feat!: provide key columns as scalars (vs. vectors) to RollingFormula (#6375)

### Example:

NOTE: `Sym` is a key column and is constant for each bucket. It is
presented to the UDF as a string (not a vector). `intCol` / `longCol`
are vectors containing the window data.

```
t_out = t.updateBy(UpdateByOperation.RollingFormula(prevTicks, postTicks,
        "out_val=sum(intCol) - max(longCol) + (Sym == null ? 0 : Sym.length())"), "Sym");
```

Author: lbooker42

engine/table/src/main/java/io/deephaven/engine/table/impl/updateby/BucketedPartitionedUpdateByManager.java

@@ -3,7 +3,6 @@
 //
 package io.deephaven.engine.table.impl.updateby;
 
-import io.deephaven.UncheckedDeephavenException;
 import io.deephaven.api.updateby.UpdateByControl;
 import io.deephaven.base.verify.Assert;
 import io.deephaven.engine.exceptions.CancellationException;
@@ -83,9 +82,12 @@ class BucketedPartitionedUpdateByManager extends UpdateBy {
             final PartitionedTable partitioned = source.partitionedAggBy(List.of(), true, null, byColumnNames);
             final PartitionedTable transformed = partitioned.transform(t -> {
                 final long firstSourceRowKey = t.getRowSet().firstRowKey();
+                final Object[] bucketKeyValues = Arrays.stream(byColumnNames)
+                        .map(colName -> t.getColumnSource(colName).get(firstSourceRowKey))
+                        .toArray();
                 final String bucketDescription = BucketedPartitionedUpdateByManager.this + "-bucket-" +
-                        Arrays.stream(byColumnNames)
-                                .map(bcn -> Objects.toString(t.getColumnSource(bcn).get(firstSourceRowKey)))
+                        Arrays.stream(bucketKeyValues)
+                                .map(Objects::toString)
                                 .collect(Collectors.joining(", ", "[", "]"));
                 UpdateByBucketHelper bucket = new UpdateByBucketHelper(
                         bucketDescription,
@@ -94,7 +96,8 @@ class BucketedPartitionedUpdateByManager extends UpdateBy {
                         resultSources,
                         timestampColumnName,
                         control,
-                        this::onBucketFailure);
+                        this::onBucketFailure,
+                        bucketKeyValues);
                 // add this to the bucket list
                 synchronized (buckets) {
                     buckets.offer(bucket);

engine/table/src/main/java/io/deephaven/engine/table/impl/updateby/UpdateByBucketHelper.java

@@ -50,6 +50,9 @@ class UpdateByBucketHelper extends IntrusiveDoublyLinkedNode.Impl<UpdateByBucket
     private final ColumnSource<?> timestampColumnSource;
     private final ModifiedColumnSet timestampColumnSet;
 
+    /** Store boxed key values for this bucket */
+    private final Object[] bucketKeyValues;
+
     /** Indicates this bucket needs to be processed (at least one window and operator are dirty) */
     private boolean isDirty;
     /** This rowset will store row keys where the timestamp is not null (will mirror the SSA contents) */
@@ -65,22 +68,25 @@ class UpdateByBucketHelper extends IntrusiveDoublyLinkedNode.Impl<UpdateByBucket
      * @param resultSources the result sources
      * @param timestampColumnName the timestamp column used for time-based operations
      * @param control the control object.
+     * @param failureNotifier a consumer to notify of any failures
+     * @param bucketKeyValues the key values for this bucket (empty for zero-key)
      */
-
     protected UpdateByBucketHelper(
             @NotNull final String description,
             @NotNull final QueryTable source,
             @NotNull final UpdateByWindow[] windows,
             @NotNull final Map<String, ? extends ColumnSource<?>> resultSources,
             @Nullable final String timestampColumnName,
             @NotNull final UpdateByControl control,
-            @NotNull final BiConsumer<Throwable, TableListener.Entry> failureNotifier) {
+            @NotNull final BiConsumer<Throwable, TableListener.Entry> failureNotifier,
+            @NotNull final Object[] bucketKeyValues) {
         this.description = description;
         this.source = source;
         // some columns will have multiple inputs, such as time-based and Weighted computations
         this.windows = windows;
         this.control = control;
         this.failureNotifier = failureNotifier;
+        this.bucketKeyValues = bucketKeyValues;
 
         result = new QueryTable(source.getRowSet(), resultSources);
 
