Order-based Calculations – Compare First Two Records in a Group
【Question】
I have given data as strings. There are two tables, one with the main data and the other with historical values.
Tablestocks:
+———-+——-+———–+
| stock_id | symbol| name |
+———-+——-+———–+
| 1 | AAPL | Apple |
| 2 | GOOG | Google |
| 3 | MSFT | Microsoft |
+———-+——-+———–+
Tableprices:
+———-+——-+———————+
| stock_id | price | date |
+———-+——-+———————+
| 1 | 0.05 | 2015-02-24 01:00:00 |
| 2 | 2.20 | 2015-02-24 01:00:00 |
| 1 | 0.50 | 2015-02-23 23:00:00 |
| 2 | 1.90 | 2015-02-23 23:00:00 |
| 3 | 2.10 | 2015-02-23 23:00:00 |
| 1 | 1.00 | 2015-02-23 19:00:00 |
| 2 | 1.00 | 2015-02-23 19:00:00 |
+———-+——-+———————+
I need a query that returns:
+———-+——-+———–+——-+
| stock_id | symbol| name | diff |
+———-+——-+———–+——-+
| 1 | AAPL | Apple | -0.45 |
| 2 | GOOG | Google | 0.30 |
| 3 | MSFT | Microsoft | NULL |
+———-+——-+———–+——-+
diff is the result of subtracting from the newest price of a stock the previous price. If one or less prices are present for a particular stock I should get NULL.
I have the following queries that return the last price and the previous price but I don’t know how to join everything
/* last */
SELECT price
FROM prices
WHERE stock_id = ‘1’
ORDER BY date DESC
LIMIT 1
/* previous */
SELECT price
FROM prices
WHERE stock_id = ‘1’
ORDER BY date DESC
LIMIT 1,1
【Answer】
The intra-group order-based calculations need to reference the first record and the second record. It’s complicated to do this in SQL. Yet only a two-liner script is enough in SPL (Structured Process Language):
A |
|
1 |
$select s.stock_id stock_id,s.symbol symbol,s.name name,p.price price,p.date date from stocks s,price p where s.stock_id=p.stock_id order by p.date desc |
2 |
=A1.group(stock_id;symbol,name,if(p2=~.m(2).price,~.m(1).price-p2):diff) |
A2: ~.m(i) gets the ith record of a group. SPL uses m(-2) to get the second last record. These syntax makes it easy to perform order-based calculations and cross-row calculations.
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