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Fix right boundary when interpolating 'locf' TWA #740

Merged
merged 1 commit into from
Mar 28, 2023
Merged

Fix right boundary when interpolating 'locf' TWA #740

merged 1 commit into from
Mar 28, 2023

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WireBaron
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This change will make it so a time weighted average with the locf method will include the range between the last data point and the interpolation boundary, even when there is no next aggregate to interpolate.

Note that the behavior here might not be entirely intuitive, so we need to make sure we update our docs to describe our exact behavior.

Fixes #732

This change will make it so a time weighted average with the locf method
will include the range between the last data point and the interpolation
boundary, even when there is no next aggregate to interpolate.
@WireBaron WireBaron requested review from syvb and thatzopoulos March 17, 2023 22:06
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@thatzopoulos thatzopoulos left a comment

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LGTM

@WireBaron
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bors r+

@bors bors bot merged commit 0a8cb9c into main Mar 28, 2023
@bors bors bot deleted the br/issue_732 branch March 28, 2023 19:12
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Successfully merging this pull request may close these issues.

Last datapoint is ignored in the calculation of average(time_weight('locf', TIME, value))
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