Fix filter time moving average walking its whole window on every sample (#182600)

homeassistant/components/filter/sensor.py

@@ -696,12 +696,19 @@ class TimeSMAFilter(Filter, SensorEntity):
         self._time_window = window_size
         self.last_leak: FilterState | None = None
         self.queue = deque[FilterState]()
+        # running time weighted sum of the queue, so a sample costs no pass over it
+        self._queue_sum: float = 0
 
     def _leak(self, left_boundary: datetime) -> None:
         """Remove timeouted elements."""
         while self.queue:
             if self.queue[0].timestamp + self._time_window <= left_boundary:
                 self.last_leak = self.queue.popleft()
+                if self.queue:
+                    self._queue_sum -= self._weighted(self.last_leak, self.queue[0])
+                else:
+                    # nothing left to weigh, so drop any rounding drift as well
+                    self._queue_sum = 0
             else:
                 return
 
@@ -710,22 +717,31 @@ class TimeSMAFilter(Filter, SensorEntity):
         """Implement the Simple Moving Average filter."""
 
         self._leak(new_state.timestamp)
+        if self.queue:
+            self._queue_sum += self._weighted(self.queue[-1], new_state)
         self.queue.append(copy(new_state))
 
-        moving_sum: float = 0
+        # the stretch before the oldest queued sample is covered by the value that
+        # left the window last, or by that oldest sample while nothing has left yet
         start = new_state.timestamp - self._time_window
-        prev_state = self.last_leak if self.last_leak is not None else self.queue[0]
-        for state in self.queue:
-            # We can cast safely here thanks to self._only_numbers = True
-            prev_state_value = cast(float, prev_state.state)
-            moving_sum += (state.timestamp - start).total_seconds() * prev_state_value
-            start = state.timestamp
-            prev_state = state
+        lead_state = self.last_leak if self.last_leak is not None else self.queue[0]
+        # We can cast safely here thanks to self._only_numbers = True
+        lead_value = cast(float, lead_state.state)
+        lead_seconds = (self.queue[0].timestamp - start).total_seconds()
+        moving_sum = lead_seconds * lead_value + self._queue_sum
 
         new_state.state = moving_sum / self._time_window.total_seconds()
 
         return new_state
 
+    @staticmethod
+    def _weighted(state: FilterState, until: FilterState) -> float:
+        """Return the value of a state weighted by the time until the next one."""
+        # The cast is safe, the base filter only lets numbers through
+        return (until.timestamp - state.timestamp).total_seconds() * cast(
+            float, state.state
+        )
+
 
 @FILTERS.register(FILTER_NAME_THROTTLE)
 class ThrottleFilter(Filter, SensorEntity):

tests/components/filter/test_sensor.py

@@ -547,6 +547,30 @@ def test_time_sma(values: list[State]) -> None:
     assert filtered.state == 21.5
 
 
+def test_time_sma_window() -> None:
+    """Test the time SMA as samples leave the window one by one, then all at once."""
+    filt = TimeSMAFilter(
+        window_size=timedelta(minutes=2), precision=2, entity=None, type="last"
+    )
+    start = dt_util.utcnow()
+    samples = [(0, 10), (60, 20), (120, 30), (180, 40), (240, 50), (600, 60), (630, 70)]
+
+    filtered = [
+        filt.filter_state(
+            State(
+                "sensor.test_monitored",
+                str(value),
+                last_updated=start + timedelta(seconds=offset),
+            )
+        ).state
+        for offset, value in samples
+    ]
+
+    # a value counts from its own timestamp until the next sample, and the value
+    # that left the window last covers the stretch before the oldest sample in it
+    assert filtered == [10, 10, 15, 25, 35, 50, 52.5]
+
+
 async def test_reload(recorder_mock: Recorder, hass: HomeAssistant) -> None:
     """Verify we can reload filter sensors."""
     hass.states.async_set("sensor.test_monitored", 12345)