history: prune successive items showing no difference

test/test_tsio.py

@@ -774,8 +774,6 @@ insertion_date             value_date
 2017-02-01 00:00:00+00:00  2017-01-01    0.0
 2017-02-02 00:00:00+00:00  2017-01-01    0.0
                            2017-01-02    1.0
-2017-02-03 00:00:00+00:00  2017-01-01    0.0
-                           2017-01-02    1.0
 """, tsc)
 
     tsc = tsh.history(engine, 'smallserie',
@@ -794,8 +792,6 @@ insertion_date             value_date
 2017-02-01 00:00:00+00:00  2017-01-01    0.0
 2017-02-02 00:00:00+00:00  2017-01-01    0.0
                            2017-01-02    1.0
-2017-02-03 00:00:00+00:00  2017-01-01    0.0
-                           2017-01-02    1.0
 """, tsc)
 
     tsc = tsh.history(engine, 'no-such-series')

tshistory/tsio.py

@@ -14,6 +14,7 @@ from sqlhelp import sqlfile, select
 from tshistory.util import (
     closed_overlaps,
     num2float,
+    pruned_history,
     SeriesServices,
     start_end,
     tx,
@@ -255,11 +256,19 @@ class timeseries(SeriesServices):
                  for idate, ts in series
             ]
 
-        return {
+        hist = {
             idate: ts
             for idate, ts in series if len(series)
         }
 
+        if from_value_date or to_value_date:
+            # now it's possible that the extremities cut
+            # yields similar series for successive idates
+            # and we are not interested in that
+            hist = pruned_history(hist)
+
+        return hist
+
     @tx
     def staircase(self, cn, seriename, delta,
                   from_value_date=None,

tshistory/util.py

@@ -66,6 +66,23 @@ def tzaware_serie(ts):
     return is_datetime64tz_dtype(ts.index)
 
 
+def pruned_history(hist):
+    if not hist:
+        return hist
+    idates = list(hist.keys())
+    idate = idates[0]
+    current = hist[idate]
+    pruned = {
+        idate: current
+    }
+    for idate in idates[1:]:
+        newts = hist[idate]
+        if not current.equals(newts):
+            pruned[idate] = newts
+            current = newts
+    return pruned
+
+
 def start_end(ts, notz=True):
     ts = ts.dropna()
     if not len(ts):