Re: Need some tips on query generating averages on time series data
From: <ecotaj_at_gmail.com>
Date: Thu, 24 Oct 2013 09:31:16 -0700 (PDT)
Message-ID: <fc70ea88-b2fb-41d5-a023-daef80a77eef_at_googlegroups.com>
Date: Thu, 24 Oct 2013 09:31:16 -0700 (PDT)
Message-ID: <fc70ea88-b2fb-41d5-a023-daef80a77eef_at_googlegroups.com>
The script for this data is
DROP TABLE trades CASCADE CONSTRAINTS;
CREATE TABLE trades (
time FLOAT NOT NULL,
position VARCHAR2(8) NOT NULL,
direction VARCHAR2(1) NOT NULL,
quantity INTEGER NOT NULL
);
INSERT INTO TRADES (TIME, POSITION, DIRECTION, QUANTITY) VALUES (12459.6,'GOOG','B',100); INSERT INTO TRADES (TIME, POSITION, DIRECTION, QUANTITY) VALUES (12464.8,'GOOG','B',100); INSERT INTO TRADES (TIME, POSITION, DIRECTION, QUANTITY) VALUES (12568.3,'GOOG','B',300); INSERT INTO TRADES (TIME, POSITION, DIRECTION, QUANTITY) VALUES (12634 ,'GOOG','S',100); INSERT INTO TRADES (TIME, POSITION, DIRECTION, QUANTITY) VALUES (12636.2,'GOOG','S',200); INSERT INTO TRADES (TIME, POSITION, DIRECTION, QUANTITY) VALUES (12678 ,'GOOG','S',200);
Or to see this in a Google spreadsheet, see here
https://docs.google.com/spreadsheet/ccc?key=0Aup9JP950FTzdEN4Qk9HN0hZNkdtOUFWekMtaW51UEE&usp=sharing Received on Thu Oct 24 2013 - 18:31:16 CEST