Convert aliases and distinct subquery from SQLite to SQLAlchemy - sql

Question

I am trying to convert a SQLite statement into python SQLAlchemy to be used with FASTApi. I am not sure how to convert a query this complex with aliases of s and p for the single prices table.
Here is the SQLite query:
SELECT s.security_id, p.price, MAX(p.price_datetime) price_datetime
FROM (SELECT DISTINCT security_id FROM prices) s
LEFT JOIN prices p ON p.security_id = s.security_id AND p.price_datetime <= '2022-08-10 19:000:00.000000'
GROUP BY s.security_id;
Here is my attempt so far:
# starting attempt so far
select(models.Price.security_id, models.Price.price, func.max(models.Price.price_datetime), models.Price.price_datetime)

Answer 1

First wonder is why do you have such a complicated query ? Selecting distinct security_id to join again, to group by security_id makes no sense to me.
I have come up with this much simpler version, which in my tests works the same.
SELECT security_id, price, MAX(price_datetime) price_datetime
FROM prices
WHERE price_datetime <= '2022-02-01'
GROUP BY security_id;
Which then is fairly easy to translate to SQLAlchemy.
stmt = (
select(
Price.security_id,
Price.price,
func.max(Price.price_datetime).alias("price_datetime"),
)
.filter(Price.price_datetime <= '2022-02-01')
.group_by(Price.security_id)
)
After OP's comment:
SELECT s.id, p.price, MAX(p.price_datetime) AS price_datetime
FROM security AS s
LEFT JOIN prices as p
ON s.id = p.security_id AND p.price_datetime <= '2021-02-01'
GROUP BY s.id;
which should translate to
stmt = (
select(
Security.id,
Price.price,
func.max(Price.price_datetime).label("price_datetime"),
)
.join(
Price,
and_(
Security.id == Price.security_id,
Price.price_datetime <= "2022-01-01",
),
isouter=True,
)
.group_by(Security.id)
)