From kdb+ to DolphinDB

Note:

• There is no DolphinDB equivalent to the byte type of kdb+.
• The char type of kdb+ is enclosed in double quotes whereas its DolphinDB equivalent, CHAR, is enclosed in single quotes. For example, "c" is treated as a string in DolphinDB.
• The type indicator of long is "j" in kdb+ whereas the type indicator of LONG in DolphinDB is "l". If a long value has the trailing type indicator "j", for example, 42j, it will not be recognized by DolphinDB.
• In kdb+, the type indicator of month is "m". In DolphinDB, the type indicator of MONTH is "M" and the type indicator of MINUTE is "m". Therefore, format such as 2006.07m is not accepted in DolphinDB.
• kdb+ uses an 8-byte datetime type whereas DolphinDB uses a 4-byte DATETIME type.
• The SYMBOL type of DolphinDB is a special STRING type and is equivalent to enumerated types in C++, Java and C#. SYMBOL stores strings as integers, which greatly improves query performance and storage efficiency. For more information, see DolphinDB user manual.

Note:

• ANY DICTIONARY is the data type in DolphinDB for JSON.

• In DolphinDB, a dictionary key must be a scalar while a value can be of any data type in any data forms. Nested dictionaries are supported. When a kdb+ dictinary is printed or iterated through, the system preservers the order in which keys are inserted. By contrast, whether a DolpinDB dictionary is ordered is determined by the ordered parameter during creation. When ordered is set to true, the created dictionary tracks the insertion order of the key-value pairs. By default, ordered is set to false.

• In kdb+, a matrix is a list of lists all having the same count and is stored in row-major-order. In DolphinDB, MATRIX is an independent data form of which data is stored in column-major-order. To import a kdb+ matrix into DolphinDB, it must be transposed.

• DolphinDB provides various data forms including scalar, vector, pair, matrix, set, dictionary and table with optimization for specific scenarios. For more information, see DolphinDB user manual.

The DolphinDB built-in function typestr returns a string indicating the data type of an object and type returns an integer indicating the data type ID of the object.

Note:

• Unlike kdb+, the TA-lib functions in DolphinDB ignore the NULL values at the beginning of the object in calculation and keep them in the output. The calculation with the sliding windows starts from the first non-NULL value.

  For count-based windows, the calculation will be performed only when elements fill the window completely. This means that the result of the first (window - 1) elements will be NULL.

• In DolphinDB, the windowing logic of the moving (m-) functions is to return NULL for the first (window-1) windows by default. If you want the same result as the kdb+ equivalents, specify the parameter minPeriod as 1.

• For the DolphinDB function ratios, if the input is a vector, the first element of the result is always NULL.

Note:

• In kdb+, function notation is also known as the lambda notation and the defined functions as lambdas. The term lambda is used to denote any function defined using the lambda notation. In DolphinDB, "lambda expression" only refers to a function definition with one statement.
• In kdb+, functions with 3 or fewer arguments may omit the signature and instead use default argument names x, y and z to mean the first, second, and third arguments. In DolphinDB, functions must have an explicit list of parameters.
• DolphinDB supports specifying default parameter values. The parameter with a default value is not mutable, and the default value must be a constant. Qualify a parameter by the "mutable" keyword if it can be modified within function body.

// default argument
def func(x=1): x+1;

// mutable argument
def i2t(mutable tb) { return tb.replaceColumn!(`time, time(tb.time/10); }

• DolphinDB user-defined functions supports JIT compilation for performance optimization.
• In DolphinDB, user-defined functions can call built-in functions in various forms:
  • standard function call format: <func>(parameters)
  • object-method call format: x.<func>(parameters) where x is the first parameter.
  • if the user-defined function has only one or two parameters, we can also use the infix notation.

def f(x, y): x+y+1;
p = 2;
q = 3;

f(p, q);   // standard notation

p.f(q);    // postfix notation

p f q;     // infix operator