How to add calculated column with LAG in SQL? - mysql

Question

I have a MySQL table (version 8.0.26) with stock prices and want to calculate the log price change for future analysis. Here's my table and data.
CREATE TABLE `prices` (
`ticker` varchar(7) NOT NULL,
`date` datetime NOT NULL,
`price` double DEFAULT NULL,
PRIMARY KEY (`ticker`,`date`)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_0900_ai_ci
INSERT INTO `sandbox`.`prices` (`ticker`, `date`, `price`) VALUES ('A', '2021-01-01', '10');
INSERT INTO `sandbox`.`prices` (`ticker`, `date`, `price`) VALUES ('A', '2021-01-02', '10.1');
INSERT INTO `sandbox`.`prices` (`ticker`, `date`, `price`) VALUES ('A', '2021-01-03', '11');
INSERT INTO `sandbox`.`prices` (`ticker`, `date`, `price`) VALUES ('B', '2021-01-01', '50');
INSERT INTO `sandbox`.`prices` (`ticker`, `date`, `price`) VALUES ('B', '2021-01-02', '51.5');
INSERT INTO `sandbox`.`prices` (`ticker`, `date`, `price`) VALUES ('B', '2021-01-03', '49');
I can write this query but the column isn't saved.
SELECT *, LN(price / lag(price, 1) OVER (PARTITION BY ticker)) AS ln_open_return FROM sandbox.prices;
I put together this code from these answers but I'm still getting a "1064 syntax error: 'WITH' is not valid at this position. Expecting an expression."
ALTER TABLE sandbox.prices
ADD COLUMN ln_change DOUBLE AS (
WITH temp AS (
SELECT
*,
LAG(price, 1) OVER(PARTITION BY ticker ORDER BY date) AS prior
FROM sandbox.prices
)
SELECT
*,
COALESCE(LN(price / prior)) AS ln_change
FROM temp) PERSISTED;

Answer 1

Calculated columns (aka computed columns, aka generated columns) in a TABLE (as in CREATE TABLE or ALTER TABLE) cannot contain queries, they can only be expressions derived from other columns in the same row.
https://dev.mysql.com/doc/refman/8.0/en/create-table-generated-columns.html
Values of a generated column are computed from an expression included in the column definition.
Generated column expressions must adhere to the following rules
[...]
Subqueries are not permitted.
Instead, you can do this using a VIEW. Your application code or reports would then query the view (prices_with_delta), not the base table (prices):
CREATE VIEW sandbox.prices_with_delta AS
SELECT
p2.*,
COALESCE( LN( p2.price / p2.prior ) ) AS ln_change
FROM
(
SELECT
p.*,
LAG( p.price, 1 ) OVER( PARTITION BY p.ticker ORDER BY p.date ) AS prior
FROM
sandbox.prices AS p
) AS p2