Thread: recursive sql

recursive sql

From

ml@ft-c.de

Date:

09 August 2020, 09:28:44

Hello,

the table
create table tt (
   ts timestamp,
   c numeric) ;

insert into tt values
  ('2019-12-31',1), ('2020-01-01',2),
  ('2020-07-02',3), ('2020-07-06',4),
  ('2020-07-07',5), ('2020-07-08',6);

My question: It is possible to get an
   additional column (named c2)
   with
   ( c from current row ) + ( c2 from the previous row ) as c2

the result:
ts  c c2
..  1  1 -- or null in the first row
..  2  3
..  3  6
..  4 10
...

with recursive ema as ()
select ts, c,
   -- many many computed_rows
   -- <code> as c2
from tt  -- <- I need tt on this place


thank you for help
Franz

AW: recursive sql

From

Stöcker, Martin

Date:

09 August 2020, 10:55:00

Hi Franz

I think you don't need to use recursivy but window function will do.

Mit freundlichen Grüßen

Martin Stöcker
-----------------------------------------
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Sie erreichen uns nun unter dem Zusatz @etl-datenservice.de

Von: ml@ft-c.de <ml@ft-c.de>
Gesendet: Sonntag, 9. August 2020 08:28:44
An: pgsql-sql@lists.postgresql.org
Betreff: recursive sql

Hello,

the table
create table tt (
   ts timestamp,
   c numeric) ;

insert into tt values
('2019-12-31',1), ('2020-01-01',2),
('2020-07-02',3), ('2020-07-06',4),
('2020-07-07',5), ('2020-07-08',6);

My question: It is possible to get an
   additional column (named c2)
   with
   ( c from current row ) + ( c2 from the previous row ) as c2

the result:
ts c c2
.. 1 1 -- or null in the first row
.. 2 3
.. 3 6
.. 4 10
...

with recursive ema as ()
select ts, c,
   -- many many computed_rows
   -- <code> as c2
from tt -- <- I need tt on this place

thank you for help
Franz

Re: recursive sql

From

ml@ft-c.de

Date:

09 August 2020, 14:57:43

Hallo,

with the window function lag there is a shift of one or more rows. Every 
row connects to the previous row := lag(column,1).

What I am looking for:
ts  c  c2
..  1  1  -- or null in the first row
..  2  3  -- it is the result of 1 + 2
..  3  6  -- it is the result of 3 + 3
..  4  10 -- it is the result of 6 + 4


Franz

On 8/9/20 12:38 PM, Samed YILDIRIM wrote:
> Hi Franz,
> Simply you can use window functions[1][2].
> pgsql-sql=# select *, lag(c) over (order by ts) as c2 from tt;
> ts | c | c2
> ---------------------+---+----
> 2019-12-31 00:00:00 | 1 |
> 2020-01-01 00:00:00 | 2 | 1
> 2020-07-02 00:00:00 | 3 | 2
> 2020-07-06 00:00:00 | 4 | 3
> 2020-07-07 00:00:00 | 5 | 4
> 2020-07-08 00:00:00 | 6 | 5
> (6 rows)
> I personally prefer to use window functions due to their simplicity. If 
> you still want to use recursive query: [3]
> pgsql-sql=# with recursive rc as (
> select * from (select ts,c,null::numeric as c2 from tt order by ts asc 
> limit 1) k1
> union
> select * from (select tt.ts,tt.c,rc.c as c2 from tt, lateral (select * 
> from rc) rc where tt.ts > rc.ts order by tt.ts asc limit 1) k2
> )
> select * from rc;
> ts | c | c2
> ---------------------+---+----
> 2019-12-31 00:00:00 | 1 |
> 2020-01-01 00:00:00 | 2 | 1
> 2020-07-02 00:00:00 | 3 | 2
> 2020-07-06 00:00:00 | 4 | 3
> 2020-07-07 00:00:00 | 5 | 4
> 2020-07-08 00:00:00 | 6 | 5
> (6 rows)
> [1]: https://www.postgresql.org/docs/12/functions-window.html
> [2]: https://www.postgresql.org/docs/12/tutorial-window.html
> [3]: https://www.postgresql.org/docs/12/queries-with.html
> Best regards.
> Samed YILDIRIM
> 09.08.2020, 09:29, "ml@ft-c.de" <ml@ft-c.de>:
> 
>     Hello,
> 
>     the table
>     create table tt (
>         ts timestamp,
>         c numeric) ;
> 
>     insert into tt values
>        ('2019-12-31',1), ('2020-01-01',2),
>        ('2020-07-02',3), ('2020-07-06',4),
>        ('2020-07-07',5), ('2020-07-08',6);
> 
>     My question: It is possible to get an
>         additional column (named c2)
>         with
>         ( c from current row ) + ( c2 from the previous row ) as c2
> 
>     the result:
>     ts c c2
>     .. 1 1 -- or null in the first row
>     .. 2 3
>     .. 3 6
>     .. 4 10
>     ...
> 
>     with recursive ema as ()
>     select ts, c,
>         -- many many computed_rows
>         -- <code> as c2
>     from tt -- <- I need tt on this place
> 
> 
>     thank you for help
>     Franz
>

