Problem: The query results for a stream are not daily if none of sub-streams are daily
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Assessment
- Difficulty
- 5/5
- Estimated time
- Over a week
- Newbie friendliness
- 20/100
Research direction
Start by reading issue #66 and the discussion referenced from issue #63, especially the comments about forward-filling values. Clarify whether stream queries must return daily dates or only dates when a sub-stream changes; the work is done when that requirement and its expected results are agreed.
Written by the indexing model from the issue text.
Description
#66 is available for this problem, trying to fill with past values, as per @joequant's response. However, I left the 3rd problem out of it as it is not clear yet:
Does everything being filled forward mean we will fill to get daily results, or will we leave it as is, with dates that at least one sub-index changes?
@zolotokrylin - Please confirm your take on this.
Confirm 👍
P.S. Joseph is the expert here as he has built already the production version of that system (including methodology).
Does everything being filled forward mean we will fill to get daily results, or will we leave it as is, with dates that at least one sub-index changes?
@joequant please subscribe to this issue and help to gather the requirements based on your current system.
Originally posted by @outerlook in https://github.com/truflation/tsn-db/issues/63#issuecomment-1979276856
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