Special functions

$fill$_$missing()$

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

To better understand this function, let's suppose you have a set of variables that you want to sum up together.

The variables A, B, C, and D don't have data in all of the timestamps (as shown in the table below), so the fill missing() function is used to fill in the gaps and do 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 makes the first_fill parameter as "ffill", meaning that the function will fill the gaps forward, starting at a point where it has enough data to fill the gaps for all the involved time series. The result would be 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	-	-

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

On the other hand, it's also possible to make the first_fill a "bfill" . The gaps would be filled in the following manner:

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

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

Let's suppose you need to fill all the gaps of the variables, in that case you'd need to set both first_fill and last_fill in the expression, rendering the following:

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

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

Additionally, you can fill the gaps with a value. For this case, the function sets a "0" in all the gaps the variables have.

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: Assuming a variable $x = [-1, 2, 1]$$where(x >=0, 1, 0)$	$[0, 1, 1]$
	Interval Function: Assuming a variable $x = [-1, 2, 1]$$where(x<0, 0, where(x<1), 1, 2)$	$[0, 2, 2]$

$diff()$

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

$shift()$

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