6 + 2, multi.businessNanos());
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 6 + 2), multi.businessDuration());
+ assertEquals(DateTimeUtils.HOUR * 6 + 2, multi.businessNanos());
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 6 + 2), multi.businessDuration());
  assertTrue(multi.isBusinessDay());
  assertTrue(multi.isBusinessTime(DateTimeUtils.parseInstant("2017-03-11T10:00:00.000000000 NY")));
  assertTrue(multi.isBusinessTime(DateTimeUtils.parseInstant("2017-03-11T10:15:00.000000000 NY")));
@@ -122,25 +122,25 @@ public void testMultiPeriod() {
  multi.businessNanosElapsed(DateTimeUtils.parseInstant("2017-03-11T10:30:00.000000000 NY")));
  assertEquals(Duration.ofNanos(DateTimeUtils.MINUTE * 30),
  multi.businessDurationElapsed(DateTimeUtils.parseInstant("2017-03-11T10:30:00.000000000 NY")));
- assertEquals(DateTimeUtils.HOUR * 2,
+ assertEquals(DateTimeUtils.HOUR * 2 + 1,
  multi.businessNanosElapsed(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 2),
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 2 + 1),
  multi.businessDurationElapsed(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
- assertEquals(DateTimeUtils.HOUR * 2,
+ assertEquals(DateTimeUtils.HOUR * 2 + 1,
  multi.businessNanosElapsed(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 2),
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 2 + 1),
  multi.businessDurationElapsed(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
- assertEquals(DateTimeUtils.HOUR * 6,
+ assertEquals(DateTimeUtils.HOUR * 6 + 2,
  multi.businessNanosRemaining(DateTimeUtils.parseInstant("2017-03-11T01:00:00.000000000 NY")));
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 6),
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 6 + 2),
  multi.businessDurationRemaining(DateTimeUtils.parseInstant("2017-03-11T01:00:00.000000000 NY")));
- assertEquals(DateTimeUtils.HOUR * 5 + DateTimeUtils.MINUTE * 30,
+ assertEquals(DateTimeUtils.HOUR * 5 + DateTimeUtils.MINUTE * 30 + 2,
  multi.businessNanosRemaining(DateTimeUtils.parseInstant("2017-03-11T10:30:00.000000000 NY")));
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 5 + DateTimeUtils.MINUTE * 30),
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 5 + DateTimeUtils.MINUTE * 30 + 2),
  multi.businessDurationRemaining(DateTimeUtils.parseInstant("2017-03-11T10:30:00.000000000 NY")));
- assertEquals(DateTimeUtils.HOUR * 4,
+ assertEquals(DateTimeUtils.HOUR * 4 + 1,
  multi.businessNanosRemaining(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 4),
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 4 + 1),
  multi.businessDurationRemaining(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
 
  assertEquals(NULL_LONG, multi.businessNanosElapsed(null));
@@ -156,10 +156,10 @@ public void testMultiPeriod() {
  assertEquals(close2, multi2.businessEnd());
  assertEquals(close2, multi2.businessEnd());
  assertTrue(multi2.isInclusiveEnd());
- assertEquals(DateTimeUtils.HOUR * 6, multi2.businessNanos());
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 6), multi2.businessDuration());
- assertEquals(DateTimeUtils.HOUR * 6, multi2.businessNanos());
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 6), multi2.businessDuration());
+ assertEquals(DateTimeUtils.HOUR * 6 + 2, multi2.businessNanos());
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 6 + 2), multi2.businessDuration());
+ assertEquals(DateTimeUtils.HOUR * 6 + 2, multi2.businessNanos());
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 6 + 2), multi2.businessDuration());
  assertTrue(multi2.isBusinessDay());
  assertTrue(multi2.isBusinessTime(DateTimeUtils.parseInstant("2017-03-11T10:00:00.000000000 NY")));
  assertTrue(multi2.isBusinessTime(DateTimeUtils.parseInstant("2017-03-11T10:15:00.000000000 NY")));
@@ -173,13 +173,13 @@ public void testMultiPeriod() {
  multi2.businessNanosElapsed(DateTimeUtils.parseInstant("2017-03-11T10:30:00.000000000 NY")));
  assertEquals(Duration.ofNanos(DateTimeUtils.MINUTE * 30),
  multi2.businessDurationElapsed(DateTimeUtils.parseInstant("2017-03-11T10:30:00.000000000 NY")));
- assertEquals(DateTimeUtils.HOUR * 2,
+ assertEquals(DateTimeUtils.HOUR * 2 + 1,
  multi2.businessNanosElapsed(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 2),
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 2 + 1),
  multi2.businessDurationElapsed(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
- assertEquals(DateTimeUtils.HOUR * 2,
+ assertEquals(DateTimeUtils.HOUR * 2 + 1,
  multi2.businessNanosElapsed(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 2),
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR * 2 + 1),
  multi2.businessDurationElapsed(DateTimeUtils.parseInstant("2017-03-11T13:00:00.000000000 NY")));
 