@@ -331,7 +337,8 @@ public void prepareForUpdate(final TableUpdate upstream, final boolean initialSt
                     timestampValidRowSet,
                     timestampsModified,
                     control.chunkCapacityOrDefault(),
-                    initialStep);
+                    initialStep,
+                    bucketKeyValues);
 
             // compute the affected/influenced operators and rowsets within this window
             windows[winIdx].computeAffectedRowsAndOperators(windowContexts[winIdx], upstream);

engine/table/src/main/java/io/deephaven/engine/table/impl/updateby/UpdateByOperator.java

@@ -159,19 +159,46 @@ protected UpdateByOperator(
      */
     public abstract void initializeSources(@NotNull Table source, @Nullable RowRedirection rowRedirection);
 
+    /**
+     * Initialize the bucket context for a cumulative operator and pass in the bucket key values. Most operators will
+     * not need the key values, but those that do can override this method.
+     */
+    public void initializeCumulativeWithKeyValues(
+            @NotNull final Context context,
+            final long firstUnmodifiedKey,
+            final long firstUnmodifiedTimestamp,
+            @NotNull final RowSet bucketRowSet,
+            @NotNull Object[] bucketKeyValues) {
+        initializeCumulative(context, firstUnmodifiedKey, firstUnmodifiedTimestamp, bucketRowSet);
+    }
+
     /**
      * Initialize the bucket context for a cumulative operator
      */
-    public void initializeCumulative(@NotNull final Context context, final long firstUnmodifiedKey,
+    public void initializeCumulative(
+            @NotNull final Context context,
+            final long firstUnmodifiedKey,
             final long firstUnmodifiedTimestamp,
             @NotNull final RowSet bucketRowSet) {
         context.reset();
     }
 
+    /**
+     * Initialize the bucket context for a windowed operator and pass in the bucket key values. Most operators will not
+     * need the key values, but those that do can override this method.
+     */
+    public void initializeRollingWithKeyValues(
+            @NotNull final Context context,
+            @NotNull final RowSet bucketRowSet,
+            @NotNull Object[] bucketKeyValues) {
+        initializeRolling(context, bucketRowSet);
+    }
+
     /**
      * Initialize the bucket context for a windowed operator
      */
-    public void initializeRolling(@NotNull final Context context,
+    public void initializeRolling(
+            @NotNull final Context context,
             @NotNull final RowSet bucketRowSet) {
         context.reset();
     }

engine/table/src/main/java/io/deephaven/engine/table/impl/updateby/UpdateByOperatorFactory.java

@@ -59,7 +59,7 @@ public class UpdateByOperatorFactory {
     private final MatchPair[] groupByColumns;
     @NotNull
     private final UpdateByControl control;
-    private Map<String, ColumnDefinition<?>> vectorColumnNameMap;
+    private Map<String, ColumnDefinition<?>> vectorColumnDefinitions;
 
     public UpdateByOperatorFactory(
             @NotNull final TableDefinition tableDef,
@@ -1437,7 +1437,6 @@ private UpdateByOperator makeRollingFormulaOperator(@NotNull final MatchPair pai
         private UpdateByOperator makeRollingFormulaMultiColumnOperator(
                 @NotNull final TableDefinition tableDef,
                 @NotNull final RollingFormulaSpec rs) {
-
             final long prevWindowScaleUnits = rs.revWindowScale().getTimeScaleUnits();
             final long fwdWindowScaleUnits = rs.fwdWindowScale().getTimeScaleUnits();
 
@@ -1446,42 +1445,58 @@ private UpdateByOperator makeRollingFormulaMultiColumnOperator(
             // Create the colum
             final SelectColumn selectColumn = SelectColumn.of(Selectable.parse(rs.formula()));
 
