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[PR Coverage check]😍 pass : 4371 / 5716 (76.47%) file detail
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bluestreak01
approved these changes
Dec 20, 2025
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Adds new WINDOW JOIN syntax for time-based aggregations:
Here, each
tradesrow is joined with allpricesrows with the matchingsymvalue from the[-1s, 1s]interval, inclusive, and then aggregations are calculated for the joinedpricesrows.In case of symbol-based join, the execution may use SIMD instructions to calculate the aggregates. Other than that, the execution may use multiple threads as long as left-hand table has many rows.
Both
INCLUDE PREVAILING(the default) andEXCLUDE PREVAILINGclauses of WINDOW JOIN is supported. In case of theEXCLUDE PREVAILINGclause, only the right-hand table rows from the window interval are aggregated. TheINCLUDE PREVAILINGclause also includes the latest right-hand table row (think, price) before the interval (think, ASOF JOIN combined withEXCLUDE PREVAILINGWINDOW JOIN).Requirements:
GA Readiness Checklist
AsyncFastWindowJoinRecordCursorFactory@RaphDalSqlCodeGeneratoraround window join factory creation: when the code throwsSqlException, we need to make sure thatfilterandgroupByFunctions(and any other intermediate structs) are closedTimeFrameHelperwith testsperWorkerGroupByFunctions != nullconditionBenchmarks
0.5B
tradesand 1.6Bpricesrows within a single day:Microbenchmark results for the new
DirectIntIntHashMaphash table used in the symbol column equality operator:New
EqSymFunctionFactoryspeeds up filters likesym_col1 = sym_col2:Microbenchmark results for
Vect#sum*Acc()functions (they're now vectorized):