Adding asof joins for timevector #635
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WireBaron
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davidkohn88,
epgts,
rtwalker,
syvb and
thatzopoulos
| .map(|points| (points.ts.into(), points.val)) | ||
| .peekable(); | ||
| let into = into.into_iter().map(|points| (points.ts, points.val)); | ||
| let (mut from_time, mut from_val) = from.next().unwrap(); |
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The default error message from .unwrap() isn't particularly user friendly:
| let (mut from_time, mut from_val) = from.next().unwrap(); | |
| let (mut from_time, mut from_val) = from.next().expect("Must have at least one point in joining column"); |
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Good point, however it's also going to have potentially ugly behavior if the into vector is empty, so I added an assert that neither is empty to the start of this function.
WireBaron
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| > { | ||
| assert!( | ||
| from.num_points > 0 && into.num_points > 0, | ||
| "both timevectors must be populated for an asof join" |
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Can we test these two errors?
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Added...it's actually surprisingly difficult to create an empty timevector.
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| #### New experimental features | ||
| - [#615](https://github.com/timescale/timescaledb-toolkit/pull/614): Heatbeat aggregate | ||
| - [#615](https://github.com/timescale/timescaledb-toolkit/pull/615): Heatbeat aggregate |
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Hehe we caught the same thing! Also "heatbeat" though, and also there are some rendering problems without blank lines. I sent a pull request for these.
| Heartbeat aggregates can also interpolated to better see behavior around the boundaries of the individual aggregates. | ||
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| - [#635](https://github.com/timescale/timescaledb-toolkit/pull/635): AsOf joins for timevectors | ||
| This allows users to join two timevectors with the following semantics `timevectorA -> asof(timevectorB)`. This will return records with the LOCF value from timevectorA at the timestamps from timevectorB. Specifically the returned records contain, for each value in timevectorB, {the LOCF value from timevectorA, the value from timevectorB, the timestamp from timevectorB}. |
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Without a blank line between lines 15 and 16 here, Github squishes it all into one paragraph. The blank does not disrupt the list.
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Fixed this and merged your fix for the above. Will merge once I verify everything looks good.
This change adds a new function `join_asof` which takes two timevectors and outputs the values of the first at the times given in the second (as well as the values in the second).
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bors r+ |
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3 participants
This change adds a new function
join_asofwhich takes two timevectors and outputs the values of the first at the times given in the second (as well as the values in the second).Fixes #633