1962 lines
61 KiB
Transact-SQL
1962 lines
61 KiB
Transact-SQL
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CREATE PROCEDURE [dbo].[Charts_HistoricalData_Process]
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AS
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Truncate table [Knoks_Price].dbo.YP_CRT_Data_1Minute
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Truncate table [Knoks_Price].dbo.YP_CRT_Data_5Minutes
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Truncate table [Knoks_Price].dbo.YP_CRT_Data_15Minutes
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Truncate table [Knoks_Price].dbo.YP_CRT_Data_30Minutes
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Truncate table [Knoks_Price].dbo.YP_CRT_Data_1Hour
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Truncate table [Knoks_Price].dbo.YP_CRT_Data_2Hours
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Truncate table [Knoks_Price].dbo.YP_CRT_Data_4Hours
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Truncate table [Knoks_Price].dbo.YP_CRT_Data_8Hours
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Truncate table [Knoks_Price].dbo.YP_CRT_Data_1Day
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Truncate table [Knoks_Price].dbo.YP_CRT_Data_1Week
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Truncate table [Knoks_Price].dbo.YP_CRT_Data_1Month
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---- select * from YP_CRT_Data_1Week where CRTD_PairSymbol = 'BACUSD'
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---- select * from CRT_Data_1Week where CRTD_PairSymbol = 'BACUSD'
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--------------------------------------------
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---- Upload Source Data
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--------------------------------------------
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----YP_CRT_Data_1Minute
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--INSERT INTO [Knoks_Price].dbo.[YP_CRT_Data_1Minute]
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-- ([CRTD_ID]
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-- ,[CRTD_Period]
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-- ,[CRTD_FirstQuote]
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-- ,[CRTD_LastQuote]
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-- ,[CRTD_PairSymbol]
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-- ,[CRTD_BidOpeningValue]
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-- ,[CRTD_BidClosingValue]
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-- ,[CRTD_BidLowValue]
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-- ,[CRTD_BidHighValue]
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-- ,[CRTD_MidOpeningValue]
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-- ,[CRTD_MidClosingValue]
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-- ,[CRTD_MidLowValue]
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-- ,[CRTD_MidHighValue]
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-- ,[CRTD_DateIn])
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-- Select HD_Id AS CRTD_ID
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_Period
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_FirstQuote
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(6),HD_Hour,108) + '59.997' as datetime) AS CRTD_LastQuote
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-- ,II.[InstrumentSymbol] AS CRTD_PairSymbol
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-- ,[HD_Open] AS CRTD_BidOpeningValue
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-- ,[HD_Close] AS CRTD_BidClosingValue
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-- ,[HD_Low] AS CRTD_BidLowValue
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-- ,[HD_High] AS CRTD_BidHighValue
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-- ,[HD_Open] AS CRTD_MidOpeningValue
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-- ,[HD_Close] AS CRTD_MidClosingValue
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-- ,[HD_Low] AS CRTD_MidLowValue
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-- ,[HD_High] AS CRTD_MidHighValue
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-- ,GetDate() AS CRTD_DateIn
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-- FROM YB_Hist.[dbo].[Hist_Data_1Minute] HD
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-- Inner Join YB_Main.dbo.Instruments II with (nolock)
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-- ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
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--YP_CRT_Data_5Minutes
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--INSERT INTO [Knoks_Price].dbo.[YP_CRT_Data_5Minutes]
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-- ([CRTD_ID]
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-- ,[CRTD_Period]
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-- ,[CRTD_FirstQuote]
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-- ,[CRTD_LastQuote]
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-- ,[CRTD_PairSymbol]
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-- ,[CRTD_BidOpeningValue]
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-- ,[CRTD_BidClosingValue]
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-- ,[CRTD_BidLowValue]
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-- ,[CRTD_BidHighValue]
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-- ,[CRTD_MidOpeningValue]
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-- ,[CRTD_MidClosingValue]
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-- ,[CRTD_MidLowValue]
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-- ,[CRTD_MidHighValue]
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-- ,[CRTD_DateIn])
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-- Select HD_Id AS CRTD_ID
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_Period
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_FirstQuote
