Feat/slice intersect multi series #2592
Conversation
ymatzkevich
force-pushed
the
feat/slice_intersect_multi_series
branch
from
0ae1729 to
b6f6812
Compare
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## master #2592 +/- ##
==========================================
- Coverage 94.14% 94.10% -0.05%
==========================================
Files 139 139
Lines 14884 15003 +119
==========================================
+ Hits 14013 14119 +106
- Misses 871 884 +13 ☔ View full report in Codecov by Sentry. |
There was a problem hiding this comment.
Thanks for this PR @ymatzkevich, it looks really good already 🚀
Just had some minor suggestions here and there. After that we can merge
…s' into feat/slice_intersect_multi_series
|
In order to test the efficiency of the new logic, I performed a test (removed from the unit testing because of numerical costs) of intersecting a large number of TimeSeries. For example, something like: |
Checklist before merging this PR:
Fixes #2042.
Summary
The function
TimeSeries.slice_intersect()(see documentation) allows to intersect aTimeSerieswith another one so that they end up with the same time indices. However, if one wants to intersect multiple series, that function would need to be called several times or the intersection would need to be done by hand using e.g.xarray. The new functionslice_intersect()introduced with this PR solves this issue for an arbitrary number ofTimeSeries.Essentially, given a list of
TimeSerieshaving the same time index type,slice_intersect()will output the aligned list meaning that allTimeSeriesin it will have the same start and end time (if the intersection exists).Other Information
If the given
TimeSeriesdo not have all the same time index type (e.g. some have aRangeIndexand someDateTimeIndex), the function will raise an error.