Kdb 八字台向上插入导致错误：`cast

我构建了一个数据加载器原型，将CSV保存到八字表中。工作流程如下：

第一次创建架构，例如

volatitysurface

表：

volatilitysurface::([date:`datetime$(); ccypair:`symbol$()] atm_convention:`symbol$(); premium_included:`boolean$(); smile_type:`symbol$(); vs_type:`symbol$(); delta_ratio:`float$(); delta_setting:`float$(); wing_extrapolation:`float$(); spread_type:`symbol$());

对于rawdata文件夹中的每个文件，请导入它：

myfiles:@[system;"dir /b /o:gn ",string `$getenv[`KDBRAWDATA],"*.volatilitysurface.csv 2> nul";()];
if[myfiles~();.lg.o[`load;"no volatilitysurface files found!"];:0N];
.lg.o[`load;"loading data files ..."];
/ load each file
{
  mypath:"" sv (string `$getenv[`KDBRAWDATA];x);
  .lg.o[`load;"loading file name '",mypath,"' ..."];
  myfile:hsym`$mypath;
  tmp1:select date,ccypair,atm_convention,premium_included,smile_type,vs_type,delta_ratio,delta_setting,wing_extrapolation,spread_type from update date:x, premium_included:?[premium_included = `$"true";1b;0b] from ("ZSSSSSFFFS";enlist ",")0:myfile;
  `volatilitysurface upsert tmp1;
} @/: myfiles;
delete tmp1 from `.;
.Q.gc[];
.lg.o[`done;"loading volatilitysurface data done"];

.lg.o[`save;"saving volatilitysurface schema to ",string afolder];
volatilitysurface::0!volatilitysurface;
.Q.dpft[afolder;`;`ccypair;`volatilitysurface];
.lg.o[`cleanup;"removing volatilitysurface from memory"];
delete volatilitysurface from `.;
.Q.gc[];
.lg.o[`done;"saving volatilitysurface schema done"];

这很好用。我使用

.Q.gc[]频繁，以避免点击
wsfull
。当新的CSV文件可用时，我打开现有的模式，向上插入并再次保存，有效地覆盖现有的HDB文件系统

打开模式：

.lg.o[`open;"tables already exists, opening the schema ..."];
@[system;"l ",(string afolder) _ 0;{.lg.e[`open;"failed to load hdb directory: ", x]; 'x}];
/ Re-create table index
volatilitysurface::`date`ccypair xkey select from volatilitysurface;


重新运行步骤#2，将新的CSV文件附加到现有的
volatitySurface
表中，它会完美地向上插入第一个CSV，但第二个CSV失败，原因是：

error: `cast


我调试到错误点，并仔细检查
tmp1
和
volatitysurface
的元数据是否完全相同。知道为什么会这样吗？我对其他桌子也有同样的问题。每次插入后，我都试着清理桌子上的钥匙，但没有帮助

volatilitysurface::0!volatilitysurface;
volatilitysurface::`date`ccypair xkey volatilitysurface;

以及转换错误点处的元数据比较：

meta tmp1
c                 | t f a
------------------| -----
date              | z    
ccypair           | s    
atm_convention    | s    
premium_included  | b    
smile_type        | s    
vs_type           | s    
delta_ratio       | f    
delta_setting     | f    
wing_extrapolation| f    
spread_type       | s

meta volatilitysurface
c                 | t f a
------------------| -----
date              | z    
ccypair           | s   p
atm_convention    | s    
premium_included  | b    
smile_type        | s    
vs_type           | s    
delta_ratio       | f    
delta_setting     | f    
wing_extrapolation| f    
spread_type       | s   

更新使用下面答案的输入，我尝试使用Torq的
.loader.loadeAllFiles
函数，如下所示（它不会失败，但也不会发生任何事情，表不会在内存中创建，数据也不会写入数据库）：