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(6),DateAdd(minute,4,HD_Hour),108) + '59.997' as datetime) AS CRTD_LastQuote
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-- ,II.[InstrumentSymbol] AS CRTD_PairSymbol
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-- ,[HD_Open] AS CRTD_BidOpeningValue
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-- ,[HD_Close] AS CRTD_BidClosingValue
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-- ,[HD_Low] AS CRTD_BidLowValue
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-- ,[HD_High] AS CRTD_BidHighValue
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-- ,[HD_Open] AS CRTD_MidOpeningValue
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-- ,[HD_Close] AS CRTD_MidClosingValue
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-- ,[HD_Low] AS CRTD_MidLowValue
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-- ,[HD_High] AS CRTD_MidHighValue
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-- ,GetDate() AS CRTD_DateIn
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-- FROM YB_Hist.[dbo].[Hist_Data_5Minutes] HD
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-- Inner Join YB_Main.dbo.Instruments II with (nolock)
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-- ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
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----YP_CRT_Data_15Minutes
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--INSERT INTO [Knoks_Price].dbo.[YP_CRT_Data_15Minutes]
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-- ([CRTD_ID]
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-- ,[CRTD_Period]
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-- ,[CRTD_FirstQuote]
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-- ,[CRTD_LastQuote]
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-- ,[CRTD_PairSymbol]
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-- ,[CRTD_BidOpeningValue]
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-- ,[CRTD_BidClosingValue]
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-- ,[CRTD_BidLowValue]
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-- ,[CRTD_BidHighValue]
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-- ,[CRTD_MidOpeningValue]
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-- ,[CRTD_MidClosingValue]
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-- ,[CRTD_MidLowValue]
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-- ,[CRTD_MidHighValue]
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-- ,[CRTD_DateIn])
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-- Select HD_Id AS CRTD_ID
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_Period
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_FirstQuote
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(6),DateAdd(minute,14,HD_Hour),108) + '59.997' as datetime) AS CRTD_LastQuote
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-- ,II.[InstrumentSymbol] AS CRTD_PairSymbol
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-- ,[HD_Open] AS CRTD_BidOpeningValue
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-- ,[HD_Close] AS CRTD_BidClosingValue
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-- ,[HD_Low] AS CRTD_BidLowValue
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-- ,[HD_High] AS CRTD_BidHighValue
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-- ,[HD_Open] AS CRTD_MidOpeningValue
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-- ,[HD_Close] AS CRTD_MidClosingValue
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-- ,[HD_Low] AS CRTD_MidLowValue
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-- ,[HD_High] AS CRTD_MidHighValue
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-- ,GetDate() AS CRTD_DateIn
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-- FROM YB_Hist.[dbo].[Hist_Data_15Minutes] HD
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-- Inner Join YB_Main.dbo.Instruments II with (nolock)
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-- ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
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----YP_CRT_Data_30Minutes
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--INSERT INTO [Knoks_Price].dbo.[YP_CRT_Data_30Minutes]
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-- ([CRTD_ID]
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-- ,[CRTD_Period]
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-- ,[CRTD_FirstQuote]
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-- ,[CRTD_LastQuote]
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-- ,[CRTD_PairSymbol]
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-- ,[CRTD_BidOpeningValue]
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-- ,[CRTD_BidClosingValue]
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-- ,[CRTD_BidLowValue]
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-- ,[CRTD_BidHighValue]
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-- ,[CRTD_MidOpeningValue]
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-- ,[CRTD_MidClosingValue]
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-- ,[CRTD_MidLowValue]
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-- ,[CRTD_MidHighValue]
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-- ,[CRTD_DateIn])
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-- Select HD_Id AS CRTD_ID
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_Period
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_FirstQuote
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(6),DateAdd(minute,29,HD_Hour),108) + '59.997' as datetime) AS CRTD_LastQuote
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-- ,II.[InstrumentSymbol] AS CRTD_PairSymbol
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-- ,[HD_Open] AS CRTD_BidOpeningValue
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-- ,[HD_Close] AS CRTD_BidClosingValue
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-- ,[HD_Low] AS CRTD_BidLowValue
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-- ,[HD_High] AS CRTD_BidHighValue