Re: recursive sql

From

Igor Andriychuk

Date:

09 August 2020, 15:18:03

Hi Franz,

It looks like you are trying to solve a comulative sum. You don’t need the lag function, instead you should use sum and you will get a desired result:

Select ts, c, sum(c) over(order by ts) c2 from tt order by ts;

Best,

Igor

On Aug 9, 2020, at 3:38 AM, Samed YILDIRIM <samed@reddoc.net> wrote:

Hi Franz,

Simply you can use window functions[1][2].

pgsql-sql=# select *, lag(c) over (order by ts) as c2 from tt;
ts | c | c2
---------------------+---+----
2019-12-31 00:00:00 | 1 |
2020-01-01 00:00:00 | 2 | 1
2020-07-02 00:00:00 | 3 | 2
2020-07-06 00:00:00 | 4 | 3
2020-07-07 00:00:00 | 5 | 4
2020-07-08 00:00:00 | 6 | 5
(6 rows)

I personally prefer to use window functions due to their simplicity. If you still want to use recursive query: [3]

pgsql-sql=# with recursive rc as (
select * from (select ts,c,null::numeric as c2 from tt order by ts asc limit 1) k1
union
select * from (select tt.ts,tt.c,rc.c as c2 from tt, lateral (select * from rc) rc where tt.ts > rc.ts order by tt.ts asc limit 1) k2
)
select * from rc;
ts | c | c2
---------------------+---+----
2019-12-31 00:00:00 | 1 |
2020-01-01 00:00:00 | 2 | 1
2020-07-02 00:00:00 | 3 | 2
2020-07-06 00:00:00 | 4 | 3
2020-07-07 00:00:00 | 5 | 4
2020-07-08 00:00:00 | 6 | 5
(6 rows)

[1]: https://www.postgresql.org/docs/12/functions-window.html
[2]: https://www.postgresql.org/docs/12/tutorial-window.html
[3]: https://www.postgresql.org/docs/12/queries-with.html

Best regards.
Samed YILDIRIM

09.08.2020, 09:29, "ml@ft-c.de" <ml@ft-c.de>:
Hello,

the table
create table tt (
   ts timestamp,
   c numeric) ;

insert into tt values
  ('2019-12-31',1), ('2020-01-01',2),
  ('2020-07-02',3), ('2020-07-06',4),
  ('2020-07-07',5), ('2020-07-08',6);

My question: It is possible to get an
   additional column (named c2)
   with
   ( c from current row ) + ( c2 from the previous row ) as c2

the result:
ts c c2
.. 1 1 -- or null in the first row
.. 2 3
.. 3 6
.. 4 10
...

with recursive ema as ()
select ts, c,
   -- many many computed_rows
   -- <code> as c2
from tt -- <- I need tt on this place

thank you for help
Franz

Re: recursive sql

From

ml@ft-c.de

Date:

09 August 2020, 16:25:58

Hello,

sorry for my short explanation. It was not enough to understand the my 
task/target.

These are the basic computation for an exponential moving average (ema)
an statistic indicator for trading data.

The components of trading data are
timestamp, High, Low, Open and Close value
For this indicator I need the timestamp and the close value, not more.

