Description

The C++ DSV Filter Library is a simple to use, easy to integrate and extremely efficient and fast CSV/DSV in-memory data store processing library. The DSV filter allows for the efficient evaluation of complex expressions on a per row basis upon the loaded DSV store. The accompanying example demonstrates very simple SQL-like processing capabilities for filtering user specified DSV files.

Capabilities

The C++ DSV Filter Library has the following capabilities:

• Arbitrarily complex expressions over columns composed of both strings and numbers
• Selectable output columns
• Extremely fast in-memory store
• Memory mapped file option
• Single header file solution requires no installation or building

C++ DSV Library License

Free use of the C++ DSV Library is permitted under the guidelines and in accordance with the most current version of the "Common Public License."

Compatability

The C++ DSV Library implementation is fully compatible with the following C++ compilers:

• GNU Compiler Collection (4.1+)
• Intel® C++ Compiler (9.x+)
• Clang/LLVM (1.1+)
• Microsoft Visual Studio C++ Compiler (7.1+)

Download

• C++ DSV Filter Library Source Code and Examples
• C++ DSV Filter example binary (linux)
• C++ DSV Filter example binary (win32)

Dependencies

• C++ String Toolkit Library (StrTk)
• C++ Expression Toolkit Library (ExprTk)

Example

In the following example, we have a table of OHLC values for a group of equities (GOOG and MSFT). Furthermore we may wish to perform a series of queries that will extract the rows that match various criteria.

The following are a few example queries:

• volume >= 1000000 and symbol == 'GOOG'
• abs(open - close) > abs(high - low)
• avg(open,close,high,low)* volume > 10^7 and inrange('20090702',date,'20090730')
• (open > close) and (symbol like '*FT*') and (date >= '20090101')

int main()
{
   std::string file_name = "ohlc.txt";
   dsv_filter filter;
   if (!filter.load(file_name))
      return 1;
   std::string expression = "(open > close) and (symbol like '*FT*') and (date >= '20090101')";
   filter.add_filter(expression);
   for (std::size_t row = 1; row < filter.row_count(); ++row)
   {
      if (dsv_filter::e_match == filter[row])
      {
          // do something with row...
      }
   }
   return 0;
}