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-- ,[HD_Open] AS CRTD_MidOpeningValue
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-- ,[HD_Close] AS CRTD_MidClosingValue
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-- ,[HD_Low] AS CRTD_MidLowValue
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-- ,[HD_High] AS CRTD_MidHighValue
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-- ,GetDate() AS CRTD_DateIn
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-- FROM YB_Hist.[dbo].[Hist_Data_30Minutes] HD
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-- Inner Join YB_Main.dbo.Instruments II with (nolock)
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-- ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
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----YP_CRT_Data_1Hour
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--INSERT INTO [Knoks_Price].dbo.[YP_CRT_Data_1Hour]
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-- ([CRTD_ID]
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-- ,[CRTD_Period]
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-- ,[CRTD_FirstQuote]
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-- ,[CRTD_LastQuote]
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-- ,[CRTD_PairSymbol]
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-- ,[CRTD_BidOpeningValue]
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-- ,[CRTD_BidClosingValue]
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-- ,[CRTD_BidLowValue]
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-- ,[CRTD_BidHighValue]
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-- ,[CRTD_MidOpeningValue]
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-- ,[CRTD_MidClosingValue]
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-- ,[CRTD_MidLowValue]
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-- ,[CRTD_MidHighValue]
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-- ,[CRTD_DateIn])
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-- Select HD_Id AS CRTD_ID
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(2),HD_Hour,108) + ':00:00' as datetime) AS CRTD_Period
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(8),HD_Hour,108) as datetime) AS CRTD_FirstQuote
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(6),DateAdd(minute,29,HD_Hour),108) + '59.997' as datetime) AS CRTD_LastQuote
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-- ,II.[InstrumentSymbol] AS CRTD_PairSymbol
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-- ,[HD_Open] AS CRTD_BidOpeningValue
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-- ,[HD_Close] AS CRTD_BidClosingValue
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-- ,[HD_Low] AS CRTD_BidLowValue
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-- ,[HD_High] AS CRTD_BidHighValue
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-- ,[HD_Open] AS CRTD_MidOpeningValue
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-- ,[HD_Close] AS CRTD_MidClosingValue
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-- ,[HD_Low] AS CRTD_MidLowValue
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-- ,[HD_High] AS CRTD_MidHighValue
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-- ,GetDate() AS CRTD_DateIn
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-- FROM YB_Hist.[dbo].[Hist_Data_1Hour] HD
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-- Inner Join YB_Main.dbo.Instruments II with (nolock)
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-- ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
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----YP_CRT_Data_4Hours
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--INSERT INTO [Knoks_Price].dbo.[YP_CRT_Data_4Hours]
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-- ([CRTD_ID]
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-- ,[CRTD_Period]
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-- ,[CRTD_FirstQuote]
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-- ,[CRTD_LastQuote]
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-- ,[CRTD_PairSymbol]
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-- ,[CRTD_BidOpeningValue]
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-- ,[CRTD_BidClosingValue]
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-- ,[CRTD_BidLowValue]
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-- ,[CRTD_BidHighValue]
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-- ,[CRTD_MidOpeningValue]
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-- ,[CRTD_MidClosingValue]
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-- ,[CRTD_MidLowValue]
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-- ,[CRTD_MidHighValue]
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-- ,[CRTD_DateIn])
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-- Select HD_Id AS CRTD_ID
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-- ,CAST
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-- (
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-- CASE WHEN
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
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-- ELSE CONVERT(char(10), HD_Date, 121)
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-- END
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-- + ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
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-- ) AS CRTD_Period
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-- ,CAST
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-- (
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-- CASE WHEN
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
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-- ELSE CONVERT(char(10), HD_Date, 121)
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-- END
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-- + ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
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-- ) AS CRTD_FirstQuote