For the current day (period) the formula is

EMA = Close(t) * SF  + ( (1-SF) * EMA(t-1) )

where Smoothing Factor SF = 2 / (n+1)

The best way is, to explain it with an example:
day close    SF    close  1-SF  EMA(t-1)  = part_of_result
  1   105,5
  2   104     0.33 * 104 + 0.76 * 105,5    = 105.005
  3   103.5   0.33 * 103 + 0.76 * 105.005  = 104.508
  4   102     0.33 * 102 + 0.76 * 104.508  = 103.680
  5   101     0.33 * 101 + 0.76 * 103.680  = 102.795
  6   100     0.33 * 100 + 0.76 * 102.795  = 101.872

0.33 and 0.67 are the SF
You see, the result of one line is a component of the next line.
The result for day 6 is 101.872

I need the close value of the current day and
the the close value of the previous day. But before, it must be calculated.

I believe, the best way is, to do it with
"with recursive"

Franz


On 8/9/20 2:08 PM, Samed YILDIRIM wrote:
> Hi Frank,
> It seems I need to read more carefully :)
> With window functions;
> pgsql-sql=# select *,sum(c) over (order by ts) from tt;
> ts | c | sum
> ---------------------+---+-----
> 2019-12-31 00:00:00 | 1 | 1
> 2020-01-01 00:00:00 | 2 | 3
> 2020-07-02 00:00:00 | 3 | 6
> 2020-07-06 00:00:00 | 4 | 10
> 2020-07-07 00:00:00 | 5 | 15
> 2020-07-08 00:00:00 | 6 | 21
> (6 rows)
> 
> With recursive query:
> pgsql-sql=# with recursive rc as (
> select * from (select ts,c,c as c2 from tt order by ts asc limit 1) sq1
> union
> select * from (select tt.ts,tt.c,tt.c+rc.c2 as c2 from tt, lateral 
> (select * from rc order by ts desc limit 1) rc where tt.ts > rc.ts order 
> by tt.ts asc limit 1) sq2
> )
> select * from rc;
> ts | c | c2
> ---------------------+---+----
> 2019-12-31 00:00:00 | 1 | 1
> 2020-01-01 00:00:00 | 2 | 3
> 2020-07-02 00:00:00 | 3 | 6
> 2020-07-06 00:00:00 | 4 | 10
> 2020-07-07 00:00:00 | 5 | 15
> 2020-07-08 00:00:00 | 6 | 21
> (6 rows)
> Best regards.
> Samed YILDIRIM
> 09.08.2020, 14:57, "ml@ft-c.de" <ml@ft-c.de>:
> 
>     Hallo,
> 
>     with the window function lag there is a shift of one or more rows. Every
>     row connects to the previous row := lag(column,1).
> 
>     What I am looking for:
>     ts c c2
>     .. 1 1 -- or null in the first row
>     .. 2 3 -- it is the result of 1 + 2
>     .. 3 6 -- it is the result of 3 + 3
>     .. 4 10 -- it is the result of 6 + 4
> 
> 
>     Franz
> 
>     On 8/9/20 12:38 PM, Samed YILDIRIM wrote:
> 
>           Hi Franz,
>           Simply you can use window functions[1][2].
>           pgsql-sql=# select *, lag(c) over (order by ts) as c2 from tt;
>           ts | c | c2
>           ---------------------+---+----
>           2019-12-31 00:00:00 | 1 |
>           2020-01-01 00:00:00 | 2 | 1
>           2020-07-02 00:00:00 | 3 | 2
>           2020-07-06 00:00:00 | 4 | 3
>           2020-07-07 00:00:00 | 5 | 4
>           2020-07-08 00:00:00 | 6 | 5
>           (6 rows)
>           I personally prefer to use window functions due to their
>         simplicity. If
>           you still want to use recursive query: [3]
>           pgsql-sql=# with recursive rc as (
>           select * from (select ts,c,null::numeric as c2 from tt order
>         by ts asc
>           limit 1) k1
>           union
>           select * from (select tt.ts,tt.c,rc.c as c2 from tt, lateral
>         (select *
>           from rc) rc where tt.ts > rc.ts order by tt.ts asc limit 1) k2
>           )
>           select * from rc;
>           ts | c | c2
>           ---------------------+---+----
>           2019-12-31 00:00:00 | 1 |
>           2020-01-01 00:00:00 | 2 | 1
>           2020-07-02 00:00:00 | 3 | 2
>           2020-07-06 00:00:00 | 4 | 3
>           2020-07-07 00:00:00 | 5 | 4
>           2020-07-08 00:00:00 | 6 | 5
>           (6 rows)
>           [1]: https://www.postgresql.org/docs/12/functions-window.html
>           [2]: https://www.postgresql.org/docs/12/tutorial-window.html
>           [3]: https://www.postgresql.org/docs/12/queries-with.html
>           Best regards.
>           Samed YILDIRIM
>           09.08.2020, 09:29, "ml@ft-c.de <mailto:ml@ft-c.de>"
>         <ml@ft-c.de <mailto:ml@ft-c.de>>:
> 
>               Hello,
> 
>               the table
>               create table tt (
>                   ts timestamp,
>                   c numeric) ;
> 
>               insert into tt values
>                  ('2019-12-31',1), ('2020-01-01',2),
>                  ('2020-07-02',3), ('2020-07-06',4),
>                  ('2020-07-07',5), ('2020-07-08',6);
> 
>               My question: It is possible to get an
>                   additional column (named c2)
>                   with
>                   ( c from current row ) + ( c2 from the previous row )
>         as c2
> 
>               the result:
>               ts c c2
>               .. 1 1 -- or null in the first row
>               .. 2 3
>               .. 3 6
>               .. 4 10
>               ...
> 
>               with recursive ema as ()
>               select ts, c,
>                   -- many many computed_rows
>                   -- <code> as c2
>               from tt -- <- I need tt on this place
> 
> 
>               thank you for help
>               Franz
> 
>

