groupby (:G)

groupby(func, funcArgs, groupingCol)

or

funcArg func:G groupingCol

or

func:G(funcArgs, groupingCol)

func is a function. For the second use case, func can only have one parameter (funcArg).

funcArgs are the parameters of func. It is a tuple if there are more than 1 parameter of func.

groupingCol is the grouping variable. groupingCol and each of the function argument in funcArgs are vectors of the same size.

Calculate func(funcArgs) for each groupingCol group. The result for each group can be a scalar/vector/dictionary, and the output of the template is a table of the same size as the number of groupingCol groups.

sym=`IBM`IBM`IBM`MS`MS`MS$symbol;
price=172.12 170.32 175.25 26.46 31.45 29.43;
qty=5800 700 9000 6300 2100 5300;
trade_date=2013.05.08 2013.05.06 2013.05.07 2013.05.08 2013.05.06 2013.05.07;
groupby(avg, price, sym);

price avg :G sym;

// calculate the weighted average price of each stock
groupby(wavg, [price, qty], sym);