Point in time

Exabel stores data with point-in-time support, so that you can see what data was available at a specified time. This is especially useful for backtests, as we can then make sure that no data that wasn’t available at the time is used.

Usage

versioned(date, signal)

Evaluate a signal with a specified point in time.

Parameters
  • date – the point in time from which we view the data

  • signal – the signal to be evaluated

For example, to see how a time series has changed over some time period:

versioned('2021-12-01', signal) - versioned('2021-11-01', signal)
versions(date, signal)

Evaluate a signal for the given date for all points in time in the evaluation period.

Parameters
  • date – the date to evaluate the signal for

  • signal – the signal to be evaluated

For example, to see how a time series value for 2021-12-01 has changed over time:

versions('2021-12-01', signal)