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exxeleron/qPython模块允许将 pandas 发送DataFrame到kdb+/q's 表。

让我们准备数据：

import pandas.io.data as web
import datetime
import numpy

start = datetime.datetime(2010, 1, 1)
end = datetime.datetime(2015, 2, 6)
f = web.DataReader(["F","MSFT"], 'yahoo', start, end) # download stock data from Yahoo Finance
f = f.to_frame().reset_index() # flatten the MultiIndex to have a sym column, see below
f = f[["Date","minor","Close"]]
f.columns = ["dt","sym","val"] # just give comfortable names

DataFrame然后要传递的对象如下所示：

f.head()
# Out: 
#           dt   sym    val
# 0 2010-01-04     F  10.28
# 1 2010-01-04  MSFT  30.95
# 2 2010-01-05     F  10.96
# 3 2010-01-05  MSFT  30.96
# 4 2010-01-06     F  11.37

f.dtypes
# Out: 
# dt     datetime64[ns]
# sym            object
# val           float64

当我尝试将其发送到 时kdb+/q，我收到以下错误：

import qpython.qconnection as qconnection
q = qconnection.QConnection(host = 'localhost', port = 5000, pandas = True)
q.open()
q('set', numpy.string_('tbl'), f)

# File "G:\Anaconda\lib\site-packages\qpython\_pandas.py", line 159, in _write_pandas_series
#   data = data.fillna(QNULLMAP[-abs(qtype)][1])
# KeyError: -10
4

1 回答 1

4

中的sym列DataFrame不明确，qpython无法正确确定默认序列化。meta在这种情况下，您必须通过设置属性为列转换提供类型提示：

from qpython import MetaData 
from qpython.qtype import QSYMBOL_LIST

f.meta = MetaData(sym = QSYMBOL_LIST)
q('set', numpy.string_('tbl'), f)

这指示qpython将列序列sym化为 q 符号列表：

q)meta tbl                              
c  | t f a                              
---| -----                              
dt | p                                  
sym| s                                  
val| f 

q)tbl                                   
dt                            sym  val  
----------------------------------------
2010.01.04D00:00:00.000000000 F    10.28
2010.01.04D00:00:00.000000000 MSFT 30.95
2010.01.05D00:00:00.000000000 F    10.96
..

或者，您可以将sym列表示为包含字符串的 aq 通用列表。您还可以将类型转换应用于其他列：

from qpython import MetaData 
from qpython.qtype import QSTRING_LIST, QINT_LIST, QDATETIME_LIST

f.meta = MetaData(sym = QSTRING_LIST, val = QINT_LIST, dt = QDATETIME_LIST)
q('set', numpy.string_('tbl'), f)

这导致：

q)meta tbl                          
c  | t f a                          
---| -----                          
dt | z                              
sym|                                
val| i  

q)tbl                               
dt                      sym    val  
----------------------------------  
2010.01.04T00:00:00.000 "F"    10   
2010.01.04T00:00:00.000 "MSFT" 30   
..
于 2015-04-09T06:22:16.240 回答