I found this old question which brings a nice approach for calculating weighted average prices. It basically consists in grouping by the stock name and then fetching the sum(quantity*price)/sum(quantity)
But in day trades you buy and sell the asset in the same day, meaning that the final quantity of the day is zero and sql returns: Divide by zero error encountered
A examples would be
3 trades for the same stock
1. Price 10 Quantity
2. 100 Price 8 Quantity 100
3. Price 30 Quantity 200
Do you guys know some workaround ? Is there a way to group trades with positive and negative quantities separately ?
sure, add a grouping bucket defined by the sign of the amount...
Select assetIdentifier,
case when amount > 0 then 'debit' else 'credit' end typeTx,
Avg(Amount)
from table
group by assetIdentifier,
case when amount > 0 then 'debit' else 'credit' end
or, if you want both values on a single output row,
Select assetIdentifier,
avg(case when amount > 0 then amount end) debit ,
avg(case when amount < 0 then amount end) credit
from table
group by assetIdentifier
The formula for the weighted average is:
sum(quantity*price)/sum(quantity)
------------------------^ NOT price
If you want to ignore the direction of the trade, then just use absolute value:
sum(abs(quantity)*price)/sum(abs(quantity))
Related
I'm struggling with the below code. i'm trying to work out the total balance of a folio by using its total charges and total payments. i'm almost there, however with the below code the payments is incorrect, it seems to be multiplying the total sum of payments by the number of entries in charges. i'm guessing this is because I've connected the payments and charges, which I needed to do to filter out the checkin date which is only on pms sales.
can anyone help?
thanks
SELECT DISTINCT 'PMS AD' AS APP,
FOLIO_ID,
SUM(TOTAL_CHARGES) as TOTAL_CHARGES,
SUM(TOTAL_PAYMENTS) as TOTAL_PAYMENTS
FROM ((SELECT DISTINCT P1.FOLIO_ID AS FOLIO_ID, SUM(P1.CHARGE_CODE_AMOUNT) AS TOTAL_CHARGES, 0 AS TOTAL_PAYMENTS
FROM DEV.VR_PMS_SALES P1
WHERE P1.CHARGE_CODE_AMOUNT <> 0 AND
P1.ITEM_OPERATING_DAY IS NOT NULL
AND P1.ITEM_OPERATING_DAY <= '03-DEC-2014'
AND P1.CHECKIN_DATE <= '03-DEC-2014'
GROUP BY P1.FOLIO_ID
) UNION ALL
(SELECT DISTINCT P2.FOLIO_ID AS FOLIO_ID, 0 AS TOTAL_CHARGES, SUM(P2.AMOUNT) AS TOTAL_PAYMENTS
FROM DEV.VR_PMS_PAYMENTS P2,
DEV.VR_PMS_SALES P3
WHERE P2.FOLIO_ID = P3.FOLIO_ID
AND P2.AMOUNT <> 0
AND P2.PMS_OPERATING_DAY <= '03-DEC-2014'
AND P3.CHECKIN_DATE <= '03-DEC-2014'
GROUP BY P2.FOLIO_ID
)
) F
GROUP BY FOLIO_ID
EDIT:
Sorry I didn't provide examples. table data below
VR_PMS_PAYMENTS
VR_PMS_SALES
The issue I am having is that when running the sql it is multiplying the sum of p1.amount by the number of entries in VR_PMS_SALES. eg folio 4 is returning as 165 instead of 55. I need it to return the below...
desired outcome
I hope this is clearer.
thank you
i have 10 columns in a table as below:
(transaction id, customer id, transaction date, product subcategory,
product category, quantity, rate, tax, total amount and store type.)
where returns are in negative value of (quantity,rate, tax and total amount) i have to calculate
what is percentage of sales and returns by product sub category?
This sounds like e.g.:
SELECT productsubcategory, SUM(CASE WHEN quantity < 0 THEN 1 ELSE 0)/COUNT(*)
FROM t
GROUP BY productsubcategory
That will give a ratio of the returns to all transactions. If you want it on a per-item basis rather than a per-transaction basis it would be more like:
SELECT productsubcategory, SUM(CASE WHEN quantity < 0 THEN -quantity ELSE 0)/SUM(ABS(quantity))
FROM t
GROUP BY productsubcategory
But be careful how you treat quantities; i've guess that "sell 20 biscuits, return 15 biscuits" is a total of 35 product movements, 15 of which are returns. I don't know if you want a conclusion of "15/20ths (75%) of biscuits were returned" in which case make the returns a percentage of the sales, not a percentage of the sales+returns
Firstly, i have a transaction database with the following field. The requirement is to alert the admin of a user if the user holds usd 1000 in balance consecutively for more than 30 days.
TransactionID
TransactionType - deposit, withdrawal, transfer
TransactionFromUserID
TransactionToUserID
TransactionValueUsd
TransactionDateTime
Note:
- Currently i only have this table and do not have another table to update the balance. The balance is calculated on the fly.
