Query distinct values from historical database - kdb

If I run this query on large Historical database without specifying a date, will KDB be smart enough to retrive status values from index and not bring database down?
select distinct status from trades

The only way kdb can possibly tell all the distinct status is by reading from every partition. Yes this will take a lot of memory but unless you yourself want to maintain a cache of all distinct status, there is nothing else you can do. As previous mentioned an attribute will speed the query up but the query time will still only scale with the number of partitions.

To retrieve using index, kdb provides 'g#' attribute. Distinct alone can take more time which depends on size of your table(it will be linear search without `g# attribute).
Check this-> http://code.kx.com/q4m3/8_Tables/#88-attributes
Let's look at simple example:
q) a: 10000000#1 2 3 5
q) b:`g#a
q) \ts distinct a
68 134217888
q) \ts distinct b
0 288
Difference shows that g# attribute makes a lot of difference in time and space taken during searching. It is becauseg# attribute creates and maintains index on vector.

Related

What kind of index should I use in postgresql for a column with 3 values

I have a table with 100Mil+ records and 237 fields.
One of the fields is a varchar 1 field with three possible values (Y,N,I)
I need to find all of the records with N.
Right now I have a b-tree index built and the query below takes about 20 min to run.
Is there another index I can use to get better performance?
SELECT * FROM tableone WHERE export_value='N';
Assuming your values are roughly equally distributed (say at least 15% of each value) and roughly equally distributed throughout the table (some physically at the beginning, some in the middle, some at the end) then no.
If you think about it you'll see why. You'll have to look up tens of millions of disk blocks in the index and then fetch them from the disk one by one. By the time you have done that, it would have been quicker to just scan the whole table and pick out the values as they match. The planner knows this and would probably not use the index at all.
However - if you only have 17 rows with "N" or they are all very recently added to the table and so physically happen to be close to each other then yes, and index can help.
If you only had a few rows with "N" you would have mentioned it, so we can ignore that one.
If however you mostly insert to this table you might find a BRIN index helpful. That can let the planner see that e.g. the first 80% of your table doesn't have any "N" blocks and so it just needs to look at the last bit.

kdb/q: use function in a select from partitioned table

I'm trying to get max drawdown from a partitioned table across multiple dates. The query works fine when run with a date constrained to a specific day. E.g.
select {max neg x-maxs x} pnl from trades where date=last date
It's getting map-reduced over multiple dates so the above query no longer works. I can make the query run over multiple dates by adding another aggregation:
select max {max neg x-maxs x} pnl from trades
but it's not getting the max drawdown from continuous sequence of trades but a maximum of daily drawdowns.
I wonder if there's a way to make it work with a single select without chaining selects like
select {max neg x-maxs x} pnl from select pnl from trades
I've got a rather big query to pull a lot of various metrics on the trades where max drawdown is just one of them. Using chained select means that I need to break the big query into two queries, map-reduced and non-map-reduced, and then join them back which would make the query look ugly.
Thanks!
Select query runs on each date in partition db and apply function to each date values and finally aggregates them depending upon the call (user defined function behaves differently than plain 'q' functions).
So I don't think you can combine that into one query. But there are ways you can look for to make your query more generalized and reusable for different scenarios.
For ex. convert your query to functional form and use variables in that query for column name and user function. Put this in one function which will accept column name and user function. Now you can call this function with different set of (column ;function). Something like :
runF:{[col;usrfunc] funtional_query_uses_col_userfunc }
All this depends on your use cases. Also check for memory usage as you'll be taking lot of data into memory.

