Re: sql wrapped plpgsql set returning function - Mailing list pgsql-sql

It turns out that the from subselect is causing the error in :

select getmovavg(aggarray(trade_date), aggarray(close_price),
> '2004-01-20', 5)
> from 
>     ( select trade_date, close_price::numeric 
>     from quotedata 
>     where symbol='MSFT'
>     and trade_date > '2004-01-01'
>     order by trade_date desc) values 

whereas 

select * from getmovavg(array['2007-04-03', '2007-04-02',
'2007-04-01']::timestamp[], array[4.0,3.0,2.0]::numeric[], '2007-04-03',
3)

will work. anyone know why that would be?

On Wed, 2007-04-25 at 14:10 -0400, Richard Albright wrote:
> I have figured out my looping issue, but am having difficulty wrapping
> my set returning plpgsql function getmovavgset with a getmovavg sql func
> when i run the following:
> 
> select getmovavg(aggarray(trade_date), aggarray(close_price),
> '2004-01-20', 5)
> from 
>     ( select trade_date, close_price::numeric 
>     from quotedata 
>     where symbol='MSFT'
>     and trade_date > '2004-01-01'
>     order by trade_date desc) values 
> 
> i get the following output:
> 
> NOTICE:  v_rec: ("2004-01-20 00:00:00",27.6916666666666667)
> CONTEXT:  SQL function "getmovavg" statement 1
> NOTICE:  v_rec: ("2004-01-16 00:00:00",27.6183333333333333)
> CONTEXT:  SQL function "getmovavg" statement 1
> NOTICE:  v_rec: ("2004-01-15 00:00:00",27.6766666666666667)
> CONTEXT:  SQL function "getmovavg" statement 1
> NOTICE:  v_rec: ("2004-01-14 00:00:00",27.7883333333333333)
> CONTEXT:  SQL function "getmovavg" statement 1
> NOTICE:  v_rec: ("2004-01-13 00:00:00",27.8783333333333333)
> CONTEXT:  SQL function "getmovavg" statement 1
> NOTICE:  v_rec: ("2004-01-12 00:00:00",27.9966666666666667)
> CONTEXT:  SQL function "getmovavg" statement 1
> NOTICE:  v_rec: ("2004-01-09 00:00:00",27.9766666666666667)
> CONTEXT:  SQL function "getmovavg" statement 1
> NOTICE:  v_rec: ("2004-01-08 00:00:00",28.0400000000000000)
> CONTEXT:  SQL function "getmovavg" statement 1
> NOTICE:  v_rec: ("2004-01-07 00:00:00",28.0100000000000000)
> CONTEXT:  SQL function "getmovavg" statement 1
> NOTICE:  v_rec: ("2004-01-06 00:00:00",27.9433333333333333)
> CONTEXT:  SQL function "getmovavg" statement 1
> NOTICE:  v_rec: ("2004-01-05 00:00:00",27.7950000000000000)
> CONTEXT:  SQL function "getmovavg" statement 1
> 
> ERROR:  set-valued function called in context that cannot accept a set
> 
> I am having difficulty determining if the error is in my getmovavgset or
> getmovavg function.
> the notice msgs are coming from the getmovavgset func, so it is
> iterating. I just dont know if the syntax is correct for the
> generate_series statement in that func.  What am I missing? code is
> below.
> 
> CREATE TYPE resultset AS
>    ("index" timestamp[],
>     "values" numeric[]);
> 
> CREATE TYPE resultsetitem AS
>    ("index" timestamp,
>     value numeric);
> 
> CREATE AGGREGATE aggarray(
>   BASETYPE=anyelement,
>   SFUNC=array_append,
>   STYPE=anyarray,
>   INITCOND='{}'
> );
> 
> CREATE OR REPLACE FUNCTION getmovavgarray(p_idxarray _timestamp,
> p_valarray _numeric, p_idx "timestamp", p_periods int8)
>   RETURNS resultset AS
> $BODY$
> declare
>     idxptr int8;
>     idxendptr int8;
>     offsetptr int8;
>     begoffset int8;
>     ar_idx timestamp[]:='{}';
>     ar_values numeric[]:='{}';
>     v_rec resultset%rowtype;
>     v_rtn resultset%rowtype;
>     v_sql text;
>     v_index timestamp;
>     v_value numeric;
>     v_idx timestamp;
> begin        
>     for offsetptr in 1 .. array_upper(p_idxarray, 1)
>     loop
>         --raise notice 'offset: %', offsetptr;
>         begoffset := offsetptr;
>         exit when p_idxarray[offsetptr]::timestamp <= p_idx;
>     end loop;
>     --raise notice 'offset: %, end: %', begoffset, array_upper(p_idxarray,
> 1);
>     for idxptr in 1 .. (array_upper(p_idxarray, 1) - begoffset)
>     loop
>         idxendptr := idxptr + p_periods;    
>         v_index := p_idxarray[(idxptr + begoffset - 1)];
>         v_value := movavg(p_valarray[ (idxptr + begoffset - 1) : (idxendptr +
> begoffset -1) ]);
>         ar_idx := array_append(ar_idx, v_index);
>         ar_values := array_append(ar_values, v_value);
>         --raise notice 'idx: %, avg: %', v_index, v_value;
>     end loop;
>     v_rtn := (ar_idx, ar_values);
>     return v_rtn;
>     
>     
> end
> $BODY$
>   LANGUAGE 'plpgsql' VOLATILE;
> 
> CREATE OR REPLACE FUNCTION getmovavgset(p_idxarray _timestamp,
> p_valarray _numeric, p_idx "timestamp", p_periods int8)
>   RETURNS SETOF resultsetitem AS
> $BODY$
> declare
>     results resultset;
>     v_rec record;
>     v_rtn resultsetitem%rowtype;
>     v_sql text;
>     ar_idx timestamp[];
>     ar_values numeric[];
> begin
>     --raise notice 'idxarray: %', p_idxarray;
>     for results in 
>         select * from getmovavgarray(p_idxarray, p_valarray, p_idx, p_periods)
>     loop
>         ar_idx := results.index;
>         ar_values := results.values;
>     end loop;
>     for v_rec in 
>     select (ar_idx)[s] as index, (ar_values)[s] as value from
> generate_series(1, array_upper(ar_idx, 1)) as s
>     loop
>         raise notice 'v_rec: %', v_rec;
>         v_rtn := (v_rec.index, v_rec.value);
>         --raise notice 'resultset: %', v_rtn;
>         return next v_rtn;
>     end loop;
> end
> $BODY$
>   LANGUAGE 'plpgsql' VOLATILE;
> 
> CREATE OR REPLACE FUNCTION getmovavg(p_idxarray _timestamp, p_valarray
> _numeric, p_idx "timestamp", p_periods int8)
>   RETURNS SETOF resultsetitem as
> $BODY$
>     select * from getmovavgset($1, $2, $3, $4);
> $BODY$
>  LANGUAGE 'sql' volatile;
-- 
Rick Albright
Senior Quantitative Analyst
Indie Research, LLC
254 Witherspoon Street
Princeton, NJ 08542
(609)497-1030
ralbright@insiderscore.com