title: Cumulative look-back rolling join
body: <p>I have two data tables.  I want to do a rolling join but of a "cummulative kind". 
  For example, here are two tables</p>
  
  <pre><code>d1 &lt;-  data.table(starttime = c("2011-01-01 15:29:50", "2011-01-01 15:30:03", "2011-01-01 15:40:20", "2011-01-01 15:50:20" ,"2011-01-01 16:30:00", "2011-01-01 16:40:00"),
                endtime = c("2011-01-01 15:30:00", "2011-01-01 15:30:15", "2011-01-01 15:40:28", "2011-01-01 15:50:25", "2011-01-01 16:31:00", "2011-01-01 16:41:00"), v = c("A", "B", "B", "A", "B", "A"), m = c(2,3,5,8,9,9), dur = c(10,12,8,5,60,11))
  
  starttime               endtime           v   m    dur
  2011-01-01 15:29:50  2011-01-01 15:30:00  A   2    10
  2011-01-01 15:30:03  2011-01-01 15:30:15  B   3    12
  2011-01-01 15:40:20  2011-01-01 15:40:28  B   5     8
  2011-01-01 15:50:20  2011-01-01 15:50:25  A   8     5
  2011-01-01 16:30:00  2011-01-01 16:31:00  B   9    60
  2011-01-01 16:40:00  2011-01-01 16:41:00  A   9    11
  
  d2 &lt;-  data.table(time = c("2011-01-01 16:39:50", "2011-01-01 16:00:03", "2011-01-01 16:50:50"),
                              v = c("A", "B", "A"),  mk = rnorm(3))
  
                 time   v          mk
  2011-01-01 16:00:03   B   -0.2385093
  2011-01-01 16:39:50   A   -0.4966836
  2011-01-01 16:50:50   A   -0.4566836
  </code></pre>
  
  <p>Now for first row in d2, consider looking back from d2$time of first row,  I want to get  sum of m  given same d2$v in rows of d1 until the Sum of duration (endtime-starttime) > 15</p>
  
  <p>Is there also a way I can count how many rows I used to add > 15 second?</p>
  
  <p>so basically 
  for i should get similar to this</p>
  
  <pre><code>               time   v       mk       m     rowsUsed 
  2011-01-01 16:00:03   B   -0.2385093   8            2
  2011-01-01 16:39:50   A   -0.4966836   10           2
  2011-01-01 16:50:50   A   -0.4566836   17           2
  </code></pre>
  
  <p>Can anyone help me how such a rolling join can be constructed?   I have lots of rows so speed is a concern. Willing to be flexible with XTS.</p>