Re: recursive sql

From

Igor Andriychuk

Date:

09 August 2020, 17:10:43

Oh, yes, in this case you need a recursion. This is something that came on my mind in short observation:

with recursive r as(

select ts, c, row_id from rnk where rnk.row_id = 1

union

select rnk.ts, rnk.c*0.33 + r.c*0.76, rnk.row_id

from

join

rnk

r.row_id = rnk.row_id - 1

rnk as(

select *, row_number() over(order by ts) row_id from tt

)

select ts, c from r order by ts;

Tested it :-)

On Aug 9, 2020, at 6:25 AM, ml@ft-c.de wrote:

Hello,

sorry for my short explanation. It was not enough to understand the my task/target.

These are the basic computation for an exponential moving average (ema)
an statistic indicator for trading data.

The components of trading data are
timestamp, High, Low, Open and Close value
For this indicator I need the timestamp and the close value, not more.

For the current day (period) the formula is

EMA = Close(t) * SF + ( (1-SF) * EMA(t-1) )

where Smoothing Factor SF = 2 / (n+1)

The best way is, to explain it with an example:
day close    SF    close 1-SF EMA(t-1) = part_of_result
1   105,5
2   104     0.33 * 104 + 0.76 * 105,5    = 105.005
3   103.5   0.33 * 103 + 0.76 * 105.005 = 104.508
4   102     0.33 * 102 + 0.76 * 104.508 = 103.680
5   101     0.33 * 101 + 0.76 * 103.680 = 102.795
6   100     0.33 * 100 + 0.76 * 102.795 = 101.872

0.33 and 0.67 are the SF
You see, the result of one line is a component of the next line.
The result for day 6 is 101.872

I need the close value of the current day and
the the close value of the previous day. But before, it must be calculated.

I believe, the best way is, to do it with
"with recursive"

