On Fri, Jun 16, 2017 at 11:51:34AM +1200, Thomas Munro wrote: > 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.
If you turn your head sideways, it's very similar to the range merge join Jeff Davis proposed. https://commitfest.postgresql.org/14/1106/ Best, David. -- David Fetter <david(at)fetter(dot)org> http://fetter.org/ Phone: +1 415 235 3778 AIM: dfetter666 Yahoo!: dfetter Skype: davidfetter XMPP: david(dot)fetter(at)gmail(dot)com Remember to vote! Consider donating to Postgres: http://www.postgresql.org/about/donate -- Sent via pgsql-hackers mailing list (firstname.lastname@example.org) To make changes to your subscription: http://www.postgresql.org/mailpref/pgsql-hackers