timescale/timescaledb-toolkit 1.12.0

on GitHub

New experimental features

• #596: Introduce Candlestick Aggregate.
  Users can use either the toolkit_experimental.candlestick_agg(timestamp, price, volume) aggregate or the toolkit_experimental.candlestick(timestamp, open, high, low, close, volume) function, depending on whether they are starting from tick data or already aggregated data.
  Both the aggregate form and the function form of Candlestick support the following (experimental) accessors (in addition to being re-aggregated via rollup):
  open, high, low, close, open_time, high_time, low_time, close_time, volume, vwap (Volume Weighted Average Price)

  NOTE:

  • This functionality improves upon and replaces the need for toolkit_experimental.ohlc which might be removed in the next release.
  • This functionality is not safe to run in parallel mode yet.

• #590: New min_n/max_n functions and related min_n_by/max_n_by.
  The former is used to get the top N values from a column while the later will also track some additional data, such as another column or even the entire row.
  These should give the same results as a SELECT ... ORDER BY ... LIMIT n, except they can be composed and combined like other toolkit aggregates.

Bug fixes

• #568: Allow approx_count accessor function to take NULL inputs.
• #574: Add default unit to interpolated_integral.

Other notable changes

• RPM packages for CentOS 7 have returned.
• New Homebrew formula available for macOS installation: brew install timescale/tap/timescaledb-toolkit.
• #547: Update pgx to 0.5.0. This is necessary for adding Postgres 15 support coming soon.
• #571: Update CI docker image for pgx 0.5.0.
• #599: Reduce floating point error when using stats_agg in moving aggregate mode.
• #589: Update pgx to 0.5.4.
• #594: Verify that pgx doesn't generate CREATE OR REPLACE FUNCTION.
• #592: Add build script option to install in release mode.

Shout-outs

• @zyro for reporting null handling issue on count_min_sketch.

Full Changelog: 1.11.0...1.12.0