I am trying to calculate the values of financial hedges but I want the input to be as simple as possible. So for example, I have a contract with a quantity of 1,000 per month from 2/1/2017 to 12/31/2018 (it won't always be this date range, it could be 1 month or 3+ years) with a strike price of $3. I want to enter just 1 row of data into 4 columns: [Volume],[Start],[End],[Strike].
The issue is I need to multiply the 2017 data by one price and the 2018 by a different price. The easy answer would be to enter a row for 2017 and a row for 2018 but I don't want to do this because I may have 50 or more contracts to enter in and I want to do as little input as possible.
I would use two columns [Year],[Price] from a price table. It would look like [2017],[4.50] and [2018],[5.25]. I can easily modify this to be monthly instead of annual if it helps simplify things.
I need the final calculation to be along the lines of:
2017: 11,000 * (3 - 4.50) = -$16,500
2018: 12,000 * (3 - 5.25) = -$27,000
Total value = -$43,500
So my question is, how can I get a count of months for each year in the range?
I would like the output to be something like
2017, 11
2018, 12
Calendar tables can be helpful in situations like this, there are many sample scripts out there, here is one: https://www.mssqltips.com/sqlservertip/4054/creating-a-date-dimension-or-calendar-table-in-sql-server/
You could also simply use year and month in your price table and join on the range, an Integer type Year_Month_Int field could be used '201601, 201602, 201603...`
Then:
SELECT *
FROM contracts c
JOIN prices p
ON p.Year_Month_Int BETWEEN (YEAR(c.start)*100)+MONTH(c.start) AND (YEAR(c.end)*100)+MONTH(c.end)
If you included the integer version year-month for start and end in the contracts table you could simplify the JOIN criteria.
Another variant on how to count the number of months in a range would be:
Setup:
create table soTest(
id integer not null auto_increment,
start_date datetime,
end_date datetime,
primary key (id)
);
insert into soTest (start_date, end_date) values
('2017-02-01 00:00:00','2018-12-31 00:00:00');
Query:
select distinct case when extract(year from start_date) = yr
then format(datediff(concat(yr,'-12-31'), start_date)/30,0)
else format(datediff(end_date, concat(yr,'-01-01'))/30,0) end as qtyMonths,
yr
from (select s.*, extract(year from start_date) yr from soTest s
union all
select s.*, extract(year from end_date) yr from soTest s
) a;
Result:
qtyMonths yr
11 2017
12 2018
Be aware that this technique will only count the months in case of one registry. To get data from your contracts you would have to JOIN this with your dataset tables.
Related
I have a sqlite3 database maintained on an AWS exchange that is regularly updated by a Python script. One of the things it tracks is when any team generates a new post for a given topic. The entries look something like this:
id
client
team
date
industry
city
895
acme industries
blueteam
2022-06-30
construction
springfield
I'm trying to create a table that shows me how many entries for construction occur each day. Right now, the entries with data populate, but they exclude dates with no entries. For example, if I search for just
SELECT date, count(id) as num_records
from mytable
WHERE industry = "construction"
group by date
order by date asc
I'll get results that looks like this:
date
num_records
2022-04-01
3
2022-04-04
1
How can I make sqlite output like this:
date
num_records
2022-04-02
3
2022-04-02
0
2022-04-03
0
2022-04-04
1
I'm trying to generate some graphs from this data and need to be able to include all dates for the target timeframe.
EDIT/UPDATE:
The table does not already include every date; it only includes dates relevant to an entry. If no team posts work on a day, the date column will jump from day 1 (e.g. 2022-04-01) to day 3 (2022-04-03).
Given that your "mytable" table contains all dates you need as an assumption, you can first select all of your dates, then apply a LEFT JOIN to your own query, and map all resulting NULL values for the "num_records" field to "0" using the COALESCE function.
