Good Day,
I am using the following code to calculate the 9 Day Moving average.
SELECT SUM(close)
FROM tbl
WHERE date <= '2002-07-05'
AND name_id = 2
ORDER BY date DESC
LIMIT 9
But it does not work because it first calculates all of the returned fields before the limit is called. In other words it will calculate all the closes before or equal to that date, and not just the last 9.
So I need to calculate the SUM from the returned select, rather than calculate it straight.
IE. Select the SUM from the SELECT...
Now how would I go about doing this and is it very costly or is there a better way?
If you want the moving average for each date, then try this:
SELECT date, SUM(close),
(select avg(close) from tbl t2 where t2.name_id = t.name_id and datediff(t2.date, t.date) <= 9
) as mvgAvg
FROM tbl t
WHERE date <= '2002-07-05' and
name_id = 2
GROUP BY date
ORDER BY date DESC
It uses a correlated subquery to calculate the average of 9 values.
Starting from MySQL 8, you should use window functions for this. Using the window RANGE clause, you can create a logical window over an interval, which is very powerful. Something like this:
SELECT
date,
close,
AVG (close) OVER (ORDER BY date DESC RANGE INTERVAL 9 DAY PRECEDING)
FROM tbl
WHERE date <= DATE '2002-07-05'
AND name_id = 2
ORDER BY date DESC
For example:
WITH t (date, `close`) AS (
SELECT DATE '2020-01-01', 50 UNION ALL
SELECT DATE '2020-01-03', 54 UNION ALL
SELECT DATE '2020-01-05', 51 UNION ALL
SELECT DATE '2020-01-12', 49 UNION ALL
SELECT DATE '2020-01-13', 59 UNION ALL
SELECT DATE '2020-01-15', 30 UNION ALL
SELECT DATE '2020-01-17', 35 UNION ALL
SELECT DATE '2020-01-18', 39 UNION ALL
SELECT DATE '2020-01-19', 47 UNION ALL
SELECT DATE '2020-01-26', 50
)
SELECT
date,
`close`,
COUNT(*) OVER w AS c,
SUM(`close`) OVER w AS s,
AVG(`close`) OVER w AS a
FROM t
WINDOW w AS (ORDER BY date DESC RANGE INTERVAL 9 DAY PRECEDING)
ORDER BY date DESC
Leading to:
date |close|c|s |a |
----------|-----|-|---|-------|
2020-01-26| 50|1| 50|50.0000|
2020-01-19| 47|2| 97|48.5000|
2020-01-18| 39|3|136|45.3333|
2020-01-17| 35|4|171|42.7500|
2020-01-15| 30|4|151|37.7500|
2020-01-13| 59|5|210|42.0000|
2020-01-12| 49|6|259|43.1667|
2020-01-05| 51|3|159|53.0000|
2020-01-03| 54|3|154|51.3333|
2020-01-01| 50|3|155|51.6667|
Use something like
SELECT
sum(close) as sum,
avg(close) as average
FROM (
SELECT
(close)
FROM
tbl
WHERE
date <= '2002-07-05'
AND name_id = 2
ORDER BY
date DESC
LIMIT 9 ) temp
The inner query returns all filtered rows in desc order, and then you avg, sum up those rows returned.
The reason why the query given by you doesn't work is due to the fact that the sum is calculated first and the LIMIT clause is applied after the sum has already been calculated, giving you the sum of all the rows present
an other technique is to do a table:
CREATE TABLE `tinyint_asc` (
`value` tinyint(3) unsigned NOT NULL default '0',
PRIMARY KEY (value)
) ;
INSERT INTO `tinyint_asc` VALUES (0),(1),(2),(3),(4),(5),(6),(7),(8),(9),(10),(11),(12),(13),(14),(15),(16),(17),(18),(19),(20),(21),(22),(23),(24),(25),(26),(27),(28),(29),(30),(31),(32),(33),(34),(35),(36),(37),(38),(39),(40),(41),(42),(43),(44),(45),(46),(47),(48),(49),(50),(51),(52),(53),(54),(55),(56),(57),(58),(59),(60),(61),(62),(63),(64),(65),(66),(67),(68),(69),(70),(71),(72),(73),(74),(75),(76),(77),(78),(79),(80),(81),(82),(83),(84),(85),(86),(87),(88),(89),(90),(91),(92),(93),(94),(95),(96),(97),(98),(99),(100),(101),(102),(103),(104),(105),(106),(107),(108),(109),(110),(111),(112),(113),(114),(115),(116),(117),(118),(119),(120),(121),(122),(123),(124),(125),(126),(127),(128),(129),(130),(131),(132),(133),(134),(135),(136),(137),(138),(139),(140),(141),(142),(143),(144),(145),(146),(147),(148),(149),(150),(151),(152),(153),(154),(155),(156),(157),(158),(159),(160),(161),(162),(163),(164),(165),(166),(167),(168),(169),(170),(171),(172),(173),(174),(175),(176),(177),(178),(179),(180),(181),(182),(183),(184),(185),(186),(187),(188),(189),(190),(191),(192),(193),(194),(195),(196),(197),(198),(199),(200),(201),(202),(203),(204),(205),(206),(207),(208),(209),(210),(211),(212),(213),(214),(215),(216),(217),(218),(219),(220),(221),(222),(223),(224),(225),(226),(227),(228),(229),(230),(231),(232),(233),(234),(235),(236),(237),(238),(239),(240),(241),(242),(243),(244),(245),(246),(247),(248),(249),(250),(251),(252),(253),(254),(255);
