R client for kdb+
Execute kdb+ queries from R for advanced high-performance analytics.
See Interfacing with R on code.kx.com.
Installation
# remove old package
if('qserver' %in% rownames(installed.packages())) remove.packages('qserver')
# install devtools
if(! 'devtools' %in% rownames(installed.packages())) install.packages('devtools')
library(devtools)
# install rkdb
devtools::install_github('kxsystems/rkdb', quiet=TRUE,INSTALL_opts=c("--no-multiarch"))
# to install rkdb of particular release
# devtools::install_github('kxsystems/[email protected]', quiet=TRUE)
library(rkdb)First steps
Set up a connection
Start a kdb+ process to test the installation.
q -p 5000Open a connection to it.
h <- open_connection('localhost',5000)Hello kdb+
You can evaluate any kdb+ expression and its result will come back to R:
execute(h, '1+1')
## [1] 2Assigning a variable in the q workspace also works:
execute(h, 'x:1+1') #assign x to 2
## NULL
execute(h, 'x') # get back the value
## [1] 2Getting data from kdb+ to R
Kdb+ uses some basic types that might not have a direct equivalent in R. Note also that this is not a bijective operation. The conversions (from kdb to R) are:
| kdb/q | r |
|---|---|
| boolean | logical |
| byte | raw |
| short | integer |
| int | integer |
| long | integer64 |
| real | numeric |
| float | numeric |
| char | character |
| symbol | character |
| timestamp | nanotime |
| month | integer |
| date | Date |
| datetime | POSIXct |
| timespan | integer64 |
| minute | difftime |
| second | difftime |
| time | integer |
| enumeration | character |
| table | data.frame |
| keyed table | data.frame |
| dictionary (mixed types) | named list |
| dictionary (same types) | named vector |
| function | character |
| list (same types) | vector |
| list (same ‘complex’ types) | list |
| list (different types) | list |
Computing on kdb+
Rkdb provides a convenient way to retrieve computation done on the kdb+ side so you can have the best of both worlds:
kdb <- '
t: ([] x:1000#`a`b`c;y:1000#1f*til 10;z:1000#1f*til 4);
select sum y, dev z by x from t
'
execute(h, kdb)
## x y z
## 1 a 1503 1.120709
## 2 b 1497 1.116689
## 3 c 1500 1.116689One can for instance use R graphical capabilities:
kdb <- '
t: ([] x:1000#`a`b`c;y:1000#1f*til 10;z:1000#1f*til 4);
select y,z from t where x=`a
'
DF <- execute(h, kdb)
plot(DF$y, DF$z, main='scatter plot', xlab='y values', ylab='z values')
Getting data from R to kdb+
Evaluating kdb+ expressions using R objects
You can call kdb+ functions with R objects as arguments. They will be passed and converted to native kdb+ data types, and the kdb+ expression will be evaluated:
execute(h, "raze", list(c(1,2,3), c(4,5,6)))
## [1] 1 2 3 4 5 6
execute(h, "+", 2, 5)
## [1] 7
execute(h,'{`tmp set x}',data.frame(a=c(1,2,3),b=c("a","b","b")))
## [1] "tmp"For example, here is how you can use the left-join function on two data frames:
DF1 <- data.frame(x=c('x','x','y','y'), y=1:4)
DF2 <- data.frame(x=c('x','y','z'), z=seq(10,30,10))
execute(h, "{[x;y] x lj `x xkey y}", DF1, DF2)
## x y z
## 1 x 1 10
## 2 x 2 10
## 3 y 3 20
## 4 y 4 20