perda.core_data_structures.joins#

perda.core_data_structures.joins.inner_join(left_ts, left_val, right_ts, right_val, *, tolerance, method=ResampleMethod.LINEAR)[source]#

Inner join: keep only left timestamps that have a right timestamp within tolerance, then interpolate right values onto those timestamps.

Parameters:

  • left_ts (NDArray) – Timestamps for left series

  • left_val (NDArray) – Values for left series

  • right_ts (NDArray) – Timestamps for right series

  • right_val (NDArray) – Values for right series

  • tolerance (float) – Maximum allowed distance to the nearest right timestamp for a left timestamp to be kept.

  • method (ResampleMethod, optional) – Interpolation method for right values. Default is LINEAR.

Return type:

Tuple[ndarray[tuple[Any, ...], dtype[TypeVar(_ScalarT, bound= generic)]], ndarray[tuple[Any, ...], dtype[TypeVar(_ScalarT, bound= generic)]], ndarray[tuple[Any, ...], dtype[TypeVar(_ScalarT, bound= generic)]]]

Returns:

  • timestamps (NDArray) – Subset of left timestamps within tolerance of a right timestamp

  • left_values (NDArray) – Left values at the kept timestamps

  • right_values (NDArray) – Right values interpolated onto the kept timestamps

perda.core_data_structures.joins.left_join(left_ts, left_val, right_ts, right_val, *, method=ResampleMethod.LINEAR)[source]#

Left join: interpolate right values onto the left timestamp grid.

Parameters:

  • left_ts (NDArray) – Timestamps for left series (used as the target grid)

  • left_val (NDArray) – Values for left series

  • right_ts (NDArray) – Timestamps for right series

  • right_val (NDArray) – Values for right series

  • method (ResampleMethod, optional) – Interpolation method. Default is LINEAR.

Return type:

Tuple[ndarray[tuple[Any, ...], dtype[TypeVar(_ScalarT, bound= generic)]], ndarray[tuple[Any, ...], dtype[TypeVar(_ScalarT, bound= generic)]], ndarray[tuple[Any, ...], dtype[TypeVar(_ScalarT, bound= generic)]]]

Returns:

  • timestamps (NDArray) – Left timestamps (unchanged)

  • left_values (NDArray) – Left values (unchanged)

  • right_values (NDArray) – Right values interpolated onto left timestamps

perda.core_data_structures.joins.outer_join(left_ts, left_val, right_ts, right_val, *, method=ResampleMethod.LINEAR, drop_nan=True, fill=0.0)[source]#

Outer join: union of timestamps with interpolation.

Parameters:

  • left_ts (NDArray) – Timestamps for left series

  • left_val (NDArray) – Values for left series

  • right_ts (NDArray) – Timestamps for right series

  • right_val (NDArray) – Values for right series

  • method (ResampleMethod, optional) – Interpolation method. Default is LINEAR.

  • drop_nan (bool, optional) – If True, drop rows where either series has NaN after interpolation. Default is True.

  • fill (float, optional) – Fill value for NaNs when drop_nan is False. Default is 0.0.

Return type:

Tuple[ndarray[tuple[Any, ...], dtype[TypeVar(_ScalarT, bound= generic)]], ndarray[tuple[Any, ...], dtype[TypeVar(_ScalarT, bound= generic)]], ndarray[tuple[Any, ...], dtype[TypeVar(_ScalarT, bound= generic)]]]

Returns:

  • timestamps (NDArray) – Union of all timestamps

  • left_values (NDArray) – Left values interpolated to union timestamps

  • right_values (NDArray) – Right values interpolated to union timestamps