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kdbqpython

kdb calculate percent change between rows

i calculate percent change in 24 hour by this way that you can see below.

is there any way to get calculated percent directly from kdb by query? df should return the percent as final value.

df = q.sendSync('{[x;y]value select by x xbar DateTime.minute from trades where DateTime > .z.p-0D01, symbol=y }',30,np.string_(symbol))

start  = df.iloc[0].price
end = df.iloc[-1].price

return ((end-start)/start) * 100 ##### return -0.01152

kdb query result:

                 DateTime    side       symbol  amount     price   
0 2022-04-15 14:59:59.975  b'buy'  b'ETH-USDT'  0.0033     3035.75  
1 2022-04-15 15:29:58.889  b'buy'  b'ETH-USDT'   0.079     3035.2100
2 2022-04-15 15:32:09.050  b'buy'  b'ETH-USDT'  0.0165     3034.1599
Solution 
  • first exec 100*(last[price]-price[0])%price[0] from trades where DateTime > .z.p-0D01, symbol=y