Split events into timestamps and datum (#1345)

docs/releases/unreleased.md

@@ -37,3 +37,7 @@ River's mini-batch methods now support pandas v2. In particular, River conforms
 ## tree
 
 - Fix a bug in `tree.splitter.NominalSplitterClassif` that generated a mismatch between the number of existing tree branches and the number of tracked branches.
+
+## utils
+
+- `utils.TimeRolling` now works correctly if two samples with the same timestamp are added in a row.

river/utils/rolling.py

@@ -125,27 +125,31 @@ class TimeRolling(BaseRolling):
     def __init__(self, obj: Rollable, period: dt.timedelta):
         super().__init__(obj)
         self.period = period
-        self._events: list[tuple[dt.datetime, typing.Any]] = []
+        self._timestamps: list[dt.datetime] = []
+        self._datum: list[typing.Any] = []
         self._latest = dt.datetime(1, 1, 1)
 
     def update(self, *args, t: dt.datetime, **kwargs):
         self.obj.update(*args, **kwargs)
-        bisect.insort_left(self._events, (t, (args, kwargs)))
+        i = bisect.bisect_left(self._timestamps, t)
+        self._timestamps.insert(i, t)
+        self._datum.insert(i, (args, kwargs))
 
         # There will only be events to revert if the new event if younger than the previously seen
         # youngest event
         if t > self._latest:
             self._latest = t
 
             i = 0
-            for ti, (argsi, kwargsi) in self._events:
+            for ti, (argsi, kwargsi) in zip(self._timestamps, self._datum):
                 if ti > t - self.period:
                     break
                 self.obj.revert(*argsi, **kwargsi)
                 i += 1
 
             # Remove expired events
             if i > 0:
-                self._events = self._events[i:]
+                self._timestamps = self._timestamps[i:]
+                self._datum = self._datum[i:]
 
         return self

river/utils/test_rolling.py

@@ -4,7 +4,7 @@
 
 import pytest
 
-from river import stats, utils
+from river import proba, stats, utils
 
 
 def test_with_counter():
@@ -38,3 +38,15 @@ def test_rolling_with_not_rollable():
 def test_time_rolling_with_not_rollable():
     with pytest.raises(ValueError):
         utils.TimeRolling(stats.Quantile(), period=dt.timedelta(seconds=10))
+
+
+def test_issue_1343():
+    """
+
+    https://github.com/online-ml/river/issues/1343
+
+    """
+    rmean = utils.TimeRolling(proba.MultivariateGaussian(), period=dt.timedelta(microseconds=1))
+    t = dt.datetime.utcnow()
+    rmean.update({"a": 0}, t=t)
+    rmean.update({"a": 1}, t=t)