Hello,
the table create table tt ( ts timestamp, c numeric) ; insert into tt values ('2019-12-31',1), ('2020-01-01',2), ('2020-07-02',3), ('2020-07-06',4), ('2020-07-07',5), ('2020-07-08',6); My question: It is possible to get an additional column (named c2) with ( c from current row ) + ( c2 from the previous row ) as c2 the result: ts c c2 .. 1 1 -- or null in the first row .. 2 3 .. 3 6 .. 4 10 ... with recursive ema as () select ts, c, -- many many computed_rows -- <code> as c2 from tt -- <- I need tt on this place thank you for help Franz |
Hi Franz
I think you don't need to use recursivy but window function will do.
Mit freundlichen Grüßen
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Gesendet: Sonntag, 9. August 2020 08:28:44 An: [hidden email] Betreff: recursive sql Hello,
the table create table tt ( ts timestamp, c numeric) ; insert into tt values ('2019-12-31',1), ('2020-01-01',2), ('2020-07-02',3), ('2020-07-06',4), ('2020-07-07',5), ('2020-07-08',6); My question: It is possible to get an additional column (named c2) with ( c from current row ) + ( c2 from the previous row ) as c2 the result: ts c c2 .. 1 1 -- or null in the first row .. 2 3 .. 3 6 .. 4 10 ... with recursive ema as () select ts, c, -- many many computed_rows -- <code> as c2 from tt -- <- I need tt on this place thank you for help Franz |
In reply to this post by ml
Hi Franz, Simply you can use window functions[1][2]. pgsql-sql=# select *, lag(c) over (order by ts) as c2 from tt; ts | c | c2 ---------------------+---+---- 2019-12-31 00:00:00 | 1 | 2020-01-01 00:00:00 | 2 | 1 2020-07-02 00:00:00 | 3 | 2 2020-07-06 00:00:00 | 4 | 3 2020-07-07 00:00:00 | 5 | 4 2020-07-08 00:00:00 | 6 | 5 (6 rows) I personally prefer to use window functions due to their simplicity. If you still want to use recursive query: [3] pgsql-sql=# with recursive rc as ( select * from (select ts,c,null::numeric as c2 from tt order by ts asc limit 1) k1 union select * from (select tt.ts,tt.c,rc.c as c2 from tt, lateral (select * from rc) rc where tt.ts > rc.ts order by tt.ts asc limit 1) k2 ) select * from rc; ts | c | c2 ---------------------+---+---- 2019-12-31 00:00:00 | 1 | 2020-01-01 00:00:00 | 2 | 1 2020-07-02 00:00:00 | 3 | 2 2020-07-06 00:00:00 | 4 | 3 2020-07-07 00:00:00 | 5 | 4 2020-07-08 00:00:00 | 6 | 5 (6 rows) Best regards. Samed YILDIRIM 09.08.2020, 09:29, "[hidden email]" <[hidden email]>:
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Hallo,
with the window function lag there is a shift of one or more rows. Every row connects to the previous row := lag(column,1). What I am looking for: ts c c2 .. 1 1 -- or null in the first row .. 2 3 -- it is the result of 1 + 2 .. 3 6 -- it is the result of 3 + 3 .. 4 10 -- it is the result of 6 + 4 Franz On 8/9/20 12:38 PM, Samed YILDIRIM wrote: > Hi Franz, > Simply you can use window functions[1][2]. > pgsql-sql=# select *, lag(c) over (order by ts) as c2 from tt; > ts | c | c2 > ---------------------+---+---- > 2019-12-31 00:00:00 | 1 | > 2020-01-01 00:00:00 | 2 | 1 > 2020-07-02 00:00:00 | 3 | 2 > 2020-07-06 00:00:00 | 4 | 3 > 2020-07-07 00:00:00 | 5 | 4 > 2020-07-08 00:00:00 | 6 | 5 > (6 rows) > I personally prefer to use window functions due to their simplicity. If > you still want to use recursive query: [3] > pgsql-sql=# with recursive rc as ( > select * from (select ts,c,null::numeric as c2 from tt order by ts asc > limit 1) k1 > union > select * from (select tt.ts,tt.c,rc.c as c2 from tt, lateral (select * > from rc) rc where tt.ts > rc.ts order by tt.ts