  assertEquals(NULL_LONG, multi2.businessNanosElapsed(null));

engine/time/src/test/java/io/deephaven/time/calendar/TestCalendars.java

@@ -5,6 +5,7 @@
 
 import io.deephaven.base.testing.BaseArrayTestCase;
 import io.deephaven.configuration.Configuration;
+import io.deephaven.time.DateTimeUtils;
 
 import java.net.URISyntaxException;
 import java.nio.file.Paths;
@@ -82,6 +83,15 @@ public void testAdd() throws URISyntaxException {
  } catch (Exception e) {
  // pass
  }
+ }
+
+ public void testUTCDayLength() {
+ final BusinessCalendar cal = Calendars.calendar("UTC");
+ assertEquals(DateTimeUtils.DAY, cal.standardBusinessDay().businessNanos());
+ }
 
+ public void testNYSEDayLength() {
+ final BusinessCalendar cal = Calendars.calendar("USNYSE_EXAMPLE");
+ assertEquals(6 * DateTimeUtils.HOUR + 30 * DateTimeUtils.MINUTE, cal.standardBusinessDay().businessNanos());
  }
 }

engine/time/src/test/java/io/deephaven/time/calendar/TestTimeRange.java

@@ -50,8 +50,8 @@ public void testTimeRangeInclusive() {
  assertEquals(open1, period.start());
  assertEquals(close1, period.end());
  assertTrue(period.isInclusiveEnd());
- assertEquals(DateTimeUtils.HOUR, period.nanos());
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR), period.duration());
+ assertEquals(DateTimeUtils.HOUR + 1, period.nanos());
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR + 1), period.duration());
 
  assertTrue(period.contains(open1));
  assertTrue(period
@@ -101,8 +101,8 @@ public void testTimeRangeExclusive() {
  assertEquals(open1, period.start());
  assertEquals(close1, period.end());
  assertFalse(period.isInclusiveEnd());
- assertEquals(DateTimeUtils.HOUR - 1, period.nanos());
- assertEquals(Duration.ofNanos(DateTimeUtils.HOUR - 1), period.duration());
+ assertEquals(DateTimeUtils.HOUR, period.nanos());
+ assertEquals(Duration.ofNanos(DateTimeUtils.HOUR), period.duration());
 
  assertTrue(period.contains(open1));
  assertTrue(period
@@ -192,4 +192,19 @@ public void testToStringExclusive() {
  final TimeRange<LocalTime> p1 = new TimeRange<>(start, end, false);
  assertEquals("TimeRange{start=01:02:03, end=07:08:09, inclusiveEnd=false}", p1.toString());
  }
+
+ public void testNanos() {
+ final Instant t1 = DateTimeUtils.epochMillisToInstant(0);
+ final Instant t2 = DateTimeUtils.epochMillisToInstant(1);
+
+ final TimeRange<Instant> pInclusive = new TimeRange<>(t1, t2, true);
+ final TimeRange<Instant> pExclusive = new TimeRange<>(t1, t2, false);
+
+ final long nInclusive = pInclusive.nanos();
+ final long nExclusive = pExclusive.nanos();
+
+ assertNotEquals(nInclusive, nExclusive);
+ assertEquals(DateTimeUtils.MILLI, nExclusive);
+ assertEquals(DateTimeUtils.MILLI + 1, nInclusive);
+ }
 }

engine/time/src/test/resources/PARSER-TEST.calendar

@@ -18,6 +18,6 @@
  </holiday>
  <holiday>
  <date>2015-04-06</date>
- <businessTime><open>14:15</open><close>16:46</close></businessTime>
+ <businessTime><open>14:15</open><close>16:46</close><includeClose>true</includeClose></businessTime>
  </holiday>
 </calendar>

props/configs/src/main/resources/calendar/UTC.calendar

@@ -9,6 +9,6 @@
  <firstValidDate>1900-01-01</firstValidDate>
  <lastValidDate>2100-12-31</lastValidDate>
  <default>
- <businessTime><open>00:00</open><close>23:59:59.999999999</close></businessTime>
+ <businessTime><open>00:00</open><close>23:59:59.999999999</close><includeClose>true</includeClose></businessTime>
  </default>
 </calendar>