parent
77d8c06652
commit
6b2bd5011b
@ -0,0 +1,14 @@
|
||||
FUNCTION
|
||||
execStrategy ( alloc , mavgday , mavgmonth , px ) {
|
||||
buySignal := mavgday > mavgmonth ;
|
||||
f := a + b ;
|
||||
alloc * prd (
|
||||
CASE maxs ( buySignal )
|
||||
WHEN TRUE THEN
|
||||
CASE buySignal
|
||||
WHEN TRUE THEN 1 / px
|
||||
ELSE px
|
||||
END
|
||||
ELSE 1
|
||||
END )
|
||||
}
|
@ -0,0 +1,46 @@
|
||||
WITH
|
||||
Target (Id , TradeDate , ClosePrice ) AS
|
||||
( SELECT
|
||||
Id , TradeDate , ClosePrice
|
||||
FROM price
|
||||
WHERE Id IN stock10 AND
|
||||
TradeDate >= startYear10 AND
|
||||
TradeDate <= startYear10 + 365 * 10),
|
||||
weekly (Id , bucket , name , low , high , mean ) AS
|
||||
( SELECT
|
||||
Id ,
|
||||
timeBucket ,
|
||||
" weekly " ,
|
||||
min ( ClosePrice ) ,
|
||||
max ( ClosePrice ) ,
|
||||
avg ( ClosePrice )
|
||||
FROM Target
|
||||
GROUP BY Id , getWeek ( TradeDate ) as
|
||||
timeBucket ),
|
||||
monthly ( Id , bucket , name , low , high , mean ) AS
|
||||
( SELECT
|
||||
Id ,
|
||||
timeBucket ,
|
||||
" monthly " ,
|
||||
min ( ClosePrice ) ,
|
||||
max ( ClosePrice ) ,
|
||||
avg ( ClosePrice )
|
||||
FROM Target
|
||||
GROUP BY Id , getMonth ( TradeDate ) as
|
||||
timeBucket ),
|
||||
yearly (Id , bucket , name , low , high , mean ) AS
|
||||
( SELECT
|
||||
Id ,
|
||||
timeBucket ,
|
||||
" yearly " ,
|
||||
min ( ClosePrice ) ,
|
||||
max ( ClosePrice ) ,
|
||||
avg ( ClosePrice )
|
||||
FROM Target
|
||||
GROUP BY Id , getYear ( TradeDate ) as
|
||||
timeBucket )
|
||||
SELECT
|
||||
Id , bucket , name , low , high , mean
|
||||
FROM
|
||||
CONCATENATE ( weekly , monthly , yearly )
|
||||
ASSUMING ASC Id , ASC name , ASC bucket
|
Loading…
Reference in new issue