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-- ,Cast(convert(char(10),HD_Date,121) + ' ' + convert(Char(6),HD_Hour,108) + '59.997' as datetime) AS CRTD_LastQuote
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-- ,II.[InstrumentSymbol] AS CRTD_PairSymbol
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-- ,[HD_Open] AS CRTD_BidOpeningValue
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-- ,[HD_Close] AS CRTD_BidClosingValue
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-- ,[HD_Low] AS CRTD_BidLowValue
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-- ,[HD_High] AS CRTD_BidHighValue
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-- ,[HD_Open] AS CRTD_MidOpeningValue
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-- ,[HD_Close] AS CRTD_MidClosingValue
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-- ,[HD_Low] AS CRTD_MidLowValue
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-- ,[HD_High] AS CRTD_MidHighValue
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-- ,GetDate() AS CRTD_DateIn
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-- FROM YB_Hist.[dbo].[Hist_Data_4Hours] HD
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-- Inner Join YB_Main.dbo.Instruments II with (nolock)
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-- ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
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--YP_CRT_Data_1Day
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--INSERT INTO [Knoks_Price].dbo.[YP_CRT_Data_1Day]
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-- ([CRTD_ID]
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-- ,[CRTD_Period]
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-- ,[CRTD_FirstQuote]
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-- ,[CRTD_LastQuote]
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-- ,[CRTD_PairSymbol]
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-- ,[CRTD_BidOpeningValue]
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-- ,[CRTD_BidClosingValue]
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-- ,[CRTD_BidLowValue]
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-- ,[CRTD_BidHighValue]
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-- ,[CRTD_MidOpeningValue]
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-- ,[CRTD_MidClosingValue]
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-- ,[CRTD_MidLowValue]
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-- ,[CRTD_MidHighValue]
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-- ,[CRTD_DateIn])
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-- Select HD_Id AS CRTD_ID
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-- ,CAST
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-- (
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-- CASE WHEN
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
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-- ELSE CONVERT(char(10), HD_Date, 121)
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-- END
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-- + ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
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-- ) AS CRTD_Period
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-- ,CAST
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-- (
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-- CASE WHEN
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
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-- ELSE CONVERT(char(10), HD_Date, 121)
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-- END
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-- + ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
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-- ) AS CRTD_FirstQuote
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-- ,Cast(convert(char(10),HD_Date,121) + ' 23:59:59.997' as datetime) AS CRTD_LastQuote
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-- ,II.[InstrumentSymbol] AS CRTD_PairSymbol
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-- ,[HD_Open] AS CRTD_BidOpeningValue
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-- ,[HD_Close] AS CRTD_BidClosingValue
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-- ,[HD_Low] AS CRTD_BidLowValue
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-- ,[HD_High] AS CRTD_BidHighValue
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-- ,[HD_Open] AS CRTD_MidOpeningValue
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-- ,[HD_Close] AS CRTD_MidClosingValue
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-- ,[HD_Low] AS CRTD_MidLowValue
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-- ,[HD_High] AS CRTD_MidHighValue
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-- ,GetDate() AS CRTD_DateIn
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-- FROM YB_Hist.[dbo].[Hist_Data_1Day] HD
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-- Inner Join YB_Main.dbo.Instruments II with (nolock)
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-- ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
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----YP_CRT_Data_1Week
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--INSERT INTO [Knoks_Price].dbo.[YP_CRT_Data_1Week]
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-- ([CRTD_ID]
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-- ,[CRTD_Period]
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-- ,[CRTD_FirstQuote]
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-- ,[CRTD_LastQuote]
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-- ,[CRTD_PairSymbol]
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-- ,[CRTD_BidOpeningValue]
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-- ,[CRTD_BidClosingValue]
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-- ,[CRTD_BidLowValue]
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-- ,[CRTD_BidHighValue]
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-- ,[CRTD_MidOpeningValue]
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-- ,[CRTD_MidClosingValue]
