Re: Need some tips on query generating averages on time series data
Date: Thu, 24 Oct 2013 20:26:49 +0200
Message-ID: <l4bopa$50k$1_at_dont-email.me>
On 10/24/2013 05:03 PM, ecotaj_at_gmail.com wrote:
> Lennart:
>
> What OLAP functions? I don't see any in your reply or in the thread.
sum(qnt) over (partition by ...)
perhaps it is named otherwise here, but that's what I meant. I assume these kind of functions will be the key to solving your problem.
>
> How did I get 109.7
> - by subtracting the buy and sell time for 200 shares (rows 4 and 8 as these
> match up by quantity and direction (one is buy and the other is sell).
> So, the calc here is 12678 - 12568.3.
>
> How did I get 21940?
> - by multiplying 109.7 by 200. This is the weighted hold time. At the end I
> divide by the total number of shares traded (500) to come up with weighted
> average hold time.
>
Ok, I think I understand the problem now. I'll see what I can come up with
/Lennart Received on Thu Oct 24 2013 - 20:26:49 CEST