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Module window

Module window 

Source
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Window function expression parser

Parses window function expressions like:

  • lag(close, 1) over (partition by symbol order by timestamp)
  • row_number() over (order by close desc)
  • sum(volume) over (rows between 5 preceding and current row)

Functionsยง

parse_window_from_function_call
Parse window function from a regular function call that has an OVER clause This is called when we detect a function call followed by OVER
parse_window_function_call
Parse a window function call expression