-            // Get or create a column definition map where the definitions are vectors of the original column types.
-            if (vectorColumnNameMap == null) {
-                vectorColumnNameMap = new HashMap<>();
-                columnDefinitionMap.forEach((key, value) -> {
-                    final ColumnDefinition<?> columnDef = ColumnDefinition.fromGenericType(
-                            key,
-                            VectorFactory.forElementType(value.getDataType()).vectorType(),
-                            value.getDataType());
-                    vectorColumnNameMap.put(key, columnDef);
-                });
+            // Get or create a column definition map composed of vectors of the original column types (or scalars when
+            // part of the group_by columns).
+            final Set<String> groupByColumnSet =
+                    Arrays.stream(groupByColumns).map(MatchPair::rightColumn).collect(Collectors.toSet());
+            if (vectorColumnDefinitions == null) {
+                vectorColumnDefinitions = tableDef.getColumnStream().collect(Collectors.toMap(
+                        ColumnDefinition::getName,
+                        (final ColumnDefinition<?> cd) -> groupByColumnSet.contains(cd.getName())
+                                ? cd
+                                : ColumnDefinition.fromGenericType(
+                                        cd.getName(),
+                                        VectorFactory.forElementType(cd.getDataType()).vectorType(),
+                                        cd.getDataType())));
             }
 
-            // Get the input column names and data types from the formula.
-            final String[] inputColumnNames =
-                    selectColumn.initDef(vectorColumnNameMap, compilationProcessor).toArray(String[]::new);
+            // Get the input column names from the formula and provide them to the rolling formula operator
+            final String[] allInputColumns =
+                    selectColumn.initDef(vectorColumnDefinitions, compilationProcessor).toArray(String[]::new);
             if (!selectColumn.getColumnArrays().isEmpty()) {
                 throw new IllegalArgumentException("RollingFormulaMultiColumnOperator does not support column arrays ("
                         + selectColumn.getColumnArrays() + ")");
             }
             if (selectColumn.hasVirtualRowVariables()) {
                 throw new IllegalArgumentException("RollingFormula does not support virtual row variables");
             }
-            final Class<?>[] inputColumnTypes = new Class[inputColumnNames.length];
-            final Class<?>[] inputVectorTypes = new Class[inputColumnNames.length];
 
-            for (int i = 0; i < inputColumnNames.length; i++) {
-                final ColumnDefinition<?> columnDef = columnDefinitionMap.get(inputColumnNames[i]);
-                inputColumnTypes[i] = columnDef.getDataType();
-                inputVectorTypes[i] = vectorColumnNameMap.get(inputColumnNames[i]).getDataType();
+            final Map<Boolean, List<String>> partitioned = Arrays.stream(allInputColumns)
+                    .collect(Collectors.partitioningBy(groupByColumnSet::contains));
+            final String[] inputKeyColumns = partitioned.get(true).toArray(String[]::new);
+            final String[] inputNonKeyColumns = partitioned.get(false).toArray(String[]::new);
+
+            final Class<?>[] inputKeyColumnTypes = new Class[inputKeyColumns.length];
+            final Class<?>[] inputKeyComponentTypes = new Class[inputKeyColumns.length];
+            for (int i = 0; i < inputKeyColumns.length; i++) {
+                final ColumnDefinition<?> columnDef = columnDefinitionMap.get(inputKeyColumns[i]);
+                inputKeyColumnTypes[i] = columnDef.getDataType();
+                inputKeyComponentTypes[i] = columnDef.getComponentType();
+            }
+
+            final Class<?>[] inputNonKeyColumnTypes = new Class[inputNonKeyColumns.length];
+            final Class<?>[] inputNonKeyVectorTypes = new Class[inputNonKeyColumns.length];
+            for (int i = 0; i < inputNonKeyColumns.length; i++) {
+                final ColumnDefinition<?> columnDef = columnDefinitionMap.get(inputNonKeyColumns[i]);
+                inputNonKeyColumnTypes[i] = columnDef.getDataType();
+                inputNonKeyVectorTypes[i] = vectorColumnDefinitions.get(inputNonKeyColumns[i]).getDataType();
             }
 
             final String[] affectingColumns;
             if (rs.revWindowScale().timestampCol() == null) {
-                affectingColumns = inputColumnNames;
+                affectingColumns = inputNonKeyColumns;
             } else {
-                affectingColumns = ArrayUtils.add(inputColumnNames, rs.revWindowScale().timestampCol());
+                affectingColumns = ArrayUtils.add(inputNonKeyColumns, rs.revWindowScale().timestampCol());
             }
 
