influxdata / influxdata/influxdb
asof join - join two tables such that missing records filled with most recent record
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- Dominant language
- Rust
- Stars
- 31.7k
- Forks
- 3.7k
- Avg merge
- 13h 37m
- Merged PRs (30d)
- 8
Description
Proposal:
asof join like described in these documentations:
https://code.kx.com/q/ref/aj/
http://pandas.pydata.org/pandas-docs/version/0.19.0/whatsnew.html#whatsnew-0190-enhancements-asof-merge
https://questdb.io/docs/reference/sql/join/#asof-join
Current behavior:
Not supported.
Desired behavior:
An asof join done at the InfluxDB level. A performant flux query achieving the same thing would be appreciated, too.
Alternatives considered:
I pull the tables and use R or Pandas to do the asof join.
Use case:
Much time series data is not perfectly aligned. It's a very common operation in financial applications (prices relative to each other). I've asked on the Slack, but was only told that it's 'commonly requested', so I'm putting in a feature request.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by comparing the proposed semantics in the q aj reference, the pandas asof-merge documentation, and the QuestDB SQL asof-join documentation. Investigate whether Flux can express the operation efficiently; done means InfluxDB supports an asof join or a performant Flux query for filling missing records with the most recent matching record.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- pandas, r
- Domain
- data, databases
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 30/100