Skip to main content
Version: Python

rolling_count_time

rolling_count_time creates an update_by table operation that keeps a count of the number of values that exist within a rolling window, using time as the windowing unit. Data is windowed by reverse and forward time intervals relative to the current row, and the count of the window is calculated.

Syntax​

rolling_count_time(
    ts_col: str, cols: list[str],
    rev_time: Union[int, str],
    fwd_time: Union[int, str],
) -> UpdateByOperation

Parameters​

ParameterTypeDescription
ts_colstr

The name of the column containing timestamps.

colslist[str]

The column(s) to be operated on. These can include expressions to rename the output (e.g., NewCol = Col). If None the rolling count is calculated for all applicable columns.

rev_timeUnion[int,str]

The look-behind window size. This can be expressed as an integer in nanoseconds or a string duration, e.g., "PT00:00:00.001" or "PTnHnMnS", where H is hour, M is minute, and S is second.

fwd_timeUnion[int,str]

The look-forward window size. This can be expressed as an integer in nanoseconds or a string duration, e.g., "PT00:00:00.001" or "PTnHnMnS", where H is hour, M is minute, and S is second.

Returns​

An UpdateByOperation to be used in an update_by table operation.

Examples​

The following example performs an update_by on the source table using three rolling_count_time operations. Each operation gives varying rev_time and fwd_time values to show how they affect the output. The windows for each operation are as follows:

  • op_before: The window starts five seconds before the current row, and ends one second before the current row.
  • op_after: The window starts one second after the current row, and ends five seconds after of the current row.
  • op_middle: The window starts three seconds before the current row, and ends three seconds after the current row.
from deephaven.updateby import rolling_count_time
from deephaven.time import to_j_instant
from deephaven import empty_table

base_time = to_j_instant("2023-01-01T00:00:00 ET")

source = empty_table(10).update(
    ["Timestamp = base_time + i * SECOND", "Letter = (i % 2 == 0) ? `A` : `B`", "X = i"]
)

op_before = rolling_count_time(
    ts_col="Timestamp",
    cols=["WindowBeforeX = X"],
    rev_time=int(5e9),
    fwd_time=int(-1e9),
)
op_after = rolling_count_time(
    ts_col="Timestamp", cols=["WindowAfterX = X"], rev_time="PT1S", fwd_time="PT5S"
)
op_middle = rolling_count_time(
    ts_col="Timestamp", cols=["WindowMiddleX = X"], rev_time="PT3S", fwd_time="PT3S"
)

result = source.update_by(ops=[op_before, op_after, op_middle], by=["Letter"])