xbar
¶
Round down
x xbar y xbar[x;y]
Where
x
is a non-negative numeric atomy
is numeric or temporal
returns y
rounded down to the nearest multiple of x
. xbar
is a multithreaded primitive.
q)3 xbar til 16
0 0 0 3 3 3 6 6 6 9 9 9 12 12 12 15
q)2.5 xbar til 16
0 0 0 2.5 2.5 2.5 5 5 5 7.5 7.5 7.5 10 10 10 12.5
q)5 xbar 11:00 + 0 2 3 5 7 11 13
11:00 11:00 11:00 11:05 11:05 11:10 11:10
Interval bars are useful in aggregation queries. To get last price and total size in 10-minute bars:
q)select last price, sum size by 10 xbar time.minute from trade where sym=`IBM
minute| price size
------| -----------
09:30 | 55.32 90094
09:40 | 54.99 48726
09:50 | 54.93 36511
10:00 | 55.23 35768
...
Group symbols by closing price:
q)select sym by 5 xbar close from daily where date=last date
close| sym
-----| ----------------------
25 | `sym$`AIG`DOW`GOOG`PEP,...
30 | `sym$,`AAPL,...
45 | `sym$`HPQ`ORCL,...
...
You can use bin
to group at irregular intervals.
q)x:`s#10:00+00:00 00:08 00:13 00:27 00:30 00:36 00:39 00:50
q)select count i by x x bin time.minute from ([]time:`s#10:00:00+asc 100?3600)
minute| x
------| --
10:00 | 8
10:08 | 13
10:13 | 24
10:27 | 4
10:30 | 9
10:36 | 3
10:39 | 19
10:50 | 20
A month is (internally) the count of months since 2000, so you can use 3 xbar
to calculate quarters.
q)`date$3 xbar `month$2019.11.19 / beginning of a quarter
2019.10.01
q)`date$3+3 xbar `month$2019.11.19 / beginning of next quarter
2020.01.01
q)-1+`date$3+3 xbar `month$2019.11.19 / end of that quarter
2019.12.31
Duplicate keys or column names
Duplicate keys in a dictionary or duplicate column names in a table will cause sorts and grades to return unpredictable results.
Implicit iteration¶
xbar
is an atomic function.
It applies to dictionaries and keyed tables
q)(3;4 5)xbar(10;20 -30)
9
20 -30
q)k:`k xkey update k:`abc`def`ghi from t:flip d:`a`b!(10 -21 3;4 5 -6)
q)3 xbar d
a| 9 -21 3
b| 3 3 -6
q)3 xbar k
k | a b
---| ------
abc| 9 3
def| -21 3
ghi| 3 -6
Domain and range¶
xbar| b g x h i j e f c s p m d z n u v t
----| -----------------------------------
b | i . i i i j f f i . p m d z n u v t
g | . . . . . . . . . . . . . . . . . .
x | i . i i i j f f i . p m d z n u v t
h | i . i i i j f f i . p m d z n u v t
i | i . i i i j f f i . p m d z n u v t
j | j . j j j j f f j . p m d z n u v t
e | e . e e e e f f e . p m d z n u v t
f | f . f f f f f f f . f f z z f f f f
c | . . . . . . f f . . p m d z n u v t
s | . . . . . . . . . . . . . . . . . .
p | p . p p p p f f p . . . . . . . . .
m | m . m m m m f f m . . . . . . . . .
d | d . d d d d z z d . . . . . . . . .
z | z . z z z z z z z . . . . . . . . .
n | j . j j j j f f j . p m d z n u v t
u | u . u u u u f f u . . . . . . . . .
v | v . v v v v f f v . . . . . . . . .
t | t . t t t t f f t . . . . . . . . .
Range: ijfpmdznuvte