pond-ts 0.8.2 → 0.9.0

package/dist/TimeSeries.d.ts

@@ -1,10 +1,11 @@
 import type { AlignSchema, ArrayAggregateAppendSchema, ArrayAggregateReplaceSchema, ArrayColumnNameForSchema, ArrayExplodeAppendSchema, ArrayExplodeReplaceSchema, BaselineSchema, AggregateReducer, AggregateOutputMap, AggregateMap, AggregateSchema, CollapseSchema, EventDataForSchema, EventForSchema, FirstColKind, IntervalKeyedSchema, JsonRowFormat, JoinManySchema, JoinSchema, JoinType, NumericColumnNameForSchema, NormalizedObjectRow, NormalizedRowForSchema, PivotByGroupSchema, PointRowForSchema, PrefixedJoinManySchema, PrefixedJoinSchema, ReduceResult, RenameMap } from './types.js';
 import type { AggregateOutputMapResultSchema, RollingOutputMapSchema } from './types-aggregate.js';
-import type { RenameSchema, RollingAlignment, RollingSchema, ColumnValue, DiffSchema, ScalarKind, ScalarValue, SmoothMethod, SmoothAppendSchema, SmoothSchema, SelectSchema, SeriesSchema, TimeKeyedSchema, TimeSeriesJsonInput, TimeSeriesInput, TimeRangeKeyedSchema, ValueColumnsForSchema } from './types.js';
+import type { RenameSchema, RollingAlignment, RollingSchema, ColumnValue, DedupeKeep, DiffSchema, FillMapping, FillStrategy, ScalarKind, ScalarValue, SmoothMethod, SmoothAppendSchema, SmoothSchema, SelectSchema, SeriesSchema, TimeKeyedSchema, TimeSeriesJsonInput, TimeSeriesInput, TimeRangeKeyedSchema, ValueColumnsForSchema } from './types.js';
 import { BoundedSequence } from './BoundedSequence.js';
 import { type TimeZoneOptions } from './calendar.js';
 import { TimeRange } from './TimeRange.js';
 import type { EventKey, IntervalInput, IntervalValue, TemporalLike, TimeRangeInput, TimestampInput } from './temporal.js';
+import { PartitionedTimeSeries } from './PartitionedTimeSeries.js';
 import { Sequence } from './Sequence.js';
 import type { DurationInput } from './utils/duration.js';
 type RangeLike = EventKey | TimeRangeInput | IntervalInput;
@@ -31,10 +32,6 @@ type PivotByGroupOptions = {
 type PivotByGroupOptionsTyped<Groups extends readonly string[]> = PivotByGroupOptions & {
     groups: Groups;
 };
-type FillStrategy = 'hold' | 'bfill' | 'linear' | 'zero';
-type FillMapping<S extends SeriesSchema> = {
-    [K in ValueColumnsForSchema<S>[number]['name']]?: FillStrategy | ScalarValue;
-};
 type SeriesTuple = readonly [
     TimeSeries<SeriesSchema>,
     ...TimeSeries<SeriesSchema>[]
@@ -252,6 +249,13 @@ export declare class TimeSeries<S extends SeriesSchema> {
      * - `Sequence.every("1m")` defines an epoch-anchored minute grid
      * - `series.align(Sequence.every("1m"))` aligns onto the slice of that minute grid spanning the
      *   current series extent
+     *
+     * **Multi-entity series:** alignment samples cross entity boundaries —
+     * `host-A`'s aligned bucket would interpolate or hold against
+     * `host-B`'s value. On a series carrying multiple entities (host,
+     * region, device id), use
+     * `series.partitionBy(col).align(...).collect()` to scope per entity.
+     * See {@link TimeSeries.partitionBy}.