             // Create a new column pair with the same name for the left and right columns
@@ -1494,9 +1509,12 @@ private UpdateByOperator makeRollingFormulaMultiColumnOperator(
                     prevWindowScaleUnits,
                     fwdWindowScaleUnits,
                     selectColumn,
-                    inputColumnNames,
-                    inputColumnTypes,
-                    inputVectorTypes);
+                    inputKeyColumns,
+                    inputKeyColumnTypes,
+                    inputKeyComponentTypes,
+                    inputNonKeyColumns,
+                    inputNonKeyColumnTypes,
+                    inputNonKeyVectorTypes);
         }
     }
 }

engine/table/src/main/java/io/deephaven/engine/table/impl/updateby/UpdateByWindow.java

@@ -47,7 +47,8 @@ static class UpdateByWindowBucketContext implements SafeCloseable {
         protected final boolean timestampsModified;
         /** Whether this is the creation phase of this window */
         protected final boolean initialStep;
-
+        /** Store the key values for this bucket */
+        protected final Object[] bucketKeyValues;
 
         /** An array of ColumnSources for each underlying operator */
         protected ColumnSource<?>[] inputSources;
@@ -71,12 +72,14 @@ static class UpdateByWindowBucketContext implements SafeCloseable {
                 final TrackingRowSet timestampValidRowSet,
                 final boolean timestampsModified,
                 final int chunkSize,
-                final boolean initialStep) {
+                final boolean initialStep,
+                @NotNull final Object[] bucketKeyValues) {
             this.sourceRowSet = sourceRowSet;
             this.timestampColumnSource = timestampColumnSource;
             this.timestampSsa = timestampSsa;
             this.timestampValidRowSet = timestampValidRowSet;
             this.timestampsModified = timestampsModified;
+            this.bucketKeyValues = bucketKeyValues;
 
             workingChunkSize = chunkSize;
             this.initialStep = initialStep;
@@ -91,13 +94,15 @@ public void close() {
         }
     }
 
-    abstract UpdateByWindowBucketContext makeWindowContext(final TrackingRowSet sourceRowSet,
+    abstract UpdateByWindowBucketContext makeWindowContext(
+            final TrackingRowSet sourceRowSet,
             final ColumnSource<?> timestampColumnSource,
             final LongSegmentedSortedArray timestampSsa,
             final TrackingRowSet timestampValidRowSet,
             final boolean timestampsModified,
             final int chunkSize,
-            final boolean isInitializeStep);
+            final boolean isInitializeStep,
+            final Object[] bucketKeyValues);
 
     UpdateByWindow(final UpdateByOperator[] operators,
             final int[][] operatorInputSourceSlots,

engine/table/src/main/java/io/deephaven/engine/table/impl/updateby/UpdateByWindowCumulative.java

@@ -55,9 +55,17 @@ UpdateByWindowBucketContext makeWindowContext(final TrackingRowSet sourceRowSet,
             final TrackingRowSet timestampValidRowSet,
             final boolean timestampsModified,
             final int chunkSize,
-            final boolean isInitializeStep) {
-        return new UpdateByWindowBucketContext(sourceRowSet, timestampColumnSource, timestampSsa, timestampValidRowSet,
-                timestampsModified, chunkSize, isInitializeStep);
+            final boolean isInitializeStep,
+            final Object[] bucketKeyValues) {
+        return new UpdateByWindowBucketContext(
+                sourceRowSet,
+                timestampColumnSource,
+                timestampSsa,
+                timestampValidRowSet,
+                timestampsModified,
+                chunkSize,
+                isInitializeStep,
+                bucketKeyValues);
     }
 