Franz

On 8/9/20 2:08 PM, Samed YILDIRIM wrote:
Hi Frank,
It seems I need to read more carefully :)
With window functions;
pgsql-sql=# select *,sum(c) over (order by ts) from tt;
ts | c | sum
---------------------+---+-----
2019-12-31 00:00:00 | 1 | 1
2020-01-01 00:00:00 | 2 | 3
2020-07-02 00:00:00 | 3 | 6
2020-07-06 00:00:00 | 4 | 10
2020-07-07 00:00:00 | 5 | 15
2020-07-08 00:00:00 | 6 | 21
(6 rows)
With recursive query:
pgsql-sql=# with recursive rc as (
select * from (select ts,c,c as c2 from tt order by ts asc limit 1) sq1
union
select * from (select tt.ts,tt.c,tt.c+rc.c2 as c2 from tt, lateral (select * from rc order by ts desc limit 1) rc where tt.ts > rc.ts order by tt.ts asc limit 1) sq2
)
select * from rc;
ts | c | c2
---------------------+---+----
2019-12-31 00:00:00 | 1 | 1
2020-01-01 00:00:00 | 2 | 3
2020-07-02 00:00:00 | 3 | 6
2020-07-06 00:00:00 | 4 | 10
2020-07-07 00:00:00 | 5 | 15
2020-07-08 00:00:00 | 6 | 21
(6 rows)
Best regards.
Samed YILDIRIM
09.08.2020, 14:57, "ml@ft-c.de" <ml@ft-c.de>:
   Hallo,
   with the window function lag there is a shift of one or more rows. Every
   row connects to the previous row := lag(column,1).
   What I am looking for:
   ts c c2
   .. 1 1 -- or null in the first row
   .. 2 3 -- it is the result of 1 + 2
   .. 3 6 -- it is the result of 3 + 3
   .. 4 10 -- it is the result of 6 + 4
   Franz
   On 8/9/20 12:38 PM, Samed YILDIRIM wrote:
         Hi Franz,
         Simply you can use window functions[1][2].
         pgsql-sql=# select *, lag(c) over (order by ts) as c2 from tt;
         ts | c | c2
         ---------------------+---+----
         2019-12-31 00:00:00 | 1 |
         2020-01-01 00:00:00 | 2 | 1
         2020-07-02 00:00:00 | 3 | 2
         2020-07-06 00:00:00 | 4 | 3
         2020-07-07 00:00:00 | 5 | 4
         2020-07-08 00:00:00 | 6 | 5
         (6 rows)
         I personally prefer to use window functions due to their
       simplicity. If
         you still want to use recursive query: [3]
         pgsql-sql=# with recursive rc as (
         select * from (select ts,c,null::numeric as c2 from tt order
       by ts asc
         limit 1) k1
         union
         select * from (select tt.ts,tt.c,rc.c as c2 from tt, lateral
       (select *
         from rc) rc where tt.ts > rc.ts order by tt.ts asc limit 1) k2
         )
         select * from rc;
         ts | c | c2
         ---------------------+---+----
         2019-12-31 00:00:00 | 1 |
         2020-01-01 00:00:00 | 2 | 1
         2020-07-02 00:00:00 | 3 | 2
         2020-07-06 00:00:00 | 4 | 3
         2020-07-07 00:00:00 | 5 | 4
         2020-07-08 00:00:00 | 6 | 5
         (6 rows)
         [1]: https://www.postgresql.org/docs/12/functions-window.html
         [2]: https://www.postgresql.org/docs/12/tutorial-window.html
         [3]: https://www.postgresql.org/docs/12/queries-with.html
         Best regards.
         Samed YILDIRIM
         09.08.2020, 09:29, "ml@ft-c.de <mailto:ml@ft-c.de>"
       <ml@ft-c.de <mailto:ml@ft-c.de>>:
             Hello,
             the table
             create table tt (
                 ts timestamp,
                 c numeric) ;
             insert into tt values
                ('2019-12-31',1), ('2020-01-01',2),
                ('2020-07-02',3), ('2020-07-06',4),
                ('2020-07-07',5), ('2020-07-08',6);
             My question: It is possible to get an
                 additional column (named c2)
                 with
                 ( c from current row ) + ( c2 from the previous row )
       as c2
             the result:
             ts c c2
             .. 1 1 -- or null in the first row
             .. 2 3
             .. 3 6
             .. 4 10
             ...
             with recursive ema as ()
             select ts, c,
                 -- many many computed_rows
                 -- <code> as c2
             from tt -- <- I need tt on this place
             thank you for help
             Franz

Re: recursive sql

From

Igor Andriychuk

Date:

09 August 2020, 17:22:38

I copied over your typo :-), should be:

with recursive r as(

select ts, c, row_id from rnk where rnk.row_id = 1

union

select rnk.ts, rnk.c*0.33 + r.c*0.67, rnk.row_id

from

join

rnk

r.row_id = rnk.row_id - 1

rnk as(

select *, row_number() over(order by ts) row_id from tt

)

select ts, c from r order by ts;

On Aug 8, 2020, at 11:28 PM, ml@ft-c.de wrote:

Hello,

the table
create table tt (
ts timestamp,
c numeric) ;

insert into tt values
('2019-12-31',1), ('2020-01-01',2),
('2020-07-02',3), ('2020-07-06',4),
('2020-07-07',5), ('2020-07-08',6);

