Reference/deltas

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deltas (deltas function)

The uniform function deltas returns differences between consecutive pairs. It applies to all numeric and date types.

Syntax

deltas can be either monadic or dyadic.

q)r:deltas y
q)r:deltas[x;y]

The result can be interpreted as follows: for monadic

r[i]=A[i]               for i=0
r[i]=A[i]-A[i-1]        otherwise

With deltas[x;y], x is used in place of the initial zero so the result is (f[y 0;x];f[y 1;y 0];f[y 2;y 1];...;f[y n-1;y n-2]). See eachprior

Example

q)deltas 1 4 9 16
1 3 5 7
q)deltas[0N;1 4 9 16]
0N 3 5 7

It can be used in a query to get price movements:

q)update diff:deltas price by sym from trade

Use with signum to count the number of up/down/same ticks:

q)select count i by signum deltas price from trade
price| x
-----| ----
-1   | 247
0    | 3
1    | 252

See also


For a complete list of functions, see the kdb+ Function Reference.

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