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ENH: windowed operations #66
Description
@quinnj -- I'm doing it -- I'm opening this issue :)
I think we can figure out ˙how to do this properly and I opened up the issue to give us a platform for bouncing around ideas.
I'm hoping to dig into SQLite.jl and Tables.jl sooner rather than later, so hopefully I'll be able to contribute to the discussion before too long.
Activity
Sean1708 commentedon Jul 3, 2015
Hi @spencerlyon2, sounds like you've already been chatting to @quinnj about this, but just to be clear do you mean something similar to Postgres' window functions?
sglyon commentedon Jul 6, 2015
Hi @Sean1708, yes @quinnj and I chatted a bit about this.
I honestly am not familiar with postgres' window functions, but from the quick look at the docs it seems like that would do the job for me.
The use case I showed @quinnj was to compute sigma(p_{t+h} - p_t | \omega^t, W) as given by the following:
Here q, sigma_q, r and sigma_r are all time series and would be columns in a table. h would be a constant integer, like 8 or 12.
Sean1708 commentedon Jul 11, 2015
Hmm, I'll see if I can whip up a simple implementation in the next week or two. Then at least we'll have a starting point and we can build on it from there.
Sean1708 commentedon Aug 31, 2015
I apologise that this has been such a long time coming, other priorities got in the way slightly. I whipped up a very simple implementation last weekend in #70, could you have a look at that and see if this is the kind of thing you were looking for please?
quinnj commentedon Sep 30, 2026
SQLite has supported SQL window functions (
OVER (PARTITION BY ... ORDER BY ...)) since 3.25, andSQLite_jllships a much newer version, so they work directly inDBInterface.executequeries. Closing this old issue.