CODEWITHSUNDEEP
sqlsql-servermoving-average
Arvinth Kumar
Arvinth Kumar

Reputation: 1014

Error while calculating 4 day rolling average in SQL

I am trying to calculate 4 day rolling average in SQL. I have the date in below format. There are many companies in my table. I have to calculate rolling avg separately for each company. But my below query is performing rolling avg without differentiating companies.

How can I correct my query? Expected output below:

  select 
[date],[PX_VOLUME],[Company],
avg([PX_VOLUME]) OVER (ORDER BY [date],[Company] ROWS BETWEEN 3 PRECEDING AND CURRENT ROW) as monthrolling
into dbo.[Equity_Indicators_window]
from dbo.[Equity_Indicators_V1]
group by [Company],[date],[PX_VOLUME]
order by [date]

Input Data:

date    PX_Volume   Company
2018-06-22  7455031       ABC HOLDINGS
2018-06-22  801629        LEMAITRE VASLA
2018-06-22  23951629         CLUB CORP
2018-06-23  7455041       ABC HOLDINGS
2018-06-23  801631        LEMAITRE VASLA
2018-06-23  23951643         CLUB CORP
2018-06-24  745506        ABC HOLDINGS
2018-06-24  801666        LEMAITRE VASLA
2018-06-24  23951698         CLUB CORP
2018-06-25  7455031       ABC HOLDINGS
2018-06-25  801629        LEMAITRE VASLA
2018-06-25  23951629         CLUB CORP
2018-06-26  7455031       ABC HOLDINGS
2018-06-26  801629        LEMAITRE VASLA
2018-06-26  23951629         CLUB CORP

Expected Output:

date          PX_Volume          Company    monthrolling
2018-06-22  7455031       ABC HOLDINGS    7455031
2018-06-22  801629        LEMAITRE VASLA    801629
2018-06-22  23951629         CLUB CORP      23951629
2018-06-23  7455041       ABC HOLDINGS     7455036
2018-06-23  801631        LEMAITRE VASLA    801630
2018-06-23  23951643         CLUB CORP     23951636
2018-06-24  745506        ABC HOLDINGS      5218526
2018-06-24  801666        LEMAITRE VASLA    801642
2018-06-24  23951698         CLUB CORP     23951656.67
2018-06-25  7455031       ABC HOLDINGS     5777652.25
2018-06-25  801629        LEMAITRE VASLA    801638.75
2018-06-25  23951629         CLUB CORP      23951649.75
2018-06-26  7455031       ABC HOLDINGS     5777652.25
2018-06-26  801629        LEMAITRE VASLA    801638.75
2018-06-26  23951629         CLUB CORP     23951649.75

Upvotes: 0

Views: 131

Answers (3)

sacse
sacse

Reputation: 3744

try the following (you need to take the company in the partition by clause):

SELECT [date], 
       [PX_VOLUME], 
       [Company], 
       ROUND(AVG(CONVERT(NUMERIC(18,2), [PX_VOLUME])) OVER(PARTITION BY COMPANY ORDER BY [date] ROWS BETWEEN 3 PRECEDING AND CURRENT ROW), 2) AS monthrolling
INTO dbo.[Equity_Indicators_window]
FROM dbo.[Equity_Indicators_V1]
GROUP BY [Company], 
         [date], 
         [PX_VOLUME]
ORDER BY [date];

Upvotes: 1

Gordon Linoff
Gordon Linoff

Reputation: 1270401

Your problem is the px_volume in the group by. I think you intend:

select [date], [Company], sum(px_volume) as px_volume,
       avg(sum(px_volume)) over (partition by company
                                 order by [date]
                                 rows between 3 preceding and current_row
                                ) as monthrolling
into dbo.[Equity_Indicators_window]
from dbo.[Equity_Indicators_V1]
group by [Company], [date]
order by [date] ;

Note the partition by company.

If you have one row per company per date, the aggregation is not needed. That would be:

select [date], Company, px_volume,
       avg(px_volume) over (partition by company
                            order by [date]
                            rows between 3 preceding and current_row
                           ) as monthrolling
into dbo.[Equity_Indicators_window]
from dbo.[Equity_Indicators_V1]
order by [date]

Upvotes: 1

Alvaro Parra
Alvaro Parra

Reputation: 805

Your query is hard to read In this case i recommend you to use CTE AND In your over clause use partition by

with c as(
Select 
[date]
,[Company]
,AVG([PX_VOLUME]) AS PX_VOLUME
from dbo.[Equity_Indicators_V1]
group by [Company],[date]

)
SELECT [date]
      ,[PX_VOLUME]
      ,[Company]
      ,avg([PX_VOLUME]) OVER (Partition by [date],[Company] ORDER BY [date],[Company] ROWS BETWEEN 3 PRECEDING AND CURRENT ROW ) as monthrolling
into dbo.[Equity_Indicators_window]    
FROM C

Try to do it by steps

Upvotes: 1

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