我有一张桌子:
q)data:([]dt:2017.01.05D19:45:00.238248239 2017.01.05D20:46:00.282382392 2017.01.05D21:47:00.232842342 2017.01.05D22:48:00.835838442 2017.01.05D20:49:00.282382392;sym:`AAPL`GOOG`AAPL`BBRY`GOOG;price:101.20 800.20 102.30 2.20 800.50;shares:500 100 500 900 100) q)data dt sym price shares 2017.01.05D19:45:00.238248239 AAPL 101.20 500 2017.01.05D20:46:00.282382392 GOOG 800.20 100 2017.01.05D21:47:00.232842342 AAPL 102.30 500 2017.01.05D22:48:00.835838442 BBRY 2.20 900 2017.01.05D20:49:00.282382392 GOOG 800.50 100我需要创建一个包含价格*份额总和的列,以便对每个股票代码进行最新观察。
为了证明使用上述数据,我们正在寻找:
data: dt sym price shares index 2017.01.05D19:45:00.238248239 AAPL 101.20 500 50,600 2017.01.05D20:46:00.282382392 GOOG 800.20 100 130,620 2017.01.05D21:47:00.232842342 AAPL 102.30 500 131,170 2017.01.05D22:48:00.835838442 BBRY 2.20 900 133,150 2017.01.05D20:49:00.282382392 GOOG 800.50 100 133,180为了进一步说明,在第1行,仅包括1个符号,在第2行,2个符号,然后再包括2个符号,然后是3,然后在第5行再次包含3个符号。
在另一个主题中回答:仅将公式应用于当前行和前一行(Q / KDB)
I have a table:
q)data:([]dt:2017.01.05D19:45:00.238248239 2017.01.05D20:46:00.282382392 2017.01.05D21:47:00.232842342 2017.01.05D22:48:00.835838442 2017.01.05D20:49:00.282382392;sym:`AAPL`GOOG`AAPL`BBRY`GOOG;price:101.20 800.20 102.30 2.20 800.50;shares:500 100 500 900 100) q)data dt sym price shares 2017.01.05D19:45:00.238248239 AAPL 101.20 500 2017.01.05D20:46:00.282382392 GOOG 800.20 100 2017.01.05D21:47:00.232842342 AAPL 102.30 500 2017.01.05D22:48:00.835838442 BBRY 2.20 900 2017.01.05D20:49:00.282382392 GOOG 800.50 100I need to create a column containing the sum of price*shares for the latest observation of each individual ticker.
To demonstrate using the above data, we're looking for:
data: dt sym price shares index 2017.01.05D19:45:00.238248239 AAPL 101.20 500 50,600 2017.01.05D20:46:00.282382392 GOOG 800.20 100 130,620 2017.01.05D21:47:00.232842342 AAPL 102.30 500 131,170 2017.01.05D22:48:00.835838442 BBRY 2.20 900 133,150 2017.01.05D20:49:00.282382392 GOOG 800.50 100 133,180To further clarify, at row 1, only 1 symbol is included, at row 2, 2 symbols, then 2 again, then 3, then 3 again at row 5.
Answered in a different thread: Apply formula to current and previous rows only (Q/KDB)
最满意答案
鉴于问题自最初发布和我之前的回答以来发生了很大变化,这里有一个更新的解决方案:
q)delete ind from update index:sum@'ind from (update ind:@\[()!();sym;:;shares*price] from data) where i>=max(first;i)fby sym dt sym price shares index ------------------------------------------------------ 2017.01.05D19:45:00.238248239 AAPL 101.2 500 2017.01.05D20:46:00.282382392 GOOG 800.2 100 2017.01.05D21:47:00.232842342 AAPL 102.3 500 2017.01.05D22:48:00.835838442 BBRY 2.2 900 133150 2017.01.05D20:49:00.282382392 GOOG 800.5 100 133180或者没有其他初始条件,只有在所有代码打勾后才应填充:
q)delete ind from update index:sum@'ind from update ind:@\[()!();sym;:;shares*price] from data dt sym price shares index ------------------------------------------------------ 2017.01.05D19:45:00.238248239 AAPL 101.2 500 50600 2017.01.05D20:46:00.282382392 GOOG 800.2 100 130620 2017.01.05D21:47:00.232842342 AAPL 102.3 500 131170 2017.01.05D22:48:00.835838442 BBRY 2.2 900 133150 2017.01.05D20:49:00.282382392 GOOG 800.5 100 133180(注意这些只是我昨天发布的解决方案的微小修改,针对问题中更改的要求进行了更新)
Given the question has changed considerably since the initial posting and my previous answer, here is an updated solution:
q)delete ind from update index:sum@'ind from (update ind:@\[()!();sym;:;shares*price] from data) where i>=max(first;i)fby sym dt sym price shares index ------------------------------------------------------ 2017.01.05D19:45:00.238248239 AAPL 101.2 500 2017.01.05D20:46:00.282382392 GOOG 800.2 100 2017.01.05D21:47:00.232842342 AAPL 102.3 500 2017.01.05D22:48:00.835838442 BBRY 2.2 900 133150 2017.01.05D20:49:00.282382392 GOOG 800.5 100 133180Or without the other initial condition that it should only be populated once all tickers have ticked:
q)delete ind from update index:sum@'ind from update ind:@\[()!();sym;:;shares*price] from data dt sym price shares index ------------------------------------------------------ 2017.01.05D19:45:00.238248239 AAPL 101.2 500 50600 2017.01.05D20:46:00.282382392 GOOG 800.2 100 130620 2017.01.05D21:47:00.232842342 AAPL 102.3 500 131170 2017.01.05D22:48:00.835838442 BBRY 2.2 900 133150 2017.01.05D20:49:00.282382392 GOOG 800.5 100 133180(Note these are only minor modifications to the solution I posted yesterday, updated for the changed requirements in the question)
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