New query function: accumulate / accumulator

[frabul]

Take my case as an example.
I have some trading bots, each one of these bots is reporting daily performance.
If i want to plot the absolute gain/loss curve i need to select all reports and accumulate the partial gains.
So coming to the function accumulate( target_attribute ): it is meant to add a new colum containing the sum of the values of target_attribute of all rows up to the current one.

Example:

select AlgoName, accumulate(Results.GainsRealized) as GainCurve
from stream
where @eventtype = 0x25AE7A7D
group by AlgoName
order by AlgoName
limit 10000

[liammclennan]

Hi @frabul ,

Interesting idea. We don't currently have any functions like this. All current functions either operate on a single row or they produce an aggregate from a set of rows. accumulate as described needs to maintain state over a set of rows, but also produce one row per input row.

If we did have such a function it could be generalized to a fold over the stream to that point. Your example folds a sum over the stream, but it could also fold mean, min, max etc.

Another option is to use Seq.Api and implement the calculation yourself.