tslite-og 2.1.0__tar.gz

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  1. tslite_og-2.1.0/CHANGELOG.md +298 -0
  2. tslite_og-2.1.0/LICENSE +202 -0
  3. tslite_og-2.1.0/MANIFEST.in +10 -0
  4. tslite_og-2.1.0/PKG-INFO +215 -0
  5. tslite_og-2.1.0/README.md +189 -0
  6. tslite_og-2.1.0/doc/tslite.md +775 -0
  7. tslite_og-2.1.0/pyproject.toml +39 -0
  8. tslite_og-2.1.0/pytest.ini +5 -0
  9. tslite_og-2.1.0/scripts/migrate_sqlite_milliseconds.py +73 -0
  10. tslite_og-2.1.0/setup.cfg +4 -0
  11. tslite_og-2.1.0/test/TScull.tsv +18 -0
  12. tslite_og-2.1.0/test/cull.tsv +23 -0
  13. tslite_og-2.1.0/test/inflow.tsv +49 -0
  14. tslite_og-2.1.0/test/movingSTDDEV.tsv +33 -0
  15. tslite_og-2.1.0/test/round.tsv +33 -0
  16. tslite_og-2.1.0/test/runningTotal.tsv +49 -0
  17. tslite_og-2.1.0/test/source.dat +0 -0
  18. tslite_og-2.1.0/test/test.db +0 -0
  19. tslite_og-2.1.0/test/test.json +35 -0
  20. tslite_og-2.1.0/test/truncate.tsv +33 -0
  21. tslite_og-2.1.0/tests/test_average_wy.py +66 -0
  22. tslite_og-2.1.0/tests/test_baseline.py +192 -0
  23. tslite_og-2.1.0/tests/test_binary_precision.py +80 -0
  24. tslite_og-2.1.0/tests/test_centered_average.py +42 -0
  25. tslite_og-2.1.0/tests/test_closest_index.py +43 -0
  26. tslite_og-2.1.0/tests/test_comparison.py +126 -0
  27. tslite_og-2.1.0/tests/test_constructor_missing.py +38 -0
  28. tslite_og-2.1.0/tests/test_create_regular.py +109 -0
  29. tslite_og-2.1.0/tests/test_cull_equal.py +23 -0
  30. tslite_og-2.1.0/tests/test_diff_precision.py +51 -0
  31. tslite_og-2.1.0/tests/test_fill_missing.py +69 -0
  32. tslite_og-2.1.0/tests/test_filldown.py +89 -0
  33. tslite_og-2.1.0/tests/test_fiscal_year.py +55 -0
  34. tslite_og-2.1.0/tests/test_historical.py +199 -0
  35. tslite_og-2.1.0/tests/test_insert.py +27 -0
  36. tslite_og-2.1.0/tests/test_interpolate.py +101 -0
  37. tslite_og-2.1.0/tests/test_interval_aggregation.py +66 -0
  38. tslite_og-2.1.0/tests/test_interval_extrema.py +82 -0
  39. tslite_og-2.1.0/tests/test_intervals.py +132 -0
  40. tslite_og-2.1.0/tests/test_json.py +60 -0
  41. tslite_og-2.1.0/tests/test_manual.py +33 -0
  42. tslite_og-2.1.0/tests/test_merge_missing.py +71 -0
  43. tslite_og-2.1.0/tests/test_missing_arithmetic.py +84 -0
  44. tslite_og-2.1.0/tests/test_missing_extrema.py +47 -0
  45. tslite_og-2.1.0/tests/test_missing_statistics.py +74 -0
  46. tslite_og-2.1.0/tests/test_missing_totals.py +79 -0
  47. tslite_og-2.1.0/tests/test_optional_dependencies.py +53 -0
  48. tslite_og-2.1.0/tests/test_percent.py +58 -0
  49. tslite_og-2.1.0/tests/test_quality_cleanup.py +73 -0
  50. tslite_og-2.1.0/tests/test_ratings.py +49 -0
  51. tslite_og-2.1.0/tests/test_readme_examples.py +18 -0
  52. tslite_og-2.1.0/tests/test_regression.py +68 -0
  53. tslite_og-2.1.0/tests/test_running_total.py +43 -0
  54. tslite_og-2.1.0/tests/test_sequence.py +63 -0
  55. tslite_og-2.1.0/tests/test_snap.py +61 -0
  56. tslite_og-2.1.0/tests/test_sqlite_migration.py +102 -0
  57. tslite_og-2.1.0/tests/test_sqlite_precision.py +48 -0
  58. tslite_og-2.1.0/tests/test_sqlite_ranges.py +105 -0
  59. tslite_og-2.1.0/tests/test_sqlite_writes.py +253 -0
  60. tslite_og-2.1.0/tests/test_statistics.py +80 -0
  61. tslite_og-2.1.0/tests/test_storage_missing.py +68 -0
  62. tslite_og-2.1.0/tests/test_storage_timezones.py +39 -0
  63. tslite_og-2.1.0/tests/test_subslice.py +42 -0
  64. tslite_og-2.1.0/tests/test_timezone_independence.py +101 -0
  65. tslite_og-2.1.0/tests/test_truncate.py +56 -0
  66. tslite_og-2.1.0/tests/test_water_year.py +118 -0
  67. tslite_og-2.1.0/tests/test_window_operations.py +179 -0
  68. tslite_og-2.1.0/tslite.py +1953 -0
  69. tslite_og-2.1.0/tslite_og.egg-info/PKG-INFO +215 -0
  70. tslite_og-2.1.0/tslite_og.egg-info/SOURCES.txt +71 -0
