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R client for kdb+

Execute kdb+ queries from R for advanced high-performance analytics.

See Interfacing with R on Kx wiki.

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)
# to install rkdb of perticular release
# devtools::install_github('kxsystems/[email protected]', quiet=TRUE)
library(rkdb)

First steps

Open a q server and connect to it

Open a qserver to test the installation

q -p 5000

Open a connection to it

h <- open_connection('localhost',5000) #this open a connection

Hello kdb

You can evaluate any kdb expression and its result will come back to R:

execute(h, '1+1')
## [1] 2

Assigning a variable in q workspace also works:

execute(h, 'x:1+1') #assign x hopefully to 2
## NULL
execute(h, 'x') # get back the value
## [1] 2

Getting data from kdb to R

As per Q for mortals 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, at time of writing) are:

kdb/q r
boolean logical
byte integer
short integer
int integer
long numeric
real numeric
float numeric
char character
symbol character
timestamp POSIXct
month integer
date Date
datetime POSIXct
timespan difftime
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 convienient 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 1.116689

One 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 on R objects, those will be passed/converted to the kdb side, 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"

As an example here is how you can use the left-join function on 2 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

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