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-- ,[CRTD_MidLowValue]
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-- ,[CRTD_MidHighValue]
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-- ,[CRTD_DateIn])
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-- Select HD_Id AS CRTD_ID
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-- ,CAST
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-- (
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-- CASE WHEN
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
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-- ELSE CONVERT(char(10), HD_Date, 121)
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-- END
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-- + ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
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-- ) AS CRTD_Period
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-- ,CAST
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-- (
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-- CASE WHEN
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
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-- SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
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-- ELSE CONVERT(char(10), HD_Date, 121)
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-- END
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-- + ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
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-- ) AS CRTD_FirstQuote
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-- ,Cast(convert(char(10),DateAdd(day,6,HD_Date),121) + ' 23:59:59.997' as datetime) AS CRTD_LastQuote
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-- ,II.[InstrumentSymbol] AS CRTD_PairSymbol
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-- ,[HD_Open] AS CRTD_BidOpeningValue
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-- ,[HD_Close] AS CRTD_BidClosingValue
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-- ,[HD_Low] AS CRTD_BidLowValue
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-- ,[HD_High] AS CRTD_BidHighValue
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-- ,[HD_Open] AS CRTD_MidOpeningValue
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-- ,[HD_Close] AS CRTD_MidClosingValue
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-- ,[HD_Low] AS CRTD_MidLowValue
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-- ,[HD_High] AS CRTD_MidHighValue
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-- ,GetDate() AS CRTD_DateIn
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-- FROM YB_Hist.[dbo].[Hist_Data_1Week] HD
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-- Inner Join YB_Main.dbo.Instruments II with (nolock)
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-- ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
|
|
|
|
|
|
----YP_CRT_Data_1Month
|
|
--INSERT INTO [Knoks_Price].dbo.[YP_CRT_Data_1Month]
|
|
-- ([CRTD_ID]
|
|
-- ,[CRTD_Period]
|
|
-- ,[CRTD_FirstQuote]
|
|
-- ,[CRTD_LastQuote]
|
|
-- ,[CRTD_PairSymbol]
|
|
-- ,[CRTD_BidOpeningValue]
|
|
-- ,[CRTD_BidClosingValue]
|
|
-- ,[CRTD_BidLowValue]
|
|
-- ,[CRTD_BidHighValue]
|
|
-- ,[CRTD_MidOpeningValue]
|
|
-- ,[CRTD_MidClosingValue]
|
|
-- ,[CRTD_MidLowValue]
|
|
-- ,[CRTD_MidHighValue]
|
|
-- ,[CRTD_DateIn])
|
|
|
|
-- Select HD_Id AS CRTD_ID
|
|
-- ,CAST
|
|
-- (
|
|
-- CASE WHEN
|
|
-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
|
|
|
|
-- SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
|
|
-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
|
|
-- SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
|
|
|
|
-- ELSE CONVERT(char(10), HD_Date, 121)
|
|
-- END
|
|
|
|
-- + ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
|
|
-- ) AS CRTD_Period
|
|
-- ,CAST
|
|
-- (
|
|
-- CASE WHEN
|
|
-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)<13 THEN
|
|
|
|
-- SUBSTRING(CONVERT(char(10), HD_Date, 112),1,4)+'-'+
|
|
-- SUBSTRING(CONVERT(char(10), HD_Date, 112),7,2)+'-'+
|
|
-- SUBSTRING(CONVERT(char(10), HD_Date, 112),5,2)
|
|
|
|
-- ELSE CONVERT(char(10), HD_Date, 121)
|
|
-- END
|
|
|
|
-- + ' ' + CONVERT(CHAR(8),HD_Hour,108) AS DATETIME
|
|
-- ) AS CRTD_FirstQuote
|
|
-- ,Cast(convert(char(10),EOMonth(HD_Date),121) + ' 23:59:59.997' as datetime) AS CRTD_LastQuote
|
|
-- ,II.[InstrumentSymbol] AS CRTD_PairSymbol
|
|
-- ,[HD_Open] AS CRTD_BidOpeningValue
|
|
-- ,[HD_Close] AS CRTD_BidClosingValue
|
|
-- ,[HD_Low] AS CRTD_BidLowValue
|
|
-- ,[HD_High] AS CRTD_BidHighValue
|
|
-- ,[HD_Open] AS CRTD_MidOpeningValue
|
|
-- ,[HD_Close] AS CRTD_MidClosingValue
|
|
-- ,[HD_Low] AS CRTD_MidLowValue
|
|
-- ,[HD_High] AS CRTD_MidHighValue
|
|
-- ,GetDate() AS CRTD_DateIn
|
|
-- FROM YB_Hist.[dbo].[Hist_Data_1Month] HD
|
|
-- Inner Join YB_Main.dbo.Instruments II with (nolock)
|
|
-- ON HD.[HD_PairSymbol] collate SQL_Latin1_General_CP1_CI_AS = II.InstrumentSymbol
|
|
|
|
|
|
----------------------------------------------
|
|
------ Remove Data from target by Import Data
|
|
----------------------------------------------
|
|
/*
|
|
SELECT * INTO [Knoks_Price].[dbo].[CRT_Data_1Day_BAK_2016_12_21] FROM [Knoks_Price].[dbo].[CRT_Data_1Day]
|
|
|
|
|
|
SELECT *
|
|
FROM [Knoks_Price].[dbo].[CRT_Data_1Day] with (nolock)
|
|
WHERE CRTD_ID <0
|
|
AND CRTD_PairSymbol IN
|
|
(
|
|
SELECT DISTINCT CRTD_PairSymbol FROM [Knoks_Price].[dbo].[YP_CRT_Data_1Day]
|
|
)
|
|
|
|
DELETE
|
|
FROM [Knoks_Price].[dbo].[CRT_Data_1Day]
|
|
WHERE CRTD_ID <0
|
|
AND CRTD_PairSymbol IN
|
|
(
|
|
SELECT DISTINCT CRTD_PairSymbol FROM [Knoks_Price].[dbo].[YP_CRT_Data_1Day]
|
|
)
|
|
|
|
|
|
SELECT * INTO [Knoks_Price].[dbo].[CRT_Data_4Hours_BAK_2016_12_21] FROM [Knoks_Price].[dbo].[CRT_Data_4Hours]
|
|
|
|
SELECT *
|
|
FROM [Knoks_Price].[dbo].[CRT_Data_4Hours] with (nolock)
|
|
WHERE CRTD_ID <0
|
|
AND CRTD_PairSymbol IN
|
|
(
|
|
SELECT DISTINCT CRTD_PairSymbol FROM [Knoks_Price].[dbo].[YP_CRT_Data_4Hours]
|
|
)
|
|
|
|
DELETE
|
|
FROM [Knoks_Price].[dbo].[CRT_Data_4Hours]
|
|
WHERE CRTD_ID <0
|
|
AND CRTD_PairSymbol IN
|
|
(
|
|
