spotforecast2 0.0.1__py3-none-any.whl

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Files changed (46) hide show
  1. spotforecast2/.DS_Store +0 -0
  2. spotforecast2/__init__.py +2 -0
  3. spotforecast2/data/__init__.py +0 -0
  4. spotforecast2/data/data.py +130 -0
  5. spotforecast2/data/fetch_data.py +209 -0
  6. spotforecast2/exceptions.py +681 -0
  7. spotforecast2/forecaster/.DS_Store +0 -0
  8. spotforecast2/forecaster/__init__.py +7 -0
  9. spotforecast2/forecaster/base.py +448 -0
  10. spotforecast2/forecaster/metrics.py +527 -0
  11. spotforecast2/forecaster/recursive/__init__.py +4 -0
  12. spotforecast2/forecaster/recursive/_forecaster_equivalent_date.py +1075 -0
  13. spotforecast2/forecaster/recursive/_forecaster_recursive.py +939 -0
  14. spotforecast2/forecaster/recursive/_warnings.py +15 -0
  15. spotforecast2/forecaster/utils.py +954 -0
  16. spotforecast2/model_selection/__init__.py +5 -0
  17. spotforecast2/model_selection/bayesian_search.py +453 -0
  18. spotforecast2/model_selection/grid_search.py +314 -0
  19. spotforecast2/model_selection/random_search.py +151 -0
  20. spotforecast2/model_selection/split_base.py +357 -0
  21. spotforecast2/model_selection/split_one_step.py +245 -0
  22. spotforecast2/model_selection/split_ts_cv.py +634 -0
  23. spotforecast2/model_selection/utils_common.py +718 -0
  24. spotforecast2/model_selection/utils_metrics.py +103 -0
  25. spotforecast2/model_selection/validation.py +685 -0
  26. spotforecast2/preprocessing/__init__.py +30 -0
  27. spotforecast2/preprocessing/_binner.py +378 -0
  28. spotforecast2/preprocessing/_common.py +123 -0
  29. spotforecast2/preprocessing/_differentiator.py +123 -0
  30. spotforecast2/preprocessing/_rolling.py +136 -0
  31. spotforecast2/preprocessing/curate_data.py +254 -0
  32. spotforecast2/preprocessing/imputation.py +92 -0
  33. spotforecast2/preprocessing/outlier.py +114 -0
  34. spotforecast2/preprocessing/split.py +139 -0
  35. spotforecast2/py.typed +0 -0
  36. spotforecast2/utils/__init__.py +43 -0
  37. spotforecast2/utils/convert_to_utc.py +44 -0
  38. spotforecast2/utils/data_transform.py +208 -0
  39. spotforecast2/utils/forecaster_config.py +344 -0
  40. spotforecast2/utils/generate_holiday.py +70 -0
  41. spotforecast2/utils/validation.py +569 -0
  42. spotforecast2/weather/__init__.py +0 -0
  43. spotforecast2/weather/weather_client.py +288 -0
  44. spotforecast2-0.0.1.dist-info/METADATA +47 -0
  45. spotforecast2-0.0.1.dist-info/RECORD +46 -0
  46. spotforecast2-0.0.1.dist-info/WHEEL +4 -0
@@ -0,0 +1,288 @@
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+ """Weather data fetching and processing using Open-Meteo API."""
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+
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+ import logging
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+ from pathlib import Path
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+ from typing import Optional, Dict, Any, Union
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+
7
+ import pandas as pd
8
+ import requests
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+ from requests.adapters import HTTPAdapter
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+ from requests.packages.urllib3.util.retry import Retry
11
+
12
+
13
+ class WeatherClient:
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+ """Client for fetching weather data from Open-Meteo API.
15
+
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+ Handles the low-level API interactions, parameter building, and response parsing.
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+ """
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+
19
+ ARCHIVE_BASE_URL = "https://archive-api.open-meteo.com/v1/archive"
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+ FORECAST_BASE_URL = "https://api.open-meteo.com/v1/forecast"
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+
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+ HOURLY_PARAMS = [
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+ "temperature_2m",
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+ "relative_humidity_2m",
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+ "precipitation",
26
+ "rain",
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+ "snowfall",
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+ "weather_code",
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+ "pressure_msl",
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+ "surface_pressure",
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+ "cloud_cover",
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+ "cloud_cover_low",
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+ "cloud_cover_mid",
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+ "cloud_cover_high",
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+ "wind_speed_10m",
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+ "wind_direction_10m",
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+ "wind_gusts_10m",
38
+ ]
39
+
40
+ def __init__(self, latitude: float, longitude: float):
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+ """Initialize WeatherClient.
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+
43
+ Args:
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+ latitude: Latitude of the location.
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+ longitude: Longitude of the location.