     @Override
@@ -192,7 +200,8 @@ void processWindowBucketOperatorSet(final UpdateByWindowBucketContext context,
                     continue;
                 }
                 UpdateByOperator cumOp = operators[opIdx];
-                cumOp.initializeCumulative(winOpContexts[ii], rowKey, timestamp, context.sourceRowSet);
+                cumOp.initializeCumulativeWithKeyValues(winOpContexts[ii], rowKey, timestamp, context.sourceRowSet,
+                        context.bucketKeyValues);
             }
 
             while (affectedIt.hasMore()) {

engine/table/src/main/java/io/deephaven/engine/table/impl/updateby/UpdateByWindowRollingBase.java

@@ -41,14 +41,16 @@ static class UpdateByWindowRollingBucketContext extends UpdateByWindowBucketCont
                 final TrackingRowSet timestampValidRowSet,
                 final boolean timestampsModified,
                 final int chunkSize,
-                final boolean initialStep) {
+                final boolean initialStep,
+                final Object[] bucketKeyValues) {
             super(sourceRowSet,
                     timestampColumnSource,
                     timestampSsa,
                     timestampValidRowSet,
                     timestampsModified,
                     chunkSize,
-                    initialStep);
+                    initialStep,
+                    bucketKeyValues);
         }
 
         @Override
@@ -60,7 +62,7 @@ public void close() {
     }
 
     UpdateByWindowRollingBase(@NotNull final UpdateByOperator[] operators,
-            @NotNull final int[][] operatorSourceSlots,
+            final int[][] operatorSourceSlots,
             final long prevUnits,
             final long fwdUnits,
             @Nullable final String timestampColumnName) {
@@ -152,7 +154,7 @@ void processWindowBucketOperatorSet(final UpdateByWindowBucketContext context,
                     continue;
                 }
                 UpdateByOperator rollingOp = operators[opIdx];
-                rollingOp.initializeRolling(winOpContexts[ii], bucketRowSet);
+                rollingOp.initializeRollingWithKeyValues(winOpContexts[ii], bucketRowSet, context.bucketKeyValues);
             }
 
             int affectedChunkOffset = 0;

engine/table/src/main/java/io/deephaven/engine/table/impl/updateby/UpdateByWindowRollingTicks.java

@@ -30,9 +30,12 @@ static class UpdateByWindowTicksBucketContext extends UpdateByWindowRollingBucke
         private RowSet affectedRowPositions;
         private RowSet influencerPositions;
 
-        UpdateByWindowTicksBucketContext(final TrackingRowSet sourceRowSet,
-                final int chunkSize, final boolean initialStep) {
-            super(sourceRowSet, null, null, null, false, chunkSize, initialStep);
+        UpdateByWindowTicksBucketContext(
+                final TrackingRowSet sourceRowSet,
+                final int chunkSize,
+                final boolean initialStep,
+                final Object[] bucketKeyValues) {
+            super(sourceRowSet, null, null, null, false, chunkSize, initialStep, bucketKeyValues);
         }
 
         @Override
@@ -77,14 +80,16 @@ void finalizeWindowBucket(UpdateByWindowBucketContext context) {
     }
 
     @Override
-    UpdateByWindowBucketContext makeWindowContext(final TrackingRowSet sourceRowSet,
+    UpdateByWindowBucketContext makeWindowContext(
+            final TrackingRowSet sourceRowSet,
             final ColumnSource<?> timestampColumnSource,
             final LongSegmentedSortedArray timestampSsa,
             final TrackingRowSet timestampValidRowSet,
             final boolean timestampsModified,
             final int chunkSize,
-            final boolean isInitializeStep) {
-        return new UpdateByWindowTicksBucketContext(sourceRowSet, chunkSize, isInitializeStep);
+            final boolean isInitializeStep,
+            final Object[] bucketKeyValues) {
+        return new UpdateByWindowTicksBucketContext(sourceRowSet, chunkSize, isInitializeStep, bucketKeyValues);
     }
 
     private static WritableRowSet computeAffectedRowsTicks(final RowSet sourceSet, final RowSet invertedSubSet,