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Home Forums kdb+ Rounding in select statement Re: Rounding in select statement

  • Laura

    Administrator
    December 1, 2021 at 12:00 am

    Not quite what you asked, but better if you can to store prices as longs.

     

    trade:([]time:`time$();sym:`symbol$();price:`long$();size:`int$()); `trade insert(09:30:00.000;`a;1075;100); `trade insert(09:31:00.000;`a;1175;100); `trade insert(09:32:00.000;`a;1320;100); `trade insert(09:30:00.000;`b;10075;100); `trade insert(09:31:00.000;`b;10695;100); `trade insert(09:32:00.000;`b;12395;100);

     

    Your query then becomes

     

    q)select time,sym,price:%[;100] 10 xbar 5+trade`price from trade 
    time       sym price 
    ---------------------- 
    09:30:00.000 a 10.8 
    09:31:00.000 a 11.8 
    09:32:00.000 a 13.2 
    09:30:00.000 b 100.8 
    09:31:00.000 b 107 
    09:32:00.000 b 124

     

    If you want a general rounding function adapted for dollars stored as cents (or any price as 100ש

     

    q)roundi:{%[;100]s xbar y+.5*s:10 xexp 2-x} 
    q)select time,sym,price:roundi[1]price from trade 
    time       sym price 
    ---------------------- 
    09:30:00.000 a 10.8 
    09:31:00.000 a 11.8 
    09:32:00.000 a 13.2 
    09:30:00.000 b 100.8 
    09:31:00.000 b 107 
    09:32:00.000 b 124

     

    If you want formatted strings then the new internal function @sujoy13 mentions does the rounding for you.

     

    q)select time,sym,price:-27!(1i;price%100) from trade 
    time       sym price 
    ------------------------ 
    09:30:00.000 a "10.8" 
    09:31:00.000 a "11.8" 
    09:32:00.000 a "13.2" 
    09:30:00.000 b "100.8" 
    09:31:00.000 b "107.0" 
    09:32:00.000 b "124.0"