def priceSensitivityOrderFlowImbalance(LastPrice, BidOrderQty, OfferOrderQty){
	deltaP = deltas(LastPrice)*10000
	NVOL = BidOrderQty[0].nullFill(0) - OfferOrderQty[0].nullFill(0)
	return beta(deltaP.nullFill(0), NVOL)
}

timer{
	snapshotTB = loadTable("dfs://TL_Level2", "snapshot")
	res = select priceSensitivityOrderFlowImbalance(LastPrice, BidOrderQty, OfferOrderQty) as priceSensitivityOrderFlowImbalance
		from snapshotTB
		where date(TradeTime)=2023.02.01
		group by date(TradeTime) as TradeTime, SecurityID
}