You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
42 lines
1.2 KiB
42 lines
1.2 KiB
-- please run datagen.get_stock_data() to generate data/stock.csv first
|
|
|
|
-- create table ticks(ID varchar(10), timestamp int, tradeDate date, price int);
|
|
|
|
-- LOAD DATA INFILE "data/stock.csv"
|
|
-- INTO TABLE ticks
|
|
-- FIELDS TERMINATED BY ","
|
|
|
|
-- SELECT max(price-mins(price))
|
|
-- FROM ticks ASSUMING ASC timestamp
|
|
-- WHERE ID="S"
|
|
-- AND tradeDate='2003-01-10'
|
|
|
|
-- create table base(ID varchar(10), name varchar(10));
|
|
|
|
-- LOAD DATA INFILE "data/base.csv"
|
|
-- INTO TABLE base
|
|
-- FIELDS TERMINATED BY ","
|
|
|
|
-- SELECT last(price)
|
|
-- FROM ticks t, base b
|
|
-- ASSUMING ASC name, ASC timestamp
|
|
-- WHERE t.ID=b.ID
|
|
-- AND name="x"
|
|
|
|
create table TradedStocks(ID varchar(15), SeqNo int, TradeDate date, TimeStamp time, Type varchar(5));
|
|
create table HistoricQuotes(ID varchar(15), TradeDate date, HighPrice real, LowPrice real, ClosePrice real, OpenPrice real, volume bigint);
|
|
|
|
LOAD DATA INFILE "data/tick-price-file.csv"
|
|
INTO TABLE TradedStocks
|
|
FIELDS TERMINATED BY "|"
|
|
LOAD DATA INFILE "data/hist-price-file.csv"
|
|
INTO TABLE HistoricQuotes
|
|
FIELDS TERMINATED BY "|"
|
|
|
|
|
|
SELECT ts.ID, avgs(10, hq.ClosePrice)
|
|
FROM TradedStocks AS ts NATURAL JOIN
|
|
HistoricQuotes AS hq
|
|
ASSUMING ASC hq.TradeDate
|
|
GROUP BY ts.ID
|