Retain minimum ms granularity.

salesforce · Sep 13, 2022 · 1ca2e70 · 1ca2e70
1 parent 8778865
commit 1ca2e70
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/merlion/utils/time_series.py b/merlion/utils/time_series.py
@@ -782,6 +782,9 @@ def from_pd(cls, df: Union[pd.Series, pd.DataFrame, np.ndarray], check_times=Tru
                 df = df[~df.index.duplicated()]
             if not df.index.is_monotonic_increasing:
                 df = df.sort_index()
+            if dt_index:
+                times = df.index.values.astype("datetime64[ms]").astype(np.int64)
+                df = df.reindex(pd.to_datetime(np.unique(times), unit="ms"), method="bfill")
 
         elif not aligned and not dt_index and df.index.dtype not in ("int64", "float64"):
             raise RuntimeError(