Special functions

$fill$_$missing()$

Syntax	Example
fill_missing (expression, <first_fill>, <last_fill>, <fill_value>)	$fill$_$missing(A+B)$

To better understand this function, suppose you have a set of variables that you want to sum.

Variables A, B, C, and D do not have data for all timestamps, as shown in the table below. Use the fill_missing() function to fill the gaps and perform the calculation. The following examples are based on this table:

Date	A	B	C	D
07/12/2020 00:00:04	5	-	4	5
07/12/2020 00:00:03	3	2	3	4
07/12/2020 00:00:02	-	4	-	2
07/12/2020 00:00:01	4	3	5	-

$fill$_$missing(A + B + C + D)$

By default, the fill_missing() expression sets the first_fill parameter to "ffill". This means the function fills the gaps forward, starting at a point where it has enough data to fill the gaps for all involved time series. The result is as follows:

Date	A	B	C	D	Output
07/12/2020 00:00:04	5	2	4	5	16
07/12/2020 00:00:03	3	2	3	4	12
07/12/2020 00:00:02	4	4	5	2	15
07/12/2020 00:00:01	4	3	5	-	-

$fill$_$missing(A + B + C + D, first$_$fill="bfill")$

You can also set first_fill to "bfill". In that case, the gaps are filled as follows:

Date	A	B	C	D	Output
07/12/2020 00:00:04	5	-	4	5	-
07/12/2020 00:00:03	3	2	3	4	12
07/12/2020 00:00:02	3	4	3	2	12
07/12/2020 00:00:01	4	3	5	2	14

$fill$_$missing(A + B + C + D, first$_$fill="ffill",last$_$fill="bfill")$

Suppose you need to fill all gaps in the variables. In that case, set both first_fill and last_fill in the expression. The result is as follows:

Date	A	B	C	D	Output
07/12/2020 00:00:04	5	2	4	5	16
07/12/2020 00:00:03	3	2	3	4	12
07/12/2020 00:00:02	4	4	5	2	15
07/12/2020 00:00:01	4	3	5	2	14

$fill$_$missing(A + B + C + D, fill$_$value=0)$

You can also fill the gaps with a fixed value. In this case, the function sets 0 in every gap in the variables.

Date	A	B	C	D	Output
07/12/2020 00:00:04	5	0	4	5	14
07/12/2020 00:00:03	3	2	3	4	12
07/12/2020 00:00:02	0	4	0	2	6
07/12/2020 00:00:01	4	3	5	0	12

$cumsum()$

Syntax	Example	Output
$cumsum(x)$	$cumsum([0, 1, 2, 3])$	6

$where()$

Syntax	Example	Output
where(condition, operation if true, operation if false)	Step function: Assume a variable $x = [-1, 2, 1]$$where(x >= 0, 1, 0)$	$[0, 1, 1]$
	Interval function: Assume a variable $x = [-1, 2, 1]$$where(x < 0, 0, where(x < 1, 1, 2))$	$[0, 2, 2]$

$diff()$

Syntax	Example	Output
diff(<variable>, <steps>)	Assume a variable $x = [14, 15, 17, 16]$ $diff(x, 2)$	$[3, 1]$

$shift()$

Syntax	Example	Output
shift(<variable>,<step>)	Assume a variable $x = [-2, -1, 0, 1, 2]$$shift(x, -1)$ This lets you retrieve the previous value of the variable by shifting the series to the left.	$[-1, 0, 1, 2]$
	Assume a variable $x = [-2, -1, 0, 1, 2]$$shift(x, 2)$ Shifts the series to the right.	$[x, x, -2, -1, 0]$