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@clojure-finance clojure-finance released this 18 Apr 03:44
· 80 commits to main since this release
v2.0.8
0733179

What's new in 2.0.8

qtile :from ? Reference-subpopulation breakpoints for :by grouping. Compute quintile boundaries from a filtered subset (e.g. NYSE stocks) and apply them to all rows ? the :by-side equivalent of #dt/e (cut :col n :from pred).

win/each-prior ? Generalized adjacent-element operator. Applies any binary operator to f(x[i], x[i-1]). Supports +, -, *, /, max, min, and comparison operators.

Bounded as-of joins ? :direction (:backward/:forward/:nearest) and :tolerance options on :how :asof.

Window join (:how :window, q's wj) ? For each left row, aggregates all right rows within a time window. :window [-5 0 :minutes] + :agg map with full temporal unit support.

CI fix ? stat_test.clj added to CI; tech.ml.dataset dep corrected to 8.007 in run-tests.sh.

Full details in the CHANGELOG.

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