agreed and well put. Don't even get me started on R's inconsistencies between for example, base, and zoo/xts POSIXlt, POSIXct and as.date, when it comes to summ

agreed and well put. Don't even get me started on R's inconsistencies between for example, base, and zoo/xts POSIXlt, POSIXct and as.date, when it comes to summer time changes. One lib counts 6 days the other counts 7! Because they've got different bugs. It's a mess precisely because each library has its own bugs for many of the edge cases you mention. Personally, because leap seconds are not important to me, I've gone with Unix epoch as the base "universal language" to/from which I convert everything. Conveniently it talks JS easily too. And I do everything UTC. Still, for example, it's a complete and utter nightmare when, for example, needing to bring the 30 different equity market indices I cover's opening and closing times around the world, into a single and consistent time framework, what with each country's weird different rules and daylight savings times, which, to make it even worse, have changed multiple (badly documented) times over the years, making historic analysis an exercise in True Pain. Finally, to meet Satan himself, try getting into fixed income market daycount conventions....