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  • how to parse functional select in q

    Posted by mario on March 28, 2024 at 7:45 am

    I am trying make function with this this declaration:

    handleRDB:{[table;date;time]
    t: parse "select time, sym, bid, ask from ",table;
    show t;
    show date;
    show time;
    }

    but what I got for t is

    ?
    `quote
    0b
    time, sym, bid, ask!time, sym, bid, ask


    how to got data from functional select ?

    unterrainer_ale replied 8 months, 4 weeks ago 3 Members · 2 Replies
  • 2 Replies
  • pgyorok

    Member
    March 28, 2024 at 10:39 am

    EDIT: sorry for the illegible code blocks, there seem to be serious issues with this forum software.

     

    Can you make it more clear what you are trying to achieve?

    “How to parse functional select” – this would be something like

    q)parse"?[quote;();0b;time,sym,bid,ask!time,sym,bid,ask]"
    ?
    ,quote ()
    0b
    (!;,time,sym,bid,ask;,time,sym,bid,ask)

    However this is no different from “how to parse any expression in q”, there is nothing special in the expression being parsed is a functional select.

    If the question was “how to convert a functional select into a regular select” then your code is exactly doing that:

    q)table:"quote"
    q)parse "select time, sym, bid, ask from ",table
    ?
    quote
    ()
    0b
    time,sym,bid,ask!time,sym,bid,ask

    “How to get data from the functional select” is a different question. You might want to check Functional qSQL | Basics | kdb+ and q documentation – Kdb+ and q documentation (kx.com) which has plenty of examples. In this particular example you would simply write down the result of the parse expression in function call form:

    ?[$table;();0b;time,sym,bid,ask!time,sym,bid,ask]

    Note that here we are casting the string to a symbol, but that’s only because that’s what conforms to your function’s signature. You might want to consider changing it such that it takes a symbol for the table name instead, in which case you wouldn’t need a cast:

    ?[table;();0b;time,sym,bid,ask!time,sym,bid,ask]
  • unterrainer_ale

    Member
    March 28, 2024 at 10:56 am

    Well it really depends what you actually want to do. they keyword parse (parse | Reference | kdb+ and q documentation – Kdb+ and q documentation (kx.com)) simply parses an expression into a parse tree, in this case it parses a q-sql statement into a functional select. The output you got, is what your qsql looks like in form of a functional select.

    q)parse "select time,sym,bid,ask from t"
    
    ?
    t
    ()
    0b
    time
    sym
    bid
    ask!
    time
    sym
    bid
    ask
    q)t:([] time:5?.z.p; sym:5?
    3; bid:5?10.0; ask:5?10.0)
    q)t
    time sym bid ask
    ---------------------------------------------------
    2014.11.16D17:25:17.686664320 enf 3.017723 3.927524
    2012.10.31D16:48:20.456221120 plh 7.85033 5.170911
    2016.10.06D02:12:56.529433024 nni 5.347096 5.159796
    2005.07.26D06:48:01.359027808 glc 7.111716 4.066642
    2016.10.09D03:08:41.154352640 gkp 4.11597 1.780839
    q)eval parse "select time,sym,bid,ask from t"
    
    time sym bid ask
    ---------------------------------------------------
    2014.11.16D17:25:17.686664320 enf 3.017723 3.927524
    2012.10.31D16:48:20.456221120 plh 7.85033 5.170911
    2016.10.06D02:12:56.529433024 nni 5.347096 5.159796
    2005.07.26D06:48:01.359027808 glc 7.111716 4.066642
    2016.10.09D03:08:41.154352640 gkp 4.11597 1.780839

    However, you don’t actually need to parse/transform your qsql to a functional select inside your function if you don’t really “want” (I recommend using functional selects only if you really need to, i.e. if you need to parameterise your queries)

    Here you have a function that takes a table as input and then selects from it using qsql

    q){select time,sym,bid,ask from x}[t]
    
    time sym bid ask
    ---------------------------------------------------
    2014.11.16D17:25:17.686664320 enf 3.017723 3.927524
    2012.10.31D16:48:20.456221120 plh 7.85033 5.170911
    2016.10.06D02:12:56.529433024 nni 5.347096 5.159796
    2005.07.26D06:48:01.359027808 glc 7.111716 4.066642
    2016.10.09D03:08:41.154352640 gkp 4.11597 1.780839

    A very helpful read about functional selects is the Whitepaper about parse trees.

    Parse trees and functional forms | White Paper | kdb+ and q documentation – Kdb+ and q documentation (kx.com)

    Hope this helps

    Alex

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