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+ """
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+ self.latitude = latitude
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+ self.longitude = longitude
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+ self.logger = logging.getLogger(__name__)
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+ self._session = self._create_session()
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+
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+ def _create_session(self) -> requests.Session:
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+ """Create a requests session with retry logic."""
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+ session = requests.Session()
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+ retry_strategy = Retry(
56
+ total=3,
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+ backoff_factor=1,
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+ status_forcelist=[429, 500, 502, 503, 504],
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+ )
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+ adapter = HTTPAdapter(max_retries=retry_strategy)
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+ session.mount("https://", adapter)
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+ session.mount("http://", adapter)
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+ return session
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+
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+ def _fetch(self, url: str, params: Dict[str, Any]) -> pd.DataFrame:
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+ """Execute API request and return parsed DataFrame."""
67
+ try:
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+ response = self._session.get(url, params=params, timeout=30)
69
+ response.raise_for_status()
70
+ data = response.json()
71
+ except requests.exceptions.RequestException as e:
72
+ self.logger.error(f"API request failed: {e}")
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+ raise
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+
75
+ if "error" in data and data["error"]:
76
+ raise ValueError(
77
+ f"Open-Meteo API error: {data.get('reason', 'Unknown error')}"
78
+ )
79
+
80
+ hourly_data = data.get("hourly", {})
81
+ if not hourly_data:
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+ raise ValueError("No hourly data returned from API")
83
+
84
+ # Parse to DataFrame
85
+ times = pd.to_datetime(hourly_data["time"])
86
+ df_dict = {"datetime": times}
87
+ for param in self.HOURLY_PARAMS:
88
+ if param in hourly_data:
89
+ df_dict[param] = hourly_data[param]
90
+
91
+ df = pd.DataFrame(df_dict)
92
+ df.set_index("datetime", inplace=True)
93
+ return df
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+
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+ def fetch_archive(
96
+ self, start: pd.Timestamp, end: pd.Timestamp, timezone: str = "UTC"
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+ ) -> pd.DataFrame:
98
+ """Fetch historical data from Archive API."""
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+ params = {
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+ "latitude": self.latitude,
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+ "longitude": self.longitude,
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+ "hourly": ",".join(self.HOURLY_PARAMS),
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+ "timezone": timezone,
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+ "start_date": start.strftime("%Y-%m-%d"),
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+ "end_date": end.strftime("%Y-%m-%d"),
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+ }
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+ return self._fetch(self.ARCHIVE_BASE_URL, params)
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+
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+ def fetch_forecast(self, days_ahead: int, timezone: str = "UTC") -> pd.DataFrame:
110
+ """Fetch forecast data from Forecast API."""
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+ params = {
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+ "latitude": self.latitude,
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+ "longitude": self.longitude,
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+ "hourly": ",".join(self.HOURLY_PARAMS),
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+ "timezone": timezone,
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+ "forecast_days": days_ahead,
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+ }
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+ return self._fetch(self.FORECAST_BASE_URL, params)
119
+
120
+
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+ class WeatherService(WeatherClient):
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+ """High-level service for weather data generation.
123
+
124
+ Extends WeatherClient with caching, hybrid fetching (archive+forecast),
125
+ and fallback strategies.
126
+ """
127
+
128
+ def __init__(
129
+ self,
130
+ latitude: float,
131
+ longitude: float,
132
+ cache_path: Optional[Path] = None,
133
+ use_forecast: bool = True,
134
+ ):
135
+ super().__init__(latitude, longitude)
136
+ self.cache_path = cache_path
137
+ self.use_forecast = use_forecast
138
+
139
+ def get_dataframe(
140
+ self,
141
+ start: Union[str, pd.Timestamp],
142
+ end: Union[str, pd.Timestamp],
143
+ timezone: str = "UTC",
144
+ freq: str = "h",
145
+ fallback_on_failure: bool = True,
146
+ ) -> pd.DataFrame:
147
+ """Get weather DataFrame for a specified range using best available methods.
148
+
149
+ Refactored from spotpredict.create_weather_df.
150
+ """
151
+ start_ts = pd.Timestamp(start)
152
+ end_ts = pd.Timestamp(end)
153
+
154
+ # Localize if naive
155
+ if start_ts.tz is None:
156
+ start_ts = start_ts.tz_localize(timezone)
157
+ if end_ts.tz is None:
158
+ end_ts = end_ts.tz_localize(timezone)
159
+
160
+ # Convert to UTC for consistency
161
+ start_utc = start_ts.tz_convert("UTC")
162
+ end_utc = end_ts.tz_convert("UTC")
163
+
164
+ # 1. Try Cache
165
+ cached_df = self._load_cache()
166
+ if cached_df is not None:
167
+ if cached_df.index.min() <= start_utc and cached_df.index.max() >= end_utc:
168
+ self.logger.info("Using full cached data.")