asc limit 1) k2 > ) > select * from rc; > ts | c | c2 > ---------------------+---+---- > 2019-12-31 00:00:00 | 1 | > 2020-01-01 00:00:00 | 2 | 1 > 2020-07-02 00:00:00 | 3 | 2 > 2020-07-06 00:00:00 | 4 | 3 > 2020-07-07 00:00:00 | 5 | 4 > 2020-07-08 00:00:00 | 6 | 5 > (6 rows) > [1]: https://www.postgresql.org/docs/12/functions-window.html > [2]: https://www.postgresql.org/docs/12/tutorial-window.html > [3]: https://www.postgresql.org/docs/12/queries-with.html > Best regards. > Samed YILDIRIM > 09.08.2020, 09:29, "[hidden email]" <[hidden email]>: > > Hello, > > the table > create table tt ( > ts timestamp, > c numeric) ; > > insert into tt values > ('2019-12-31',1), ('2020-01-01',2), > ('2020-07-02',3), ('2020-07-06',4), > ('2020-07-07',5), ('2020-07-08',6); > > My question: It is possible to get an > additional column (named c2) > with > ( c from current row ) + ( c2 from the previous row ) as c2 > > the result: > ts c c2 > .. 1 1 -- or null in the first row > .. 2 3 > .. 3 6 > .. 4 10 > ... > > with recursive ema as () > select ts, c, > -- many many computed_rows > -- <code> as c2 > from tt -- <- I need tt on this place > > > thank you for help > Franz > |
Hi Frank, It seems I need to read more carefully :) With window functions; pgsql-sql=# select *,sum(c) over (order by ts) from tt; ts | c | sum ---------------------+---+----- 2019-12-31 00:00:00 | 1 | 1 2020-01-01 00:00:00 | 2 | 3 2020-07-02 00:00:00 | 3 | 6 2020-07-06 00:00:00 | 4 | 10 2020-07-07 00:00:00 | 5 | 15 2020-07-08 00:00:00 | 6 | 21 (6 rows) With recursive query: pgsql-sql=# with recursive rc as ( select * from (select ts,c,c as c2 from tt order by ts asc limit 1) sq1 union select * from (select tt.ts,tt.c,tt.c+rc.c2 as c2 from tt, lateral (select * from rc order by ts desc limit 1) rc where tt.ts > rc.ts order by tt.ts asc limit 1) sq2 ) select * from rc; ts | c | c2 ---------------------+---+---- 2019-12-31 00:00:00 | 1 | 1 2020-01-01 00:00:00 | 2 | 3 2020-07-02 00:00:00 | 3 | 6 2020-07-06 00:00:00 | 4 | 10 2020-07-07 00:00:00 | 5 | 15 2020-07-08 00:00:00 | 6 | 21 (6 rows) Best regards. Samed YILDIRIM 09.08.2020, 14:57, "[hidden email]" <[hidden email]>:
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In reply to this post by Samed YILDIRIM
Hi Franz,
It looks like you are trying to solve a comulative sum. You don’t need the lag function, instead you should use sum and you will get a desired result: Select ts, c, sum(c) over(order by ts) c2 from tt order by ts; Best, Igor
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In reply to this post by Samed YILDIRIM
Hello,
sorry for my short explanation. It was not enough to understand the my task/target. These are the basic computation for an exponential moving average (ema) an statistic indicator for trading data. The components of trading data are timestamp, High, Low, Open and Close value For this indicator I need the timestamp and the close value, not more. For the current day (period) the formula is EMA = Close(t) * SF + ( (1-SF) * EMA(t-1) ) where Smoothing Factor SF = 2 / (n+1) The best way is, to explain it with an example: day close SF close 1-SF EMA(t-1) = part_of_result 1 105,5 2 104 0.33 * 104 + 0.76 * 105,5 = 105.005 3 103.5 0.33 * 103 + 0.76 * 105.005 = 104.508 4 102 0.33 * 102 + 0.76 * 104.508 = 103.680 5 101 0.33 * 101 + 0.76 * 103.680 = 102.795 6 100 0.33 * 100 + 0.76 * 102.795 = 101.872 0.33 and 0.67 are the SF You see, the result of one line is a component of the next line. The result for day 6 is 101.872 I need the close value of