  71. tslite_og-2.1.0/tslite_og.egg-info/dependency_links.txt +1 -0
  72. tslite_og-2.1.0/tslite_og.egg-info/requires.txt +4 -0
  73. tslite_og-2.1.0/tslite_og.egg-info/top_level.txt +1 -0
@@ -0,0 +1,298 @@
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+ # Changelog
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+
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+ ## 2.1.0 — Unreleased
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+
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+ ### Added
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+
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+ - `interpolate(interval, anchor=None)` accepts an optional datetime alignment
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+ anchor. Only aligned regular time steps within the observed range are emitted;
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+ anchors before or after the data work without extrapolation.
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+
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+ - `getFiscalYear(start_date)` selects available observations from an arbitrary
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+ start date through (but excluding) its next calendar-year anniversary. Accepts
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+ date strings, dates, and datetimes; partial years are allowed. `getWY(year)`
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+ delegates to it with October 1 of the previous year.
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+
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+ - Temporary `scripts/migrate_sqlite_milliseconds.py OLD.db NEW.db TABLE ...`
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+ utility copies a database and converts explicitly selected integer timestamp
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+ keys from milliseconds to microseconds. It preserves the original, other
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+ columns, and indexes; run once and verify before switching files.
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+
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+ - PyPI packaging prepared as `tslite-og` (branding `tslite-OG`), retaining
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+ `import tslite` and the single-module layout. Python 3.11+ support, uv tooling,
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+ optional NumPy extra, runnable README examples, and local multi-version
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+ test/build verification without a hosted CI dependency.
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+ Release artifacts are local only; publication awaits correctness review.
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+
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+ - `timeseries.createRegular(start, end, interval, value=0)` creates a new
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+ constant-valued series on a regular time grid. Start is included; end is
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+ included when on-grid. Intervals must be positive.
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+ - Explicit comparisons: `same_data()` ignores timestamps with configurable
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+ decimal precision; `is_close()` accepts timestamp, absolute-value, and
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+ relative-value tolerances.
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+ - Pytest regression/characterization tests and a maintained Markdown manual with
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+ public-method coverage and executable examples.