WITH cte AS (
SELECT date,
COUNT(id) AS num_records
FROM mytable
WHERE industry = "construction"
GROUP BY date
ORDER BY date
)
SELECT dates.date,
COALESCE(cte.num_records, 0) AS num_records
FROM (SELECT date FROM mytable) dates
LEFT JOIN cte
ON dates.date = cte.date
I am fairly new to SQL and need help to find which customer has the highest average number of event occurring by month in the years (2019 - 2020) and which is the top 3 busy month every year?
Please note one customer can have multiple event_IDs.
Table Snippet:
event_ID
cust_ID
event_datetime
abc123
cus11
2019-03-13T00:00:00
abc124
cus12
2020-05-23T02:34:35
abc125
cus457
2018-12-12T22:12:23
abc126
cus11
2017-01-07T13:54:56
abc127
cus7897
2021-07-11T04:43:23
I need to find the customers having the highest average number of events in the respective month( cust with highest number of events on avg in 2019, 2020, 2021).
month
cust_ID
avg_num
1
cus11
9345.8
2
cus4563
11898.5
I have tried using CTE and window functions but couldn't figure out the logic to get to the result, any help is appreciated!
EDIT:
For clarification, my example is just a snippet of the table, the actual table has more than a few million rows, I need the customer who has the maximum number of events occurring on average over month 1,2,3,.. and avg_num will have the average value of the number of event for the cust_ID with max number of event-[ (num of event in 2019 + 2020 + 2021)/3 ]
Maybe something like this:
SELECT cust_id
, COUNT(*) AS number_of_events
, EXTRACT(YEAR FROM MAX(event_datetime)) last_year_for_cust_id
, EXTRACT(YEAR FROM MIN(event_datetime)) first_year_for_cust_id
, CAST(COUNT(*) AS DECIMAL) / (EXTRACT(YEAR FROM MAX(event_datetime)) - EXTRACT(YEAR FROM MIN(event_datetime)) )
FROM table_name
GROUP BY cust_id
ORDER BY cust_id; -- or something else
I didn't test it, no idea what brand of database you use and no DB<>fiddle was available.
In a MS Access DB I have information about clients' arrival and departure dates. Based on this I would like to calculate the number of clients that will be visiting per week.
Consider the example below. Peter arrives in the first week of January and leaves on the third week (weeks start on Sunday). Mary on the other hand arrives and leaves in the first week.
I would like the output to be as shown below, with the week number in the first column and the total number of guests in the second.
What is the best way of achieving this please?
My solution with german date format, test with ORACLE. I build some calendar table (tw_test_week) for every week to join it.
CREATE TABLE tw_test_client (
client VARCHAR2(10),
arrival DATE,
departure DATE
);
INSERT INTO tw_test_client VALUES
( 'Peter', to_date('01.01.2018','DD.MM.YYYY'), to_date('11.01.2018','DD.MM.YYYY'));
INSERT INTO tw_test_client VALUES
( 'Mary', to_date('01.01.2018','DD.MM.YYYY'), to_date('01.02.2018','DD.MM.YYYY'));
CREATE TABLE tw_test_week (
weekid INT,
started DATE,
ended DATE
);
INSERT INTO tw_test_week VALUES
( to_char(to_date('01.01.2018','DD.MM.YYYY'),'WW'),
to_date('01.01.2018','DD.MM.YYYY'),
to_date('07.01.2018','DD.MM.YYYY')
);
INSERT INTO tw_test_week VALUES
( to_char(to_date('08.01.2018','DD.MM.YYYY'),'WW'),
to_date('08.01.2018','DD.MM.YYYY'),
to_date('14.01.2018','DD.MM.YYYY')
);
INSERT INTO tw_test_week VALUES
( to_char(to_date('15.01.2018','DD.MM.YYYY'),'WW'),
to_date('15.01.2018','DD.MM.YYYY'),
to_date('21.01.2018','DD.MM.YYYY')
);
INSERT INTO tw_test_week VALUES
( to_char(to_date('22.01.2018','DD.MM.YYYY'),'WW'),
to_date('22.01.2018','DD.MM.YYYY'),
to_date('28.01.2018','DD.MM.YYYY')
);
INSERT INTO tw_test_week VALUES
( to_char(to_date('29.01.2018','DD.MM.YYYY'),'WW'),
to_date('29.01.2018','DD.MM.YYYY'),
to_date('04.02.2018','DD.MM.YYYY')
);
SELECT w.weekid, COUNT(*)
FROM tw_test_week w
JOIN tw_test_client c
ON w.started BETWEEN c.arrival and c.departure
GROUP BY w.weekid
ORDER BY w.weekid;
Result
WEEKID COUNT
1 2
2 2
3 1
4 1
5 1
Create a table containing the numbers 1 to 53. This table in my query is called WeekNumTable and contains a single field with each week number listed.
