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42 lines
1.2 KiB
42 lines
1.2 KiB
2 years ago
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-- please run datagen.get_stock_data() to generate data/stock.csv first
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-- create table ticks(ID varchar(10), timestamp int, tradeDate date, price int);
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-- LOAD DATA INFILE "data/stock.csv"
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-- INTO TABLE ticks
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-- FIELDS TERMINATED BY ","
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-- SELECT max(price-mins(price))
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-- FROM ticks ASSUMING ASC timestamp
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-- WHERE ID="S"
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-- AND tradeDate='2003-01-10'
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-- create table base(ID varchar(10), name varchar(10));
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-- LOAD DATA INFILE "data/base.csv"
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-- INTO TABLE base
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-- FIELDS TERMINATED BY ","
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-- SELECT last(price)
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-- FROM ticks t, base b
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-- ASSUMING ASC name, ASC timestamp
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-- WHERE t.ID=b.ID
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-- AND name="x"
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create table TradedStocks(ID varchar(15), SeqNo int, TradeDate date, TimeStamp time, Type varchar(5));
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create table HistoricQuotes(ID varchar(15), TradeDate date, HighPrice real, LowPrice real, ClosePrice real, OpenPrice real, volume bigint);
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LOAD DATA INFILE "data/tick-price-file.csv"
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INTO TABLE TradedStocks
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FIELDS TERMINATED BY "|"
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LOAD DATA INFILE "data/hist-price-file.csv"
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INTO TABLE HistoricQuotes
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FIELDS TERMINATED BY "|"
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SELECT ts.ID, avgs(10, hq.ClosePrice)
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FROM TradedStocks AS ts NATURAL JOIN
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HistoricQuotes AS hq
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ASSUMING ASC hq.TradeDate
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GROUP BY ts.ID
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