• kdb+

  Rounding in select statement

  Posted by powerpeanuts on November 26, 2021 at 12:00 am

  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.

   

   

  powerpeanuts replied 1 month ago 5 Members · 4 Replies
• 4 Replies

• 

  mauricelim

  Member

  November 26, 2021 at 12:00 am

  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

• 

  roryk

  Member

  November 26, 2021 at 12:00 am

  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.

• 

  sujoy

  Member

  November 27, 2021 at 12:00 am

  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

   

• 

  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"

   

   

   

Log In to Reply