SELECT WeekNum
, COUNT(WeekNum) AS TotalClients
FROM WeekNumTable INNER JOIN ClientTable ON
WeekNumTable.WeekNum>=DatePart("ww",ClientTable.Arrival-Weekday(ClientTable.Arrival,1)+7) AND
WeekNumTable.WeekNum<=DatePart("ww",ClientTable.Departure-Weekday(ClientTable.Departure,1)+7)
GROUP BY WeekNum
Your example confused me a little as you list week 3 as having 1 client, while the data table doesn't.
Edit: The one problem that I can see with this is that if you do want to look at the next 100 weeks you'll need something to separate the years otherwise week 1 from both years will be lumped together.
You can use a series of queries to obtain this.
First, create a query named Ten:
SELECT DISTINCT Abs([id] Mod 10) AS N
FROM MSysObjects;
Then you can create a query, ClientDays, that lists all your dates between first arrival and latest departure:
SELECT DISTINCT
[Ten_0].[N]+[Ten_1].[N]*10+[Ten_2].[N]*100 AS Id,
DateAdd("d",[Ten_0].[N]+[Ten_1].[N]*10+[Ten_2].[N]*100,[StartDate]) AS [Date]
FROM
Ten AS Ten_0,
Ten AS Ten_1,
Ten AS Ten_2,
(Select
Min([Arrival]) As StartDate,
DateDiff("d", Min([Arrival]), Max([Departure])) As Days
From
ClientDates) AS T
WHERE
((([Ten_0].[N]+[Ten_1].[N]*10+[Ten_2].[N]*100)<=[Days])
AND
((Ten_0.N)<=[Days]\1)
AND
((Ten_1.N)<=[Days]\10)
AND
((Ten_2.N)<=[Days]\100));
Use this in yet a query, ClientWeeks, to find the week numbers:
SELECT
Year([Date]) AS [Year],
DatePart("ww",[Date]) AS Week,
ClientDates.Client
FROM
ClientDays,
ClientDates
WHERE
ClientDays.Date Between [Arrival] And [Departure]
GROUP BY
Year([Date]),
DatePart("ww",[Date]),
ClientDates.Client;
Finally, count the clients:
SELECT
ClientWeeks.Year,
ClientWeeks.Week,
Count(ClientWeeks.Client) AS TotalClients
FROM
ClientWeeks
GROUP BY
ClientWeeks.Year,
ClientWeeks.Week;
Please note, that you will have trouble counting around New Year as you intend to use an inconsistent week numbering method.
The only week number that is unambiguous is the ISO-8601 system of yyyy-ww because the first and/or last week will cross the calendar year boundaries.
Leave a note if you wish to implement this as it cannot be done with native VBA functions; custom functions must be used, but I don't wish to post them here if you will not use them.
I have a view that produces the result shown in the image below. I need help with the logic.
Requirement:
List of all employees who achieved no less than 100% target in ALL Quarters in past two years.
"B" received 90% in two different quarters. An employee who received less than 100% should NOT be listed.
Notice that "A" didn't work for Q2-2016. An employee who didn't work for that quarter should NOT be listed.
"C" is the only one who worked full two years, and received 100% in each quarter.