UDPATE2这是我从TorQ获得的输出：

2017.11.20D08:46:12.550618000|wsp18497wn|dataloader|dataloader1|INF|dataloader|**** LOADING :rawdata/20171102_113420.disccurve.csv ****
2017.11.20D08:46:12.550618000|wsp18497wn|dataloader|dataloader1|INF|dataloader|reading in data chunk
2017.11.20D08:46:12.566218000|wsp18497wn|dataloader|dataloader1|INF|dataloader|Read 10000 rows
2017.11.20D08:46:12.566218000|wsp18497wn|dataloader|dataloader1|INF|dataloader|processing data
2017.11.20D08:46:12.566218000|wsp18497wn|dataloader|dataloader1|INF|dataloader|Enumerating
2017.11.20D08:46:12.566218000|wsp18497wn|dataloader|dataloader1|INF|dataloader|writing 4525 rows to :hdb/2017.09.12/volatilitysurface/
2017.11.20D08:46:12.581819000|wsp18497wn|dataloader|dataloader1|INF|dataloader|writing 4744 rows to :hdb/2017.09.13/volatilitysurface/
2017.11.20D08:46:12.659823000|wsp18497wn|dataloader|dataloader1|INF|dataloader|writing 731 rows to :hdb/2017.09.14/volatilitysurface/
2017.11.20D08:46:12.737827000|wsp18497wn|dataloader|dataloader1|INF|init|retrieving sort settings from :C:/Dev/torq//config/sort.csv
2017.11.20D08:46:12.737827000|wsp18497wn|dataloader|dataloader1|INF|sort|sorting the volatilitysurface table
2017.11.20D08:46:12.737827000|wsp18497wn|dataloader|dataloader1|INF|sorttab|No sort parameters have been specified for : volatilitysurface. Using default parameters
2017.11.20D08:46:12.737827000|wsp18497wn|dataloader|dataloader1|INF|sortfunction|sorting :hdb/2017.09.05/volatilitysurface/ by these columns : sym, time
2017.11.20D08:46:12.753428000|wsp18497wn|dataloader|dataloader1|ERR|sortfunction|failed to sort :hdb/2017.09.05/volatilitysurface/ by these columns : sym, time.  The error was: hdb/2017.09.

我得到以下错误
sorttab |没有为：volatilitysurface指定任何排序参数。使用默认参数
此SORTAB记录在哪里？默认情况下是否使用表PK

UPDATE3Ok通过在我的
config
文件夹下提供非默认的
sort.csv
修复了UPDATE2：

tabname,att,column,sort
default,p,sym,1
default,,time,1
volatilitysurface,,date,1
volatilitysurface,,ccypair,1

但是现在我看到，如果我在同一个文件上多次调用该函数，它只会附加重复的数据，而不是
upsert
ing它

更新4仍不存在。。。假设我可以检查以确保没有使用重复的文件。当我加载并启动数据库时，我会得到一些结构，这些结构包含某种字典而不是表

2017.10.31| (,`volatilitysurface)!,+`date`ccypair`atm_convention`premium_incl..
2017.11.01| (,`volatilitysurface)!,+`date`ccypair`atm_convention`premium_incl..
2017.11.02| (,`volatilitysurface)!,+`date`ccypair`atm_convention`premium_incl..
2017.11.03| (,`volatilitysurface)!,+`date`ccypair`atm_convention`premium_incl..
sym       | `AUDNOK`AUDCNH`AUDJPY`AUDHKD`AUDCHF`AUDSGD`AUDCAD`AUDDKK`CADSGD`C..

请注意，date实际上是datetime Z，而不仅仅是date。我的完整和最新版本的函数调用是：

target:hsym `$("" sv ("./";getenv[`KDBHDB];"/volatilitysurface"));
rawdatadir:hsym `$getenv[`KDBRAWDATA];
.loader.loadallfiles[`headers`types`separator`tablename`dbdir`partitioncol`dataprocessfunc!(`x`ccypair`atm_convention`premium_included`smile_type`vs_type`delta_ratio`delta_setting`wing_extrapolation`spread_type;"ZSSSSSFFFS";enlist ",";`volatilitysurface;target;`date;{[p;t] select date,ccypair,atm_convention,premium_included,smile_type,vs_type,delta_ratio,delta_setting,wing_extrapolation,spread_type from update date:x, premium_included:?[premium_included = `$"true";1b;0b] from t}); rawdatadir];

`强制转换错误是指未枚举的值

我在这里看不到任何枚举，磁盘上的八字表需要枚举符号列。例如，在调用.Q.dpft之前，可以使用以下行完成此操作

volatilitysurface:.Q.en[afolder;volatilitysurface];

您可能会考虑使用示例CSV加载器加载数据。其中一个例子包含在TorQ中，这是AquaQ Analytics开发的KDB框架（作为免责声明，我为AquaQ工作）
该框架可在以下位置获得（免费）：

