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46 lines
1.3 KiB
46 lines
1.3 KiB
-- 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 distinct ID, TradeDate
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into td
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from TradedStocks
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-- -- Monetdb wont recognize right table when
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-- -- doing a natural join
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SELECT ID, avgs(10, ClosePrice)
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FROM td NATURAL JOIN
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HistoricQuotes hq
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ASSUMING ASC TradeDate
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GROUP BY hq.ID |