Hi everyone,
I just posted to the Apache BEAM mailing list to find out if there is good
syntax for my usecase. I've been following Flink for he last couple of yours
so that why I'm emailing more here the same email to you aswell.
I've been reading thru both the Beam and the Flink website about UDF and
UADF
but I cant find an answer to my question, which is if one can combine more
than two parameters into a U-/DF? Im working in finance where for example
VWAP on timeseries data is an important metrics
and for that metric you need both the price and the volume to get an
accurate metric.
I've looked into
https://github.com/GoogleCloudPlatform/dataflow-sample-applications/tree/master/timeseries-streamingwhich is a nice library for this kind of logic-/metrics, but I still think
that SQL could be a better fit for
this kind of financial calculations.
Therefore I wonder if it is possible to create a U-A/DF that takes for
example volume and price as two parameters
and via a window function create an accumulator that gives back the result?
Can one use a PAIR<volume, price>
in an SQL statement to use a TableAggregate with > 1 parameters in Flink
SQL?
Thanks in advance,
Regards
Dan
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