the current day and the the close value of the previous day. But before, it must be calculated. I believe, the best way is, to do it with "with recursive" Franz On 8/9/20 2:08 PM, Samed YILDIRIM wrote: > Hi Frank, > It seems I need to read more carefully :) > With window functions; > pgsql-sql=# select *,sum(c) over (order by ts) from tt; > ts | c | sum > ---------------------+---+----- > 2019-12-31 00:00:00 | 1 | 1 > 2020-01-01 00:00:00 | 2 | 3 > 2020-07-02 00:00:00 | 3 | 6 > 2020-07-06 00:00:00 | 4 | 10 > 2020-07-07 00:00:00 | 5 | 15 > 2020-07-08 00:00:00 | 6 | 21 > (6 rows) > > With recursive query: > pgsql-sql=# with recursive rc as ( > select * from (select ts,c,c as c2 from tt order by ts asc limit 1) sq1 > union > select * from (select tt.ts,tt.c,tt.c+rc.c2 as c2 from tt, lateral > (select * from rc order by ts desc limit 1) rc where tt.ts > rc.ts order > by tt.ts asc limit 1) sq2 > ) > select * from rc; > ts | c | c2 > ---------------------+---+---- > 2019-12-31 00:00:00 | 1 | 1 > 2020-01-01 00:00:00 | 2 | 3 > 2020-07-02 00:00:00 | 3 | 6 > 2020-07-06 00:00:00 | 4 | 10 > 2020-07-07 00:00:00 | 5 | 15 > 2020-07-08 00:00:00 | 6 | 21 > (6 rows) > Best regards. > Samed YILDIRIM > 09.08.2020, 14:57, "[hidden email]" <[hidden email]>: > > Hallo, > > with the window function lag there is a shift of one or more rows. Every > row connects to the previous row := lag(column,1). > > What I am looking for: > ts c c2 > .. 1 1 -- or null in the first row > .. 2 3 -- it is the result of 1 + 2 > .. 3 6 -- it is the result of 3 + 3 > .. 4 10 -- it is the result of 6 + 4 > > > Franz > > On 8/9/20 12:38 PM, Samed YILDIRIM wrote: > > Hi Franz, > Simply you can use window functions[1][2]. > pgsql-sql=# select *, lag(c) over (order by ts) as c2 from tt; > ts | c | c2 > ---------------------+---+---- > 2019-12-31 00:00:00 | 1 | > 2020-01-01 00:00:00 | 2 | 1 > 2020-07-02 00:00:00 | 3 | 2 > 2020-07-06 00:00:00 | 4 | 3 > 2020-07-07 00:00:00 | 5 | 4 > 2020-07-08 00:00:00 | 6 | 5 > (6 rows) > I personally prefer to use window functions due to their > simplicity. If > you still want to use recursive query: [3] > pgsql-sql=# with recursive rc as ( > select * from (select ts,c,null::numeric as c2 from tt order > by ts asc > limit 1) k1 > union > select * from (select tt.ts,tt.c,rc.c as c2 from tt, lateral > (select * > from rc) rc where tt.ts > rc.ts order by tt.ts asc limit 1) k2 > ) > select * from rc; > ts | c | c2 > ---------------------+---+---- > 2019-12-31 00:00:00 | 1 | > 2020-01-01 00:00:00 | 2 | 1 > 2020-07-02 00:00:00 | 3 | 2 > 2020-07-06 00:00:00 | 4 | 3 > 2020-07-07 00:00:00 | 5 | 4 > 2020-07-08 00:00:00 | 6 | 5 > (6 rows) > [1]: https://www.postgresql.org/docs/12/functions-window.html > [2]: https://www.postgresql.org/docs/12/tutorial-window.html > [3]: https://www.postgresql.org/docs/12/queries-with.html > Best regards. > Samed YILDIRIM > 09.08.2020, 09:29, "[hidden email] <mailto:[hidden email]>" > <[hidden email] <mailto:[hidden email]>>: > > Hello, > > the table > create table tt ( > ts timestamp, > c numeric) ; > > insert into tt values > ('2019-12-31',1), ('2020-01-01',2), > ('2020-07-02',3), ('2020-07-06',4), > ('2020-07-07',5), ('2020-07-08',6); > > My question: It is possible to get an > additional column (named c2) > with > ( c from current row ) + ( c2 from the previous row ) > as c2 > > the result: > ts c c2 > .. 1 1 -- or null in the first row > .. 2 3 > .. 3 6 > .. 4 10 > ... > > with recursive ema as () > select ts, c, > -- many many computed_rows > -- <code> as c2 > from tt -- <- I need tt on this place > > > thank you for help > Franz > > |
