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nvmectrl
2010 Mar 24
2
translating SQL statements into data.table operations
...o
express the "WHERE e.SYMBOL = c.SYMBOL" part in data.table syntax. I'm also
at a loss at whether I can express the remainder using data.table's
%between% operator or not.
ctqm <- sqldf("SELECT e.*,
c.DATE 'DATEctrl',
c.TIME 'TIMEctrl',
c.PRICE 'PRICEctrl',
c.SIZE 'SIZEctrl'
FROM edt e, ctq c
WHERE e.SYMBOL = c.SYMBOL AND
julianday(e.DATE) - julianday(c.DATE) BETWEEN 15 AND
75 AND
strftime('...