Cumulative Window Functions (cum-functions)

The cumulative window starts from a specified data/time point and aggregates data over consecutive data points or time intervals. DolphinDB provides the cumulative window functions (cum-functions) for cases involving cumulative windows.

Introduction

higher-order function accumulate:
```
accumulate(func, X, [init])
```
If init is specified, the result for the first window is init + X[0].
Syntax templates for the cum-functions:
```
cumfunc(X)
cumfunc(X, Y)
```
Parameters:

X (Y) is a scalar/vector/matrix/table/tuple with equal-length vectors.

List of Functions

cumfunc(X)
cummax, cummin, cummed, cumfirstNot, cumlastNot, cumrank, cumcount, cumpercentile, cumstd, cumstdp, cumvar, cumvarp, cumsum, cumsum2, cumsum3, cumsum4, cumavg, mprod, cumPositiveStreak
cumfunc(X, Y)
cumwavg, cumwsum, cumcorr, cumcovar, cumbeta

Windowing Logic

The cum-function performs a cumulative calculation on each element, then returns a vector of the same length (or matrix of the same size) as the input.

The following example illustrates the calculation rules:

X = 1 1 2 3 4 5 NULL 8 9 1 3
cumsum(X)
// output
[1, 2, 4, 7, 11, 16, 16, 24, 33, 34, 37]