Dependence of derive cols

[mationai]

Currently I have the following as separate derive since one depend on the other. I'm wondering if combining them under the same derive will work and if there are any speedups doing so.

      .derive({
        vol50: aq.rolling(d => op.round(op.average(d.vol)), [-50, 0]),
      })
      .derive({
        rvol: aq.escape(d => round(d.vol / d.vol50, 2)),
      })

[jheer]

If one derive expression depends on another, they currently must be provided in sequential calls, as you've done here. Combining them into one derive will not work at this point in time.

[mationai]

@jheer
It seems non-dependent derives still can not be in the same derive clause.

In the rolling average example in cookbook, if I add another rolling average in the same clause with different window, the result of the 2nd rolling average is just a copy of the first.

    .derive({
      ra4: aq.rolling(d => op.average(d.x), [-4, 0]),
      ra2: aq.rolling(d => op.average(d.x), [-2, 0]),
    })

[jheer]

Ooh, that is definitely a bug. Thank you for catching this!