      */
     align(sequence: SequenceLike, options?: {
         method?: AlignMethod;
@@ -295,6 +299,13 @@ export declare class TimeSeries<S extends SeriesSchema> {
      *   { value: "avg" },
      * );
      * ```
+     *
+     * **Multi-entity series:** every entity's events go into the same
+     * bucket and are aggregated together — the result is one number per
+     * bucket spanning *all* entities, not per-entity. On a series
+     * carrying multiple entities (host, region, device id), use
+     * `series.partitionBy(col).aggregate(seq, mapping).collect()` to
+     * aggregate per entity. See {@link TimeSeries.partitionBy}.
      */
     aggregate<const Mapping extends AggregateMap<S>>(sequence: SequenceLike, mapping: Mapping, options?: {
         range?: TemporalLike;
@@ -328,6 +339,44 @@ export declare class TimeSeries<S extends SeriesSchema> {
      */
     groupBy(column: keyof EventDataForSchema<S> & string): Map<string, TimeSeries<S>>;
     groupBy<R>(column: keyof EventDataForSchema<S> & string, transform: (group: TimeSeries<S>, key: string) => R): Map<string, R>;
+    /**
+     * Example: `series.partitionBy('host').fill({ cpu: 'linear' })`.
+     * Returns a {@link PartitionedTimeSeries} view that scopes stateful
+     * transforms to within each partition. Most stateful operators
+     * (`fill`, `align`, `rolling`, `smooth`, `baseline`, `outliers`,
+     * `diff`, `rate`, `pctChange`, `cumulative`, `shift`, `aggregate`)
+     * read neighboring events when computing each output and silently
+     * cross entity boundaries on multi-entity series — `partitionBy`
+     * fixes that by running the op independently per partition and
+     * reassembling.
+     *
+     * Composite partitioning by multiple columns is supported by passing
+     * an array: `series.partitionBy(['host', 'region'])`.
+     *
+     * The return shape is always `TimeSeries`, not
+     * `PartitionedTimeSeries` — each operation is a single step. To
+     * chain another partitioned op, re-`partitionBy` after.
+     *
+     * Coming from pondjs / pandas: this is roughly the equivalent of
+     * `df.groupby(col)` returning an object whose methods auto-apply
+     * per group, but the return type is the regrouped frame, not the
+     * grouped view.
+     *
+     * @example
+     * ```ts
+     * // Per-host fill — no cross-host interpolation
+     * series.partitionBy('host').fill({ cpu: 'linear' });
+     *
+     * // Composite partitioning
+     * series.partitionBy(['host', 'region']).rolling('5m', { cpu: 'avg' });
+     *
+     * // Arbitrary composition via .apply()
+     * series.partitionBy('host').apply(g =>
+     *   g.fill({ cpu: 'linear' }).rolling('5m', { cpu: 'avg' }),
+     * );
+     * ```
+     */
+    partitionBy(by: (keyof EventDataForSchema<S> & string) | ReadonlyArray<keyof EventDataForSchema<S> & string>): PartitionedTimeSeries<S>;
     /**
      * Example: `series.pivotByGroup("host", "cpu")`.
      * Reshapes long-form data into wide rows. Each distinct value of
@@ -396,6 +445,13 @@ export declare class TimeSeries<S extends SeriesSchema> {
      *
      * Example: `series.diff("requests", { drop: true })`.
      * Drops the first event instead of keeping it with undefined values.
+     *
+     * **Multi-entity series:** the "previous event" may belong to a
+     * different entity, producing meaningless deltas across entity
+     * boundaries. On a series carrying multiple entities (host, region,
+     * device id), use
+     * `series.partitionBy(col).diff(...).collect()` to scope per entity.
+     * See {@link TimeSeries.partitionBy}.
      */
     diff<const Target extends NumericColumnNameForSchema<S>>(columns: Target | readonly Target[], options?: {
         drop?: boolean;
@@ -412,6 +468,13 @@ export declare class TimeSeries<S extends SeriesSchema> {
      *
      * Example: `series.rate("requests", { drop: true })`.
      * Drops the first event instead of keeping it with undefined values.
