datajure.index — com.github.clojure-finance/datajure 2.1.0

Keyed lookup indexes — explicit, immutable prepared row-index structures over a source dataset. An index is built once and reused for fast access; the source dataset is never reordered or mutated (this is data.table's setindex(), never setkey()), and the index carries a reference to the exact dataset value it was built from so it can never be applied to a mismatched table.

Two kinds:

• :hash (default) — equality point-lookups. All key columns form the lookup tuple. lookup resolves a key to that key's rows in O(1):

  (def by-tic (idx/index-by panel :tic))
  (idx/lookup by-tic "AAPL")            ;; => dataset of AAPL's rows
  (idx/lookup by-firm-date [1690 date])   ;; multi-column tuple key
  

• :asof — the prepared right-side structure for as-of / window joins. The LAST key column is the asof column, the rest are exact-match keys; each exact tuple maps to its asof values (sorted ascending, nils last) plus original row ids. An :asof index is not point-lookable via lookup (the access pattern needs direction/tolerance/window semantics) — it is consumed by datajure.asof / a :how :asof join:

  (def right-idx (idx/index-by compustat [:gvkey :rdq] {:kind :asof}))
  (idx/asof-index compustat [:gvkey :rdq])   ;; convenience alias
  

lookup-indices returns raw row indices for callers gathering from a row-aligned projection themselves.

asof-groups clj

(asof-groups index)

Low-level: the exact-key -> {:reader :orig :n} table of an :asof index. Used by datajure.asof to consume a prebuilt index.

asof-index clj

(asof-index dataset key-cols)

Convenience for (index-by dataset key-cols {:kind :asof}).

index-by clj

(index-by dataset key-cols)

(index-by dataset key-cols opts)

Build an immutable index over dataset keyed by key-cols (a keyword or a vector of keywords). opts may set :kind to :hash (default) or :asof.

:hash — all key columns form the equality tuple; rows are grouped by key, so a key may map to many rows (ascending original order). O(row-count) to build, O(1) per lookup.

:asof — the last key column is the asof column, the rest are exact-match keys; the prepared structure for datajure.asof (see ns doc). Consumed by as-of / window joins, not by lookup.

The index holds a reference to dataset.

index? clj

(index? x)

True if x is a datajure index value.

key-columns clj

(key-columns index)

The vector of key columns this index is built on.

kind clj

(kind index)

The kind of index — :hash or :asof.

lookup clj

(lookup index k)

Return the rows of the index's source dataset whose key equals k, as a dataset in original row order. Empty (0-row) dataset if the key is absent. :hash indexes only.

lookup-indices clj

(lookup-indices index k)

Return the vector of row indices (into the index's source dataset) whose key equals k — a scalar for a single-column index, a tuple/vector for a multi-column one. Empty vector if the key is absent. :hash indexes only.

row-asof-val clj

(row-asof-val readers i)

Extract the asof-key value (last key column) from row i. Low-level.

row-exact-key clj

(row-exact-key readers i)

Extract the exact-key tuple (all key columns except the last) from row i given readers (one reader per key column). Returns [] when there is only one key column (pure asof, no exact grouping). Low-level — shared with the as-of search layer for probing left rows.

source-dataset clj

(source-dataset index)

The dataset value this index was built from.