Frames: use frame

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use frame, math

write['ex_trades.csv', 'symbol,qty,price\nAAPL,100,191.5\nMSFT,50,415.2\nAAPL,40,193.1\n']
t = frame.load['ex_trades.csv']
log[t.columns]
log[len[filter[t, t.symbol eq 'AAPL']]]
log[sort[t, 'qty'].qty]
log[select[t, ['symbol', 'qty']].columns]
log[head[t, 1].symbol]
log[group[t, 'symbol', ['qty', 'sum']].qty_sum]
log[group[t, ['symbol', 'qty'], ['price', 'max']].symbol]
log[pivot[t, 'symbol', 'qty', 'price'].columns]
log[window[t, 'qty', 'sum', by = 'symbol']]
log[sum[t.qty]]
log[tail[t, 1].symbol]
log[frame.unique[t, 'symbol']]
log[rename[t, 'qty', 'shares'].columns]
log[len[frame.stack[t, t]]]
log[len[stats[t]] gt 0]
filled = fill[t, 'qty', 0]
log[len[filled]]
save[t, 'ex_copy.csv']
log[len[frame.load['ex_copy.csv']]]
d = moment['2026-07-14T13:30:00Z']
log[moment[d, tz = '+09:00']]
g = frame.new[symbol = ['A', 'B'], px = [1.5, 2.5]]
log[g.columns]
log[with[g, 'day', 'today'].day[1]]
log[join[['x', 'y'], '+']]
log[group[t, 'symbol', ['price', 'median'], ['qty', 'p75'], ['symbol', 'distinct']].price_median]
log[sort[t, ['symbol', 'qty'], desc = [false, true]].qty]
log[where[t.qty gt 50, 'big', 'small']]
log[unique[t, ['symbol']].price]
log[len[complete[t]]]
log[len[sample[t, 2]]]
log[unpivot[t, 'symbol', ['qty', 'price']].variable]
log['AA' in t.symbol]
log[window[t, 'price', 'median', n = 2]]
log[bucket[d, 3600]]
log[fill[with[frame.new[], 'x', where[[true, false, true], 1, 2]], 'x', how = 'forward'].x]
gap = frame.new[node = ['a', 'b'], value = [0.5, 0.25]]
    then join[gap, frame.new[node = ['b', 'a'], ref = [0.25, 0.75]], 'node']
    then max[abs[gap.value - gap.ref]]
log[gap]
rm['ex_trades.csv']
rm['ex_copy.csv']