Thread: Time Aggregates

Hi,

I'm currently doing this:
 SELECT symbol, date_trunc('minute', posted),        min(price), max(price), avg(price) FROM trade GROUP BY symbol,
date_trunc('minute',posted);
 

to get a list of minute-averages of trade prices.  I get the feeling
that this is bad form, that I should be doing this some other way.  Is
that the case?

-itai

> I'm currently doing this:
>   SELECT symbol, date_trunc('minute', posted),
>          min(price), max(price), avg(price)
>   FROM trade
>   GROUP BY symbol, date_trunc('minute', posted);
> to get a list of minute-averages of trade prices.  I get the feeling
> that this is bad form, that I should be doing this some other way.  Is
> that the case?

Looks OK to me. If you are doing this *a lot* (i.e. many more queries
than inserts), then you might want to set up another column which
contains date_trunc('minute',posted) to avoid the calculation. Something
like
 create table trade (   symbol text,   posted timestamp,   price integer,   mpost  timestamp )

then define a rule to update mpost when posted gets set (haven't done
that part).
                   - Thomas

> >   SELECT symbol, date_trunc('minute', posted),
> >          min(price), max(price), avg(price)
> >   FROM trade
> >   GROUP BY symbol, date_trunc('minute', posted);

Hmmm... I'm not sure how to go about doing this for, say, 5 minute
intervals.  Basically, I want a function:
 date_round( timestamp, timespan ) --> timestamp

that will round the timestamp to the "nearest" timespan interval,
counting back from, say, the current time.
 date_round( '1/1/99 15:21', '5 minutes' ) --> '1/1/99 15:20'

if the current time is, say, 12:00.  As I see it, this involves
1. calculating the interval between now and the timestamp;2. rounding that interval to the nearest multiple of the
suppliedinterval;3. adding the rounded interval to the current time.
 

It's step 2 that I can't quite figure out.  I'm thinking about using
date_part( 'epoch', ... ) and some arithmetic.  Will that be OK?  Has
anyone done this before?

-itai

PS.  I'll also be happy if the function is called 'date_trunc' :)

PPS. I expect this query to be called much less often than inserts to
the table.

"Thomas Lockhart" <lockhart@alumni.caltech.edu> replied to:
"Itai Zukerman" <zukerman@math-hat.com>

> > I'm currently doing this:
> >   SELECT symbol, date_trunc('minute', posted),
> >          min(price), max(price), avg(price)
> >   FROM trade
> >   GROUP BY symbol, date_trunc('minute', posted);
> > to get a list of minute-averages of trade prices.  I get the feeling
> > that this is bad form, that I should be doing this some other way.  Is
> > that the case?
>
> Looks OK to me. If you are doing this *a lot* (i.e. many more queries
> than inserts), then you might want to set up another column which
> contains date_trunc('minute',posted) to avoid the calculation. Something
> like
>
>   create table trade (
>     symbol text,
>     posted timestamp,
>     price integer,
>     mpost  timestamp
>   )
>
> then define a rule to update mpost when posted gets set (haven't done
> that part).

Tom,

I want to have two inputs to a table -- 5 widgets at 6 dollars, nextline,7
widgets at 45 dollars, nextline 1 widget at 4...sort of thing -- and output
to screen the $30, $315, $4 with those last three numbers also going back
into the database.

Is there any way of doing this withing the SQL, or does it have to be
written in a scipt external to the database itself?
                                                 Cheers,
                                                            -dlj.