[BUG] test_groupby_diff_row_mixed_numerics failed randomly with overflow in datetime subtraction
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Description
**Describe the bug**
The test `test_groupby_diff_row_mixed_numerics` failed randomly in CI. The randomly generated values resulted in overflow during subtraction in a datetime column, which caused pandas to fail (cudf may also fail, but that line had not yet run).
Traceback here
```
Error Message
OverflowError: Overflow in int64 addition
Stacktrace
nelem = 10, shift_perc = 0.5, direction = 1
@pytest.mark.parametrize("nelem", [10, 50, 100, 1000])
@pytest.mark.parametrize("shift_perc", [0.5, 1.0, 1.5])
@pytest.mark.parametrize("direction", [1, -1])
def test_groupby_diff_row_mixed_numerics(nelem, shift_perc, direction):
t = rand_dataframe(
dtypes_meta=[
{"dtype": "int64", "null_frequency": 0, "cardinality": 10},
{"dtype": "int64", "null_frequency": 0.4, "cardinality": 10},
{"dtype": "float32", "null_frequency": 0.4, "cardinality": 10},
{"dtype": "decimal64", "null_frequency": 0.4, "cardinality": 10},
{
"dtype": "datetime64[ns]",
"null_frequency": 0.4,
"cardinality": 10,
},
{
"dtype": "timedelta64[ns]",
"null_frequency": 0.4,
"cardinality": 10,
},
],
rows=nelem,
use_threads=False,
)
pdf = t.to_pandas()
gdf = cudf.from_pandas(pdf)
n_shift = int(nelem * shift_perc) * direction
> expected = pdf.groupby(["0"]).diff(periods=n_shift)
cudf/tests/test_groupby.py:1960:
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
/opt/conda/envs/rapids/lib/python3.9/site-packages/pandas/core/groupby/groupby.py:948: in wrapper
return self._python_apply_general(curried, self._obj_with_exclusions)
/opt/conda/envs/rapids/lib/python3.9/site-packages/pandas/core/groupby/groupby.py:1309: in _python_apply_general
keys, values, mutated = self.grouper.apply(f, data, self.axis)
/opt/conda/envs/rapids/lib/python3.9/site-packages/pandas/core/groupby/ops.py:852: in apply
res = f(group)
/opt/conda/envs/rapids/lib/python3.9/site-packages/pandas/core/groupby/groupby.py:937: in curried
return f(x, *args, **kwargs)
/opt/conda/envs/rapids/lib/python3.9/site-packages/pandas/core/frame.py:8435: in diff
new_data = self._mgr.diff(n=periods, axis=axis)
/opt/conda/envs/rapids/lib/python3.9/site-packages/pandas/core/internals/managers.py:374: in diff
return self.apply("diff", n=n, axis=axis)
/opt/conda/envs/rapids/lib/python3.9/site-packages/pandas/core/internals/managers.py:327: in apply
applied = getattr(b, f)(**kwargs)
/opt/conda/envs/rapids/lib/python3.9/site-packages/pandas/core/internals/blocks.py:1754: in diff
new_values = values - values.shift(n, axis=axis)
/opt/conda/envs/rapids/lib/python3.9/site-packages/pandas/core/ops/common.py:69: in new_method
return method(self, other)
/opt/conda/envs/rapids/lib/python3.9/site-packages/pandas/core/arrays/datetimelike.py:1336: in __sub__
result = self._sub_datetime_arraylike(other)
/opt/conda/envs/rapids/lib/python3.9/site-packages/pandas/core/arrays/datetimes.py:721: in _sub_datetime_arraylike
new_values = checked_add_with_arr(self_i8, -other_i8, arr_mask=arr_mask)
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
arr = array([[ 8466425224569324595, -9223372036854775808, 1593875653891806295,
-9223372036854775808, -9223372036854775808, -8738661699754510466]])
b = array([[-9223372036854775808, -9223372036854775808, -9223372036854775808,
-9223372036854775808, -9223372036854775808, -8466425224569324595]])
arr_mask = array([[ True, True, True, True, True, False]]), b_mask = None
def checked_add_with_arr(
arr: np.ndarray,
b,
arr_mask: np.ndarray | None = None,
b_mask: np.ndarray | None = None,
) -> np.ndarray:
"""
Perform array addition that checks for underflow and overflow.
Performs the addition of an int64 array and an int64 integer (or array)
but checks that they do not result in overflow first. For elements that
are indicated to be NaN, whether or not there is overflow for that element
is automatically ignored.
