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14
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Data Consistency Issue with tableUpsert() on Keyed In-Memory Tables
I'm encountering a data consistency issue with keyed in-memory tables in DolphinDB during batch updates with concurrent queries. I have a custom function that performs a batch calculation every 10 ...
1
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0
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19
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How to make keyedStreamTable keep the latest record instead of the first?
I am using crossSectionalEngine to perform cross-sectional aggregation on 1-minute stock data to generate 1-minute sector data. The output table uses a keyedStreamTable to ensure unique key values (...
-2
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0
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59
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Chronological Order Lost After Two-Level LeftSemiJoinEngine [closed]
I'm using a two-level LeftSemiJoinEngine in DolphinDB to join streaming tables, but the final output data cannot be correctly sorted by the specified column.
Scenario Description:
I need to process ...
0
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0
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76
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Time Series Aggregator output has chronological order issue
I created a time series aggregator using createTimeSeriesAggregator, but the chronological order of the output results is problematic.
Scenario Description:
The data in the source table MD_PTB is ...
0
votes
1
answer
46
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batchSize understanding in subscribetable function
Refer to this example attached as follows. It consists 2 methods of streaming, one by defined function, another by class append method. The 2 methods produce exactly same results no matter how I tune ...
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2
answers
126
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Filter Rows Within Each Group
I have a table t containing minute-level data with fields such as datetime (timestamp), stock_id (stock code), and ret (return). My goal is to:
First, group by date(datetime) and stock_id, and ...
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0
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44
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How to merge rows with the same ID into one row by taking non-null values
I am working with a table in DolphinDB where multiple rows share the same id, and each row contains non-null values in different columns. My goal is to consolidate these rows into a single row for ...
1
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0
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84
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How to calculate rolling regression residuals with missing values?
I'm trying to perform rolling regression on a matrix with missing values and calculate residuals for each row. Specifically, I want to use a rolling window of length 3 where for each window, the ...
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votes
1
answer
86
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Performing product operation on consecutive true segments in a vector
I have two vectors of equal length, one integer vector and one boolean vector. I want to calculate the product of elements in the integer vector where the corresponding boolean vector has consecutive ...
0
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1
answer
114
views
How to remove duplicate rows based on array column subset relationship?
I have a DolphinDB table with an array vector column. I need to remove duplicate rows based on subset relationships within that column.
Sample Input:
sym
prices
a
[3,4,5,6]
a
[3,4,5]
a
[2,4,5,6]
a
[5,...
0
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1
answer
69
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How to configure roll function for sliding window on irregular stock data?
I am working with irregular minute-level stock data in DolphinDB and need to implement a specific rolling calculation using the roll function which is new in version 3.00.4.
I have a custom ...
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1
answer
52
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Why does the use of "enlist" in the cross-sectional engine sometimes result in errors and sometimes work normally?
I am using the cross-sectional engine and need to store multiple rows of fields as a single array vector. However, I have encountered several issues during the process:
The scenarios I attempted are ...
0
votes
1
answer
44
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Upsert! Operation Throws "A table can't contain duplicate column names" Error
I have a base table A and a result table B in DolphinDB. Table B was initially empty and is used to store calculated results based on table A. When trying to insert the calculated results into table B,...
0
votes
1
answer
97
views
"top" function unrecognized in grouped quantile calculation + efficient grouped top 5% statistics
I need to process a large L2 market data table (≈30 million rows) in DolphinDB and calculate statistics for the top 5% of records per group. However, I’m stuck on a syntax error with the top function ...
2
votes
1
answer
69
views
How to join a pivoted table with other tables
I’m working with the DolphinDB Python API to analyze financial data, but I can’t join a table transformed by pivotby() with another table directly. The error says TablePivotBy has no merge attribute. ...