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EPIC: Resampling remaining work

Open alexowens90 opened this issue 8 months ago • 0 comments

Known remaining work. Replace checkbox text with link to individual issues when they are being actively worked on.

  • [ ] #1721
  • [ ] Option to include/exclude partial buckets (they are currently included).
  • [ ] Missing data handling. Behaviour should be consistent in all 3 cases:
    • [ ] Option to include buckets in the returned dataframe that have no index values within the symbol (they are currently excluded). This is simple enough for float, string, and datetime columns, as we can put NaN, None, or NaT respectively. int columns require more thought.
    • [ ] Handle dynamic schema when an aggregation column is missing from a row-slice.
    • [ ] Handle sparse aggregation columns.
  • [x] #1711
  • [ ] #1751
  • [ ] Support for more frequencies? Unclear if this is required in practice, wait until a use case occurs
  • [x] ~~Syntactic sugar? Could add a first-class resample method to the API instead of exposing the QueryBuilder methods directly.~~ Superseded by LazyDataFrame

alexowens90 avatar May 30 '24 09:05 alexowens90