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

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merged 4 commits into from
Nov 19, 2024
Merged

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

merged 4 commits into from
Nov 19, 2024

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lbooker42
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@lbooker42 lbooker42 commented Nov 13, 2024 •
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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");

@lbooker42 lbooker42 self-assigned this Nov 13, 2024
@lbooker42 lbooker42 added this to the 0.37.0 milestone Nov 13, 2024
rcaudy
rcaudy reviewed Nov 19, 2024
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Ready to approve, but for one comment in discussion.

@lbooker42 lbooker42 merged commit 5d44879 into deephaven:main Nov 19, 2024
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Labels indicate documentation is required. Issues for documentation have been opened:

Community: deephaven/deephaven-docs-community#364

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@rcaudy rcaudy rcaudy approved these changes

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