+     *
+     * **Multi-entity series:** the "previous event" may belong to a
+     * different entity, producing meaningless rates across entity
+     * boundaries. On a series carrying multiple entities (host, region,
+     * device id), use
+     * `series.partitionBy(col).rate(...).collect()` to scope per entity.
+     * See {@link TimeSeries.partitionBy}.
      */
     rate<const Target extends NumericColumnNameForSchema<S>>(columns: Target | readonly Target[], options?: {
         drop?: boolean;
@@ -422,6 +485,13 @@ export declare class TimeSeries<S extends SeriesSchema> {
      * numeric columns. Non-specified columns pass through unchanged. The first
      * event gets `undefined` in affected columns unless `{ drop: true }` is
      * passed.
+     *
+     * **Multi-entity series:** the "previous event" may belong to a
+     * different entity, producing meaningless percentages across entity
+     * boundaries. On a series carrying multiple entities (host, region,
+     * device id), use
+     * `series.partitionBy(col).pctChange(...).collect()` to scope per
+     * entity. See {@link TimeSeries.partitionBy}.
      */
     pctChange<const Target extends NumericColumnNameForSchema<S>>(columns: Target | readonly Target[], options?: {
         drop?: boolean;
@@ -433,6 +503,13 @@ export declare class TimeSeries<S extends SeriesSchema> {
      *
      * Built-in accumulators: `"sum"`, `"max"`, `"min"`, `"count"`.
      * Custom accumulators: `(acc: number, value: number) => number`.
+     *
+     * **Multi-entity series:** the running accumulation interleaves
+     * across entities — `host-A`'s next event sums on top of
+     * `host-B`'s last value rather than `host-A`'s. On a series carrying
+     * multiple entities (host, region, device id), use
+     * `series.partitionBy(col).cumulative(...).collect()` to scope per
+     * entity. See {@link TimeSeries.partitionBy}.
      */
     cumulative<const Targets extends NumericColumnNameForSchema<S>>(spec: {
         [K in Targets]: 'sum' | 'max' | 'min' | 'count' | ((acc: number, value: number) => number);
@@ -441,6 +518,13 @@ export declare class TimeSeries<S extends SeriesSchema> {
      * Example: `series.shift("value", 1)`.
      * Lags column values by N events (positive N) or leads them (negative N).
      * Vacated positions get `undefined`.
+     *
+     * **Multi-entity series:** the value pulled in from N positions away
+     * may belong to a different entity, producing meaningless lagged
+     * values across entity boundaries. On a series carrying multiple
+     * entities (host, region, device id), use
+     * `series.partitionBy(col).shift(...).collect()` to scope per entity.
+     * See {@link TimeSeries.partitionBy}.
      */
     shift<const Target extends NumericColumnNameForSchema<S>>(columns: Target | readonly Target[], n: number): TimeSeries<DiffSchema<S, Target>>;
     /**
@@ -449,18 +533,101 @@ export declare class TimeSeries<S extends SeriesSchema> {
      *
      * Example: `series.fill({ cpu: "linear", host: "hold" })`.
      * Per-column fill strategies. Unmentioned columns are left as-is.
-     * Strategy names: `"hold"` (forward fill), `"linear"` (time-interpolated),
-     * `"zero"` (fill with 0). A non-string value is used as a literal fill value.
-     *
-     * Example: `series.fill("hold", { limit: 3 })`.
-     * Caps consecutive fills per column. After `limit` consecutive fills, further
-     * `undefined` values are left as-is until a real value resets the counter.
-     *
-     * `"linear"` requires known values on both sides of a gap to interpolate.
-     * Leading and trailing `undefined` runs are left unfilled.
+     * Strategy names: `"hold"` (forward fill), `"bfill"` (backward fill),
+     * `"linear"` (time-interpolated), `"zero"` (fill with 0). A non-string
+     * value is used as a literal fill value.
+     *
+     * **Gap semantics — all-or-nothing.** A "gap" is a run of consecutive
+     * `undefined` cells in one column. For each gap:
+     * - With no options: fill the whole gap (existing default).