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+
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+ ### Changed
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+
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+ - Documentation now consists of the README introduction and a rewritten
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+ `doc/tslite.md` manual with public-method explanations and examples. Removed
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+ MkDocs configuration, generated-reference guides, and documentation-only
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+ dependencies. Manual examples and method coverage run in pytest; the source
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+ distribution includes the manual. No documentation server is required.
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+
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+ - `diff(other, precision=6)` exposes its existing fixed-decimal comparison
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+ precision, retaining incoming-only change semantics and unrounded output values.
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+ None comparisons are safe; matching None/NaN and same-sign infinities are
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+ unchanged. Decimal formatting rounds rather than truncates, as before.
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+
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+ - `merge()` prefers finite observations over missing/nonfinite values at matching
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+ timestamps, regardless of side. Incoming/right values win when both are usable
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+ or both unusable. Unmatched missing records are retained. A linear two-pointer
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+ traversal returns independent records; insert replacement rules are unchanged.
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+
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+ - Construction and safe insertion preserve explicit None-valued records rather
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+ than dropping their timestamps. JSON null imports now retain those records.
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+ Duplicate timestamps still use the last supplied value, including None.
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+
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+ - **Compatibility change:** `average()` and standalone `accumulate()` label
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+ half-open interval buckets at their beginning, not their end. Values are
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+ unchanged for finite input, but timestamps shift back one interval. Final
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+ partial buckets remain included; empty buckets remain omitted. `accumulateWY()`
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+ already uses beginning labels and is unchanged by this label change.
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+ - `average()` excludes missing/nonfinite values, yields NaN for all-invalid
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+ observed buckets, and records skipped-data warnings in source status. It groups
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+ observed buckets directly rather than walking through long empty gaps.
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+
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+ - Totals skip missing/nonfinite increments and report skipped counts plus an
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+ incomplete-total warning in the source series' status. Running and water-year
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+ totals carry known subtotals; independent all-invalid accumulation buckets
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+ yield NaN. Water-year resets remain intact; invalid seeds use zero for new
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+ extension only, with a warning and existing records preserved. Successful
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+ operations without skips reset status to OK.
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+ - `accumulate()` excludes observations before an explicit bucket start and
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+ groups observed buckets directly, avoiding iteration through long empty gaps.
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+
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+ - Pointwise add/subtract/multiply/divide retain usable results when another
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+ matched pair is missing, nonfinite, zero-dividing, or overflowing. Bad pairs
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+ produce NaN at their timestamps. Series alignment remains exact-match-only;
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+ a matched None is preserved as NaN rather than mistaken for an absent record.
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+
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+ - Global mean/variance/stddev and moving averages/stddev exclude missing and
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+ nonfinite values, using the usable observation count. All-invalid nonempty
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+ windows produce NaN at their normal labels; empty global statistics still
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+ return None. Centered moving averages recover after invalid values leave a
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+ window instead of retaining a poisoned running sum.
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+
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+ - `toJSON(timefmt=None, decimals=None, strict=False)` now uses valid JSON encoding,
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+ ISO timestamps with subseconds, and full float precision by default. Existing
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+ `timefmt` overrides remain supported; `decimals` optionally rounds values.
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+ Missing/nonfinite values export as null, retaining timestamps for plotting
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+ gaps. `strict=True` rejects NaN/infinity instead. `toJS()` remains a variable-
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+ declaration wrapper with the same options. The importer preserves null-valued
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+ observations as None; NaN/infinity distinctions are lost when exported as null.
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+
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+ - SQLite timestamps now use **integer epoch microseconds**, preserving all
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+ datetime fractional digits without float epoch multiplication. Existing
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+ millisecond tables must be explicitly converted before loading or writing;
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+ no unit guessing or automatic migration is performed. Older library versions
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+ must not read the new units. Storage is now machine-timezone independent.
