Calculate Continuous Ups & Downs
【Question】
Hello I'm trying to create a rally Up rally DOWN stock indicator. There are three columns:
Date Price Result
1/1/2015 3 1 here start from 1
2/1/2015 4 2
3/1/2015 347 3
4/1/2015 464 4
5/1/2015 35 5
6/1/2015 363 6
7/1/2015 -5 1 here restart from 1 because it is negative
8/1/2015 -3 2
9/1/2015 -5 3
10/1/2015 37 1 here restart from 1 because it is positive
11/1/2015 896 2
12/1/2015 36 3
13/1/2015 -636 1
14/1/2015 -353 2
15/1/2015 -242 3
I want to calculate continuous, positive days values and add to RESULT and continuous, negative days values and add to RESULT.
For example,
if 1/1/2015 is positive then RESULT = 1
if 2/1/2015 is positive then RESULT = previous Result + 1
........
if 7/1/2015 is negative then Result = 1
if 8/1/2015 is negative then Result = previous Result + 1
【Answer】
It’s inconvenient to express and reference a position relatively in SQL. A typical case is calculating continuous ups and downs in price. Window functions are useful but the code is complicated and hard to understand. Here’s such an example:
http://www.raqsoft.com/compare-over-the-previous-period-for-consecutive-intervals.html
It’s simple to do it in SPL (Structured Process Language) with a two-liner:
A |
|
1 |
$select Date,Price from stock order by Date |
2 |
=A1.derive(if(Price*Price[-1]<0,1,result[-1]+1):result) |
A1: Retrieve data ordered by Date in SQL.
A2: Add a result field to A1. Its values are determined by if(Price*Price[-1]<0,1,result[-1]+1). When Price value changes from a positive to a negative, or vice versa, result value is reset to 1; When Price value remain being a positive or a negative, add 1 for each next record.
About calling an SPL script in Java, see How to Call an SPL Script in Java.
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