+     * - With `{ limit: N }`: fill only if the gap length is at most N
+     *   cells. Otherwise leave the gap fully unfilled.
+     * - With `{ maxGap: '3m' }`: fill only if the gap's *temporal* span
+     *   (from the prior known value to the next known value) is at most
+     *   the duration. Otherwise leave the gap fully unfilled.
+     * - With both: fill only if both caps are met.
+     *
+     * The all-or-nothing semantic is the v0.9.0 default. Earlier
+     * versions partially filled (`limit: 3` on a 5-cell gap filled 3,
+     * left 2 unfilled). The new semantic avoids fabricating data
+     * across what's actually a long outage — partial fills propagate
+     * stale values past their useful lifetime.
+     *
+     * `"linear"` requires known values on both sides of a gap; leading
+     * and trailing gaps are unfilled. `"hold"` fills any internal or
+     * trailing gap (leading has no prior value). `"bfill"` fills any
+     * internal or leading gap (trailing has no next value). `"zero"`
+     * and literal fills work on any gap that fits the size caps.
+     *
+     * **Multi-entity series:** fill walks one chronological event
+     * sequence — `host-A`'s missing cell would `linear`-interpolate or
+     * `hold`-carry against `host-B`'s neighboring value. On a series
+     * carrying multiple entities (host, region, device id), use
+     * `series.partitionBy(col).fill(...).collect()` to scope per entity.
+     * See {@link TimeSeries.partitionBy}.
      */
     fill(strategy: FillStrategy | FillMapping<S>, options?: {
         limit?: number;
+        maxGap?: DurationInput;
+    }): TimeSeries<S>;
+    /**
+     * Example: `series.dedupe()`.
+     * Collapses events that share a key. The default key is the full
+     * event key — `begin()` for time-keyed series, `begin()`+`end()` for
+     * time-range, and `begin()`+`end()`+`value` for interval-keyed
+     * series. Two events with the same full key are treated as
+     * duplicates. The default resolution is `'last'` wins.
+     *
+     * **Multi-entity series:** events from different entities at the
+     * same key collapse as if they were duplicates of each other —
+     * `host-A`@t and `host-B`@t collide on the timestamp alone. On a
+     * series carrying multiple entities (host, region, device id), use
+     * `series.partitionBy(col).dedupe(...).collect()` so the partition
+     * column is part of the duplicate identity. See
+     * {@link TimeSeries.partitionBy}.
+     *
+     * ```ts
+     * // Per-host dedupe — same time AND same host is the duplicate key.
+     * series.partitionBy('host').dedupe({ keep: 'last' }).collect();
+     * ```
+     *
+     * The `keep` option chooses the resolution policy:
+     *
+     * - `'first'` — keep the first occurrence at each key.
+     * - `'last'` — keep the last occurrence (default; matches WebSocket
+     *   replay semantics).
+     * - `'error'` — throw on the first duplicate seen. Useful for
+     *   ingestion paths that want to fail loudly on shape violations.
+     * - `'drop'` — discard *every* event at any duplicate key.
+     *   Conservative; the value of "1.5 events at this timestamp" is
+     *   rarely defensible.
+     * - `{ min: col }` / `{ max: col }` — keep the event with the
+     *   smallest / largest value at the named numeric column. Ties keep
+     *   the earliest tied event. Events with `undefined` at that column
+     *   lose to any event with a defined value.
+     * - `(events) => Event` — custom resolver. Receives all duplicates
+     *   at a single key (length ≥ 2) and returns one. The cleanest
+     *   pattern is to start from one of the input events and use
+     *   `event.set(field, value)` so the type stays narrow:
+     *
+     *   ```ts
+     *   series.dedupe({
+     *     keep: (events) => {
+     *       const last = events[events.length - 1];
+     *       const avg =
+     *         events.reduce((a, e) => a + (e.get('cpu') ?? 0), 0) /
+     *         events.length;
+     *       return last.set('cpu', avg);
+     *     },
+     *   });
+     *   ```
+     *
+     * Real-world ingest produces duplicates: WebSocket replays, Kafka
+     * at-least-once, retried HTTP fetches, polling overlaps. `dedupe()`
+     * is the post-ingest cleanup primitive.