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+ SQLite and binary methods accept `tz=None` (naive clock readings) or an explicit
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+ IANA zone name (convert between local clock readings and UTC stored instants).
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+ Returned timestamps remain naive. Load old local-encoded files with the original
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+ writer's zone. Ambiguous/nonexistent local write times are rejected.
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+
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+ - Ordinary SQLite saves use change-aware `ON CONFLICT(timestamp)` upserts:
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+ insert new timestamps, update only different values, and leave identical rows
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+ untouched. Updates preserve other columns and referencing rows rather than
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+ deleting/reinserting records. Explicit table replacement remains available.
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+
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+ - SQLite saves use a savepoint instead of committing unrelated caller work.
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+ With an existing transaction, the caller now owns commit/rollback; otherwise
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+ successful saves commit as before. Success resets the series status to OK.
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+
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+ - Forward/backward averages now average available observations in partial edge
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+ windows by default. Pass `require_full_window=True` to retain the prior
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+ omission of incomplete windows. Forward results keep the requested window-end
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+ label, even beyond the last observation; backward labels are unchanged.
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+
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+ - `TD()` and `parseTimedelta()` accept `positive=True` to require forward steps.
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+ General parsing retains signed/zero durations, fractions, whitespace, and
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+ 365-day years. Malformed/out-of-range strings now raise ValueError rather
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+ than returning a partial duration; unsupported types raise TypeError.
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+ - Resampling, aggregation, moving windows, snap, fill operations, and regular
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+ creation reject nonpositive intervals before processing even empty input.
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+ Snap buffers may be zero but not negative.
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+
127
+ - Series equality now requires exact timestamp and numerical-value matches.
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+ Use `same_data(precision=...)` for the old value-only comparison or `is_close()`
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+ for explicit tolerances. The precision argument to `__eq__` is removed.
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+
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+ - Out-of-range integer indexing now raises IndexError instead of returning
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+ `[None, None]`. Negative indices and list slices follow Python list semantics.
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+ Explicit iteration terminates normally; records remain mutable references.
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+
135
+ ### Removed
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+
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+ - Deprecated `cullValues()`. Use `cullEqual(value)`; convert numeric strings
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+ explicitly with `float(value)` before passing them.
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+
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+ - Unused `runningTotal(override_startTime=...)` argument. Use subslicing to
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+ restrict the summed range. `accumulate()` retains its functional bucket-start
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+ override for explicit interval alignment.
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+
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+ - Ignored `quality` argument to `insert()`. Variance and standard deviation now
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+ return `[timestamp, value]` without the obsolete quality placeholder.
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+
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+ - Compatibility aliases `timeSeries`, `rdb.rate2()`, and `rdb.rateTS2()`.
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+ Use `timeseries`, `rdb.reverseRate()`, and `rdb.reverseRateTS()` respectively.
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+ `firstdifference()` remains as the statistical name for `simpledelta()`;
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+ `parseTimedelta()` and `TD()` are also retained.
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+
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+ - Old-format readers `loadSQLITE3v1()`, `loadBinaryV1()`, and `fromBinaryV1()`.
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+ Convert old stores with an earlier library version before upgrading.
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+ The binary double/double layout is unchanged. Current SQLite now uses
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+ microseconds as described above; the temporary utility migrates milliseconds.
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+ - Replaced `test/testv1.dat` with converted `test/source.dat`, verifying all
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+ 45,661 epoch timestamps and values exactly before removing the old reader.
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+
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+ ### Fixed
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+
161
+ - Binary writes encode None values as NaN in the unchanged double/double layout.
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+ Reads retain complete records from truncated input and report incomplete
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+ trailing bytes in status instead of silently ignoring short files or raising
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+ after partial loading. SQLite NaN-to-NULL behavior is documented and tested;
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+ TSV remains unchanged as human-readable reporting output.
