Solved

Need to replace a value in a SQL update statement based on looking for valid days in a table

Posted on 2013-05-31
3
305 Views
Last Modified: 2013-06-21
I'm looking at a SQL statement where I need to access the prior day's data in a table that has a unique index by symbol + trade_date.  I can do something like this:

update fdd1
    set fdd1.Prior_Open = fdd2.Day_Open,
          fdd1.Prior_Close = fdd2.Day_Close
    from full_daily_data fdd1
    inner join full_daily_data fdd2
    on fdd2.Trade_Date = DATE_SUB(fdd1.Trade_Date, INTERVAL 1 DAY)

Open in new window


but that won't take into account holidays and weekends.
So, if I make a single column VALID_TRADING_DAYS table that contains just the days that are valid for the trading data I have, how could I get that info out of the table and replace it into the "1" in the statement above?

Psuedocode-wise, this is how I envision it:

Days_Back = 1
Select Trade_Date as prior_trading_day from VALID_TRADING_DAYS where trade_date = DATE_SUB(fdd1.Trade_Date, INTERVAL Days_Back DAY)
while no rows returned
   Days_Back = Days_Back +1
   Select Trade_Date as prior_trading_day from VALID_TRADING_DAYS where trade_date = DATE_SUB(fdd1.Trade_Date, INTERVAL Days_Back DAY)
wend

Open in new window


Then I could have this SQL statement instead
update fdd1
    set fdd1.Prior_Open = fdd2.Day_Open,
          fdd1.Prior_Close = fdd2.Day_Close
    from full_daily_data fdd1
    inner join full_daily_data fdd2
    on fdd2.Trade_Date = DATE_SUB(fdd1.Trade_Date, INTERVAL Days_Back DAY)

Open in new window


But what would be the proper syntax for that in one SQL statement?
0
Comment
Question by:cashonly
3 Comments
 
LVL 40

Expert Comment

by:Sharath
ID: 39211685
Can you try if this is taking care of excluding the weekends?
UPDATE full_daily_data fdd1 
       INNER JOIN full_daily_data fdd2 
               ON fdd2.Trade_Date = DATE_SUB(fdd1.Trade_Date, INTERVAL CASE DAYOFWEEK(fdd1.Trade_Date) WHEN 2 THEN 3 ELSE 1 END DAY)
   SET fdd1.Prior_Open = fdd2.Day_Open, 
       fdd1.Prior_Close = fdd2.Day_Close 

Open in new window

0
 
LVL 5

Accepted Solution

by:
DOSLover earned 500 total points
ID: 39211883
We can use trade-date from valid_trading_days to compare against fdd2 as follows:
==========================================================
update fdd1
    set fdd1.Prior_Open = fdd2.Day_Open,
          fdd1.Prior_Close = fdd2.Day_Close
    from full_daily_data fdd1
    inner join full_daily_data fdd2
    on fdd2.Trade_Date =
       (select max(v2.trade_date) from Valid_Trading_Days v2 where v2.trade_date < fdd1.Trade_Date)

=====================================================================
0
 
LVL 48

Expert Comment

by:PortletPaul
ID: 39212266
this is a duplicate question really, I believe the function proposed there deals with this.
0

Featured Post

Master Your Team's Linux and Cloud Stack

Come see why top tech companies like Mailchimp and Media Temple use Linux Academy to build their employee training programs.

Question has a verified solution.

If you are experiencing a similar issue, please ask a related question

Occasionally there is a need to clean table columns, especially if you have inherited legacy data. There are obviously many ways to accomplish that, including elaborate UPDATE queries with anywhere from one to numerous REPLACE functions (even within…
Password hashing is better than message digests or encryption, and you should be using it instead of message digests or encryption.  Find out why and how in this article, which supplements the original article on PHP Client Registration, Login, Logo…
Microsoft Active Directory, the widely used IT infrastructure, is known for its high risk of credential theft. The best way to test your Active Directory’s vulnerabilities to pass-the-ticket, pass-the-hash, privilege escalation, and malware attacks …
A short tutorial showing how to set up an email signature in Outlook on the Web (previously known as OWA). For free email signatures designs, visit https://www.mail-signatures.com/articles/signature-templates/?sts=6651 If you want to manage em…

777 members asked questions and received personalized solutions in the past 7 days.

Join the community of 500,000 technology professionals and ask your questions.

Join & Ask a Question