As shown in the following figure, I want to group a stream table by “index“ and perform aggregate calculations using a sliding window of length 2. However, it seems that aggregate operations are not supported in the reactive state engine. How to achieve this in DolphinDB?
You can create two engines and establish a cascade between them: the first is a time-series engine (see DolphinDB user manual - createTimeSeriesEngine), which specifies keyColumn as "index" and metric as “sum(val)”; the second is a reactive state engine, which specifies metric as “msum(val, 2)” and sums the current value with the previous one.