参考如下实现:
t1 = `T1`T2`T3`T4`T5`T6`T7
s1 = `A`A`A`A`A`A`
b1= 0.35 0.34 0.33 0.28 0.29 0 0.3
a1 =0.34 0.33 0.32 0.3 0 0 0.31
t = table(t1 as timestamp, s1 as symbol, b1 as bid, a1 as ask)
select *,ffill(iif(prev(bid)==0,NULL,prev(bid))) as last_bid, ffill(iif(prev(bid)==0,NULL,prev(timestamp))) as last_bid_timestamp, ffill(iif(prev(ask)==0,NULL,prev(ask))) as last_ask, ffill(iif(prev(ask)==0,NULL,prev(timestamp))) as last_ask_timestamp from t