Window

Applies a pipeline to segments of rows, producing one output value for every input value.

1. window rows:(range) range:(range) expanding:false rolling:0 (pipeline)

For each row, the segment over which the pipeline is applied is determined by one of:

  • rows, which takes a range of rows relative to the current row position.
  • 0 references the current row.
  • range, which takes a range of values relative to current row value.

The bounds of the range are inclusive. If a bound is omitted, the segment will extend until the edge of the table or group.

For ease of use, there are two flags that override rows or range:

  • expanding:true is an alias for rows:..0. A sum using this window is also known as “cumulative sum”.
  • rolling:n is an alias for rows:(-n+1)..0, where n is an integer. This will include n last values, including current row. An average using this window is also knows as a Simple Moving Average.

Some examples:

Expression Meaning
rows:0..2 current row plus two following
rows:-2..0 two preceding rows plus current row
rolling:3 (same as previous)
rows:-2..4 two preceding rows plus current row plus four following rows
rows:..0 all rows from the start of the table up to & including current row
expanding:true (same as previous)
rows:0.. current row and all following rows until the end of the table
rows:.. all rows, which same as not having window at all

Example

PRQL

1. from employees
2. group employee_id (
3. sort month
4. window rolling:12 (
5. derive {trail_12_m_comp = sum paycheck}
6. )
7. )

SQL

1. SELECT
2. *,
3. SUM(paycheck) OVER (
4. PARTITION BY employee_id
5. ORDER BY
6. month ROWS BETWEEN 11 PRECEDING AND CURRENT ROW
7. ) AS trail_12_m_comp
8. FROM
9. employees

PRQL

1. from orders
2. sort day
3. window rows:-3..3 (
4. derive {centered_weekly_average = average value}
5. )
6. group {order_month} (
7. sort day
8. window expanding:true (
9. derive {monthly_running_total = sum value}
10. )
11. )

SQL

1. SELECT
2. *,
3. AVG(value) OVER (
4. ORDER BY
5. day ROWS BETWEEN 3 PRECEDING AND 3 FOLLOWING
6. ) AS centered_weekly_average,
7. SUM(value) OVER (
8. PARTITION BY order_month
9. ORDER BY
10. day ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW
11. ) AS monthly_running_total
12. FROM
13. orders

Rows vs Range:

PRQL

1. from [
2. {time_id=1, value=15},
3. {time_id=2, value=11},
4. {time_id=3, value=16},
5. {time_id=4, value=9},
6. {time_id=7, value=20},
7. {time_id=8, value=22},
8. ]
9. window rows:-2..0 (
10. sort time_id
11. derive {sma3rows = average value}
12. )
13. window range:-2..0 (
14. sort time_id
15. derive {sma3range = average value}
16. )

SQL

1. WITH table_0 AS (
2. SELECT
3. 1 AS time_id,
4. 15 AS value
5. UNION
6. ALL
7. SELECT
8. 2 AS time_id,
9. 11 AS value
10. UNION
11. ALL
12. SELECT
13. 3 AS time_id,
14. 16 AS value
15. UNION
16. ALL
17. SELECT
18. 4 AS time_id,
19. 9 AS value
20. UNION
21. ALL
22. SELECT
23. 7 AS time_id,
24. 20 AS value
25. UNION
26. ALL
27. SELECT
28. 8 AS time_id,
29. 22 AS value
30. )
31. SELECT
32. time_id,
33. value,
34. AVG(value) OVER (
35. ORDER BY
36. time_id ROWS BETWEEN 2 PRECEDING AND CURRENT ROW
37. ) AS sma3rows,
38. AVG(value) OVER (
39. ORDER BY
40. time_id RANGE BETWEEN 2 PRECEDING AND CURRENT ROW
41. ) AS sma3range
42. FROM
43. table_0
44. ORDER BY
45. time_id
time_id value sma3rows sma3range
1 15 15 15
2 11 13 13
3 16 14 14
4 9 12 12
7 20 15 20
8 22 17 21

We can see that rows having time_id of 5 and 6 are missing in example data; we can say there are gaps in our time series data.

When computing SMA 3 for the fifth row (time_id==7) then:

  • “rows” will compute average on 3 rows (time_id in 3, 4, 7)
  • “range” will compute average on single row only (time_id==7)

When computing SMA 3 for the sixth row (time_id==8) then:

  • “rows” will compute average on 3 rows (time_id in 4, 7, 8)
  • “range” will compute average on 2 rows (time_id in 7, 8)

We can observe that “rows” ignores the content of the time_id, only uses its order; we can say its window operates on physical rows. On the other hand “range” looks at the content of the time_id and based on the content decides how many rows fits into window; we can say window operates on logical rows.

Windowing by default

If you use window functions without window transform, they will be applied to the whole table. Unlike in SQL, they will remain window functions and will not trigger aggregation.

PRQL

1. from employees
2. sort age
3. derive {rnk = rank age}

SQL

1. SELECT
2. *,
3. RANK() OVER (
4. ORDER BY
5. age
6. ) AS rnk
7. FROM
8. employees
9. ORDER BY
10. age

You can also only apply group:

PRQL

1. from employees
2. group department (
3. sort age
4. derive {rnk = rank age}
5. )

SQL

1. SELECT
2. *,
3. RANK() OVER (
4. PARTITION BY department
5. ORDER BY
6. age
7. ) AS rnk
8. FROM
9. employees

Window functions as first class citizens

There are no limitations on where windowed expressions can be used:

PRQL

1. from employees
2. filter salary < (average salary)

SQL

1. WITH table_0 AS (
2. SELECT
3. *,
4. AVG(salary) OVER () AS _expr_0
5. FROM
6. employees
7. )
8. SELECT
9. *
10. FROM
11. table_0
12. WHERE
13. salary < _expr_0