Edit: added image link showing Employee name,Quarter, Year, and the score.
https://i.imgur.com/FIXR0YF.png
The logic is pretty easy, it's math with quarters that is a bit of a pain.
There are 8 quarters in the last two years, so you simply need to select all the employee names in the last two years with a target >= 100%, group by employee name, and apply a HAVING clause to limit the output to those employees with count(*) = 8.
To get the current year and quarter, you can use these expressions:
cast(extract('year' from current_date) as integer) as yr,
(cast(extract('month' from current_date) as integer)-1) / 3 + 1 as quarter;
Subtract 2 from the current year to find the previous year and quarter. The code will be clearer if you put these expressions in a subquery because you will need them multiple times for the quarter arithmetic. To do the quarter arithmetic you must extract the integer value of the quarter from the text values you have stored.
Altogether, the solution should look something like this:
select
employee
from
(select employee, cast(right(quarter,1) as integer) as qtr, year
from your_table
where target >= 100
) as tgt
cross join (
select
cast(extract('year' from current_date) as integer) as yr,
(cast(extract('month' from current_date) as integer)-1) / 3 + 1 as quarter
) as qtr
where
tgt.year between qtr.yr-1 and qtr.yr
or (tgt.year = qtr.yr - 2 and tgt.qtr > qtr.quarter)
group by
employee
having
count(*) = 8;
This is untested.
If you happen to be using Postgres and expect to be doing a lot of quarter arithmetic you may want to define a custom data type as described in A Year and Quarter Data Type for PostgreSQL
This is an easy enough problem, but wondering if anyone can provide a more elegant solution.
I've got a table that consists of a date column (month end dates over time) and several value columns--say the price on a variety of stocks over time, one column for each stock. I'd like to calculate the change in value columns for each period represented in the date column (eg, a daily return from a table filled with prices).
My current plan is to join the table to itself and simply create a new column for the return as ret = b.price/a.price - 1. Code as follows:
select Date, Ret = (b.stock1/a.stock1 - 1)
from #temp a, #temp b
where datediff(day, a.Date,b.Date) between 25 and 35
order by a.Date
This works fine, BUT:
(1) I need to do this for, say, dozens of stocks--is there a good way to replicate the calculation without copying and pasting the return calculation and replacing 'stock1' with each other stock name?
(2) Is there a better way to do this join? I'm effectively doing a cross join at this point and only keeping entries that are adjacent (as defined by the datediff and range), but wondering if there's a better way to join a table like this to itself.
EDIT: Per request, data is in the form (my data has multiple price columns though):
Date Price
7/1/1996 349.22
7/31/1996 337.72
8/30/1996 343.70
9/30/1996 357.23
10/31/1996 364.07
11/29/1996 385.04
12/31/1996 383.68
And from that, I'd like to calculate return, to generate a table like this (again, with additional columns for the extra price columns that exist in the actual table):
Date Ret
7/31/1996 -0.03
8/30/1996 0.02
9/30/1996 0.04
10/31/1996 0.02
11/29/1996 0.06
12/31/1996 0.00
I would do the following. First, use the month and year to do the self join. I woudl recommend you take the year * 12 + the month number to get a unique value for each month and year combination. So, Jan of 2011 would have a value of (2011 * 12 + 1 = 24133) and December of 2010 would have a value of (2010 * 12 + 12 = 24132). This will allow you to accurately compare months without having to mess with rolling over from December to January. Next, you need to supply the calculations in the select clause. If you have the stock values in different columns then you will have to type them out as a.stock1-b.stock1, a.stock2-b.stock2, etc. The only way around that would be to massage the data to where there is only one stock value column and add a stockname column that would identify what stock that value is for.
Using the Month and Year for the self join, the following query should work:
select Date, Ret = (b.stock1/a.stock1 - 1)
from #temp a
inner join #temp b on (YEAR(a.Date) * 12) + MONTH(a.Date) = (YEAR(b.Date) * 12) + MONTH(b.Date) + 1
order by a.Date