问题
I have two lists:
data:
dt sym bid ask
2017.01.01D05:00:09.140745000 AAPL 101.20 101.30
2017.01.01D05:00:09.284281800 GOOG 801.00 802.00
2017.01.02D05:00:09.824847299 AAPL 101.30 101.40
info:
date sym shares divisor
2017.01.01 AAPL 500 2
2017.01.01 GOOG 100 1
2017.01.02 AAPL 200 2
I need to append from "info" the shares and divisor values for each ticker based on the date. How can I achieve this? Below is an example:
result:
dt sym bid ask shares divisor
2017.01.01D05:00:09.140745000 AAPL 101.20 101.30 500 2
2017.01.01D05:00:09.284281800 GOOG 801.00 802.00 100 1
2017.01.02D05:00:09.824847299 AAPL 101.30 101.40 200 2
回答1:
If matching based on an exact date match then you can use lj. For this to work you will need to create a date column in the data table and key info by date and sym. Like so:
(update date:`date$dt from data)lj 2!info
dt sym price date shares divisor
---------------------------------------------------------------------
2018.02.04D17:25:06.658216000 AAPL 103.9275 2018.02.04 500 2
2018.02.04D17:25:06.658216000 GOOG 105.1709 2018.02.04 100 1
2018.02.05D17:25:06.658217000 AAPL 105.1598 2018.02.05 200 2
2018.02.05D17:25:06.658217000 GOOG 104.0666 2018.02.05
You can then delete the date column from this output.
回答2:
It might be useful for you to use the stepped attribute [ http://code.kx.com/q/cookbook/temporal-data/#stepped-attribute ]
This will allow you to have e.g. missing dates from the info table and use the "most recent" date instead (so you don't have to have data for every sym every day). For example, without stepped attribute:
q)data:([] dt:(10?2017.01.01+til 2)+10?.z.t;sym:10?`AAPL`GOOG;bid:100+10?5;ask:105+10?5)
q)info:([] date:2017.01.01 2017.01.01 2017.01.02;sym:`AAPL`GOOG`AAPL;shares:500 100 200;divisor:2 1 2)
q)(update date:`date$dt from data) lj 2!info
dt sym bid ask date shares divisor
--------------------------------------------------------------------
2017.01.01D04:04:03.440000000 GOOG 104 105 2017.01.01 100 1
2017.01.01D14:00:02.748000000 GOOG 104 105 2017.01.01 100 1
2017.01.02D09:34:52.869000000 GOOG 102 106 2017.01.02
2017.01.02D16:44:16.648000000 AAPL 100 107 2017.01.02 200 2
2017.01.01D08:48:23.285000000 AAPL 102 108 2017.01.01 500 2
2017.01.02D02:31:11.038000000 AAPL 104 109 2017.01.02 200 2
2017.01.01D05:50:50.463000000 GOOG 104 109 2017.01.01 100 1
2017.01.02D02:13:45.275000000 AAPL 101 107 2017.01.02 200 2
2017.01.01D10:25:30.322000000 AAPL 104 109 2017.01.01 500 2
2017.01.01D14:51:12.687000000 AAPL 103 109 2017.01.01 500 2
Note the nulls for GOOG on 2017.01.02. With stepped attribute:
q)(update date:`date$dt from data) lj `s#2!`sym xasc `sym`date xcols info
dt sym bid ask date shares divisor
--------------------------------------------------------------------
2017.01.01D04:04:03.440000000 GOOG 104 105 2017.01.01 100 1
2017.01.01D14:00:02.748000000 GOOG 104 105 2017.01.01 100 1
2017.01.02D09:34:52.869000000 GOOG 102 106 2017.01.02 100 1
2017.01.02D16:44:16.648000000 AAPL 100 107 2017.01.02 200 2
2017.01.01D08:48:23.285000000 AAPL 102 108 2017.01.01 500 2
2017.01.02D02:31:11.038000000 AAPL 104 109 2017.01.02 200 2
2017.01.01D05:50:50.463000000 GOOG 104 109 2017.01.01 100 1
2017.01.02D02:13:45.275000000 AAPL 101 107 2017.01.02 200 2
2017.01.01D10:25:30.322000000 AAPL 104 109 2017.01.01 500 2
2017.01.01D14:51:12.687000000 AAPL 103 109 2017.01.01 500 2
Here, GOOG gets the values for 2017.01.01 as there is no new value on 2017.01.02
回答3:
Could possibly use an aj as well.
q)aj[`date`sym;update date:`date$dt from data;info]
dt sym bid ask date shares divisor
--------------------------------------------------------------------
2017.01.02D07:57:14.764000000 GOOG 101 109 2017.01.02 200 2
2017.01.02D02:31:39.330000000 AAPL 100 105 2017.01.02 200 2
2017.01.02D04:25:17.604000000 AAPL 102 107 2017.01.02 200 2
2017.01.01D01:47:51.333000000 GOOG 104 106 2017.01.01 100 1
2017.01.02D15:50:12.140000000 AAPL 101 107 2017.01.02 200 2
2017.01.01D02:59:16.636000000 GOOG 102 106 2017.01.01 100 1
2017.01.01D14:35:31.860000000 AAPL 100 107 2017.01.01 500 2
2017.01.01D16:36:29.214000000 GOOG 101 108 2017.01.01 100 1
2017.01.01D14:01:18.498000000 GOOG 101 107 2017.01.01 100 1
2017.01.02D08:31:52.958000000 AAPL 102 109 2017.01.02 200 2
来源：https://stackoverflow.com/questions/48628006/how-to-match-date-and-string-from-2-lists-kdb