On Fri, Jun 16, 2017 at 4:20 AM, Konstantin Knizhnik <k.knizh...@postgrespro.ru> wrote: > I wonder if there were some discussion/attempts to add ASOF join to Postgres > (sorry, may be there is better term for it, I am refereeing KDB definition: > http://code.kx.com/wiki/Reference/aj ).
Interesting idea. Also in Pandas: http://pandas.pydata.org/pandas-docs/version/0.19.0/generated/pandas.merge_asof.html#pandas.merge_asof I suppose you could write a function that pulls tuples out of a bunch of cursors and zips them together like this, as a kind of hand-coded special merge join "except that we match on nearest key rather than equal keys" (as they put it). I've written code like this before in a trading context, where we called that 'previous tick interpolation', and in a scientific context where other kinds of interpolation were called for (so not really matching a tuple but synthesising one if no exact match). If you view the former case as a kind of degenerate case of interpolation then it doesn't feel like a "join" as we know it, but clearly it is. I had never considered before that such things might belong inside the database as a kind of join operator. -- Thomas Munro http://www.enterprisedb.com -- Sent via pgsql-hackers mailing list (pgsql-hackers@postgresql.org) To make changes to your subscription: http://www.postgresql.org/mailpref/pgsql-hackers
