Learning Kdb+/q
Posted: Sun May 27, 2012 10:57 pm
EDITED: Date format was DD/MM/YY - Corrected
I'm learning Kdb+/q and I'd like to post here my steps so perhaps some traders/coders find them useful and/or interesting and we can help us each other.
Kdb+ is a column oriented database designed for massive datasets. Kdb+ includes q, a SQL-like vector processing language that can access data directly.
Kdb+ is used by financial institutions to capture, store and analyze massive amounts of time sensitive data.
I´m using the 32 bits trial software available in http://kx.com for MSWindows, Linux, Solaris and OSX.
Limitations of trial software are:
May not be used in production environments.
Times out every two hours.
Expires every two/three months.
Due to the second limitation, data should be saved often, but otherwise I found this software very interesting, compact and usable.
My target is tick backtesting TRO strategy "The Rat Adapts" as described here:
http://kreslik.com/forums/viewtopic.php?t=2904&start=0
I'm using EURUSD tickdata supplied in CSV format:
[s]MM/DD/YY hh:mm:ss,BidPrice,AskPrice[/s]
DD/MM/YY hh:mm:ss,BidPrice,AskPrice
02/01/05 18:29:14,9.99999,9.99999
First step after installing Kdb+ in the PC is starting a Kdb+/q session.
I'm using MSWindows 7 so a MSDOS window has to be opened and the active directory has to be changed to the Kdb+ folder (default C:\q)
Then to start a session type "w32\q" at the MS/DOS prompt.
A welcome message will be shown.
If there is somebody interested in this thread, please post below, and we can share ideas
Cheers
Francisco
I'm learning Kdb+/q and I'd like to post here my steps so perhaps some traders/coders find them useful and/or interesting and we can help us each other.
Kdb+ is a column oriented database designed for massive datasets. Kdb+ includes q, a SQL-like vector processing language that can access data directly.
Kdb+ is used by financial institutions to capture, store and analyze massive amounts of time sensitive data.
I´m using the 32 bits trial software available in http://kx.com for MSWindows, Linux, Solaris and OSX.
Limitations of trial software are:
May not be used in production environments.
Times out every two hours.
Expires every two/three months.
Due to the second limitation, data should be saved often, but otherwise I found this software very interesting, compact and usable.
My target is tick backtesting TRO strategy "The Rat Adapts" as described here:
http://kreslik.com/forums/viewtopic.php?t=2904&start=0
I'm using EURUSD tickdata supplied in CSV format:
[s]MM/DD/YY hh:mm:ss,BidPrice,AskPrice[/s]
DD/MM/YY hh:mm:ss,BidPrice,AskPrice
02/01/05 18:29:14,9.99999,9.99999
First step after installing Kdb+ in the PC is starting a Kdb+/q session.
I'm using MSWindows 7 so a MSDOS window has to be opened and the active directory has to be changed to the Kdb+ folder (default C:\q)
Then to start a session type "w32\q" at the MS/DOS prompt.
A welcome message will be shown.
If there is somebody interested in this thread, please post below, and we can share ideas
Cheers
Francisco