Oh, yes, in this case you need a recursion. This is something that came on my mind in short observation:
with recursive r as( select ts, c, row_id from rnk where rnk.row_id = 1 union select rnk.ts, rnk.c*0.33 + r.c*0.76, rnk.row_id from r join rnk on r.row_id = rnk.row_id - 1 ), rnk as( select *, row_number() over(order by ts) row_id from tt ) select ts, c from r order by ts; Tested it :-)
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In reply to this post by ml
I copied over your typo :-), should be:
with recursive r as( select ts, c, row_id from rnk where rnk.row_id = 1 union select rnk.ts, rnk.c*0.33 + r.c*0.67, rnk.row_id from r join rnk on r.row_id = rnk.row_id - 1 ), rnk as( select *, row_number() over(order by ts) row_id from tt ) select ts, c from r order by ts;
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Hello,
It works - the result ist correct Thank you, Franz On 8/9/20 4:22 PM, Igor Andriychuk wrote: > I copied over your typo :-), should be: > > *with* *recursive* r *as*( > *select*ts, c, row_id*from*rnk*where*rnk.row_id= 1 > *union* > *select*rnk.ts, rnk.c*0.33+ r.c**0.67*, rnk.row_id > *from* > r > *join* > rnk > *on* > r.row_id= rnk.row_id- 1 > ), > rnk*as*( > *select**, *row_number*() *over*(*order**by*ts) row_id*from*tt > ) > *select*ts, c*from*r*order**by*ts; > >> On Aug 8, 2020, at 11:28 PM, [hidden email] <mailto:[hidden email]> wrote: >> >> Hello, >> >> the table >> create table tt ( >> ts timestamp, >> c numeric) ; >> >> insert into tt values >> ('2019-12-31',1), ('2020-01-01',2), >> ('2020-07-02',3), ('2020-07-06',4), >> ('2020-07-07',5), ('2020-07-08',6); >> >> My question: It is possible to get an >> additional column (named c2) >> with >> ( c from current row ) + ( c2 from the previous row ) as c2 >> >> the result: >> ts c c2 >> .. 1 1 -- or null in the first row >> .. 2 3 >> .. 3 6 >> .. 4 10 >> ... >> >> with recursive ema as () >> select ts, c, >> -- many many computed_rows >> -- <code> as c2 >> from tt -- <- I need tt on this place >> >> >> thank you for help >> Franz >> >> > -- Dipl.Volkswirt Franz Timmer Ahrweilerstr. 24, 14197 Berlin 0160-2813574, [hidden email] |
In reply to this post by Igor Andriychuk
Hello,
It works - the result ist correct Thank you, Franz On 8/9/20 4:22 PM, Igor Andriychuk wrote: > I copied over your typo :-), should be: > > *with* *recursive* r *as*( > *select*ts, c, row_id*from*rnk*where*rnk.row_id= 1 > *union* > *select*rnk.ts, rnk.c*0.33+ r.c**0.67*, rnk.row_id > *from* > r > *join* > rnk > *on* > r.row_id= rnk.row_id- 1 > ), > rnk*as*( > *select**, *row_number*() *over*(*order**by*ts) row_id*from*tt > ) > *select*ts, c*from*r*order**by*ts; > >> On Aug 8, 2020, at 11:28 PM, [hidden email] <mailto:[hidden email]> wrote: >> >> Hello, >> >> the table >> create table tt ( >> ts timestamp, >> c numeric) ; >> >> insert into tt values >> ('2019-12-31',1), ('2020-01-01',2), >> ('2020-07-02',3), ('2020-07-06',4), >> ('2020-07-07',5), ('2020-07-08',6); >> >> My question: It is possible to get an >> additional column (named c2) >> with >> ( c from current row ) + ( c2 from the previous row ) as c2 >> >> the result: >> ts c c2 >> .. 1 1 -- or null in the first row >> .. 2 3 >> .. 3 6 >> .. 4 10 >> ... >> >> with recursive ema as () >> select ts, c, >> -- many many computed_rows >> -- <code> as c2 >> from tt -- <- I need tt on this place >> >> >> thank you for help >> Franz >> >> > |
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