I have a formula that I'd like to apply row-by-row, such that only the current and previous rows on any given row are included in calculation. Consider this data:
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)
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
The formula select sum price from data where i=(last;i)fby sym would yield the result I need, however it would only yield 1 datapoint. I need that calculation done at every row of the dataset.
Scan ("\") applies this behavior, but unfortunately I don't know how to do that when using select statements.
Not entirely sure what you want but the following uses the latest price for each sym to calculate the sum rp:
q)update rp:sum each @\[()!();sym;:;price] from data
dt sym price shares rp
-----------------------------------------------------
2017.01.05D19:45:00.238248239 AAPL 101.2 500 101.2
2017.01.05D20:46:00.282382392 GOOG 800.2 100 901.4
2017.01.05D21:47:00.232842342 AAPL 102.3 500 902.5
2017.01.05D22:48:00.835838442 BBRY 2.2 900 904.7
2017.01.05D20:49:00.282382392 GOOG 800.5 100 905
Which gives the same answer for the final data point as you have given above.
You can also get the last price at each index, like so:
{[x;y] exec sum price from x where i<=y, i=(last;i) fby sym}[data]each til count data
101.2 901.4 902.5 904.7 905
来源：https://stackoverflow.com/questions/48668837/apply-formula-to-current-and-previous-rows-only-q-kdb