Hope I can explain this properly
I'm trying to calculate a rolling average, but with a variable number of preceding rows, depending on a rolling sum of another column. Or in other words, I want to calculate the recent average of column b, over previous rows where column a sums to at least X
example data:
CREATE TEMP TABLE t (ts timestamp NOT NULL, a int, b int);
INSERT INTO t VALUES
('20200929 11:00',1,50)
,('20200929 12:00',3,25)
,('20200929 13:00',1,20)
,('20200929 14:00',1,19)
,('20200929 15:00',2,25)
,('20200929 16:00',1,22)
,('20200929 17:00',3,19)
Desired result, with X = 3:
ts a b row_from row_to average_b
2020-09-29 11:00 1 50 NULL NULL NULL
2020-09-29 12:00 3 25 1 1 50
2020-09-29 13:00 1 20 2 2 25
2020-09-29 14:00 1 19 2 3 22.5
2020-09-29 15:00 2 25 2 4 21.333
2020-09-29 16:00 1 22 4 5 22.5
2020-09-29 17:00 3 19 5 6 23.5
I'm not counting the a value from the current row, so row_to is always the previous row.
The third row just needs row 2
The fourth row needs rows 2 and 3, because row 2 isn't >=3 by itself. I don't mind going over the X value.
I can do the average over a varaible number of rows, but I don't know how to calculate the row_from required. I imagine it's easy in python, but is there a set based way to do this in TSQL?
I'm using PostgreSQL 10.5, but also could use SQLServer 2019
I cannot think of how to do this without recursion.
Except for the arithmetic error for the 16:00 entry ((19 + 25)/2 = 22), this produces your desired output:
with recursive nums as (
select *,
row_number() over (order by ts) as rn
from t
), stoprns as (
select *, rn as row_to, a as runsum
from nums
union all
select s.ts, s.a, s.b, n.rn, s.row_to, s.runsum + n.a
from stoprns s
join nums n
on n.rn = s.rn - 1
and s.runsum < 3
), ranges as(
select n.rn, n.ts, n.a, n.b,
min(s.rn) as row_from,
s.row_to
from nums n
left join stoprns s
on s.row_to = n.rn - 1
group by s.row_to, n.rn, n.ts, n.a, n.b
)
select *,
(select avg(b) from nums where rn between row_from and row_to) as average_b
from ranges
group by rn, ts, a, b, row_from, row_to
order by rn
;
Depending on the size of your table, this may not be practicable, performance-wise.