Parameters
----------
arr : array addend.
b : array or scalar addend.
arr_mask : np.ndarray[bool] or None, default None
array indicating which elements to exclude from checking
b_mask : np.ndarray[bool] or None, default None
array or scalar indicating which element(s) to exclude from checking
Returns
-------
sum : An array for elements x + b for each element x in arr if b is
a scalar or an array for elements x + y for each element pair
(x, y) in (arr, b).
Raises
------
OverflowError if any x + y exceeds the maximum or minimum int64 value.
"""
# For performance reasons, we broadcast 'b' to the new array 'b2'
# so that it has the same size as 'arr'.
b2 = np.broadcast_to(b, arr.shape)
if b_mask is not None:
# We do the same broadcasting for b_mask as well.
b2_mask = np.broadcast_to(b_mask, arr.shape)
else:
b2_mask = None
# For elements that are NaN, regardless of their value, we should
# ignore whether they overflow or not when doing the checked add.
if arr_mask is not None and b2_mask is not None:
not_nan = np.logical_not(arr_mask | b2_mask)
elif arr_mask is not None:
not_nan = np.logical_not(arr_mask)
elif b_mask is not None:
not_nan = np.logical_not(b2_mask)
else:
not_nan = np.empty(arr.shape, dtype=bool)
not_nan.fill(True)
# gh-14324: For each element in 'arr' and its corresponding element
# in 'b2', we check the sign of the element in 'b2'. If it is positive,
# we then check whether its sum with the element in 'arr' exceeds
# np.iinfo(np.int64).max. If so, we have an overflow error. If it
# it is negative, we then check whether its sum with the element in
# 'arr' exceeds np.iinfo(np.int64).min. If so, we have an overflow
# error as well.
i8max = lib.i8max
i8min = iNaT
mask1 = b2 > 0
mask2 = b2 < 0
if not mask1.any():
to_raise = ((i8min - b2 > arr) & not_nan).any()
elif not mask2.any():
to_raise = ((i8max - b2 < arr) & not_nan).any()
else:
to_raise = ((i8max - b2[mask1] < arr[mask1]) & not_nan[mask1]).any() or (
(i8min - b2[mask2] > arr[mask2]) & not_nan[mask2]
).any()
if to_raise:
> raise OverflowError("Overflow in int64 addition")
E OverflowError: Overflow in int64 addition
/opt/conda/envs/rapids/lib/python3.9/site-packages/pandas/core/algorithms.py:1112: OverflowError
```
CI log: https://gpuci.gpuopenanalytics.com/job/rapidsai/job/gpuci/job/cudf/job/prb/job/cudf-gpu-test/CUDA=11.5,GPU_LABEL=driver-495,LINUX_VER=ubuntu20.04,PYTHON=3.9/6540/testReport/junit/cudf.tests/test_groupby/test_groupby_diff_row_mixed_numerics_1_0_5_10_/
Failing line:
https://github.com/rapidsai/cudf/blob/0581975e0132bd4189b579595e480a94d94a7917/python/cudf/cudf/tests/test_groupby.py#L1960
**Steps/Code to reproduce bug**
Failures are random, based on the seed.
Here is a minimal reproduction in pure pandas:
```python
import numpy as np
import pandas as pd
min_timedelta = np.timedelta64(-(2**63) + 1)
max_timedelta = np.timedelta64(2**63 - 1)
df = pd.DataFrame({"id": [0, 0], "data": [min_timedelta, max_timedelta]})
# This fails:
df.diff()
# [traceback...] OverflowError: Overflow in int64 addition
# This also fails:
df.groupby("id").diff()
# [traceback...] OverflowError: Overflow in int64 addition
# Weirdly, the diff succeeds on just the Series:
df["data"].diff()
# 0 NaT
# 1 -1 days +23:59:59.999999998
# Name: data, dtype: timedelta64[ns]
```
Here's how cudf currently handles those cases:
```python
>>> gdf = cudf.from_pandas(df)
>>> gdf.diff() # Implemented in #9817, but not yet available in branch-22.04
...
AttributeError: DataFrame object has no attribute diff
>>> gdf.groupby("id").diff() # Silently overflows, but represents time differently than pandas
data
0
1 -0 days 00:00:00.000000002
>>> gdf["data"].diff() # Calls through to numba?
...
ValueError: Cannot determine Numba type of
...
NotImplementedError: dtype timedelta64[ns] is not yet supported via `__cuda_array_interface__`
>>>
```
**Expected behavior**
This test should not randomly fail. We should fix a seed and/or choose bounds on the data that prevent overflow.
**Additional context**
Found while reviewing PR #10143.
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Assessment
This issue has not been assessed yet.