I have a table called 'daily_prices' where I have 'sale_date', 'last_sale_price', 'symbol' as columns.
I need to calculate how many times 'last_sale_price' has gone up compared to previous day's 'last_sale_price' in 10 weeks.
Currently I have my query like this for 2 weeks:
select count(*) as "timesUp", sum(last_sale_price-prev_price) as "dollarsUp", 'wk1' as "week"
from
(
select last_sale_price, LAG(last_sale_price, 1) OVER (ORDER BY sale_date) as prev_price
from daily_prices
where sale_date <= CAST('2020-09-18' AS DATE) AND sale_date >= CAST('2020-09-14' AS DATE)
and symbol='AAPL'
) nest
where last_sale_price > prev_price
UNION
select count(*) as "timesUp", sum(last_sale_price-prev_price) as "dollarsUp", 'wk2' as "week"
from
(
select last_sale_price, LAG(last_sale_price, 1) OVER (ORDER BY sale_date) as prev_price
from daily_prices
where sale_date <= CAST('2020-09-11' AS DATE) AND sale_date >= CAST('2020-09-07' AS DATE)
and symbol='AAPL'
) nest
where last_sale_price > prev_price
I'm using 'UNION' to combine the weekly data. But as the number of weeks increase the query is going to be huge. Is there a simpler way to write this query? Any help is much appreciated. Thanks in advance.
you can extract week from sale_date. then apply group by on the upper query
select EXTRACT(year from sale_date) YEAR, EXTRACT('week' FROM sale_date) week, count(*) as "timesUp", sum(last_sale_price-prev_price) as "dollarsUp"
from (
select
sale_date,
last_sale_price,
LAG(last_sale_price, 1) OVER (ORDER BY sale_date) as prev_price
from daily_prices
where symbol='AAPL'
)
where last_sale_price > prev_price
group by EXTRACT(year from sale_date), EXTRACT('week' FROM sale_date)
to extract only weekdays you can add this filter
EXTRACT(dow FROM sale_date) in (1,2,3,4,5)
PS: make sure that monday is first day of the week. In some countries sunday is the first day of the week