Returning tabular data from Snowflake SQL procedure - sql

Question

I'm trying to write a stored procedure that will return the results of a complex query:
CREATE OR REPLACE PROCEDURE sp_partition_ohlc(symbol VARCHAR(10),
from_time NUMERIC(20, 0),
til_time NUMERIC(20, 0),
step_time NUMERIC(20, 0))
RETURNS TABLE()
LANGUAGE SQL
AS
$$
BEGIN
SELECT
:step_time * bucket AS t,
SUM(T.volume) AS v,
MAX(T.open) AS o,
MAX(T.close) AS c,
MAX(T.highlow) AS h,
MIN(T.highlow) AS l,
v * (h + l + c) / 3 AS wv,
COUNT(*) AS n
FROM (
SELECT
FLOOR(T.sip_timestamp / :step_time) AS bucket,
cta_calc(T.size, T.conditions, 'VOLUME') AS volume,
cta_calc(T.price, T.conditions, 'HIGHLOW') AS highlow,
IFF(ROW_NUMBER() OVER (PARTITION BY bucket ORDER BY T.sip_timestamp) = 1, T.price, NULL) AS open,
LAST_VALUE(cta_calc(T.price, T.conditions, 'LAST'))
IGNORE NULLS OVER (PARTITION BY bucket ORDER BY T.sip_timestamp) AS close
FROM trades AS T
WHERE
T.symbol = :symbol AND
T.sip_timestamp >= :from_time AND
T.sip_timestamp < :til_time) AS T
GROUP BY bucket
ORDER BY bucket;
END
$$
This compiles properly but, if I try to run it:
CALL sp_partition_ohlc('NTAP', 1640995200000000000, 1672531200000000000, 3600000000000)
I get the following error:
092222 (P0000): SQL compilation error: stored procedure is missing a return statement
From this, I understand that I should have a RETURN in front of my outer SELECT statement. However, when I modify the procedure thus, it fails to compile with this error:
Syntax error: unexpected 'SELECT'. (line 7)
syntax error line 4 at position 23 unexpected '*'. (line 7)
I'm not sure what this error is telling me as, when I run the query by itself, it returns results. I assume I'm doing something wrong in setting up the procedure but I'm not sure what it is from the associated documentation, here. Any help would be appreciated.

Answer 1

It is not a matter of just putting a return in there:
you more want to follow a pattern like:
create or replace procedure get_top_sales()
returns table (sales_date date, quantity number)
language sql
as
declare
res resultset default (select sales_date, quantity from sales order by quantity desc limit 10);
begin
return table(res);
end;
here the res is a declared as the result set, which is the SQL to run, so you can access those, and then it is returned as a table via table(res) and the type of the res matches the return type of the function returns table (sales_date date, quantity number), so for your function you would need to alter this also.
so something like (I have not run):
CREATE OR REPLACE PROCEDURE sp_partition_ohlc(symbol VARCHAR(10),
from_time NUMERIC(20, 0),
til_time NUMERIC(20, 0),
step_time NUMERIC(20, 0))
RETURNS TABLE(t int, v float, o float, c float, h float, l float, wv float, n int) /* guessed types */
LANGUAGE SQL
AS
$$
DECLARE
res resultset;
BEGIN
let res := (
SELECT
:step_time * bucket AS t,
SUM(T.volume) AS v,
MAX(T.open) AS o,
MAX(T.close) AS c,
MAX(T.highlow) AS h,
MIN(T.highlow) AS l,
v * (h + l + c) / 3 AS wv,
COUNT(*) AS n
FROM (
SELECT
FLOOR(T.sip_timestamp / :step_time) AS bucket,
cta_calc(T.size, T.conditions, 'VOLUME') AS volume,
cta_calc(T.price, T.conditions, 'HIGHLOW') AS highlow,
IFF(ROW_NUMBER() OVER (PARTITION BY bucket ORDER BY T.sip_timestamp) = 1, T.price, NULL) AS open,
LAST_VALUE(cta_calc(T.price, T.conditions, 'LAST'))
IGNORE NULLS OVER (PARTITION BY bucket ORDER BY T.sip_timestamp) AS close
FROM trades AS T
WHERE
T.symbol = :symbol AND
T.sip_timestamp >= :from_time AND
T.sip_timestamp < :til_time) AS T
GROUP BY bucket
ORDER BY bucket
);
return table(res);
END
$$