Hi, I was wondering what was the status for ASOF joins? The release notes from December last year seem to indicate that there were some progress but there is absolutely no mention of ASOF in the docs and I curious if there were some non documented functions that could be used.
- #635:
asof
joins for timevectorsThis allows users to join two timevectors with the following semanticstimevectorA -> asof(timevectorB)
. This will return records with the LOCF value from timevectorA at the timestamps from timevectorB. Specifically the returned records contain, for each value in timevectorB, {the LOCF value from timevectorA, the value from timevectorB, the timestamp from timevectorB}.
Thanks