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Rounding in select statement

powerpeanuts
New Contributor II

Example:

trade:([]time:`time$();sym:`symbol$();price:`float$();size:`int$());

`trade insert(09:30:00.000;`a;10.75;100);
`trade insert(09:31:00.000;`a;11.75;100);
`trade insert(09:32:00.000;`a;13.2;100);
`trade insert(09:30:00.000;`b;100.75;100);
`trade insert(09:31:00.000;`b;106.95;100);
`trade insert(09:32:00.000;`b;123.95;100);

 

I would like to round the price to 1 decimal point in select statement. Pseudo code:

select time, sym, round(price, 1) from trade

 

What is the correct equivalent kdb syntax for the above? Thanks.

 

 

4 REPLIES 4

mauricelim
New Contributor II

You could do something like this:

q)fix:{.Q.fmt'[x+1+count each string floor y;x;y]}
q)select time,sym,fix[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 "107.0"
09:32:00.000 b "124.0"
q)select time,sym,"F"$fix[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

 Reference: https://code.kx.com/q/ref/dotq/#qfmt-format

Note that if you do cast it back to a float, the decimal does not show for .0

rak1507
New Contributor II

I would define round:{(floor 0.5+y*i)%i:10 xexp x} and then you can do select time, sym, round[1]price from trade. As a bonus, this works with negative numbers too, round[-3; 12345.678] is 12000.

sujoy13
New Contributor II

Checkout the latest https://code.kx.com/q/basics/internal/#-27xy-format

q)\ts:10000 select sym,"F"$-27!(1i;price) from trade

69 1824

q)\ts:10000 select sym,"F"$(.Q.f[1;]')price from trade

153 1888

 

SJT
Contributor III
Contributor III

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 100×) 

 

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"