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+
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+ - `percent()` shares the pointwise arithmetic implementation: exact timestamp
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+ matches are retained as NaN for missing/nonfinite values, zero denominators,
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+ or overflow, instead of dropping zero-denominator timestamps or discarding
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+ otherwise valid results. Unmatched timestamps remain omitted.
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+
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+ - `averageWY()` matches complete calendar positions including seconds and
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+ microseconds, retaining latest-water-year timestamps and averaging available
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+ matches including that year. Leap days match only leap days. Invalid matching
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+ values are skipped with warnings; all-invalid positions yield NaN. Broad
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+ exception suppression and iteration over absent years are removed.
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+
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+ - Global min/max skip missing/nonfinite observations with source-status warnings,
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+ retaining the actual extremum timestamp and earliest ties. Empty or all-invalid
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+ input returns None rather than order-dependent NaN or comparison errors.
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+
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+ - `maxmin()` no longer fills empty buckets from future observations. Interval
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+ extrema now use beginning-labeled half-open buckets, matching means and sums.
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+ Missing/nonfinite observations are skipped with a source-status warning;
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+ all-invalid observed buckets yield NaN and empty buckets are omitted.
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+
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+ - Regression fits use relative timestamps and centered, normalized sums instead
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+ of subtracting large epoch products. `linreg()` retains its epoch-intercept
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+ return contract; `trendline()` evaluates the stable relative fit directly.
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+ Missing/nonfinite values are excluded from fitting, with predictions retained
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+ at every original timestamp. Singleton/constant fits are horizontal with zero
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+ correlation by convention; no usable values yield a zero fit.
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+
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+ - `fillMissing()` now merges existing observations with missing regular steps
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+ within inclusive bounds. Off-step observations are preserved, outside records
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+ excluded, exact matches never overwritten, and singleton inputs retained.
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+ Empty input with explicit bounds generates fills including an aligned endpoint.
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+ Records remain independent; broad inner exception suppression is removed.
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+
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+ - `filldown()` omits unsupported leading steps rather than inventing zero values,
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+ preserving explicit start alignment. Trailing carry-forward no longer emits
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+ a step beyond an unaligned requested end time. Offset boundaries compare full
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+ timestamps and stop when already aligned, rather than extending another day.
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+
205
+ - `interpolate()` now uses regular time steps anchored at the first observation,
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+ including valid interior steps for non-divisible gaps and the final timestamp
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+ when aligned. Exact timestamp matches copy source values without recalculation.
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+ Singleton/short-span inputs return the first observation; no extrapolation is
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+ performed. Previously stepping restarted per segment and dropped endpoints.
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+
211
+ - `subSlice()` uses bisect boundaries and direct independent record copies,
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+ retaining inclusive endpoints and empty results for reversed/nonoverlapping
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+ ranges without the old nearby-index scan.
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+
215
+ - `findClosestIndex()` now returns the genuinely nearest observation rather than
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+ the final binary-search midpoint. Equal-distance ties choose the earlier
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+ observation; out-of-range requests choose the nearest endpoint and empty
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+ series return -1.
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+
220
+ - `snap()` uses binary search and full timedelta distances, retaining days and
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+ microseconds. Each grid point independently selects its nearest observation;
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+ ties choose the earlier one. Oversized buffers are honored with a warning in
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+ the source series' status rather than silently clamped. Observations may be
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+ reused across grid points; no averaging or interpolation occurs.
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+ - `insert()` uses standard-library bisect for sorted insertion and exact-match
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+ replacement, retaining the fast append path.
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+
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+ - `getWY()` includes the entire final September 30, not just midnight.
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+ - `accumulateWY()` preserves existing cumulative records and appends totals for
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+ beginning-labeled, half-open interval buckets after the last completed period.
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+ Empty bases start from zero, counting the first increment once. Resets follow
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+ bucket-start water years, including across gaps and multi-day intervals;
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+ offsets retain whole days. Buckets crossing a reset are not split. Neither
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+ input is mutated or aliased; empty increments return an independent copy.