SELECT DISTINCT CRTD_PairSymbol FROM [Knoks_Price].[dbo].[YP_CRT_Data_4Hours]
|
|
)
|
|
|
|
SELECT * INTO [Knoks_Price].[dbo].[CRT_Data_1Month_BAK_2016_12_21] FROM [Knoks_Price].[dbo].[CRT_Data_1Month]
|
|
|
|
SELECT *
|
|
FROM [Knoks_Price].[dbo].[CRT_Data_1Month] with (nolock)
|
|
WHERE CRTD_ID <0
|
|
AND CRTD_PairSymbol IN
|
|
(
|
|
SELECT DISTINCT CRTD_PairSymbol FROM [Knoks_Price].[dbo].[YP_CRT_Data_1Month]
|
|
)
|
|
|
|
DELETE
|
|
FROM [Knoks_Price].[dbo].[CRT_Data_1Month]
|
|
WHERE CRTD_ID <0
|
|
AND CRTD_PairSymbol IN
|
|
(
|
|
SELECT DISTINCT CRTD_PairSymbol FROM [Knoks_Price].[dbo].[YP_CRT_Data_1Month]
|
|
)
|
|
|
|
SELECT * INTO [Knoks_Price].[dbo].[CRT_Data_1Week_BAK_2016_12_21] FROM [Knoks_Price].[dbo].[CRT_Data_1Week]
|
|
|
|
SELECT *
|
|
FROM [Knoks_Price].[dbo].[CRT_Data_1Week] with (nolock)
|
|
WHERE CRTD_ID <0
|
|
AND CRTD_PairSymbol IN
|
|
(
|
|
SELECT DISTINCT CRTD_PairSymbol FROM [Knoks_Price].[dbo].[YP_CRT_Data_1Week]
|
|
)
|
|
|
|
DELETE
|
|
FROM [Knoks_Price].[dbo].[CRT_Data_1Week]
|
|
WHERE CRTD_ID <0
|
|
AND CRTD_PairSymbol IN
|
|
(
|
|
SELECT DISTINCT CRTD_PairSymbol FROM [Knoks_Price].[dbo].[YP_CRT_Data_1Week]
|
|
)
|
|
|
|
*/
|
|
--select * from YB_Hist.[dbo].[Hist_Data_1Month] order by 2
|
|
----------------------------------------------
|
|
------ Insert Data to target Charts Tables
|
|
----------------------------------------------
|
|
|
|
SET TRANSACTION ISOLATION LEVEL READ UNCOMMITTED
|
|
|
|
declare @MinId bigint
|
|
declare @Sql varchar(max)
|
|
|
|
/*
|
|
select top 1 * from CRT_Data_5Minutes Order by 1
|
|
select top 1 * from CRT_Data_15Minutes Order by 1
|
|
select top 1 * from CRT_Data_30Minutes Order by 1
|
|
select top 1 * from CRT_Data_1Hour Order by 1
|
|
select top 1 * from CRT_Data_2Hours Order by 1
|
|
select top 1 * from CRT_Data_4Hours Order by 1
|
|
select top 1 * from CRT_Data_8Hours Order by 1
|
|
select top 1 * from CRT_Data_1Day Order by 1
|
|
select top 1 * from CRT_Data_1Week Order by 1
|
|
select top 1 * from CRT_Data_1Month Order by 1
|
|
*/
|
|
|
|
IF EXISTS (select 1 from [Knoks_Price].dbo.[YP_CRT_Data_1Minute])
|
|
BEGIN
|
|
|
|
|
|
RAISERROR ('Processing Data 1Minute', 0, 1) WITH NOWAIT
|
|
----------------------------
|
|
---- YP_CRT_Data_1Minute
|
|
----------------------------
|
|
IF Object_ID('YB_Charts.dbo.TMP_Data_1Minute') IS NOT NULL
|
|
Drop Table YB_Charts.dbo.TMP_Data_1Minute
|
|
|
|
--DECLARE @MinId bigint
|
|
--DECLARE @Sql varchar(max)
|
|
select top 1 @MinId= [CRTD_ID] -1 from CRT_Data_1Minute ORDER BY 1
|
|
If @MinId >=0 SET @MinId = -1
|
|
|
|
|
|
select @Sql = 'CREATE TABLE [Knoks_Price].dbo.[TMP_Data_1Minute](
|
|
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
|
|
[CRTD_Period] [datetime] NOT NULL,
|
|
[CRTD_FirstQuote] [datetime] NOT NULL,
|
|
[CRTD_LastQuote] [datetime] NOT NULL,
|
|
[CRTD_PairSymbol] [varchar](50) NOT NULL,
|
|
[CRTD_BidOpeningValue] [float] NOT NULL,
|
|
[CRTD_BidClosingValue] [float] NOT NULL,
|
|
[CRTD_BidLowValue] [float] NOT NULL,
|
|
[CRTD_BidHighValue] [float] NOT NULL,
|
|
[CRTD_MidOpeningValue] [float] NOT NULL,
|
|
[CRTD_MidClosingValue] [float] NOT NULL,
|
|
[CRTD_MidLowValue] [float] NOT NULL,
|
|
[CRTD_MidHighValue] [float] NOT NULL,
|
|
[CRTD_DateIn] [datetime] NOT NULL )'
|
|
|
|
exec (@Sql)
|
|
|
|
|
|
;With MinPeriodsPerSymbol AS
|
|
(
|
|
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
|
|
FROM [Knoks_Price].dbo.[CRT_Data_1Minute] with (nolock)
|
|
Group By [CRTD_PairSymbol]
|
|
)
|
|
|
|
INSERT INTO [Knoks_Price].dbo.[TMP_Data_1Minute]
|
|
([CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn])
|
|
SELECT
|
|
CC.[CRTD_Period]
|
|
,CC.[CRTD_FirstQuote]
|
|
,CC.[CRTD_LastQuote]
|
|
,CC.[CRTD_PairSymbol]
|
|
,CC.[CRTD_BidOpeningValue]
|
|
,CC.[CRTD_BidClosingValue]
|
|
,CC.[CRTD_BidLowValue]
|
|
,CC.[CRTD_BidHighValue]
|
|
,CC.[CRTD_MidOpeningValue]
|
|
,CC.[CRTD_MidClosingValue]
|
|
,CC.[CRTD_MidLowValue]
|
|
,CC.[CRTD_MidHighValue]
|
|
,CC.[CRTD_DateIn]
|
|
|
|
FROM [Knoks_Price].dbo.[YP_CRT_Data_1Minute] CC
|
|
LEFT JOIN [Knoks_Price].dbo.[CRT_Data_1Minute] XX with (nolock)
|
|
ON CC.[CRTD_Period] = XX.[CRTD_Period]
|
|
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
|
|
LEFT JOIN MinPeriodsPerSymbol PS
|
|
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
|
|
|
|
where XX.[CRTD_ID] IS NULL
|
|
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
|
|
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
|
|
|
|
|
|
-- select * from #CRTD_1Minute Order by CRTD_PairSymbol,CRTD_Period desc
|
|
-- select * from CRT_Data_1Minute where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
|
|
|
|
SET IDENTITY_INSERT [Knoks_Price].dbo.[CRT_Data_1Minute] ON
|
|
INSERT INTO [Knoks_Price].dbo.[CRT_Data_1Minute]
|
|
([CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
)
|
|
SELECT
|
|
[CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
FROM [Knoks_Price].dbo.TMP_Data_1Minute
|
|
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
|
|
SET IDENTITY_INSERT [Knoks_Price].dbo.[CRT_Data_1Minute] OFF
|
|
|
|
|
|
End
|
|
|
|
IF EXISTS (select 1 from [Knoks_Price].dbo.[YP_CRT_Data_5Minutes])
|
|
BEGIN
|
|
|
|
RAISERROR ('Processing Data 5Minutes', 0, 1) WITH NOWAIT
|
|
----------------------------
|
|
---- YP_CRT_Data_5Minutes
|
|
----------------------------
|
|
IF Object_ID('YB_Charts..TMP_Data_5Minutes') IS NOT NULL
|
|
Drop Table YB_Charts.dbo.TMP_Data_5Minutes
|
|
|
|
--declare @MinId bigint
|
|
--declare @Sql varchar(max)
|
|
select top 1 @MinId= [CRTD_ID] -1 from CRT_Data_5Minutes ORDER BY 1
|
|
If @MinId >=0 SET @MinId = -1
|
|
|
|
|
|
select @Sql = 'CREATE TABLE [Knoks_Price].dbo.[TMP_Data_5Minutes](
|
|
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
|
|
[CRTD_Period] [datetime] NOT NULL,
|
|
[CRTD_FirstQuote] [datetime] NOT NULL,
|
|
[CRTD_LastQuote] [datetime] NOT NULL,
|
|
[CRTD_PairSymbol] [varchar](50) NOT NULL,
|
|
[CRTD_BidOpeningValue] [float] NOT NULL,
|
|
[CRTD_BidClosingValue] [float] NOT NULL,
|
|
[CRTD_BidLowValue] [float] NOT NULL,
|
|
[CRTD_BidHighValue] [float] NOT NULL,
|
|
[CRTD_MidOpeningValue] [float] NOT NULL,
|
|
[CRTD_MidClosingValue] [float] NOT NULL,
|
|
[CRTD_MidLowValue] [float] NOT NULL,