169
+ return self._finalize_df(
170
+ cached_df.loc[start_utc:end_utc], freq, timezone
171
+ )
172
+
173
+ # 2. Hybrid Fetch (filling gaps if cache exists, or fetching all)
174
+ # (The original logic did partial fills, but full fetch is safer and
175
+ # simpler for now unless specifically improved).
176
+ # Actually, strict refactor implies keeping logic. Let's keep it simple:
177
+ # fetch what's needed.
178
+
179
+ try:
180
+ df = self._fetch_hybrid(start_ts, end_ts, timezone)
181
+ except Exception as e:
182
+ self.logger.warning(f"Fetch failed: {e}")
183
+ if fallback_on_failure and cached_df is not None and len(cached_df) >= 24:
184
+ df = self._create_fallback(start_utc, end_utc, cached_df, timezone)
185
+ else:
186
+ raise
187
+
188
+ # 3. Merge with cache and save
189
+ if cached_df is not None:
190
+ df = pd.concat([cached_df, df])
191
+ df = df[~df.index.duplicated(keep="last")].sort_index() # Keep new data
192
+
193
+ if self.cache_path:
194
+ self._save_cache(df)
195
+
196
+ # 4. Return slice
197
+ return self._finalize_df(df.loc[start_utc:end_utc], freq, timezone)
198
+
199
+ def _fetch_hybrid(
200
+ self, start: pd.Timestamp, end: pd.Timestamp, timezone: str
201
+ ) -> pd.DataFrame:
202
+ """Fetch from Archive and/or Forecast based on date."""
203
+ now = pd.Timestamp.now(tz=start.tz)
204
+ archive_cutoff = now - pd.Timedelta(days=5)
205
+
206
+ dfs = []
207
+
208
+ # Archive part
209
+ if start < archive_cutoff:
210
+ arch_end = min(end, archive_cutoff)
211
+ try:
212
+ dfs.append(self.fetch_archive(start, arch_end, timezone))
213
+ except Exception as e:
214
+ self.logger.warning(f"Archive fetch warning: {e}")
215
+
216
+ # Forecast part
217
+ if end > now and self.use_forecast:
218
+ days = (end - now).days + 2
219
+ days = min(max(1, days), 16)
220
+ try:
221
+ df_fore = self.fetch_forecast(days, timezone)
222
+ # Filter forecast to needed range to avoid overlap issues
223
+ dfs.append(df_fore)
224
+ except Exception as e:
225
+ self.logger.warning(f"Forecast fetch warning: {e}")
226
+
227
+ if not dfs:
228
+ raise ValueError("Could not fetch data from Archive or Forecast.")
229
+
230
+ full_df = pd.concat(dfs)
231
+ full_df = full_df[~full_df.index.duplicated(keep="first")].sort_index()
232
+
233
+ # Ensure UTC index
234
+ if full_df.index.tz is None:
235
+ full_df.index = full_df.index.tz_localize(timezone)
236
+ full_df.index = full_df.index.tz_convert("UTC")
237
+
238
+ return full_df
239
+
240
+ def _create_fallback(
241
+ self,
242
+ start: pd.Timestamp,
243
+ end: pd.Timestamp,
244
+ source_df: pd.DataFrame,
245
+ timezone: str,
246
+ ) -> pd.DataFrame:
247
+ """Repeat last 24h of data."""
248
+ last_24 = source_df.tail(24)
249
+ hours = int((end - start).total_seconds() / 3600) + 1
250
+ repeats = (hours // 24) + 1
251
+
252
+ new_data = pd.concat([last_24] * repeats, ignore_index=True)
253
+ new_data = new_data.iloc[:hours]
254
+
255
+ idx = pd.date_range(start, periods=hours, freq="h", tz="UTC")
256
+ new_data.index = idx
257
+ return new_data
258
+
259
+ def _load_cache(self) -> Optional[pd.DataFrame]:
260
+ if not self.cache_path or not self.cache_path.exists():
261
+ return None
262
+ try:
263
+ df = pd.read_parquet(self.cache_path)
264
+ if df.index.tz is None:
265
+ df.index = df.index.tz_localize("UTC")
266
+ return df
267
+ except Exception:
268
+ return None
269
+
270
+ def _save_cache(self, df: pd.DataFrame):
271
+ if self.cache_path:
272
+ self.cache_path.parent.mkdir(parents=True, exist_ok=True)
273
+ df.to_parquet(self.cache_path)
274
+
275
+ def _finalize_df(self, df: pd.DataFrame, freq: str, timezone: str) -> pd.DataFrame:
276
+ """Resample and localize."""
277
+ # Resample
278
+ if freq != "h": # Assuming API returns hourly
279
+ df = df.resample(freq).ffill() # Forward fill for weather is reasonable
280
+
281
+ # Fill gaps
282
+ df = df.ffill().bfill()
283
+
284
+ # Convert to requested timezone if needed (though we keep internal UTC mostly)
285
+ # User requested specific tz output usually?
