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AskSQLTeam
Ask SQLTeam Question
0 Posts |
 Posted - 2002-09-11 : 13:57:51
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| Ron Light writes "This question deals with time series data. Here are my tables:Prices--------DateTickerPriceWeight----------WeightIDValueThe table “Prices” simply contains each business days closing quote for a given stock. The goal is to get a 20 day weighted moving average.In the weight table you might see this:WeightID Value------------------1 .12 .083 .07...20 .001The values in “Weight” always add up to 1.First get the previous 20 days price multiplied by the respective weight value then add up those 20 days to get the weighted moving average.I was really trying to do this with SQL, I may give in and use a stored procedure." |
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nr
SQLTeam MVY
12543 Posts |
Posted - 2002-09-12 : 04:32:29
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| select sum(Price * Value)from Prices, Weightwhere Date = dateadd(dd,WeightID * -1, convert(varchar(8),getdate(),112) ==========================================Cursors are useful if you don't know sql.DTS can be used in a similar way.Beer is not cold and it isn't fizzy. |
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Time series data