Re: What is the difference between wj and wj1?

[rocuinneagain]

You are seeing the same results as your t2 has an entry for every second

If we swap til 9 for 2*til 9 we can create gaps and then you can see the differences where wj will bring in prevailing values but wj1 will not.

 

t1:([]sym:3#`ibm;time:07:01:01 07:01:03 07:01:05;price:100 101 105); 
a:101 103 103 104 104 107 108 107 108; 
b:98 99 102 103 103 104 106 106 107; 
t2:([]sym:`ibm; time:07:00:58+2*til 9; ask:a; bid:b); 
c:`sym`time; w:-2 1+:t1.time; 
o1:wj[w;c;t1;(t2;(max;`ask);(min;`bid))]; 
o2:wj1[w;c;t1;(t2;(max;`ask);(min;`bid))]; 
o1~o2; 
// 0b; 

q)wj[w;c;t1;(t2;(::;`ask);(::;`bid))] 
sym time price ask bid 
------------------------------------------ 
ibm 07:01:01 100 101 103 103 98 99 102 
ibm 07:01:03 101 103 103 104 99 102 103 
ibm 07:01:05 105 103 104 104 102 103 103 

q)wj1[w;c;t1;(t2;(::;`ask);(::;`bid))] 
sym time price ask bid 
---------------------------------- 
ibm 07:01:01 100 103 103 99 102 
ibm 07:01:03 101 103 104 102 103 
ibm 07:01:05 105 104 104 103 103