Weighted sum of a column vector and a derived bit vector - Version 2 - google-bigquery

Question

We have a table of bid prices and sizes of two buyers. Bid price p with size s means that the buyer is open to buy s number of product at price p. We have a table that contains a few columns (like timestamp, validity flag) together with these four columns:
bid prices offered by the two buyers, pA and pB.
bid sizes, sA and sB.
Our job is to add a new best size column (bS) to the table, that returns the size at the best price. If the two buyers have the same price then bS is equal to sA + sB, otherwise, we need to take the bid size of the buyer that offers the higher price.
An example table (ignoring columns that are neither prices nor sizes) with the desired output is below.
A simple solution to the problem:
SELECT *,
CASE
WHEN pA = pB THEN sA + sB
WHEN pA > pB THEN sA
ELSE sB
END AS bS
FROM t
Now let us generalize the problem to four buyers. A standard SQL solution is
WITH t_ext AS (
SELECT *, GREATEST(pA, pB, pC, pD) as bP
FROM `t`
)
SELECT *, (sA * CAST(pA = bP AS INT64) +
sB * CAST(pB = bP AS INT64) +
sC * CAST(pC = bP AS INT64) +
sD * CAST(pD = bP AS INT64))
AS bS FROM t_ext
Question:
Is there a simplified query that
uses function SUM instead of adding four items manually
avoids repeated casting?
Note that we cannot identify the price and size columns by indices but only by name. Otherwise, we could use the solution proposed at
Weighted sum of a column vector and a derived bit vector
Btw. I wrote a blog post about this problem that focuses on solutions in Python and Q and I am wondering how the best solution in standard sql looks like.

Answer 1

Below is for BigQuery Standard SQL
Note that we cannot identify the price and size columns by indices but only by name
#standardSQL
WITH t_ext AS (
SELECT * EXCEPT(arr),
ARRAY(SELECT CAST(val AS INT64) FROM UNNEST(arr) val WITH OFFSET WHERE OFFSET < ARRAY_LENGTH(arr) / 2) AS prices,
ARRAY(SELECT CAST(val AS INT64) FROM UNNEST(arr) val WITH OFFSET WHERE OFFSET >= ARRAY_LENGTH(arr) / 2) AS sizes,
(SELECT MAX(CAST(val AS INT64)) FROM UNNEST(arr) val WITH OFFSET WHERE OFFSET < ARRAY_LENGTH(arr) / 2) AS bestPrice
FROM (
SELECT *, REGEXP_EXTRACT_ALL(TO_JSON_STRING(T), r'(?:"(?:pA|pB|pC|pD|sA|sB|sC|sD)"):(\d+)') AS arr
FROM `project.dataset.table` t
)
)
SELECT * EXCEPT(prices, sizes),
(SELECT SUM(size)
FROM UNNEST(prices) price WITH OFFSET
JOIN UNNEST(sizes) size WITH OFFSET
USING(OFFSET)
WHERE price = bestPrice
) AS bS
FROM t_ext
As you can see - the only what you should supply is the list of price and size column names as in below example
pA|pB|pC|pD|sA|sB|sC|sD
If to apply to dummy data as below
#standardSQL
WITH `project.dataset.table` AS (
SELECT 'a' id, 1 pA, 2 pB, 3 pC, 4 pD, 'x' extra_col1, 1 sA, 1 sB, 1 sC, 5 sD UNION ALL
SELECT 'b', 1, 4, 2, 4, 'y', 1, 6, 1, 5 UNION ALL
SELECT 'c', 5, 4, 2, 1, 'z', 7, 1, 1, 1
), t_ext AS (
SELECT * EXCEPT(arr),
ARRAY(SELECT CAST(val AS INT64) FROM UNNEST(arr) val WITH OFFSET WHERE OFFSET < ARRAY_LENGTH(arr) / 2) AS prices,
ARRAY(SELECT CAST(val AS INT64) FROM UNNEST(arr) val WITH OFFSET WHERE OFFSET >= ARRAY_LENGTH(arr) / 2) AS sizes,
(SELECT MAX(CAST(val AS INT64)) FROM UNNEST(arr) val WITH OFFSET WHERE OFFSET < ARRAY_LENGTH(arr) / 2) AS bestPrice
FROM (
SELECT *, REGEXP_EXTRACT_ALL(TO_JSON_STRING(T), r'(?:"(?:pA|pB|pC|pD|sA|sB|sC|sD)"):(\d+)') AS arr
FROM `project.dataset.table` t
)
)
SELECT * EXCEPT(prices, sizes),
(SELECT SUM(size)
FROM UNNEST(prices) price WITH OFFSET
JOIN UNNEST(sizes) size WITH OFFSET
USING(OFFSET)
WHERE price = bestPrice
) AS bS
FROM t_ext
result is
Row id pA pB pC pD extra_col1 sA sB sC sD bestPrice bS
1 a 1 2 3 4 x 1 1 1 5 4 5
2 b 1 4 2 4 y 1 6 1 5 4 11
3 c 5 4 2 1 z 7 1 1 1 5 7
Hope, this is what you are looking for