twosigma / twosigma/flint

How to get the latest two events on a specific window using Flint?

Open
#85 1 comment 0 reactions 0 assignees View on GitHub
Dominant language
Scala
Stars
1.2k
Forks
199
PR merge metrics
No merged PRs in 30d

Description

How to get the latest two events using this library?

Say I have the following

```
time | price
---------------
1000L | 40
2000L | 20
3000L | 80
4000L | 10
5000L | 60
6000L | 30
```

I want to do operations like

1. Get the last 2 events or last 4 events in the past 6 hours
2. Difference in price for the last two events in 6 hours.

How to do this using Flint? I can write my own udf and solve this but I am wondering if there is any inbuilt function that is already available?

Contributor guide

Open the contributing guide

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.