Add a window join operation with as-of support #3
Labels
enhancement
New feature or request
help wanted
No one is currently implementing but it seems like a good idea
I was talking with @cpcloud about supporting asof. During that discussion it generally felt as if it shouldn't be implemented/conceived of as a traditional join operator because the condition cannot be expressed as a scalar condition. Instead, it requires an expression it really has a window function like partition of analysis that then leads to a return of a set of matching rows given an input row.
As we discussed this, Phillip pointed out that asof is an example of this but not the only one (and there are several variations of as-of). As such, we think creating a new "window join" operation with a new kind of "window join function" or similar probably makes the most sense (with as-of variations being the first window join function to define). For reference, here is the window join operation in KDB: https://code.kx.com/q/ref/wj/
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