286
+ # Original code returned normalized DF. Let's ensure frequency matches exactly.
287
+
288
+ return df
@@ -0,0 +1,47 @@
1
+ Metadata-Version: 2.3
2
+ Name: spotforecast2
3
+ Version: 0.0.1
4
+ Summary: Forecasting with spot
5
+ Author: bartzbeielstein
6
+ Author-email: bartzbeielstein <32470350+bartzbeielstein@users.noreply.github.com>
7
+ Requires-Dist: astral>=3.2
8
+ Requires-Dist: feature-engine>=1.9.3
9
+ Requires-Dist: flake8>=7.3.0
10
+ Requires-Dist: holidays>=0.90
11
+ Requires-Dist: ipykernel>=7.1.0
12
+ Requires-Dist: jupyter>=1.1.1
13
+ Requires-Dist: lightgbm>=4.6.0
14
+ Requires-Dist: matplotlib>=3.10.8
15
+ Requires-Dist: numba>=0.63.1
16
+ Requires-Dist: optuna>=4.7.0
17
+ Requires-Dist: pandas>=3.0.0
18
+ Requires-Dist: plotly>=6.5.2
19
+ Requires-Dist: pyarrow>=23.0.0
20
+ Requires-Dist: scikit-learn>=1.8.0
21
+ Requires-Dist: spotoptim>=0.0.160
22
+ Requires-Dist: tqdm>=4.67.2
23
+ Requires-Python: >=3.13
24
+ Description-Content-Type: text/markdown
25
+
26
+ # About spotforecast2
27
+
28
+ `spotforecast2` is a Python library for time series forecasting.
29
+
30
+ Parts of the code are ported from `skforecast` to reduce external dependencies.
31
+ Many thanks to the [skforecast team](https://skforecast.org/0.20.0/more/about-skforecast.html) for their great work!
32
+
33
+
34
+ # License
35
+
36
+ `spotforecast2` software: [BSD-3-Clause License](https://github.com/sequential-parameter-optimization/spotforecast2?tab=BSD-3-Clause-1-ov-file)
37
+
38
+
39
+ # References
40
+
41
+ ## skforecast:
42
+
43
+ * Amat Rodrigo, J., & Escobar Ortiz, J. (2026). skforecast (Version 0.20.0) [Computer software]. https://doi.org/10.5281/zenodo.8382788
44
+
45
+ ## spotoptim:
46
+
47
+ * [spotoptim documentation](https://sequential-parameter-optimization.github.io/spotoptim/)
@@ -0,0 +1,46 @@
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+ spotforecast2/.DS_Store,sha256=4yBH5_e0YHcGSgDSeKs4V5_sHINqyWiP33kMXar-lz8,6148
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+ spotforecast2/__init__.py,sha256=X9sBx15iz8yqr9iDJcrGJM5nhvnpaczXto4XV_GtfhE,59
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+ spotforecast2/utils/convert_to_utc.py,sha256=hz8mJUHK9jDLUiN5LdNX5l3KZuOKlklyycB4zFdB9Ng,1405
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+ spotforecast2/utils/data_transform.py,sha256=PhLeZoimM0TLfp34Fp56dQrxlCYNWGVU8h8RZHdZSlo,7294
39
+ spotforecast2/utils/forecaster_config.py,sha256=0jchk_9tjxzttN8btWlRBfAjT2bz27JO4CDrpPsC58E,12875
40
+ spotforecast2/utils/generate_holiday.py,sha256=SHaPvPMt-abis95cChHf5ObyPwCTrzJ87bxffeqZLRc,2707
41
+ spotforecast2/utils/validation.py,sha256=vcfpS6HF7YzVjKUZl-AGrIW71vCXrATJlfg2ZLjUse0,21633
42
+ spotforecast2/weather/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
43
+ spotforecast2/weather/weather_client.py,sha256=Ec_ywug6uoa71MfXM8RNbXEvtBtBzr-SUS5xq_HKtZE,9837
44
+ spotforecast2-0.0.1.dist-info/WHEEL,sha256=ZyFSCYkV2BrxH6-HRVRg3R9Fo7MALzer9KiPYqNxSbo,79
45
+ spotforecast2-0.0.1.dist-info/METADATA,sha256=uTPv1foQoCIMf1UjKRIq7wNMaPJ4M4nHDWlkEVRKkYw,1475
46
+ spotforecast2-0.0.1.dist-info/RECORD,,
@@ -0,0 +1,4 @@
1
+ Wheel-Version: 1.0
2
+ Generator: uv 0.9.18
3
+ Root-Is-Purelib: true
4
+ Tag: py3-none-any