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October 10, 2017 23:55
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SQL Query for optimizing
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select timestamp, symbol, price, ratio_05, ratio_10, ratio_15, ratio_25, ratio_50, | |
((price - t.previous_price_5min) / price) as change5min , | |
((price - t.previous_price_10min) / price) as change10min , | |
((price - t.previous_price_1hr) / price) as change1hr, | |
((t.forward_price_5min - price) / price) as future5min, | |
((t.forward_price_10min - price) / price) as future10min, | |
((t.forward_price_30min - price) / price) as future30min, | |
((t.forward_price_60min - price) / price) as future60min, | |
((t.forward_price_120min - price) / price) as future120min, | |
((t.forward_price_180min - price) / price) as future180min, | |
((t.forward_price_240min - price) / price) as future240min FROM ( | |
select history.timestamp, history.symbol, | |
CAST(history.price AS FLOAT) as price, | |
CAST(ratio_05 as FLOAT) as ratio_05, | |
CAST(ratio_10 as FLOAT) as ratio_10, | |
CAST(ratio_15 as FLOAT) as ratio_15, | |
CAST(ratio_25 as FLOAT) as ratio_25, | |
CAST(ratio_50 as FLOAT) as ratio_50, | |
lag(history.price, 1) over (partition by symbol order by iteration) as previous_price_5min, | |
lag(history.price, 2) over (partition by symbol order by iteration) as previous_price_10min, | |
lag(history.price, 12) over (partition by symbol order by iteration) as previous_price_1hr, | |
lag(history.price, 48) over (partition by symbol order by iteration) as previous_price_4hr, | |
lag(history.price, 288) over (partition by symbol order by iteration) as previous_price_24hr, | |
lead(history.price, 1) over (partition by symbol order by iteration) as forward_price_5min, | |
lead(history.price, 2) over (partition by symbol order by iteration) as forward_price_10min, | |
lead(history.price, 6) over (partition by symbol order by iteration) as forward_price_30min, | |
lead(history.price, 12) over (partition by symbol order by iteration) as forward_price_60min, | |
lead(history.price, 24) over (partition by symbol order by iteration) as forward_price_120min, | |
lead(history.price, 36) over (partition by symbol order by iteration) as forward_price_180min, | |
lead(history.price, 48) over (partition by symbol order by iteration) as forward_price_240min, | |
iteration | |
from history WHERE (symbol = '1ST' OR symbol = '2GIVE' OR symbol = 'ABY' OR symbol = 'ADT' OR symbol = 'ADX' OR symbol = 'AMP' OR symbol = 'ANT' OR symbol = 'ARDR' OR symbol = 'ARK' OR symbol = 'AUR' OR symbol = 'BAY' OR symbol = 'BCC' OR symbol = 'BCY' OR symbol = 'BITB' OR symbol = 'BLITZ' OR symbol = 'BLK' OR symbol = 'BLOCK' OR symbol = 'BRK' OR symbol = 'BRX' OR symbol = 'BSD' OR symbol = 'BTCD' OR symbol = 'BURST' OR symbol = 'CFI' OR symbol = 'CLOAK' OR symbol = 'CLUB' OR symbol = 'COVAL' OR symbol = 'CRW' OR symbol = 'CVC' OR symbol = 'DASH' OR symbol = 'DCT' OR symbol = 'DGB' OR symbol = 'DGD' OR symbol = 'DOPE' OR symbol = 'DTB' OR symbol = 'DYN' OR symbol = 'EBST' OR symbol = 'EDG' OR symbol = 'EGC' OR symbol = 'EMC' OR symbol = 'ETC' OR symbol = 'EXCL' OR symbol = 'EXP' OR symbol = 'FCT' OR symbol = 'FLDC' OR symbol = 'FLO' OR symbol = 'FTC' OR symbol = 'FUN' OR symbol = 'GAM' OR symbol = 'GAME' OR symbol = 'GBG' OR symbol = 'GCR' OR symbol = 'GEO' OR symbol = 'GNO' OR symbol = 'GNT' OR symbol = 'GOLOS' OR symbol = 'GRC' OR symbol = 'GRS' OR symbol = 'GUP' OR symbol = 'INCNT' OR symbol = 'INFX' OR symbol = 'IOC' OR symbol = 'IOP' OR symbol = 'KORE' OR symbol = 'LGD' OR symbol = 'LMC' OR symbol = 'LSK' OR symbol = 'LTC' OR symbol = 'MAID' OR symbol = 'MEME' OR symbol = 'MLN' OR symbol = 'MUSIC' OR symbol = 'MYST' OR symbol = 'NBT' OR symbol = 'NLG' OR symbol = 'NMR' OR symbol = 'NXC' OR symbol = 'NXT' OR symbol = 'PART' OR symbol = 'PDC' OR symbol = 'PINK' OR symbol = 'PKB' OR symbol = 'PTC' OR symbol = 'PTOY' OR symbol = 'QRL' OR symbol = 'QTUM' OR symbol = 'RDD' OR symbol = 'REP' OR symbol = 'RISE' OR symbol = 'RLC' OR symbol = 'SAFEX' OR symbol = 'SC' OR symbol = 'SLR' OR symbol = 'SNGLS' OR symbol = 'SNRG' OR symbol = 'SNT' OR symbol = 'SPR' OR symbol = 'STORJ' OR symbol = 'SWIFT' OR symbol = 'SWT' OR symbol = 'SYNX' OR symbol = 'SYS' OR symbol = 'THC' OR symbol = 'TIME' OR symbol = 'TKN' OR symbol = 'TKS' OR symbol = 'TRIG' OR symbol = 'TRUST' OR symbol = 'TX' OR symbol = 'UBQ' OR symbol = 'VIA' OR symbol = 'VRC' OR symbol = 'VRM' OR symbol = 'VTC' OR symbol = 'VTR' OR symbol = 'WINGS' OR symbol = 'XAUR' OR symbol = 'XEL' OR symbol = 'XMG' OR symbol = 'XMY' OR symbol = 'XRP' OR symbol = 'XST' OR symbol = 'XVC' OR symbol = 'XZC' OR symbol = 'ZCL' OR symbol = 'ZEC' OR symbol = 'ZEN') AND iteration > 1042) t | |
WHERE iteration = 1332 |
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