NAME

PDL::IO::DBI - Create PDL from database (optimized for speed and large data)

SYNOPSIS

  # simple usage - using DSN + SQL query
  my $sql = "select ymd, open, high, low, close from quote where symbol = 'AAPL' AND ymd >= 20140404 order by ymd";
  my $pdl = rdbi2D("dbi:SQLite:dbname=Quotes.db", $sql);

  # using DBI handle + SQL query with binded values
  my $dbh = DBI->connect("dbi:Pg:dbname=QDB;host=localhost", 'username', 'password');
  my $sql = "select ymd, open, high, low, close from quote where symbol = ? AND ymd >= ? order by ymd";
  # rdbi2D
  my $pdl = rdbi2D($dbh, $sql, ['AAPL', 20140104]);                     # 2D piddle
  # rdbi1D
  my ($y, $o, $h, $l, $c) = rdbi1D($dbh, $sql, ['AAPL', 20140104]);     # 5x 1D piddle (for each column)

  # using DBI handle + SQL query with binded values + extra options
  my $dbh = DBI->connect("dbi:Pg:dbname=QDB;host=localhost", 'username', 'password');
  my $sql = "select ymd, open, high, low, close from quote where symbol = ? AND ymd >= ? order by ymd";
  my $pdl = rdbi2D($dbh, $sql, ['AAPL', 20140104], { type=>float, fetch_chunk=>100000, reshape_inc=>100000 });

DESCRIPTION

For creating a piddle from database data one can use the following simple approach:

  use PDL;
  use DBI;
  my $dbh = DBI->connect($dsn);
  my $pdl = pdl($dbh->selectall_arrayref($sql_query));

However this approach does not scale well for large data (e.g. SQL queries resulting in millions of rows).

This module is optimized for creating piddles populated with very large database data. It currently supports only reading data from database not updating/inserting to DB.

TODO:

maybe convert DATETIME, TIMESTAMP & co. to something numerical

FUNCTIONS

rdbi1D

Queries the database and stores the data into 1D piddles.

 $sql_query = "SELECT high, low, avg FROM data where year > 2010";
 my ($high, $low, $avg) = rdbi1D($dbh_or_dsn, $sql_query);
 #or
 my ($high, $low, $avg) = rdbi1D($dbh_or_dsn, $sql_query, \@sql_query_params);
 #or
 my ($high, $low, $avg) = rdbi1D($dbh_or_dsn, $sql_query, \@sql_query_params, \%options);
 #or
 my ($high, $low, $avg) = rdbi1D($dbh_or_dsn, $sql_query, \%options);

Example:

  my ($id, $high, $low) = rdbi2D($dbh, 'SELECT id, high, low FROM sales ORDER by id');

  # column types:
  #   id   .. INTEGER
  #   high .. NUMERIC
  #   low  .. NUMERIC

  print $id->info, "\n";
  PDL: Long D [100000]          # == 1D piddle, 100 000 rows from DB

  print $high->info, "\n";
  PDL: Double D [100000]        # == 1D piddle, 100 000 rows from DB

  print $low->info, "\n";
  PDL: Double D [100000]        # == 1D piddle, 100 000 rows from DB

Items supported in options hash:

type

Defines the type of output piddles: double, float, longlong, long, short, byte. Default value is auto which means that the type of the output piddles is autodetected.

You can set one type for all columns/piddles:

  my ($high, $low, $avg) = rdbi1D($dbh_or_dsn, $sql_query, {type => double});

or separately for each colum/piddle:

  my ($high, $low, $avg) = rdbi1D($dbh_or_dsn, $sql_query, {type => [long, double, double]});

fetch_chunk

We do not try to load all query results into memory at once, we load them in chunks defined by this parameter. Default value is 8000 (rows).

reshape_inc

As we do not try to load all query results into memory at once, we also do not know at the beginning how many rows there will be. Therefore we do not know how big piddle to allocate, we have to incrementally (re)alocated the piddle by increments defined by this parameter. Default value is 80000.

If you know how many rows there will be you can improve performance by setting this parameter to expected row count.

null2bad

Values 0 (default) or 1 - convert NULLs to BAD values (there is a performance cost when turned on).

debug

Values 0 (default) or 1 - turn on/off debug messages

rdbi2D

Queries the database and stores the data into a 2D piddle.

  my $pdl = rdbi2D($dbh_or_dsn, $sql_query);
  #or
  my $pdl = rdbi2D($dbh_or_dsn, $sql_query, \@sql_query_params);
  #or
  my $pdl = rdbi2D($dbh_or_dsn, $sql_query, \@sql_query_params, \%options);
  #or
  my $pdl = rdbi2D($dbh_or_dsn, $sql_query, \%options);