Hierarchical continuous aggregates (@Rollup)

[danstarns]

Related:

• Allow Candlestick builder to also rollup from previous continuous aggregates #18

This PR adds the ability to make a continuous aggregate on top of a continuous aggregate, its called a Rollup and you can use it via the @Rollup decorator on a TypeORM model

Example Usage

First, define your source continuous aggregate:

import { ContinuousAggregate, BucketColumn, AggregateColumn } from '@timescaledb/typeorm';

@ContinuousAggregate(PageLoad, {
  name: 'hourly_page_views',
  bucket_interval: '1 hour',
})
export class HourlyPageViews {
  @BucketColumn({
    source_column: 'time',
  })
  bucket!: Date;

  @AggregateColumn({
    type: 'count',
  })
  total_views!: number;
}

Then define your rollup:

import { Rollup, RollupColumn, BucketColumn } from '@timescaledb/typeorm';

@Rollup(HourlyPageViews, {
  name: 'daily_page_stats',
  bucket_interval: '1 day',
})
export class DailyPageStats {
  @BucketColumn({
    source_column: 'bucket',
  })
  bucket!: Date;

  @RollupColumn({
    type: 'sum',
    source_column: 'total_views',
  })
  daily_total!: number;
}

Query the rollup:

const stats = await AppDataSource.getRepository(DailyPageStats)
  .createQueryBuilder()
  .where('bucket >= :start', { start })
  .andWhere('bucket < :end', { end })
  .getMany();

Code Changes

• Add @Rollup decorator
• Add @RollupColumn decorator
• Add rollup example + test to typeorm and sequlize examples
• Add rollup builder + tests in core
• Add rollup schemas
• Document rollups

What's next?

1. Candlestick Rollup - Rollup candlesticks via @CandlestickColumn #20