kdb/q how to join returns from dates in columns to dates in rows

Question

I have a row of dates and symbols in rows, and values in columns for day+1(d1), day+2(d2), day+3 (d3)

date symbol d1 d2 d3
1-1-2015 a 1 1 6
1-1-2015 b 3 2 1
2-1-2015 a 1 2 1
2-1-2015 b 2 3 2
3-1-2015 a 3 2 3
3-1-2015 b 4 1 2
4-1-2015 a 4 3 3
4-1-2015 b 3 4 2

I want to return sum of values by dates so that 'd1' return of symbol 'a' is added to day 1-1-2015, 'd2' of symbol 'a' is added to 2-1-2015 (similarly for b). d1 should be added to same date and d2 to next date and d3 to the 2 dates after current date. And sum by symbols for each date. For the last two dates where data is not complete it should only sum for the number of dates available. I have only added a small portion of the table, i have the complete date for 400 dates and 300 symbols for each date.

It's not clear to me what you're asking. Can you clarify and possibly provide a source table and expected output? — Chromozorz
– Chromozorz, Commented Oct 30, 2016 at 18:08

Alexander Belopolsky · Accepted Answer · 2016-10-31 01:21:58Z

2

If I understand what you want correctly, it looks like you are looking for a query like this:

select v:sum d1+(0^prev d2)+0^prev prev d3 by date from table

answered Oct 31, 2016 at 1:21

Alexander Belopolsky

2,26814 silver badges26 bronze badges

Sign up to request clarification or add additional context in comments.

Collectives™ on Stack Overflow

kdb/q how to join returns from dates in columns to dates in rows

1 Answer 1

Comments

Your Answer

Hot Network Questions

Collectives™ on Stack Overflow

1 Answer 1

Comments

Your Answer

Sign up or log in

Post as a guest

Related