My question: It is possible to get an
additional column (named c2)
with
( c from current row ) + ( c2 from the previous row ) as c2

the result:
ts c c2
.. 1 1 -- or null in the first row
.. 2 3
.. 3 6
.. 4 10
...

with recursive ema as ()
select ts, c,
-- many many computed_rows
-- <code> as c2
from tt -- <- I need tt on this place

thank you for help
Franz

Re: recursive sql

From

Franz Timmer

Date:

09 August 2020, 17:54:51

Hello,

It works - the result ist correct
Thank you,

Franz

On 8/9/20 4:22 PM, Igor Andriychuk wrote:
> I copied over your typo :-), should be:
> 
> *with* *recursive* r *as*(
> *select*ts, c, row_id*from*rnk*where*rnk.row_id= 1
> *union*
> *select*rnk.ts, rnk.c*0.33+ r.c**0.67*, rnk.row_id
> *from*
> r
> *join*
> rnk
> *on*
> r.row_id= rnk.row_id- 1
> ),
> rnk*as*(
> *select**, *row_number*() *over*(*order**by*ts) row_id*from*tt
> )
> *select*ts, c*from*r*order**by*ts;
> 
>> On Aug 8, 2020, at 11:28 PM, ml@ft-c.de <mailto:ml@ft-c.de> wrote:
>>
>> Hello,
>>
>> the table
>> create table tt (
>>  ts timestamp,
>>  c numeric) ;
>>
>> insert into tt values
>> ('2019-12-31',1), ('2020-01-01',2),
>> ('2020-07-02',3), ('2020-07-06',4),
>> ('2020-07-07',5), ('2020-07-08',6);
>>
>> My question: It is possible to get an
>>  additional column (named c2)
>>  with
>>  ( c from current row ) + ( c2 from the previous row ) as c2
>>
>> the result:
>> ts  c c2
>> ..  1  1 -- or null in the first row
>> ..  2  3
>> ..  3  6
>> ..  4 10
>> ...
>>
>> with recursive ema as ()
>> select ts, c,
>>  -- many many computed_rows
>>  -- <code> as c2
>> from tt  -- <- I need tt on this place
>>
>>
>> thank you for help
>> Franz
>>
>>
> 

-- 
Dipl.Volkswirt Franz Timmer
Ahrweilerstr. 24, 14197 Berlin
0160-2813574, ftimmer@ft-c.de

Re: recursive sql

From

ml@ft-c.de

Date:

09 August 2020, 18:04:27

Hello,

It works - the result ist correct
Thank you,

Franz

On 8/9/20 4:22 PM, Igor Andriychuk wrote:
> I copied over your typo :-), should be:
> 
> *with* *recursive* r *as*(
> *select*ts, c, row_id*from*rnk*where*rnk.row_id= 1
> *union*
> *select*rnk.ts, rnk.c*0.33+ r.c**0.67*, rnk.row_id
> *from*
> r
> *join*
> rnk
> *on*
> r.row_id= rnk.row_id- 1
> ),
> rnk*as*(
> *select**, *row_number*() *over*(*order**by*ts) row_id*from*tt
> )
> *select*ts, c*from*r*order**by*ts;
> 
>> On Aug 8, 2020, at 11:28 PM, ml@ft-c.de <mailto:ml@ft-c.de> wrote:
>>
>> Hello,
>>
>> the table
>> create table tt (
>>  ts timestamp,
>>  c numeric) ;
>>
>> insert into tt values
>> ('2019-12-31',1), ('2020-01-01',2),
>> ('2020-07-02',3), ('2020-07-06',4),
>> ('2020-07-07',5), ('2020-07-08',6);
>>
>> My question: It is possible to get an
>>  additional column (named c2)
>>  with
>>  ( c from current row ) + ( c2 from the previous row ) as c2
>>
>> the result:
>> ts  c c2
>> ..  1  1 -- or null in the first row
>> ..  2  3
>> ..  3  6
>> ..  4 10
>> ...
>>
>> with recursive ema as ()
>> select ts, c,
>>  -- many many computed_rows
>>  -- <code> as c2
>> from tt  -- <- I need tt on this place
>>
>>
>> thank you for help
>> Franz
>>
>>
>