Sql Server - Joining subqueries using calculated fields - sql

Question

I am trying to calculate the percentage change in price between days. As the days are not consectutive, I build into the query a calculated field that tells me what relative day it is (day 1, day 2, etc). In order to compare today with yesterday, I offset the calculated day number by 1 in a subquery. what I want to do is to join the inner and outer query on the calculated relative day. The code I came up with is:
SELECT TOP 11
P.Date,
(AVG(P.SettlementPri) - PriceY) / PriceY as PriceChange,
P.Symbol,
(RANK() OVER (ORDER BY P.Date desc)) as dayrank_Today
FROM OTE P
JOIN (SELECT TOP 11
C.Date,
AVG(SettlementPri) as PriceY,
(RANK() OVER (ORDER BY C.Date desc))+1 as dayrank_Yest
FROM OTE C
WHERE C.ComCode = 'C-'
GROUP BY c.Date) C ON dayrank_Today = C.dayrank_Yest
WHERE P.ComCode = 'C-'
GROUP BY P.Symbol, P.Date
If I try and execute the query, I get an erro message indicating dayrank_Today is an invalid column. I have tried renaming it, qualifying it, yell obsenities at it and I get squat. Still an error.

Answer 1

You can't do a select of a calculated column, and then use it in a join. You can use CTEs, which I'm not so familiar with, or you can jsut do table selects like so:
SELECT
P.Date,
(AVG(AvgPrice) - C.PriceY) / C.PriceY as PriceChange,
P.Symbol,
P.dayrank_Today FROM
(SELECT TOP 11
ComCode,
Date,
AVG(SettlementPri) as AvgPrice,
Symbol,
(RANK() OVER (ORDER BY Date desc)) as dayrank_Today
FROM OTE WHERE ComCode = 'C-') P
JOIN (SELECT TOP 11
C.Date,
AVG(SettlementPri) as PriceY,
(RANK() OVER (ORDER BY C.Date desc))+1 as dayrank_Yest
FROM OTE C
WHERE C.ComCode = 'C-'
GROUP BY c.Date) C ON dayrank_Today = C.dayrank_Yest
GROUP BY P.Symbol, P.Date

Answer 2

If possible consider using a CTE as it makes it very easy. Something like this:
With Raw as
(
SELECT TOP 11 C.Date,
Avg(SettlementPri) As PriceY,
Rank() OVER (ORDER BY C.Date desc) as dayrank
FROM OTE C WHERE C.Comcode = 'C-'
Group by C.Date
)
select today.pricey as todayprice ,
yesterday.pricey as yesterdayprice,
(today.pricey - yesterday.pricey)/today.pricey * 100 as percentchange
from Raw today
left outer join Raw yesterday on today.dayrank = yesterday.dayrank + 1
Obviously this doesn;t include the symbol but that can be included pretty easily.
If using 'With' syntax doesn;t suit you can also use calculated fields with Outer Apply http://technet.microsoft.com/en-us/library/ms175156.aspx
Although the CTE will mean that you only need to write your price calculation once which is a lot cleaner
Cheers

Answer 3

I had the same problem and found this thread and found a solution so I thought I'd post it here.
Instead of using the column name as parameter for ON, copy the statement that gave you the colmun name in the first place:
replace:
ON dayrank_Today = C.dayrank_Yest
with:
ON (RANK() OVER (ORDER BY Date desc)) = C.dayrank_Yest
Granted, you're displeasing the Programming Gods by violating DRY, but you could be pragmatic and mention the duplication in the comments, which should appease their wrath to a mild grumbling.