Running Sum between dates on group by clause - sql

Question

I have the following query which shows the first 3 columns:
select
'Position Date' = todaypositiondate,
'Realized LtD SEK' = round(sum(realizedccy * spotsek), 0),
'Delta Realized SEK' = round(sum(realizedccy * spotsek) -
(SELECT sum(realizedccy*spotsek)
FROM t1
WHERE todaypositiondate = a.todaypositiondate - 1
GROUP BY todaypositiondate), 0)
FROM
t1 AS a
GROUP BY
todaypositiondate
ORDER BY
todaypositiondate DESC
Table:
Date | Realized | Delta | 5 day avg delta
-------------------------------------------------------------------
2016-09-08 | 696 981 323 | 90 526 | 336 611
2016-09-07 | 696 890 797 | 833 731 | 335 232
2016-09-06 | 696 057 066 | 85 576 | 84 467
2016-09-05 | 695 971 490 | 86 390 | 83 086
2016-09-04 | 695 885 100 | 81 434 | 80 849
2016-09-03 | 695 803 666 | 81 434 | 78 806
2016-09-02 | 695 722 231 | 79 679 | 74 500
2016-09-01 | 695 642 553 | 75 305 |
2016-08-31 | 695 567 248 | 68 515 |
How do I create the 5d average of delta realized?
Based on delta I tried the following but it did not work:
select
todaypositiondate,
'30d avg delta' = (select sum(realizedccy * spotsek)
from T1
where todaypositiondate between a.todaypositiondate and a.todaypositiondate -5
group by todaypositiondate)
from
T1 as a
group by
todaypositiondate
order by
todaypositiondate desc

Answer 1

Do not use single quotes for column names. Only use single quotes for string and date literals.
I would write this as:
with t as (
select todaypositiondate as PositionDate,
round(sum(realizedccy * spotsek), 0) as RealizedSEK,
from t1 a
group by todaypositiondate
)
select a.*,
(a.RealizedSEK - a_prev.RealizedSEK) as diff_1,
(a.RealizedSEK - a_prev5.RealizedSEK)/5 as avg_diff_5
from a outer apply
(select top 1 a_prev.*
from a a_prev
where a_prev = a.PositionDate - 1
) a_prev outer apply
(select top 1 a_prev.*
from a a_prev
where a_prev = a.PositionDate - 5
) a_prev5;
Note that the 5 day average difference is the most recent value minus the value from 6 days ago divided by 5.

Answer 2

I already have that kind of formula when I caluclate Delta between 2 dates.
It's like this:
Select todaypositiondate,
'D_RealizedSEK' = round(sum(realizedccy*spotsek) -
(SELECT sum(realizedccy*spotsek)
FROM T1
WHERE todaypositiondate = a.todaypositiondate - 1
GROUP BY todaypositiondate),0)
FROM T1 AS a
group by todaypositiondate
J
Instead of adding 5 formulas and just replaceing -1 with -2, -3... I would like to find away to select the average sum of all realicedccy from the previous 5 days, eventually adding them together and divide by 5.