How to compute window function for each nth row in Presto? - sql

Question

I am working with a table that contains timeseries data, with a row for each minute for each user.
I want to compute some aggregate functions on a rolling window of N calendar days.
This is achieved via
SELECT
SOME_AGGREGATE_FUN(col) OVER (
PARTITION BY user_id
ORDER BY timestamp
ROWS BETWEEN (60 * 24 * N) PRECEDING AND CURRENT ROW
) as my_col
FROM my_table
However, I am only interested in the result of this at a daily scale.
i.e. I want the window to be computed only at 00:00:00, but I want the window itself to contain all the minute-by-minute data to be passed into my aggregate function.
Right now I am doing this:
WITH agg_results AS (
SELECT
SOME_AGGREGATE_FUN(col) OVER (
PARTITION BY user_id
ORDER BY timestamp_col
ROWS BETWEEN (60 * 24 * N) PRECEDING AND CURRENT ROW
)
FROM my_table
)
SELECT * FROM agg_results
WHERE
timestamp_col = DATE_TRUNC('day', "timestamp_col")
This works in theory, but it does 60 * 24 more computations that necessary, resulting in the query being super slow.
Essentially, I am trying to find a way to make the right window bound skip rows based on a condition. Or, if it is simpler to implement, for every nth row (as I have a constant number of rows for each day).

Answer 1

I don't think that's possible with window functions. You could switch to a subquery instead, assuming that your aggregate function works as a regular aggregate function too (that is, without an OVER() clause):
select
timestamp_col,
(
select some_aggregate_fun(t1.col)
from my_table t1
where
t1.user_id = t.user_id
and t1.timestamp_col >= t.timestamp_col - interval '1' day
and t1.timestamp_col <= t.timestamp_col
)
from my_table t
where timestamp_col = date_trunc('day', timestamp_col)
I am unsure that this would perform better than your original query though; you might need to assess that against your actual dataset.
You can change interval '1' day to the actual interval you want to use.