kdb 2024-01-08 - KDB Project Call Meeting Minutes

Date

Monday, January 1, 2024 - 9:30am ET / 2:30pm UK

// Second Monday of every month

Attendees

Fullname	Affiliation	GitHub Username
Alvin Shih	Morgan Stanley	@alvin-c-shih
Aaron Davies	Morgan Stanley	@adavies42
Peter Gyorok	KX Systems	@gyorokpeter
Karl Moll	FINOS	@karlmoll
Gary Davies	Data Intellect	@drgdavies
Rian Ó Cuinneagáin	KX Systems	@rianoc
Ross Duffy	Morgan Stanley	@rdffy
Callum McCrea	Morgan Stanley
Connor Gervin	KX Systems	@Connor-Gervin

Meeting notices

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Agenda

(5 min) Convene, roll call, welcome new people.
[ ] Display FINOS Antitrust Policy summary slide
[ ] Review Meeting Notices (see above)
(5 min) Approve previous meeting minutes.
- Approved by acclamation.
(15 min) PyKX Connection Types.
- https://github.com/KxSystems/pykx/blob/main/src/pykx/ipc.py
- pykx.SecureQConnection
  - https://code.kx.com/pykx/2.2/api/ipc.html#pykx.ipc.SecureQConnection
  - Faster. Uses underling libq.so.
- pykx.SyncQConnection
  - https://code.kx.com/pykx/2.2/api/ipc.html#pykx.ipc.SyncQConnection
  - Slower. Pure Python for compatibility with other Python libraries.
- Might be helpful to document performance differences to ensure developers pick the right tool for the job.
- qPython implements decompression in Cython.
  - Optimized for protocol 6.
  - Was iterating over message multiple times unnecessarily.
(15 min) KDB.AI-related topics.
- Data Intellect has blog posts about KDB.AI coming soon.
- KDB.AI pointed at http://code.kx.com and http://community.kx.com could help make the value proposition clearer.
- Data Intellect experimenting with a TorQBot explainer for their framework.
- KDB.AI being tested internally by L2 / L3 support to generate drafts of responses and harden the product.
- Someone experimenting with the idea of translating q to Scala to make it easier for LLMs to explain q code.
- Other LLM / Transformer developments that may be useful:
  - "Large Language Models Are Zero-Shot Time Series Forecasters"
    - https://arxiv.org/abs/2310.07820
  - Time Series Library (TSlib)
    - https://github.com/thuml/Time-Series-Library
    - https://github.com/thuml/iTransformer
(10 min) AOB, Q&A, Adjourn.
- Keep an eye out for in-person FINOS meetups.
  - Ideas for building upon FINOS TraderX?
  - https://resources.finos.org/content/traderx-example-of-a-simple-trading-app-dov-katz-morgan-stanley/
- qbinparse similar to struct module in Python.
  - https://github.com/gyorokpeter/qbinparse/blob/master/README.md
  - Interested to see if PNG reading / writing is made easier with this.
  - Part of the implementation is in C++.
    - https://github.com/gyorokpeter/qbinparse/blob/master/qbinparse.cpp
  - Another idea is to implement q serialization in qbinparse as an example.
  - Examples of parsing PCAP files could be the killer app!