See length (count) of query results in workbench

I just started using MySQL Workbench (6.1). The default limit for queries is 1,000 and that's fine I want to keep that.
But the results from the action output message will therefore always say "1000 rows returned".
Is there a setting to see the number of records that would be returned in the query had their been no limit? For sanity checking query results?
I know this is late by a few years, but I think you're asking for a way to see total row count in the bottom of the results pane, like in SQL Server. In SQL Server, you would also go in the messages pane and it would say how many rows were returned. I was actually looking for exactly what you were asking for as well, and seems like there is no way to find that. If you have an ID in your table that is just numeric and is in numeric order, you could order by ID desc and look at the biggest number there. That is what I've decided to do.
The result is not always "1000 rows returned". If there are less records than that you will get the actual count. If you want to know the total number of rows in a table do a select count(*) from table. Alternatively, you can switch off the automatic limit and have all records returned by MySQL Workbench, but that can be time + memory consuming for large tables.
I think removing the row limit will help. By default, MySQL workbench will limit the result set to 1000 rows but you can always disable the limit. Check out https://superuser.com/questions/240291/how-to-remove-1000-row-limit-in-mysql-workbench-queries on how to do that.
You can run a second query to check that
select count(*) from (your original query) as t;
this will return the total rows in actual result.
You can use the SQL count function. It returns the count of the total number of rows a query returns.
A sample query:
select count(*) from tableName where field1 = value1
In workbench, in the dropdown menu at the top, set it to dont limit Then run the query to extract data from table Then under the output pane below, the total count of the query results will be displayed in the message column

What is the right way to iterate through a kdb partitioned table in an client application?

I want to process all the rows of a kdb table in an R program (I use qserver.R). One way to do this is to initialize a memory handler and then iterate through all the rows one of the time, as explained here:
t: select from mytable where ts>12:30:00,ts<15:00:00,price,msg="A"
t[0]
t[1]
t[2]
...
I want to limit the number of client/server calls in R to loop as fast as possible.
How can I fetch multiple rows for each call?
NOTE: my answer below assumes that mytable is the partioned database, but that you now have t in memory.
another option using cut (using "chunks" of 1,000,000 as per your earlier post)
(`int$1e6) cut t
now you have a list of table "chunks" of your desired size and you can use accordingly.
I frequently use this for certain functions (particularly in combination with peach).
A pattern I've found useful is:
f:`function that does something useful on chunks`
fa:`function that reaggregates up to final results`
r:fa raze f peach (`int$`size`)cut t
if you're t is really large (both vertical/horizontal) you might want to avoid cut directly on the table for memory reasons, but can instead cut a list of indices for the table into the appropriate size and then feed the indices to your f and have that index to the t and grab what you want.
Below a quick comparison of both approaches (note that f here is pointless, but just to prove the point of the cut on t versus indices)
q)t:flip (`$"c",/:string til 100)!{(`int$1e7)?100} each til 100
q)\ts a:raze {select c1,c99 from x}each 1000 cut t
3827 4108103072j
q)\ts b:raze {select c1,c99 from t[x]}each 1000 cut til count t
3057 217623200j
q)4108103072j%217623200j
18.87714
q)a~b
1b
From your previous questions I assume this is a 1 person system so what benefit are you getting from kdb? Why not work fully in R and just use flat memory mapped files directly there? Avoiding unneeded complexity and overhead. If all you want to do is stream the data through R in order that should be simple.
Rather than "ts>12:30:00,ts<15:00:00" use "ts within (12:30:00;15:00:00)" it's quicker.
The larger the size of chunks you process in the more efficient it is likely to be. 100 seems quite small.
Regards,
Ryan Hamilton
Sorted out, this returns 100 rows each time:
\l /data/mydb
t: select from mytable where ts>12:30:00,ts<15:00:00,price,msg="A"
select [0 100] from t
select [100 100] from t
select [200 100] from t
..

Pagination on large data sets? – Abort count(*) after a certain time

We use the following pagination technique here:
get count(*) of given filter
get first 25 records of given filter
-> render some pagination links on the page
This works pretty well as long as count(*) is reasonable fast. In our case the data size has grown to a point where a non-indexd query (although most stuff is covered by indices) takes more than a minute. So at this point the user waits for a mostly unimportant number (total records matching filter, number of pages). The first N records are often ready pretty fast.
Therefore I have two questions:
can I limit the count(*) to a certain number
or would it be possible to limit it by time? (no count() known after 20ms)
Or just in general: are there some easy ways to avoid that problem? We would like to keep the system as untouched as possible.
Database: Oracle 10g
Update
There are several scenarios
a) there's an index -> neither count(*) nor the actual select should be a problem
b) there's no index
count(*) is HUGE, and it takes ages to determine it -> rownum would help
count(*) is zero or very low, here a time limit would help. Or I could just dont do a count(*) if the result set is already below the page limit.
You could use 'where rownum < x' to limit the number of rows to count. And if you need to show to your user that you has more register, you could use x+1 in count just to see if there is more than x registers.