5.1 Reference the previous/next row
It is not unusual that we need to reference a value in another row when computing data arranged in a certain order. One instance is to calculate the growth rate of the price in each day compared with the previous day.
SPL allows users to reference a neighboring row through the relative position during a loop operation.
Here the task is to find growth rate of each day’s closing price compared with the previous day according to the following SSE Composite Index data:
DATE | CLOSE | OPEN | VOLUME | AMOUNT |
---|---|---|---|---|
2020/01/02 | 3085.1976 | 3066.3357 | 292470208 | 3.27197122606E11 |
2020/01/03 | 3083.7858 | 3089.022 | 261496667 | 2.89991708382E11 |
2020/01/06 | 3083.4083 | 3070.9088 | 312575842 | 3.31182549906E11 |
2020/01/07 | 3104.8015 | 3085.4882 | 276583111 | 2.88159227657E11 |
2020/01/08 | 3066.8925 | 3094.2389 | 297872553 | 3.06517394459E11 |
… | … | … | … | … |
SPL script:
A | |
---|---|
1 | =T(“SSEC.csv”) |
2 | =A1.sort(DATE) |
3 | =A2.derive(CLOSE/CLOSE[-1]:INCREASE) |
A1: Import the SSE Composite Index data.
A2: Sort A1’s data by DATE.
A3: Calculate the growth rate of each day’s closing price compared with the previous day, where CLOSE[-1] is price of the previous day. derive() function adds a computed column to the table sequence.
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