speed up find closest earlier date in another table

[arvest]

I know this question has been asked in at least two other posts, but I believe my case is slightly different, also because it has to do with performance. I have two tables, one of sensor measurements [SensorData] the other of GPS data [Position]. They each have timestamps, and I am trying to find the GPS location that corresponds with a sensor measurement, based on the timestamp. This means I want to find the timestamp of a GPS-record that is closest (but earlier) in time to the timestamp of the sensor measurement. I would like to add this as a new column to the [SensorData] table, so I can add a relation to the two tables based on this column.

Table [Position]:

[Id]  [Timestamp] [Lon] [Lat]

Table [SensorData]:

[ID] [SensorID] [Timestamp] [Data]

So far I have added a VLOOKUP custom function from the example in this blog post, but it is very slow (i'm handling several hunderds of thousands of records). I guess it is because for each record in [SensorData] the function gets called, which sorts [Position], and compares all elements in [Position] and eventually only takes the first element. I know this can be sped up considerably, but I lack the Power Query skills to actually do it.

My query for the [SensorData] table is as follows:

let
    Source = Sql.Databases("some_link.net"),
    #"SQL-01" = Source{[Name="SQL-01"]}[Data],
    dbo_mydb = #"SQL-01"{[Schema="dbo",Item="mydb"]}[Data],
    #"Filtered Rows" = Table.SelectRows(dbo_mydb, each ([SensorId] = 3)),
    #"Filtered Rows1" = Table.SelectRows(#"Filtered Rows", each not Text.Contains([Data], ",")),
    #"Changed Type with Locale" = Table.TransformColumnTypes(#"Filtered Rows1", {{"Data", type number}}, "en-US"),
    #"Filtered Rows2" = Table.SelectRows(#"Changed Type with Locale", each [Timestamp] > #datetime(2017, 7, 1, 0, 0, 0)),
    #"Invoked Custom Function" = Table.AddColumn(#"Filtered Rows2", "pqVLOOKUP", each pqVLOOKUP([Timestamp], Position, 2, null)),
in
    #"Invoked Custom Function"

Any suggestions / improvements?

[Greg_Deckler]

Does this have to be done in Power Query? I am just wondering if it might be faster in DAX as a calculated column. I would think that some combination of calculating the MAX of Timestamp with the right filters would get you there.