5.2 Reference a neighboring interval
SPL allows referencing a sub-sequence composed of neighboring records through an interval of relative positions.
One task is to list the average closing price of the past 20 days for each date from 2020-01-01 to 2020-01-10 in SSE Composite Index. Below is part of the 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.pselect@a(DATE>=date(“2020/01/01”) && DATE<=date(“2020/01/10”)) |
| 4 | =A2(A3).derive(A2.calc(A3(#),avg(CLOSE[-19:0])):MA20) |
A1: Import the SSE Composite Index data.
A2: Use sort() function to sort data by Date.
A3: Get ordinal numbers of records from 2020-01-01 to 2020-01-10.
A3: Loop each selected record to calculate the average closing price of the past 20 days for each target date according to the selected ordinal numbers. CLOSE[-19:0] represents a sequence of closing prices from 19 days before to the current date.
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