feat: Implement BQL support (as discussed in #387) - #415
Conversation
Implements BQL support as discussed in Rblp#387. The C++ layer sends a 'sendQuery' request to the //blp/bqlsvc service and returns the JSON document(s) the service responds with; the R layer parses them into properly-typed data.frames (one per data item in the query's get() clause) using the column types the response itself declares, with jsonlite as an optional (Suggests) dependency. bql(..., parse=FALSE) returns the raw JSON for queries whose shape the parser cannot handle. The 'NaN'/'NA' missing-value sentinels are applied to numeric columns only so STRING columns keep legitimate 'NA' values (e.g. the ticker of 'NA US Equity'). Item-level responseExceptions (type PARTIAL, accompanying usable data) surface as warnings while the data is returned; top-level exceptions raise errors. Offline unit tests cover parsing, type mapping (including undeclared types such as ENUM), NA handling, partial responses, grouped aggregations (composite group ids, INT columns, ORIG_IDS nulls), and error propagation via synthetic fixtures whose structure was verified against live //blp/bqlsvc responses; no captured Bloomberg data is included. A live test gated on RunRblpapiUnitTests exercises the service end to end. Verified live against terminal API 3.24.6.1, including all documented example queries of the polars-bloomberg package (screens, SRCH results, segments, axes, return series). Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
|
Thanks for sending this our way, it looks reasonably careful and complete. I appreciate the added tests. However, I will not be in a position to fully review and test this as I do not currently have access to a Bbg terminal. |
|
I appreciate the quick response! Does this mean you are currently unable to merge any PRs or is there another maintainer that has a terminal? I don't want to pressure you, it's just if you are unable to test / review / merge at this time then we will internally maintain a fork and install from that fork. |
|
@johnlaing may engage with this too and provide feedback. In the meantime I would absolutely dog-food my own PR if I were you and test the living daylight out of it by running it. That's a common pattern for most of us methinks. |
|
I do have a terminal so let me see what I can do. It may take some time to get to. |
|
Thank you! We will dogfood this internally in the meantime. |
|
In case anybody (besides @johnlaing) follows along here and has a working Bbg terminal, we would still appreciate a test and a basic 'yep, it works as advertised' ... |
3 participants
This work implements BQL support for Rblpapi. This code is inspired by polars-bloomberg (python package) and also the matthewgilbert/blp package.
Before implementing this, I have read issue #387 and picked up on the ideas and limitations discussed there.
jsonliteto parse the result from the BQL query. I did not vendor the C++ json library..bqlColumn.AI disclosure: This work was done using Claude Fable. I have limited knowledge of C++ and have only ever used Rblpapi but never looked too deep into the source code.