'How to specify a window size by rows instead of DURATION in DolphinDB?
Does the parameter window of wj function only support duration type? How should I approach it if I want to select by rows?
M data are all based on trading days. Data in a duration type window will be NULL if it's weekends or holidays. I'm now using moving for backward sliding windows. Any functions for forward sliding windows, like moving(fun, X, -n)?
Solution 1:[1]
Currently, wj function only supports duration type. There are two types of high-order functions: window and twindow that were introduced for forward sliding window calculations.
Sources
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Source: Stack Overflow
| Solution | Source |
|---|---|
| Solution 1 | jinwandalaohu |