p-casgrain / Q2.jl

Connect Julia and kdb

Q2.jl

This package serves as an interface between Julia and q/kdb+ (similar to rkdb) so that commands and data can be sent to a remote kdb session and vice versa. The package serves as a replacement to the unmaintained Q.jl with the main difference being fewer dependencies and a more minimal set of features (i.e. no Q/Julia prompt).

The package exports the types KDBConnection and KDBHandle, as well as the functions open, close and execute. Please see the function docstrings for more information.

Notes

• Any null time or numeric value is converted to a missing when retrieved from KDB.
• NamedTuple is intended to be the most basic type satisfying the Tables.jl Tables.ColumnTable interface. These can be wrapped as DataFrames via DataFrame(named_tuple).
• Unsupported kdb types: GUIDs, Functions

Examples

using Q2
conn = KDBConnection(host="localhost", port=5555)

h = open(conn)
execute(h, "1 + til 10")
execute(h, "([]s:`a`b`c;a:11 22 33)")
execute(h, "10?(0nf,10?1f)")
close(h)

using DataFrames
tbl = DataFrame(x=randn(10),y=rand([:A,:B,:X],10))
open(conn) do h
    execute(h,"{.dat.mytbl:x}",tbl) # send table to kdb
    execute(h,".dat.mytbl") |> DataFrame # get the table back
end

Type Conversions from KDB

kdb/q	Julia from KDB	Julia to KDB
boolean	Bool	Bool
byte	UInt8	UInt8
short	Int16	Int16
int	Int32	Int32
long	Int64	Int64
real	Float32	Float32
float	Float64	Float64
char	Char	Char
symbol	Symbol	Symbol
timestamp	NanoDates.NanoDate	TimesDates.TimeDate, <:Dates.AbstractDateTime
month	Date	NA
date	Date	Dates.Date
datetime	NanoDates.NanoDate	NA
timespan	Dates.Time	Dates.Time
minute	Minute	NA
second	Second	NA
time	Dates.Time	NA
table	NamedTuple	Any Tables.jl interface
keyed table	NamedTuple	NA
dictionary	Dictionary{Symbol,Any}	<:AbstractDictionary
atomic list	Vector{T} or Vector{Union{T,Missing}}	Any iterator with eltype equal to T or Union{T,Missing}
mixed list	Vector{Any}	Any iterator with eltype = Any