您可能会感兴趣的特定组件是dataloader.q，并记录在这里：

此脚本将处理所有必要的操作，加载所有文件、枚举、磁盘排序、应用属性等，并使用以防止内存耗尽
我将在此处添加第二个答案，以尝试解决有关使用TorQ数据加载器的问题

我想澄清一下，运行此函数后，您得到了什么输出？应该有一些日志信息输出，你能发布这些吗？例如，当我运行函数时：

jmcmurray@homer ~/deploy/TorQ (master) $ q torq.q -procname loader -proctype loader -debug
<torq startup messages removed>
q).loader.loadallfiles[`headers`types`separator`tablename`dbdir`partitioncol`dataprocessfunc!(c;"TSSFJFFJJBS";enlist",";`quotes;`:testdb;`date;{[p;t] select date:.z.d,time:TIME,sym:INSTRUMENT,BID,ASK from t});`:csvtest]
2017.11.17D15:03:20.312336000|homer.aquaq.co.uk|loader|loader|INF|dataloader|**** LOADING :csvtest/tradesandquotes20140421.csv ****
2017.11.17D15:03:20.319110000|homer.aquaq.co.uk|loader|loader|INF|dataloader|reading in data chunk
2017.11.17D15:03:20.339414000|homer.aquaq.co.uk|loader|loader|INF|dataloader|Read 11000 rows
2017.11.17D15:03:20.339463000|homer.aquaq.co.uk|loader|loader|INF|dataloader|processing data
2017.11.17D15:03:20.339519000|homer.aquaq.co.uk|loader|loader|INF|dataloader|Enumerating
2017.11.17D15:03:20.340061000|homer.aquaq.co.uk|loader|loader|INF|dataloader|writing 11000 rows to :testdb/2017.11.17/quotes/
2017.11.17D15:03:20.341669000|homer.aquaq.co.uk|loader|loader|INF|dataloader|**** LOADING :csvtest/tradesandquotes20140422.csv ****
2017.11.17D15:03:20.349606000|homer.aquaq.co.uk|loader|loader|INF|dataloader|reading in data chunk
2017.11.17D15:03:20.370793000|homer.aquaq.co.uk|loader|loader|INF|dataloader|Read 11000 rows
2017.11.17D15:03:20.370858000|homer.aquaq.co.uk|loader|loader|INF|dataloader|processing data
2017.11.17D15:03:20.370911000|homer.aquaq.co.uk|loader|loader|INF|dataloader|Enumerating
2017.11.17D15:03:20.371441000|homer.aquaq.co.uk|loader|loader|INF|dataloader|writing 11000 rows to :testdb/2017.11.17/quotes/
2017.11.17D15:03:20.460118000|homer.aquaq.co.uk|loader|loader|INF|init|retrieving sort settings from :/home/jmcmurray/deploy/TorQ/config/sort.csv
2017.11.17D15:03:20.466690000|homer.aquaq.co.uk|loader|loader|INF|sort|sorting the quotes table
2017.11.17D15:03:20.466763000|homer.aquaq.co.uk|loader|loader|INF|sorttab|No sort parameters have been specified for : quotes. Using default parameters
2017.11.17D15:03:20.466820000|homer.aquaq.co.uk|loader|loader|INF|sortfunction|sorting :testdb/2017.11.17/quotes/ by these columns : sym, time
2017.11.17D15:03:20.527216000|homer.aquaq.co.uk|loader|loader|INF|applyattr|applying p attr to the sym column in :testdb/2017.11.17/quotes/
2017.11.17D15:03:20.535095000|homer.aquaq.co.uk|loader|loader|INF|sort|finished sorting the quotes table

jmcmurray@homer~/deploy/TorQ（master）$q TorQ.q-procname loader-proctype loader-debug
q） .loader.loadallfiles[`headers`types`separator`tablename`dbdir`partitioncol`dataprocessfunc！（c；“TSSFJFFJJBS”；include“，”；`quotes；`:testdb；`date；{[p；t]选择日期：$z.d，时间：时间，符号：仪器，出价，从t}）；`csvtest]
2017.11.17D15:03:20.312336000 | homer.aquaq.co.uk | loader | loader | INF | dataloader |****加载：csvtest/tradesandquotes 20140421.csv****
2017.11.17D15:03:20.319110000 | homer.aquaq.co.uk | loader | loader | INF | dataloader |读取数据块
2017.11.17D15:03:20.339414000 | homer.aquaq.co.uk | loader | loader | INF | dataloader |读取11000行
2017.11.17D15:03:20.339463000 | homer.aquaq.co.uk | loader | loader | INF | dataloader |处理数据
2017.11.17D15:03:20.339519000 | homer.aquaq.co.uk | loader | loader | INF | dataloader |枚举
2017.11.17D15:03:20.34061000 | homer.aquaq.co.uk | loader | loader | INF | dataloader |将11000行写入：testdb/2017.11.17/quotes/
2017.11.17D15:03:20.341669000 | homer.aquaq.co.uk | loader | loader | INF | dataloader |****加载：csvtest/tradesandquotes20140422.csv****
2017.11.17D15:03:20.349606000 | homer.aquaq.co.uk | loader | loader | INF | dataloader |读取数据块
2017.11.17D15:03:20.370793000 | homer.aquaq.co.uk | loader | loader | INF | dataloader |读取11000行
2017.11.17D15:03:20.370858000 | homer.aquaq.co.uk | loader | loader | INF | dataloader |处理数据
2017.11.17D15:03:20.370911000 | homer.aquaq.co.uk | loader | loader | INF | dataloader |枚举
2017.11.17D15:03:20.371441000 | homer.aquaq.co.uk | loader | loader | INF | dataloader |将11000行写入：testdb/2017.11.17/quotes/
2017.11.17D15:03:20.460118000 | homer.aquaq.co.uk | loader | loader | INF | init |从以下位置检索排序设置：/home/jmcmurray/deploy/TorQ/config/sort.csv
2017.11.17D15:03:20.466690000 | homer.aquaq.co.uk | loader | loader | INF | sort |排序报价表
2017.11.17D15:03:20.466763000 | homer.aquaq.co.uk | loader | loader | INF | sorttab |未为以下内容指定排序参数：引号。使用默认参数
2017.11.17D15:03:20.466820000 | homer.aquaq.co.uk | loader | loader | INF | sortfunction |排序：testdb/2017.11.17/quotes/按以下列：sym，time
2017.11.17D15:03:20.527216000 | homer.aquaq.co.uk | loader | loader | INF | applyattr |将p attr应用于：testdb/2017.11.17/quotes中的sym列/
2017.11.17D15:03:20.535095000 | homer.aquaq.co.uk | loader | loader | INF | sort |完成对报价表的排序

