@state
def volumeWeightedAvgPrice(OrderQty, Price, window){
	return mwavg(Price, OrderQty, window)
}

timer{
	orderTB = loadTable("dfs://TL_Level2", "entrust")
	res = select SecurityID, TradeTime, volumeWeightedAvgPrice(OrderQty, Price, 60) as volumeWeightedAvgPrice from orderTB where date(TradeTime)=2023.02.01 context by date(TradeTime), SecurityID
}