Reply To: How can I apply a func to a grouped table?

[rocuinneagain]

Sample table:

q)t:([] stock:10000?`1;AskOrder:10000?100;BidOrder:10000?100)
q)t
stock AskOrder BidOrder
-----------------------
n     85       43
p     40       15
n     9        47
j     10       64
i     87       88
i     79       87
m     46       41
h     92       63
g     86       39
......

Function which returns a dictionary of percentiles:

q)f:{(`$x,/:string 1+til y)!az -1+(where deltas y xrank az:asc z),count z}

Running the function returns a dictionary:

q)r:exec f["Ask_";4;AskOrder],f["Bid_";4;BidOrder] by stock from t
q)r
 | AskOrder                             BidOrder
-| -------------------------------------------------------------------------
a| `Ask_1`Ask_2`Ask_3`Ask_4!25 50 74 99 `Bid_1`Bid_2`Bid_3`Bid_4!23 51 74 99
b| `Ask_1`Ask_2`Ask_3`Ask_4!26 49 77 99 `Bid_1`Bid_2`Bid_3`Bid_4!23 47 74 99
c| `Ask_1`Ask_2`Ask_3`Ask_4!23 49 74 99 `Bid_1`Bid_2`Bid_3`Bid_4!26 49 75 99
d| `Ask_1`Ask_2`Ask_3`Ask_4!29 53 78 99 `Bid_1`Bid_2`Bid_3`Bid_4!27 50 74 99
e| `Ask_1`Ask_2`Ask_3`Ask_4!22 46 73 99 `Bid_1`Bid_2`Bid_3`Bid_4!26 54 79 99
f| `Ask_1`Ask_2`Ask_3`Ask_4!25 49 75 99 `Bid_1`Bid_2`Bid_3`Bid_4!23 48 74 99
g| `Ask_1`Ask_2`Ask_3`Ask_4!26 49 73 99 `Bid_1`Bid_2`Bid_3`Bid_4!27 50 76 99
h| `Ask_1`Ask_2`Ask_3`Ask_4!24 51 77 99 `Bid_1`Bid_2`Bid_3`Bid_4!27 52 76 99
i| `Ask_1`Ask_2`Ask_3`Ask_4!24 48 74 99 `Bid_1`Bid_2`Bid_3`Bid_4!23 49 72 99
j| `Ask_1`Ask_2`Ask_3`Ask_4!23 46 72 99 `Bid_1`Bid_2`Bid_3`Bid_4!31 53 75 99
k| `Ask_1`Ask_2`Ask_3`Ask_4!21 44 72 99 `Bid_1`Bid_2`Bid_3`Bid_4!22 50 75 99
l| `Ask_1`Ask_2`Ask_3`Ask_4!24 49 73 99 `Bid_1`Bid_2`Bid_3`Bid_4!27 50 73 99
m| `Ask_1`Ask_2`Ask_3`Ask_4!23 45 70 99 `Bid_1`Bid_2`Bid_3`Bid_4!25 52 78 99
n| `Ask_1`Ask_2`Ask_3`Ask_4!26 52 77 99 `Bid_1`Bid_2`Bid_3`Bid_4!25 53 76 99
o| `Ask_1`Ask_2`Ask_3`Ask_4!22 50 75 99 `Bid_1`Bid_2`Bid_3`Bid_4!24 47 74 99
p| `Ask_1`Ask_2`Ask_3`Ask_4!24 51 76 99 `Bid_1`Bid_2`Bid_3`Bid_4!23 48 74 99

Transforming the dictionary in to a table:

q){`stock xcols update stock:key x from (value x)[`AskOrder],'(value x)[`BidOrder]} r
stock Ask_1 Ask_2 Ask_3 Ask_4 Bid_1 Bid_2 Bid_3 Bid_4
-----------------------------------------------------
a     25    50    74    99    23    51    74    99
b     26    49    77    99    23    47    74    99
c     23    49    74    99    26    49    75    99
d     29    53    78    99    27    50    74    99
e     22    46    73    99    26    54    79    99
f     25    49    75    99    23    48    74    99
g     26    49    73    99    27    50    76    99
h     24    51    77    99    27    52    76    99
i     24    48    74    99    23    49    72    99
j     23    46    72    99    31    53    75    99
k     21    44    72    99    22    50    75    99
l     24    49    73    99    27    50    73    99
m     23    45    70    99    25    52    78    99
n     26    52    77    99    25    53    76    99
o     22    50    75    99    24    47    74    99
p     24    51    76    99    23    48    74    99