atoti.array.prod

[alexis-bvq]

Description

As there is atoti.array.sum, it would be nice to have atoti.array.prod that would compute the product of each member of the vector.
A second feature would be too have a cumulative scope on this product that would allow to compute the product over the last n values of the vectors.

Context

For the Simcorp Poc, we need to compute a product over dates. For memory optimisation we thought about vectorizing our datas. Therefore we would need to have atoti.array.prod as there is atoti.array.sum.
The cumulative product is also needed because one measure requires the product of the last 3 days for each different date.
This second feature is similar to the prefix_sum but it would let you choose how many members you want to cumulate.

Other information (if relevant)

[tibdex]

True that atoti.array.prod is missing but for the "cumulative scope" part, couldn't you use array slices?

[fabiencelier]

atoti.array.prod will be available in the next release