[v1 API] 12 — Parameterized aggregations: quantile_cont, quantile_disc, iqr

[tomanizer]

Part of #403. Depends on #413.

What

Add quantile and IQR aggregations. These are essential for financial analytics (Value at Risk, distribution shape) and require a params extension to the measure spec.

Model change

Add params to MeasureSpec:

class MeasureSpec(BaseModel):
    field: str
    aggregation: AggregationFunction = "sum"
    alias: str | None = None
    sort_by: str | None = None
    params: dict[str, Any] | None = None

New aggregation functions

quantile_cont

Continuous (interpolated) quantile. params.q is required.

{ "field": "daily_return", "aggregation": "quantile_cont", "params": { "q": 0.05 }, "alias": "var_95" }

SQL: QUANTILE_CONT("daily_return", 0.05)

When q is an array, returns an object keyed by p{nn}:

{ "field": "price", "aggregation": "quantile_cont", "params": { "q": [0.05, 0.25, 0.5, 0.75, 0.95] }, "alias": "dist" }

Response cell value: { "p05": 142.1, "p25": 155.3, "p50": 161.8, "p75": 168.4, "p95": 179.2 }

Key naming: p + zero-padded two-decimal integer representation of q * 100 (e.g. 0.05 → p05, 0.975 → p97).

SQL: QUANTILE_CONT("price", [0.05, 0.25, 0.5, 0.75, 0.95]) — DuckDB returns an array; Python post-processes into the named object.

quantile_disc

Discrete (actual data value) quantile. Same interface as quantile_cont.

SQL: QUANTILE_DISC("field", q)

iqr

Interquartile range (Q75 − Q25). No params needed.

{ "field": "price", "aggregation": "iqr", "alias": "price_iqr" }

SQL: QUANTILE_CONT("price", 0.75) - QUANTILE_CONT("price", 0.25)

Validation

• quantile_cont/quantile_disc without params.q → 422 VALIDATION_ERROR
• params.q scalar: must be in [0.0, 1.0]
• params.q array: each element must be in [0.0, 1.0], max 20 quantiles per request
• iqr with params → ignored (or rejected — decide in implementation)
• All three functions applicable to numeric fields only

Acceptance criteria

• quantile_cont with scalar q returns a single numeric value
• quantile_cont with array q returns a named object (p05, p50, etc.)
• quantile_disc works identically with discrete semantics
• iqr returns Q75 − Q25 without params
• Missing params.q returns 422
• q out of [0, 1] returns 422
• Array q with more than 20 elements returns 422
• Tests cover scalar quantile, multi-quantile object, IQR, and all validation failures