sliding window calculation with panel data in influxDB

Question

I am given the not-so-enviable job of comparing time-series databases for a project. One thing we need to do pretty often is to sliding window calculations with panel data. For example, to calculate a one year sliding window volatility for each stock, in DolphinDB we can write just one line of code which is pretty neat： select symbol, mvol(ret, 252) from t context by symbol Does anyone know how to do the same in InfluxDB?

Answer 1

You can find all available supporting algorithmic functions for influxDB here. I am not hundred percentage sure, but I doubt you are looking for something similar to moving_average or derivative