Fill method transform

The fill_to() transform ensures that there is a point at least every interval, if there is not a point, it fills in the point using the method provided. The timevector must be sorted before calling fill_to(). The available fill methods are:

fill_method	description
LOCF	Last object carried forward, fill with last known value prior to the hole
Interpolate	Fill the hole using a collinear point with the first known value on either side
Linear	This is an alias for interpolate
Nearest	Fill with the matching value from the closer of the points preceding or following the hole

For example:

SELECT (
    toolkit_experimental.timevector(time, value)
    -> toolkit_experimental.sort()
    -> toolkit_experimental.fill_to('1 day', 'LOCF')
    -> toolkit_experimental.unnest()).*
FROM (VALUES (TimestampTZ '2021-01-06 UTC',   0.0 ),
             (            '2021-01-01 UTC',  25.0 ),
             (            '2021-01-02 UTC',   0.10),
             (            '2021-01-04 UTC', -10.0 ),
             (            '2021-01-05 UTC',   3.3 )
     ) as v(time, value);

The output for this example:

          time          | value
------------------------+-------
 2021-01-01 00:00:00+00 |    25
 2021-01-02 00:00:00+00 |   0.1
 2021-01-03 00:00:00+00 |   0.1
 2021-01-04 00:00:00+00 |   -10
 2021-01-05 00:00:00+00 |   3.3
 2021-01-06 00:00:00+00 |     0
(6 rows)