search

deephaven / deephaven-core

Deephaven Community Core
Other
257 stars 80 forks source link

feat!: provide key columns as scalars (vs. vectors) to `RollingFormula` #6375

Closed lbooker42 closed 2 days ago

lbooker42 commented 1 week ago

Example:

NOTE: Sym is a key column and is constant for each bucket. It is presented to the UDF as a string (not a vector). intCol / longCol are vectors containing the window data.

t_out = t.updateBy(UpdateByOperation.RollingFormula(prevTicks, postTicks,
        "out_val=sum(intCol) - max(longCol) + (Sym == null ? 0 : Sym.length())"), "Sym");
deephaven-internal commented 2 days ago

Labels indicate documentation is required. Issues for documentation have been opened:

Community: https://github.com/deephaven/deephaven-docs-community/issues/364