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Implement sort-merge join #147

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Implement sort-merge join #147

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asinghvi17
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@asinghvi17 asinghvi17 commented Feb 9, 2023

This is a fast sortmerge join, as discussed. It's currently in TSFrames.fast_join. API is similar to TSFrames.join.

The branch is based off my copycols branch, so has some code from there.

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Codecov Report

Merging #147 (7f84ece) into main (dd702ea) will decrease coverage by 16.04%.
The diff coverage is 27.34%.

@@             Coverage Diff             @@
##             main     #147       +/-   ##
===========================================
- Coverage   91.41%   75.38%   -16.04%     
===========================================
  Files          20       20               
  Lines         431      524       +93     
===========================================
+ Hits          394      395        +1     
- Misses         37      129       +92     
Impacted Files Coverage Δ
src/TSFrames.jl 100.00% <ø> (ø)
src/join.jl 6.12% <0.00%> (-93.88%) ⬇️
src/TSFrame.jl 98.03% <97.14%> (+0.08%) ⬆️
src/rollapply.jl 95.00% <100.00%> (ø)
src/utils.jl 86.36% <0.00%> (-0.21%) ⬇️

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TODO: revert this commit before merging

TImerOutputs helps track the performance of each step of a function, which is useful when narrowing down performance bottlenecks.
adds an ~1-2% performance drop but code is centralized...we're basically done with functionality
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