Consider the following procedure f:{[x] ..} with starting value a:0:
x and a. The output is saved as the new version of a, and the output is returned by the functionx, redo the procedure but now with the new a.For a single value x, this procedure is easily constructed. For example:
a:0;
f:{[x] a::a+x; :a} / A simple example (actual function more complicated)
However, how do I make such a function such that it also works when applied on a table column?
I am clueless how to incorporate this step for 'intermediate saving of a variable' in a function that can be applied on a column at once. Is there a special technique for this? E.g. when I use a table column in the example above, it will simply calculate a+x with a:0 for all rows, opposed to also updating a at each iteration.
No need to use global vars for this - can use scan instead - see here.
Example --
Generate a table -
q)t:0N!([] time:5?.z.p; sym:5?`3; price:5?100f; size:5?10000)
time sym price size
-----------------------------------------------
2002.04.04D18:06:07.889113280 cmj 29.07093 3994
2007.05.21D04:26:13.021438816 llm 7.347808 496
2010.10.30D10:15:14.157553088 obp 31.59526 1728
2005.11.01D21:15:54.022395584 dhc 34.10485 5486
2005.03.06D21:05:07.403334368 mho 86.17972 2318
Example with a simple accumilator - note, the function has access to the other args if needed (see next example):
q)update someCol:{[a;x;y;z] (a+1)}\[0;time;price;size] from t
time sym price size someCol
-------------------------------------------------------
2002.04.04D18:06:07.889113280 cmj 29.07093 3994 1
2007.05.21D04:26:13.021438816 llm 7.347808 496 2
2010.10.30D10:15:14.157553088 obp 31.59526 1728 3
2005.11.01D21:15:54.022395584 dhc 34.10485 5486 4
2005.03.06D21:05:07.403334368 mho 86.17972 2318 5
Say you wanted to get cumilative size:
q)update cuSize:{[a;x;y;z] (a+z)}\[0;time;price;size] from t
time sym price size cuSize
------------------------------------------------------
2002.04.04D18:06:07.889113280 cmj 29.07093 3994 3994
2007.05.21D04:26:13.021438816 llm 7.347808 496 4490
2010.10.30D10:15:14.157553088 obp 31.59526 1728 6218
2005.11.01D21:15:54.022395584 dhc 34.10485 5486 11704
2005.03.06D21:05:07.403334368 mho 86.17972 2318 14022
If you wanted more than one var passed through the scan, can pack more values into the first var, by giving it a more complex structure:
q)update cuPriceAndSize:{[a;x;y;z] (a[0]+y;a[1]+z)}\[0 0;time;price;size] from t
time sym price size cuPriceAndSize
--------------------------------------------------------------
2002.04.04D18:06:07.889113280 cmj 29.07093 3994 29.07093 3994
2007.05.21D04:26:13.021438816 llm 7.347808 496 36.41874 4490
2010.10.30D10:15:14.157553088 obp 31.59526 1728 68.014 6218
2005.11.01D21:15:54.022395584 dhc 34.10485 5486 102.1188 11704
2005.03.06D21:05:07.403334368 mho 86.17972 2318 188.2986 14022