Transform sparse time-code stream to dense rows

Overview This exercise measures fluency with streaming transformation of time-series data and with aligning sparse records into a dense grid, together with awareness of ordering assumptions and of memory/latency trade-offs. It comes from a Jane Street Software Engineer interview experience. Setup. You are handed a fixed collection codes of $$M$$ distinct strings, and a stream of batches. Each batch is a vector > listing (timestamp, code, value) records. The columns of the…