|
|
[CRTD_MidHighValue] [float] NOT NULL,
|
|
[CRTD_DateIn] [datetime] NOT NULL )'
|
|
|
|
exec (@Sql)
|
|
|
|
|
|
|
|
|
|
;With MinPeriodsPerSymbol AS
|
|
(
|
|
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
|
|
FROM [Knoks_Price].dbo.[CRT_Data_5Minutes] with (nolock)
|
|
Group By [CRTD_PairSymbol]
|
|
)
|
|
|
|
|
|
INSERT INTO [Knoks_Price].dbo.[TMP_Data_5Minutes]
|
|
([CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn])
|
|
SELECT
|
|
CC.[CRTD_Period]
|
|
,CC.[CRTD_FirstQuote]
|
|
,CC.[CRTD_LastQuote]
|
|
,CC.[CRTD_PairSymbol]
|
|
,CC.[CRTD_BidOpeningValue]
|
|
,CC.[CRTD_BidClosingValue]
|
|
,CC.[CRTD_BidLowValue]
|
|
,CC.[CRTD_BidHighValue]
|
|
,CC.[CRTD_MidOpeningValue]
|
|
,CC.[CRTD_MidClosingValue]
|
|
,CC.[CRTD_MidLowValue]
|
|
,CC.[CRTD_MidHighValue]
|
|
,CC.[CRTD_DateIn]
|
|
|
|
FROM [Knoks_Price].dbo.[YP_CRT_Data_5Minutes] CC
|
|
LEFT JOIN [dbo].[CRT_Data_5Minutes] XX with (nolock)
|
|
ON CC.[CRTD_Period] = XX.[CRTD_Period]
|
|
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
|
|
LEFT JOIN MinPeriodsPerSymbol PS
|
|
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
|
|
|
|
where XX.[CRTD_ID] IS NULL
|
|
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
|
|
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
|
|
|
|
-- select * from #CRTD_5Minutes Order by CRTD_PairSymbol,CRTD_Period desc
|
|
-- select * from CRT_Data_5Minutes where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
|
|
|
|
SET IDENTITY_INSERT [Knoks_Price].dbo.[CRT_Data_5Minutes] ON
|
|
INSERT INTO [Knoks_Price].dbo.[CRT_Data_5Minutes]
|
|
([CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
)
|
|
SELECT
|
|
[CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
FROM [Knoks_Price].dbo.[TMP_Data_5Minutes]
|
|
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
|
|
SET IDENTITY_INSERT [Knoks_Price].dbo.[CRT_Data_5Minutes] OFF
|
|
|
|
|
|
End
|
|
|
|
IF EXISTS (select 1 from [Knoks_Price].dbo.[YP_CRT_Data_15Minutes])
|
|
BEGIN
|
|
|
|
RAISERROR ('Processing Data 15Minutes', 0, 1) WITH NOWAIT
|
|
|
|
----------------------------
|
|
---- YP_CRT_Data_15Minutes
|
|
----------------------------
|
|
IF Object_ID('YB_Charts.dbo.TMP_Data_15Minutes') IS NOT NULL
|
|
Drop Table YB_Charts.dbo.TMP_Data_15Minutes
|
|
|
|
--declare @MinId bigint
|
|
--declare @Sql varchar(max)
|
|
select top 1 @MinId= [CRTD_ID] -1 from [Knoks_Price].dbo.CRT_Data_15Minutes ORDER BY 1
|
|
If @MinId >=0 SET @MinId = -1
|
|
|
|
SELECT @Sql = 'CREATE TABLE [Knoks_Price].dbo.[TMP_Data_15Minutes](
|
|
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
|
|
[CRTD_Period] [datetime] NOT NULL,
|
|
[CRTD_FirstQuote] [datetime] NOT NULL,
|
|
[CRTD_LastQuote] [datetime] NOT NULL,
|
|
[CRTD_PairSymbol] [varchar](50) NOT NULL,
|
|
[CRTD_BidOpeningValue] [float] NOT NULL,
|
|
[CRTD_BidClosingValue] [float] NOT NULL,
|
|
[CRTD_BidLowValue] [float] NOT NULL,
|
|
[CRTD_BidHighValue] [float] NOT NULL,
|
|
[CRTD_MidOpeningValue] [float] NOT NULL,
|
|
[CRTD_MidClosingValue] [float] NOT NULL,
|
|
[CRTD_MidLowValue] [float] NOT NULL,
|
|
[CRTD_MidHighValue] [float] NOT NULL,
|
|
[CRTD_DateIn] [datetime] NOT NULL )'
|
|
|
|
exec (@Sql)
|
|
|
|
|
|
|
|
;With MinPeriodsPerSymbol AS
|
|
(
|
|
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
|
|
FROM [Knoks_Price].dbo.[CRT_Data_15Minutes] with (nolock)
|
|
Group By [CRTD_PairSymbol]
|
|
)
|
|
|
|
INSERT INTO [Knoks_Price].dbo.[TMP_Data_15Minutes]
|
|
([CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn])
|
|
SELECT
|
|
CC.[CRTD_Period]
|
|
,CC.[CRTD_FirstQuote]
|
|
,CC.[CRTD_LastQuote]
|
|
,CC.[CRTD_PairSymbol]
|
|
,CC.[CRTD_BidOpeningValue]
|
|
,CC.[CRTD_BidClosingValue]
|
|
,CC.[CRTD_BidLowValue]
|
|
,CC.[CRTD_BidHighValue]
|
|
,CC.[CRTD_MidOpeningValue]
|
|
,CC.[CRTD_MidClosingValue]
|
|
,CC.[CRTD_MidLowValue]
|
|
,CC.[CRTD_MidHighValue]
|
|
,CC.[CRTD_DateIn]
|
|
FROM [Knoks_Price].dbo.[YP_CRT_Data_15Minutes] CC
|
|
LEFT JOIN [Knoks_Price].dbo.[CRT_Data_15Minutes] XX with (nolock)
|
|
ON CC.[CRTD_Period] = XX.[CRTD_Period]
|
|
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
|
|
LEFT JOIN MinPeriodsPerSymbol PS
|
|
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
|
|
|
|
where XX.[CRTD_ID] IS NULL
|
|
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
|
|
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
|
|
|
|
-- select * from #CRTD_15Minutes Order by CRTD_PairSymbol,CRTD_Period desc
|
|
-- select * from CRT_Data_15Minutes where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
|
|
|
|
SET IDENTITY_INSERT [Knoks_Price].dbo.[CRT_Data_15Minutes] ON
|
|
INSERT INTO [Knoks_Price].dbo.[CRT_Data_15Minutes]
|
|
([CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
)
|
|
SELECT
|
|
[CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
FROM [Knoks_Price].dbo.[TMP_Data_15Minutes]
|
|
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
|
|
SET IDENTITY_INSERT [CRT_Data_15Minutes] OFF
|
|
|
|
|
|
END
|
|
|
|
IF EXISTS (select 1 from [YP_CRT_Data_30Minutes])
|
|
BEGIN
|
|
|
|
RAISERROR ('Processing Data 30Minutes', 0, 1) WITH NOWAIT
|
|
|
|
----------------------------
|
|
---- YP_CRT_Data_30Minutes
|
|
----------------------------
|
|
IF Object_ID('YB_Charts.dbo.TMP_Data_30Minutes') IS NOT NULL
|
|
Drop Table YB_Charts.dbo.TMP_Data_30Minutes
|
|
|
|
--declare @MinId bigint
|
|
--declare @Sql varchar(max)
|
|
select top 1 @MinId= [CRTD_ID] -1 from [Knoks_Price].dbo.CRT_Data_30Minutes Order by 1
|
|
If @MinId >=0 SET @MinId = -1
|
|
|
|
SELECT @Sql = 'CREATE TABLE [Knoks_Price].dbo.[TMP_Data_30Minutes](
|
|
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
|
|
[CRTD_Period] [datetime] NOT NULL,
|
|
[CRTD_FirstQuote] [datetime] NOT NULL,
|
|
[CRTD_LastQuote] [datetime] NOT NULL,
|
|
[CRTD_PairSymbol] [varchar](50) NOT NULL,
|
|
[CRTD_BidOpeningValue] [float] NOT NULL,
|
|
[CRTD_BidClosingValue] [float] NOT NULL,
|
|
[CRTD_BidLowValue] [float] NOT NULL,
|
|
[CRTD_BidHighValue] [float] NOT NULL,
|
|
[CRTD_MidOpeningValue] [float] NOT NULL,
|
|
[CRTD_MidClosingValue] [float] NOT NULL,
|
|
[CRTD_MidLowValue] [float] NOT NULL,
|
|
[CRTD_MidHighValue] [float] NOT NULL,
|
|
[CRTD_DateIn] [datetime] NOT NULL )'
