Keyword | Description | Example |
Checks whether you have access to a resource in the FINBOURNE platform. |
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| Reserved function. | |
Stops the query with an error message. |
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Stops the query and returns the contents of a table variable as the result. |
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Sends a message to the query progress log. |
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Shows a fractional number of days as days, hours, minutes and seconds. |
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Converts a string in a non-standard format to a date. |
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Returns 1 if a value is a date, optionally in a given format, otherwise 0. |
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Converts a date in the given timezone to UTC. |
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Converts a date to an ISO 8601 string. |
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Converts a UTC date to the given timezone. |
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Converts a date from one timezone to another. |
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Returns 1 if a value is a number, otherwise 0. |
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Returns 1 if a value is an integer, otherwise 0. |
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Returns the Levenshtein distance between two strings. |
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Creates a hash of one or more values. Uses SHA256 by default. |
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Returns 1 if a string contains the given whole word, otherwise 0. |
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Returns 1 if a string contains a word starting with the given text, otherwise 0. |
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Returns 1 if any item in a CSV string equals a value, otherwise 0. |
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Returns 1 if any item in a CSV string is in a second CSV string, otherwise 0. |
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Returns 1 if every item in a CSV string equals a value, otherwise 0. |
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Returns 1 if every item in a CSV string is in a second CSV string, otherwise 0. |
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Returns the first part of a string that matches a regular expression. |
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Returns every part of a string that matches a regular expression, as a CSV list. |
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Returns the position of the first match of a regular expression. |
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Replaces every match of a regular expression. |
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| Reserved function. |
Keyword | Description | Example |
Returns the value at a percentile, given from 0.0 to 1.0. |
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Returns the cumulative product. |
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Returns the covariance of two columns. |
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Measures how lopsided the distribution of values is. |
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Measures how heavy the tails of the distribution are. |
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Returns the square root of the mean of the squared values. |
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Returns the harmonic mean. |
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Returns the geometric mean. |
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Returns the Shannon entropy of the values. |
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Returns the fraction of values less than or equal to the given value. |
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Returns the upper quartile minus the lower quartile. |
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Returns the difference between two quantiles. |
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Returns the linear correlation of two columns. |
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Returns the rank correlation of two columns. |
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Returns the mean of the squared differences between two columns. |
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Returns the mean of the absolute differences between two columns. |
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Returns the median of the absolute differences from the median. |
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Returns the mean absolute difference between two columns, as a fraction. |
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Returns the mean positive return divided by the mean negative return. |
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Returns the standard deviation of the returns below the mean. |
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Returns the fall from the highest value so far. Must be used in a window. |
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Returns the largest drawdown. |
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Returns the mean drawdown. |
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Returns the number of rows since the highest value so far. Must be used in a window. |
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Returns the longest drawdown length. |
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Returns the mean drawdown length. |
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Returns the standard deviation. Unlike |
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Returns the y intercept of a regression line fitted to two columns. |
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Returns the gradient of a regression line fitted to two columns. |
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Returns the standard error of the regression y intercept. |
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Returns the standard error of the regression gradient. |
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Turns a series of prices into a series of returns. |
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Turns a series of returns into a series of prices, from an initial price. |
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Returns the mean divided by the standard deviation. |
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Returns the standard deviation divided by the mean. |
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Returns the Minkowski distance between two columns, for a given power. |
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Returns the largest difference between two columns. |
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Returns the sum of the absolute differences between two columns. |
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Returns the straight-line distance between two columns. |
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Returns the Canberra distance between two columns. |
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Returns the Bray-Curtis distance between two columns. |
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Returns 1 minus the cosine of the angle between two columns. |
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Returns the fraction of predicted positives that are true positives. |
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Returns the fraction of true positives that were predicted. |
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Returns the F-score, weighting recall against precision by beta. |
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Returns how well one column predicts another. |
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