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I have another small suggested addition. This PR is less important to me than the other PRs made this week.
Instead of having to assume the current time (which I do now) or extracting it as the last value from one of the time series, it could be helpful to export this property, too.
Another (only indirectly related) aspect one may want to think about converting these times (or their type annotations) to a common representation, too. (Some kind of datetime object instead of a DatetimeLike.)