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-- Fast SQL as-of join (Postgres version), contributed by Rand Merchant Bank e-Quant team | |
-- Kabelo Masemola, Paul Jacot-Guillarmod, Michael Stephanou | |
-- Rand Merchant Bank does not make any representations or give any warranties as to the correctness, accuracy or completeness of the included code; nor does Rand Merchant Bank assume liability for any losses arising from errors or omissions in the code. | |
-- Create tables | |
CREATE TABLE table1 ( time timestamptz, val double precision); | |
CREATE TABLE table2 ( time timestamptz, val double precision); | |
-- Create aggregate functions |