kdbx-modules

A collection of custom modules for KDB-X.

Modules

Module	Description
di.simtick	Realistic intraday tick data simulator with configurable market microstructure
di.simcalendar	Multi-day tick simulation over trading calendar

Quick Start

git clone https://github.com/youruser/kdbx-modules.git
cd kdbx-modules
make repl

q)simtick:use`di.simtick
q)simcalendar:use`di.simcalendar

Installation

Option 1: Command line (Makefile)

cd kdbx-modules
make repl

Option 2: Manual QPATH

export QPATH=$QPATH:/path/to/kdbx-modules
q

Option 3: VS Code

After connecting to q, add the module path:

.Q.m.SP,:enlist"/path/to/kdbx-modules"

Then load modules:

simcalendar:use`di.simcalendar

Project Structure

kdbx-modules/
├── Makefile
├── README.md
└── di/
    ├── simtick/           # 1 instrument, 1 day (atomic unit)
    │   ├── init.q
    │   ├── presets.csv
    │   └── test.csv
    └── simcalendar/       # 1 instrument, N days (uses di.simtick)
        ├── init.q
        └── calendar.csv

Creating New Modules

Each module should follow the KDB-X module framework and include:

• init.q — Module code
• test.csv — Unit tests (k4unit format)
• README.md — Documentation

License

MIT