在完成所有这些之后，我可以运行
\l testdb
，并且有一个名为“quotes”的表包含我加载的数据

如果您可以发布这样的日志消息，它
jmcmurray@homer ~/deploy/TorQ (master) $ q torq.q -procname loader -proctype loader -debug
<torq startup messages removed>
q).loader.loadallfiles[`headers`types`separator`tablename`dbdir`partitioncol`dataprocessfunc!(c;"TSSFJFFJJBS";enlist",";`quotes;`:testdb;`date;{[p;t] select date:.z.d,time:TIME,sym:INSTRUMENT,BID,ASK from t});`:csvtest]
2017.11.17D15:03:20.312336000|homer.aquaq.co.uk|loader|loader|INF|dataloader|**** LOADING :csvtest/tradesandquotes20140421.csv ****
2017.11.17D15:03:20.319110000|homer.aquaq.co.uk|loader|loader|INF|dataloader|reading in data chunk
2017.11.17D15:03:20.339414000|homer.aquaq.co.uk|loader|loader|INF|dataloader|Read 11000 rows
2017.11.17D15:03:20.339463000|homer.aquaq.co.uk|loader|loader|INF|dataloader|processing data
2017.11.17D15:03:20.339519000|homer.aquaq.co.uk|loader|loader|INF|dataloader|Enumerating
2017.11.17D15:03:20.340061000|homer.aquaq.co.uk|loader|loader|INF|dataloader|writing 11000 rows to :testdb/2017.11.17/quotes/
2017.11.17D15:03:20.341669000|homer.aquaq.co.uk|loader|loader|INF|dataloader|**** LOADING :csvtest/tradesandquotes20140422.csv ****
2017.11.17D15:03:20.349606000|homer.aquaq.co.uk|loader|loader|INF|dataloader|reading in data chunk
2017.11.17D15:03:20.370793000|homer.aquaq.co.uk|loader|loader|INF|dataloader|Read 11000 rows
2017.11.17D15:03:20.370858000|homer.aquaq.co.uk|loader|loader|INF|dataloader|processing data
2017.11.17D15:03:20.370911000|homer.aquaq.co.uk|loader|loader|INF|dataloader|Enumerating
2017.11.17D15:03:20.371441000|homer.aquaq.co.uk|loader|loader|INF|dataloader|writing 11000 rows to :testdb/2017.11.17/quotes/
2017.11.17D15:03:20.460118000|homer.aquaq.co.uk|loader|loader|INF|init|retrieving sort settings from :/home/jmcmurray/deploy/TorQ/config/sort.csv
2017.11.17D15:03:20.466690000|homer.aquaq.co.uk|loader|loader|INF|sort|sorting the quotes table
2017.11.17D15:03:20.466763000|homer.aquaq.co.uk|loader|loader|INF|sorttab|No sort parameters have been specified for : quotes. Using default parameters
2017.11.17D15:03:20.466820000|homer.aquaq.co.uk|loader|loader|INF|sortfunction|sorting :testdb/2017.11.17/quotes/ by these columns : sym, time
2017.11.17D15:03:20.527216000|homer.aquaq.co.uk|loader|loader|INF|applyattr|applying p attr to the sym column in :testdb/2017.11.17/quotes/
2017.11.17D15:03:20.535095000|homer.aquaq.co.uk|loader|loader|INF|sort|finished sorting the quotes table