CerebusOSS / ella

A streaming time-series datastore for low-latency applications
https://docs.rs/ella/
Apache License 2.0
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Feature: approximate join / as-of join / reindex like #20

Open sydduckworth opened 1 year ago

sydduckworth commented 1 year ago

An extremely useful feature for a time-series database is the ability to do an "approximate join" where for each value in the left table, the closest value from the right table is selected based on some sorted index (usually time).

DuckDB calls this AS-OF Join.

Pandas calls this reindex_like.