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Programming in K

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67 pointstosh12 comments

I first encountered q/kdb+ at a quant job in 2007. I learned so much from the array semantics about how to concisely represent time-series logic that I can't imagine ever using a scalar language for research.

Fun fact: the aj (asof join) function was my inspiration for pandas.merge_asof. I added the extra parameters (direction, tolerance, allow_exact_matches) because of the limitations I kept hitting in kdb.

https://code.kx.com/q/ref/aj/

https://pandas.pydata.org/docs/reference/api/pandas.merge_as...

Similarly, this is how it was introduced in ClickHouse in 2019: https://github.com/ClickHouse/ClickHouse/pull/4774

The aj function at its heart is a bin (https://code.kx.com/q/ref/bin/) search between the two tables, on the requested columns, to find the indices of the right table to zip onto the left table.

  aj[`sym`time;t;q]

becomes

  t,'(`sym`time _q)(`sym`time#q)bin`sym`time#t

The rest of the aj function internals are there to handle edge cases, handling missing columns and options for filling nulls.

A lot of the joins can be distilled to the core operators/functions in a similar manner. For example the plus-join is

  x+0i^y(cols key y)#x

Indeed, my very first attempt used numpy.searchsorted:

https://numpy.org/doc/2.2/reference/generated/numpy.searchso...

I couldn't figure-out how Arthur's bin matched on symbol though, so I switched to a linear scan on the right table to record the last-seen index for each "by" element. While it worked, my hash table was messy because I relied on Python to handle a whole tuple as a key, which had some issues during initial testing.

The asof join I wrote for Empirical properly categorizes the keys before they are matched. That approach worked far better.

https://www.empirical-soft.com/tutorial.html#dataframes

dang I had no idea you wrote the asof join for pandas. thank you for that

I wish there was a language like K that worked with single precision floats. Would be great to use with graphics.

q is like k and has single precision floats.

q is closed source so it isn't really viable to build anything out of it unfortunately. I wonder how they made floats work since it is based on k.

the github repo linked, under "manual.md", has a link which redirects to malware, such as that ostensibly to "k6".

ty, I made a pull request: https://github.com/JohnEarnest/ok/pull/111

K fucking rules if you're trying to minmax a game or balance your own.

Figuring out things like "what percentage of the time will my starting hand contain the cards I need for my deck to function, and if it doesn't, how many mulligans will it take" will basically ruin competitive MTG for you. I used to buy physical verisons of the decks I made it to top 500 with in Arena, stopped because it wasn't a fun challenge anymore (and lost all interest when they started dragging other IPs in, they'll never get another cent from me)

K[ryptic!]*

*I appreciate mathematical notation, but this is not it.

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