Get return for the latest day - mysql

Question

I am running a mysql - 10.1.39-MariaDB - mariadb.org binary- database.
I am having the following table:
| id | date | product_name | close |
|----|---------------------|--------------|-------|
| 1 | 2019-08-07 00:00:00 | Product 1 | 806 |
| 2 | 2019-08-06 00:00:00 | Product 1 | 982 |
| 3 | 2019-08-05 00:00:00 | Product 1 | 64 |
| 4 | 2019-08-07 00:00:00 | Product 2 | 874 |
| 5 | 2019-08-06 00:00:00 | Product 2 | 739 |
| 6 | 2019-08-05 00:00:00 | Product 2 | 555 |
| 7 | 2019-08-07 00:00:00 | Product 3 | 762 |
| 8 | 2019-08-06 00:00:00 | Product 3 | 955 |
| 9 | 2019-08-05 00:00:00 | Product 3 | 573 |
I want to get the following output:
| id | date | product_name | close | daily_return |
|----|---------------------|--------------|-------|--------------|
| 4 | 2019-08-07 00:00:00 | Product 2 | 874 | 0,182679296 |
| 1 | 2019-08-07 00:00:00 | Product 1 | 806 | -0,179226069 |
Basically I want ot get the TOP 2 products with the highest return. Whereas return is calculated by (close_currentDay - close_previousDay)/close_previousDay for each product.
I tried the following:
SELECT
*,
(
CLOSE -(
SELECT
(t2.close)
FROM
prices t2
WHERE
t2.date < t1.date
ORDER BY
t2.date
DESC
LIMIT 1
)
) /(
SELECT
(t2.close)
FROM
prices t2
WHERE
t2.date < t1.date
ORDER BY
t2.date
DESC
LIMIT 1
) AS daily_return
FROM
prices t1
WHERE DATE >= DATE(NOW()) - INTERVAL 1 DAY
Which gives me the return for each product_name.
How to get the last product_name and sort this by the highest daily_return?

Answer 1

Problem Statement: Find the top 2 products with the highest returns on the latest date i.e. max date in the table.
Solution:
If you have an index on date field, it would be super fast.
Scans table only once and also uses date filter(index would allow MySQL to only process rows of given date range only.
A user-defined variable #old_close is used to find the return. Note here we need sorted data based on product and date.
SELECT *
FROM (
SELECT
prices.*,
CAST((`close` - #old_close) / #old_close AS DECIMAL(20, 10)) AS daily_return, -- Use #old_case, currently it has value of old row, next column will set it to current close value.
#old_close:= `close` -- Set #old_close to close value of this row, so it can be used in next row
FROM prices
INNER JOIN (
SELECT
DATE(MAX(`date`)) - INTERVAL 1 DAY AS date_from, -- if you're not sure whether you have date before latest date or not, can keep date before 1/2/3 day.
#old_close:= 0 as o_c
FROM prices
) AS t ON prices.date >= t.date_from
ORDER BY product_name, `date` ASC
) AS tt
ORDER BY `date` DESC, daily_return DESC
LIMIT 2;
Another version which doesn't depend on this date parameter.
SELECT *
FROM (
SELECT
prices.*,
CAST((`close` - #old_close) / #old_close AS DECIMAL(20, 10)) AS daily_return, -- Use #old_case, currently it has value of old row, next column will set it to current close value.
#old_close:= `close` -- Set #old_close to close value of this row, so it can be used in next row
FROM prices,
(SELECT #old_close:= 0 as o_c) AS t
ORDER BY product_name, `date` ASC
) AS tt
ORDER BY `date` DESC, daily_return DESC
LIMIT 2

Answer 2

You can do it with a self join:
select
p.*,
cast((p.close - pp.close) / pp.close as decimal(20, 10)) as daily_return
from prices p left join prices pp
on p.product_name = pp.product_name
and pp.date = date_add(p.date, interval -1 day)
order by p.date desc, daily_return desc, p.product_name
limit 2
See the demo.
Results:
| id | date | product_name | close | daily_return |
| --- | ------------------- | ------------ | ----- | ------------ |
| 4 | 2019-08-07 00:00:00 | Product 2 | 874 | 0.182679296 |
| 1 | 2019-08-07 00:00:00 | Product 1 | 806 | -0.179226069 |