Finance
timescaledb-hyperfunctions
🌟157
Use this skill when writing analytical SQL over time-series data with the TimescaleDB Toolkit (timescaledb_toolkit extension) hyperfunctions: approximate percentiles, statistical summaries, time-weighted averages, counter/gauge rates, uptime/heartbeat tracking, state durations, OHLC candlesticks, approximate distinct counts, top-N, and downsampling.
**Trigger when user asks to:**
- Compute percentiles/medians/p95/p99 over large or rolled-up time-series data
- Compute rates or deltas from monotonic counters (Prometheus-style) or gauges
- Compute time-weighted averages or integrals over irregularly sampled data
- Track uptime/downtime from heartbeats, or time spent in each state
- Build OHLC/candlestick or VWAP data for financial ticks
- Store re-aggregatable summaries in continuous aggregates (two-step aggregation, rollup)
- Approximate COUNT DISTINCT, find top-N / most frequent values, or downsample for charts
**Keywords:** timescaledb_toolkit, hyperfunctions, percentile_agg, uddsketch, tdigest, approx_percentile, stats_agg, time_weight, counter_agg, gauge_agg, heartbeat_agg, state_agg, candlestick_agg, hyperloglog, approx_count_distinct, min_n, max_n, mcv_agg, lttb, asap_smooth, rollup, two-step aggregation