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+
236
+ - Legacy binary writes include fractional epoch seconds instead of discarding
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+ subseconds. The native double/double layout and whole-second bytes are unchanged.
238
+ Double precision still limits timestamp resolution far from the epoch.
239
+
240
+ - SQLite writes quote literal table names, bulk-insert observations, and roll
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+ back partial writes or table replacement on failure. Interrupts also clean
242
+ up before propagating. Existing timestamp/storage and upsert rules remain.
243
+
244
+ - Moving standard deviation inserts normal two-field observations and skips
245
+ empty windows instead of appending None. Inclusive windows and last-observation
246
+ labels remain; duplicate output labels use normal last-insert-wins semantics.
247
+
248
+ - SQLite date-range loading converts bounds to the correct epoch units instead
249
+ of repeating a timetuple. The current loader supports either or both
250
+ inclusive bounds, preserves fractional seconds in bounds, parameterizes values,
251
+ quote literal table names, and explicitly order rows by timestamp. Legacy
252
+ loader-owned status errors are unchanged; timezone conversion is explicit.
253
+
254
+ - Global min/max include all observations and handle singleton/empty input.
255
+ Results are independent records labeled with the actual observation's
256
+ timestamp; ties select the earliest observation.
257
+ - Moving standard deviation now uses interval validation instead of comparing
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+ the uncalled `total_seconds` method to zero.
259
+
260
+ - Global average includes every observation and handles singleton input;
261
+ variance and standard deviation consequently use the complete mean.
262
+ - Centered moving averages include preceding as well as following observations.
263
+ - Truncation discards digits toward zero instead of rounding.
264
+ - Empty filldown returns a new empty series rather than raising TypeError.
265
+ - Savitzky-Golay filtering works with modern NumPy and retains all observations.
266
+
267
+ ### Maintenance
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+
269
+ - Removed dead HEC/Jython scaffolding and unreachable code; bare exception
270
+ handlers no longer swallow interrupts.
271
+
272
+ ### Regular-grid selection workflow
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+
274
+ Create a regular series as a timestamp mask, then select observations from
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+ another series using `cut()`:
276
+
277
+ ```python
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+ from datetime import datetime
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+ from tslite import timeseries
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+
281
+ source = timeseries([
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+ (datetime(2024, 1, 1, 0), 10),
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+ (datetime(2024, 1, 1, 1, 30), 15),
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+ (datetime(2024, 1, 1, 2), 20),
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+ ])
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+ grid = timeseries.createRegular(
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+ start=datetime(2024, 1, 1, 0),
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+ end=datetime(2024, 1, 1, 3),
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+ interval="1h",
290
+ )
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+ selected = grid.cut(source)
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+ # 00:00 -> 10, 02:00 -> 20
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+ ```
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+
295
+ **Operand order matters:** `grid.cut(source)` keeps source values at timestamps
296
+ present in the grid. `source.cut(grid)` would instead keep the grid's values.
297
+ Matching is exact: this selects observations, without interpolating, snapping,
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+ or filling grid timestamps absent from the source.
@@ -0,0 +1,202 @@
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+
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+ Apache License
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+ Version 2.0, January 2004
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+ http://www.apache.org/licenses/
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+
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+ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
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+ 1. Definitions.
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+ "License" shall mean the terms and conditions for use, reproduction,
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+ and distribution as defined by Sections 1 through 9 of this document.
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@@ -0,0 +1,10 @@
1
+ include LICENSE README.md CHANGELOG.md pyproject.toml pytest.ini
2
+ recursive-include tests *.py
3
+ include scripts/migrate_sqlite_milliseconds.py
4
+ include test/source.dat test/test.db
5
+ recursive-include test *.tsv *.json
6
+ prune docs
7
+ include doc/tslite.md
8
+ prune site
9
+ prune .github
10
+ global-exclude __pycache__ *.py[cod]