+     */
+    dedupe(options?: {
+        keep?: DedupeKeep<S>;
     }): TimeSeries<S>;
     /**
      * Example: `series.rolling("1h", { value: "avg" })`.
@@ -482,6 +649,13 @@ export declare class TimeSeries<S extends SeriesSchema> {
      * - `alignment`: `"trailing"`
      * - sequence-driven only: `sample: "begin"`
      * - sequence-driven only: `range: series.timeRange()`
+     *
+     * **Multi-entity series:** the rolling window includes events from
+     * every entity within the window — `host-A`'s rolling average mixes
+     * `host-B`'s and `host-C`'s values into the same number. On a
+     * series carrying multiple entities (host, region, device id), use
+     * `series.partitionBy(col).rolling(...).collect()` to scope per
+     * entity. See {@link TimeSeries.partitionBy}.
      */
     rolling<const Mapping extends AggregateMap<S>>(window: DurationInput, mapping: Mapping, options?: {
         alignment?: RollingAlignment;
@@ -515,6 +689,13 @@ export declare class TimeSeries<S extends SeriesSchema> {
      *
      * When `output` is omitted, the smoothed values replace the target column. When `output` is
      * supplied, the smoothed values are appended as a new optional numeric column.
+     *
+     * **Multi-entity series:** the smoothing window pulls values from
+     * every entity into each smoothed point — `host-A`'s smoothed value
+     * is blended with `host-B`'s and `host-C`'s. On a series carrying
+     * multiple entities (host, region, device id), use
+     * `series.partitionBy(col).smooth(...).collect()` to scope per
+     * entity. See {@link TimeSeries.partitionBy}.
      */
     smooth<const Target extends NumericColumnNameForSchema<S>, const Output extends string | undefined = undefined>(column: Target, method: SmoothMethod, options: {
         alpha: number;
@@ -766,6 +947,15 @@ export declare class TimeSeries<S extends SeriesSchema> {
      *
      * Internally a single `rolling(window, { avg, sd })` pass over the
      * source; band edges are derived arithmetically per event.
+     *
+     * **Multi-entity series:** the baseline window aggregates across
+     * every entity, so `host-A`'s `avg`/`sd` reflect the cross-entity
+     * mean/spread rather than `host-A`'s own. Anomaly detection on a
+     * multi-entity baseline flags events relative to the wrong
+     * population. On a series carrying multiple entities (host, region,
+     * device id), use
+     * `series.partitionBy(col).baseline(...).collect()` to scope per
+     * entity. See {@link TimeSeries.partitionBy}.
      */
     baseline<const Col extends NumericColumnNameForSchema<S>, const AvgName extends string = 'avg', const SdName extends string = 'sd', const UpperName extends string = 'upper', const LowerName extends string = 'lower'>(col: Col, options: {
         window: DurationInput;
@@ -801,6 +991,14 @@ export declare class TimeSeries<S extends SeriesSchema> {
      * Internally: computes `rolling(window, { avg, sd })` using the
      * output-map form, zips with the source events by index, and keeps
      * events where `|value - avg| > sigma * sd`.
+     *
+     * **Multi-entity series:** the rolling baseline aggregates across
+     * every entity, so the deviation threshold reflects the wrong
+     * population — `host-A`'s "outlier" status is decided against the
+     * cross-entity mean rather than `host-A`'s own. On a series carrying
+     * multiple entities (host, region, device id), use
+     * `series.partitionBy(col).outliers(...).collect()` to scope per
+     * entity. See {@link TimeSeries.partitionBy}.
      */
     outliers<const Col extends NumericColumnNameForSchema<S>>(col: Col, options: {
         window: DurationInput;

package/dist/TimeSeries.d.ts.map

@@ -1 +1 @@
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