Created
March 19, 2020 21:57
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Importer utility function in Q
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\d .importer | |
fetch_data:{[table_names;batch_size;data_date] | |
/ (1) Open remote connection | |
h::hopen `$":redacted:redacted:redacted"; | |
/ (2) Set arguments | |
tabs:enlist table_names; | |
bsize::batch_size; | |
dday::data_date; | |
/ (3) For each remote table; | |
/ (3.1) Get the table count | |
/ (3.2) Split the table to an optimal value | |
/ (3.3) Fetch the meta to create a proper CSV | |
/ (3.4) Open file handle | |
/ (3.5) Iterate over the table by using the splits and for each batch | |
/ (3.5.1) Asynchronously save data to the CSV file | |
{[tab] | |
tcount:h({[t;d] count select from t where date=d};tab;dday); | |
splits:$[tcount>bsize; [batch:tcount div bsize;((0;bsize-1)+/:bsize*til batch),enlist (batch*bsize;tcount-1)];enlist(0;tcount-1)]; | |
tmeta: key h({[t] meta t};tab); | |
(hsym `$ raze string tab,".csv") 0: enlist "," sv raze string flip tmeta cols tmeta; | |
fhandle:hopen (hsym `$ raze string tab,".csv"); | |
{[t;dday;tcount;fhandle;split] | |
neg[fhandle] peach 1_"," 0:h({[t;y;dday] ?[t;((=;`date;dday);(within;`i;y));0b;()]};t;split;dday); | |
show raze string split[0],"-",split[1]," of ", tcount; }[tab;dday;tcount;fhandle] each splits; | |
hclose fhandle; | |
}each tabs; | |
hclose h; | |
} | |
fetch_today:fetch_data[;;.z.d]; | |
fetch_quotes_today:fetch_data[`quotes;;.z.d]; | |
fetch_quotes:fetch_data[`quotes;;]; |
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