After you can used it like that:
select
date_add(tbl.date, interval tinyint_asc.value day) as mydate,
count(*),
sum(myvalue)
from tbl inner
join tinyint_asc.value <= 30 -- for a 30 day moving average
where date( date_add(o.created_at, interval tinyint_asc.value day ) ) between '2016-01-01' and current_date()
group by mydate
This query is fast:
select date, name_id,
case #i when name_id then #i:=name_id else (#i:=name_id)
and (#n:=0)
and (#a0:=0) and (#a1:=0) and (#a2:=0) and (#a3:=0) and (#a4:=0) and (#a5:=0) and (#a6:=0) and (#a7:=0) and (#a8:=0)
end as a,
case #n when 9 then #n:=9 else #n:=#n+1 end as n,
#a0:=#a1,#a1:=#a2,#a2:=#a3,#a3:=#a4,#a4:=#a5,#a5:=#a6,#a6:=#a7,#a7:=#a8,#a8:=close,
(#a0+#a1+#a2+#a3+#a4+#a5+#a6+#a7+#a8)/#n as av
from tbl,
(select #i:=0, #n:=0,
#a0:=0, #a1:=0, #a2:=0, #a3:=0, #a4:=0, #a5:=0, #a6:=0, #a7:=0, #a8:=0) a
where name_id=2
order by name_id, date
If you need an average over 50 or 100 values, it's tedious to write, but
worth the effort. The speed is close to the ordered select.
I have a table of production readings and need to get a result set containing a row for the min(timestamp) for EACH hour.
The column layout is quite simple:
ID,TIMESTAMP,SOURCE_ID,SOURCE_VALUE
The data sample would look like:
123,'2013-03-01 06:05:24',PMPROD,12345678.99
124,'2013-03-01 06:15:17',PMPROD,88888888.99
125,'2013-03-01 06:25:24',PMPROD,33333333.33
126,'2013-03-01 06:38:14',PMPROD,44444444.44
127,'2013-03-01 07:12:04',PMPROD,55555555.55
128,'2013-03-01 10:38:14',PMPROD,44444444.44
129,'2013-03-01 10:56:14',PMPROD,22222222.22
130,'2013-03-01 15:28:02',PMPROD,66666666.66
Records are added to this table throughout the day and the source_value is already calculated, so no sum is needed.
I can't figure out how to get a row for the min(timestamp) for each hour of the current_date.
select *
from source_readings
use index(ID_And_Time)
where source_id = 'PMPROD'
and date(timestamp)=CURRENT_DATE
and timestamp =
( select min(timestamp)
from source_readings use index(ID_And_Time)
where source_id = 'PMPROD'
)
The above code, of course, gives me one record. I need one record for the min(hour(timestamp)) of the current_date.
My result set should contain the rows for IDs: 123,127,128,130. I've played with it for hours. Who can be my hero? :)
Try below:
SELECT * FROM source_readings
JOIN
(
SELECT ID, DATE_FORMAT(timestamp, '%Y-%m-%d %H') as current_hour,MIN(timestamp)
FROM source_readings
WHERE source_id = 'PMPROD'
GROUP BY current_hour
) As reading_min
ON source_readings.ID = reading_min.ID
SELECT a.*
FROM Table1 a
INNER JOIN
(
SELECT DATE(TIMESTAMP) date,
HOUR(TIMESTAMP) hour,
MIN(TIMESTAMP) min_date
FROM Table1
GROUP BY DATE(TIMESTAMP), HOUR(TIMESTAMP)
) b ON DATE(a.TIMESTAMP) = b.date AND
HOUR(a.TIMESTAMP) = b.hour AND
a.timestamp = b.min_date
SQLFiddle Demo
With window function:
WITH ranked (
SELECT *, ROW_NUMBER() OVER(PARTITION BY HOUR(timestamp) ORDER BY timestamp) rn
FROM source_readings -- original table
WHERE date(timestamp)=CURRENT_DATE AND source_id = 'PMPROD' -- your custom filter
)
SELECT * -- this will contain `rn` column. you can select only necessary columns
FROM ranked
WHERE rn=1
I haven't tested it, but the basic idea is:
1) ROW_NUMBER() OVER(PARTITION BY HOUR(timestamp) ORDER BY timestamp)
This will give each row a number, starting from 1 for each hour, increasing by timestamp. The result might look like:
|rest of columns |rn
123,'2013-03-01 06:05:24',PMPROD,12345678.99,1
124,'2013-03-01 06:15:17',PMPROD,88888888.99,2
125,'2013-03-01 06:25:24',PMPROD,33333333.33,3
126,'2013-03-01 06:38:14',PMPROD,44444444.44,4
127,'2013-03-01 07:12:04',PMPROD,55555555.55,1
128,'2013-03-01 10:38:14',PMPROD,44444444.44,1
129,'2013-03-01 10:56:14',PMPROD,22222222.22,2
130,'2013-03-01 15:28:02',PMPROD,66666666.66,1
2) Then on the main query we select only rows with rn=1, in other words, rows that has lowest timestamp in each hourly partition (1st row after sorted by timestamp in each hour).