If one of the days is not more than 1000 usd it is needed to be recalculate again
Need not worries about performance issue. Just need a general idea on how should i design another table to hold the value and maybe a trigger to solve this issue.
eg:
2019-01-01: deposit 500 usd
2019-02-01: deposit 2000 usd - balance 2500 usd, start count from here
2019-02-10: withdraw 2500 usd - balance 500, reset date
2019-02-15: deposit 2000 usd - balance 2500 - start exceed date again here
2019-04-15: withdraw 1000 usd - balance 1500 - flag here and reset last exceed date
Your question is not 100% clear, but I think this query is close enough to the answer:
select
*
from (
select
transactiontouserid,
transactiondatetime,
sum(case when balance < 1000 then 1 else 0 end)
over(
partition by transactiontouserid
order by transactiondatetime
range between interval '30' day preceding and current row
) as disqualify_points
from (
select
transactiontouserid,
transactiondatetime,
sum(case when transactiontype = 'deposit' then 1 else -1 end
* transactionvalueusd)
over(
partition by transactiontouserid
order by transactiondatetime
) as balance
from t -- your table name
) x
) y
where disqualify_points = 0
I have data with the following columns:
OFFICER_ID, CLIENT_ID, SECURITY_CODE, POSITION_SIZE
and then per each row for instance:
officer1, client100, securityZYX, $100k,
officer2, client124, securityADF, $200k,
officer1, client130, securityARR, $150k,
officer4, client452, securityADF, $200k,
officer2, client124, securityARR, $500k,
officer7, client108, securityZYX, $223k,
and so on.
As you see, each client has a single officer assigned to either buy o sell securities, but each client can have bought different securities.
Apart from ranking officers by total amount in US$ of securities held by their clients (which I've done) I need to create ranges of total client accounts by adding total securities held by client ID, for example, total securities held sum < $1million, between $1million and $3million and > $3 million.
I've tried:
SELECT officer_ID, SUM(position_size) as AUM
FROM trades
GROUP BY client_ID
HAVING AUM > 1000000 AND AUM < 3000000;
and I get a list of all officers appearing several times, no totals.
I'd need a simple:
Officer_ID | range < 1m | range 1m-3m | range > 3m
officer1, [total amount of client accounts with securities adding up < 1m totals], [total amount of client accounts with securities adding up between 1m and 3m totals], etc.
Please, would you point me in the right direction?
UPDATE
I modified Tim's suggested code and obtained the desired output:
SELECT
OFFICER_ID,
SUM(CASE WHEN total < 1000000 THEN total END) AS "range < 1m",
SUM(CASE WHEN total >= 1000000 AND total < 3000000 THEN total END) AS "range 1m-3m",
SUM(CASE WHEN total >= 3000000 THEN total END) AS "range > 3m"
FROM
(
SELECT OFFICER_ID, CLIENT_ID, SUM(POSITION_SIZE) AS total
FROM trades
GROUP BY OFFICER_ID, CLIENT_ID
) t
GROUP BY
OFFICER_ID;
Too kind, Tim, thanks!
We can try aggregating twice, first by both officer and client, to get the client totals, and a second time by officer alone, to get the counts:
SELECT
OFFICER_ID,
COUNT(CASE WHEN total < 1000000 THEN 1 END) AS "range < 1m",
COUNT(CASE WHEN total >= 1000000 AND total < 3000000 THEN 1 END) AS "range 1m-3m",
COUNT(CASE WHEN total >= 3000000 THEN 1 END) AS "range > 3m"
FROM
(
SELECT OFFICER_ID, CLIENT_ID, SUM(POSITION_SIZE) AS total
FROM trades
GROUP BY OFFICER_ID, CLIENT_ID
) t
GROUP BY
OFFICER_ID;
I have sales lines some of them are invoiced, some not. I would like to add information of invoiced lines share per each order (salesid). I want this information for each sales line to be the same within one order. Invoiced line has sales status =3. Here's my try:
SELECT
salesid,linenum,itemid,salesstatus,name,lineamount
,(SELECT SUM(CASE WHEN salesstatus=3 THEN lineamount ELSE 0 END) as expr1) invoiced
,(SELECT SUM (lineamount) as expr2 GROUP BY salesid) total
,invoiced/total
FROM T.SALESLINES
GROUP BY
salesid,linenum,itemid,salesstatus,name,lineamount
Grouping by salesid does not work giving error "Each GROUP BY expression must contain at least one column that is not an outer reference."
I guess the code seems logical but does not work. So how should I group by salesid to divide invoiced by total?
try
Select *,invoiced/total as ColName from (
SELECT
salesid,linenum,itemid,salesstatus,name,lineamount
,(SELECT SUM(CASE WHEN salesstatus=3 THEN lineamount ELSE 0 END From T.SALESLINES) as invoiced
,(SELECT SUM (lineamount)From T.SALESLINES GROUP BY salesid) as total
FROM T.SALESLINES) source
GROUP BY
salesid,linenum,itemid,salesstatus,name,lineamount,invoiced,total