|
|
|
|
exec (@Sql)
|
|
|
|
|
|
;With MinPeriodsPerSymbol AS
|
|
(
|
|
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
|
|
FROM [Knoks_Price].dbo.[CRT_Data_30Minutes] with (nolock)
|
|
Group By [CRTD_PairSymbol]
|
|
)
|
|
|
|
INSERT INTO [Knoks_Price].dbo.[TMP_Data_30Minutes]
|
|
([CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn])
|
|
SELECT
|
|
CC.[CRTD_Period]
|
|
,CC.[CRTD_FirstQuote]
|
|
,CC.[CRTD_LastQuote]
|
|
,CC.[CRTD_PairSymbol]
|
|
,CC.[CRTD_BidOpeningValue]
|
|
,CC.[CRTD_BidClosingValue]
|
|
,CC.[CRTD_BidLowValue]
|
|
,CC.[CRTD_BidHighValue]
|
|
,CC.[CRTD_MidOpeningValue]
|
|
,CC.[CRTD_MidClosingValue]
|
|
,CC.[CRTD_MidLowValue]
|
|
,CC.[CRTD_MidHighValue]
|
|
,CC.[CRTD_DateIn]
|
|
FROM [Knoks_Price].dbo.[YP_CRT_Data_30Minutes] CC
|
|
LEFT JOIN [Knoks_Price].dbo.[CRT_Data_30Minutes] XX with (nolock)
|
|
ON CC.[CRTD_Period] = XX.[CRTD_Period]
|
|
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
|
|
LEFT JOIN MinPeriodsPerSymbol PS
|
|
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
|
|
|
|
where XX.[CRTD_ID] IS NULL
|
|
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
|
|
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
|
|
|
|
-- select * from #CRTD_30Minutes Order by CRTD_PairSymbol,CRTD_Period desc
|
|
-- select * from CRT_Data_30Minutes where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
|
|
|
|
SET IDENTITY_INSERT [Knoks_Price].dbo.[CRT_Data_30Minutes] ON
|
|
INSERT INTO [Knoks_Price].dbo.[CRT_Data_30Minutes]
|
|
([CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
)
|
|
SELECT
|
|
[CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
FROM [Knoks_Price].dbo.[TMP_Data_30Minutes]
|
|
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
|
|
SET IDENTITY_INSERT [Knoks_Price].dbo.[CRT_Data_30Minutes] OFF
|
|
|
|
|
|
End
|
|
|
|
|
|
IF EXISTS (select 1 from [Knoks_Price].dbo.[YP_CRT_Data_1Hour])
|
|
BEGIN
|
|
|
|
RAISERROR ('Processing Data 1Hour', 0, 1) WITH NOWAIT
|
|
|
|
----------------------------
|
|
---- YP_CRT_Data_1Hour
|
|
----------------------------
|
|
IF Object_ID('YB_Charts.dbo.TMP_Data_1Hour') IS NOT NULL
|
|
Drop Table YB_Charts.dbo.[TMP_Data_1Hour]
|
|
|
|
-- declare @MinId bigint
|
|
-- declare @Sql varchar(max)
|
|
select top 1 @MinId= [CRTD_ID] -1 from [Knoks_Price].dbo.CRT_Data_1Hour Order by 1
|
|
If @MinId >=0 SET @MinId = -1
|
|
|
|
SELECT @Sql = 'CREATE TABLE [Knoks_Price].dbo.[dbo].[TMP_Data_1Hour](
|
|
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
|
|
[CRTD_Period] [datetime] NOT NULL,
|
|
[CRTD_FirstQuote] [datetime] NOT NULL,
|
|
[CRTD_LastQuote] [datetime] NOT NULL,
|
|
[CRTD_PairSymbol] [varchar](50) NOT NULL,
|
|
[CRTD_BidOpeningValue] [float] NOT NULL,
|
|
[CRTD_BidClosingValue] [float] NOT NULL,
|
|
[CRTD_BidLowValue] [float] NOT NULL,
|
|
[CRTD_BidHighValue] [float] NOT NULL,
|
|
[CRTD_MidOpeningValue] [float] NOT NULL,
|
|
[CRTD_MidClosingValue] [float] NOT NULL,
|
|
[CRTD_MidLowValue] [float] NOT NULL,
|
|
[CRTD_MidHighValue] [float] NOT NULL,
|
|
[CRTD_DateIn] [datetime] NOT NULL )'
|
|
|
|
exec (@Sql)
|
|
|
|
|
|
;With MinPeriodsPerSymbol AS
|
|
(
|
|
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
|
|
FROM [Knoks_Price].dbo.[CRT_Data_1Hour] with (nolock)
|
|
Group By [CRTD_PairSymbol]
|
|
)
|
|
|
|
|
|
INSERT INTO [Knoks_Price].dbo.[TMP_Data_1Hour]
|
|
([CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn])
|
|
SELECT
|
|
CC.[CRTD_Period]
|
|
,CC.[CRTD_FirstQuote]
|
|
,CC.[CRTD_LastQuote]
|
|
,CC.[CRTD_PairSymbol]
|
|
,CC.[CRTD_BidOpeningValue]
|
|
,CC.[CRTD_BidClosingValue]
|
|
,CC.[CRTD_BidLowValue]
|
|
,CC.[CRTD_BidHighValue]
|
|
,CC.[CRTD_MidOpeningValue]
|
|
,CC.[CRTD_MidClosingValue]
|
|
,CC.[CRTD_MidLowValue]
|
|
,CC.[CRTD_MidHighValue]
|
|
,CC.[CRTD_DateIn]
|
|
FROM [Knoks_Price].dbo.[YP_CRT_Data_1Hour] CC
|
|
LEFT JOIN [Knoks_Price].dbo.[CRT_Data_1Hour] XX with (nolock)
|
|
ON CC.[CRTD_Period] = XX.[CRTD_Period]
|
|
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
|
|
LEFT JOIN MinPeriodsPerSymbol PS
|
|
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
|
|
|
|
where XX.[CRTD_ID] IS NULL
|
|
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
|
|
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
|
|
|
|
-- select * from #CRTD_1Hour Order by CRTD_PairSymbol,CRTD_Period desc
|
|
-- select * from CRT_Data_1Hour where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
|
|
|
|
SET IDENTITY_INSERT [Knoks_Price].dbo.[CRT_Data_1Hour] ON
|
|
INSERT INTO [Knoks_Price].dbo.[CRT_Data_1Hour]
|
|
([CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
)
|
|
SELECT
|
|
[CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
FROM [Knoks_Price].dbo.[TMP_Data_1Hour]
|
|
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
|
|
SET IDENTITY_INSERT [Knoks_Price].dbo.[CRT_Data_1Hour] OFF
|
|
|
|
|
|
End
|
|
|
|
IF EXISTS (select 1 from [Knoks_Price].dbo.[YP_CRT_Data_2Hours])
|
|
BEGIN
|
|
|
|
RAISERROR ('Processing Data 2Hours', 0, 1) WITH NOWAIT
|
|
|
|
----------------------------
|
|
---- YP_CRT_Data_2Hours
|
|
----------------------------
|
|
IF Object_ID('YB_Charts..TMP_Data_2Hours') IS NOT NULL
|
|
Drop Table YB_Charts..TMP_Data_2Hours
|
|
|
|
|
|
select top 1 @MinId= [CRTD_ID] -1 from [Knoks_Price].dbo.CRT_Data_2Hours Order by 1
|
|
If @MinId >=0 SET @MinId = -1
|
|
|
|
SELECT @Sql = 'CREATE TABLE [Knoks_Price].dbo.[dbo].[TMP_Data_2Hours](
|
|
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
|
|
[CRTD_Period] [datetime] NOT NULL,
|
|
[CRTD_FirstQuote] [datetime] NOT NULL,
|
|
[CRTD_LastQuote] [datetime] NOT NULL,
|
|
[CRTD_PairSymbol] [varchar](50) NOT NULL,
|
|
[CRTD_BidOpeningValue] [float] NOT NULL,
|
|
[CRTD_BidClosingValue] [float] NOT NULL,
|
|
[CRTD_BidLowValue] [float] NOT NULL,
|
|
[CRTD_BidHighValue] [float] NOT NULL,
|
|
[CRTD_MidOpeningValue] [float] NOT NULL,
|
|
[CRTD_MidClosingValue] [float] NOT NULL,
|
|
[CRTD_MidLowValue] [float] NOT NULL,
|
|
[CRTD_MidHighValue] [float] NOT NULL,
|
|
[CRTD_DateIn] [datetime] NOT NULL )'
|
|
|
|
exec (@Sql)
|
|
|
|
|
|
|
|
;With MinPeriodsPerSymbol AS
|
|
(
|
|
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
|
|
FROM [Knoks_Price].dbo.[CRT_Data_2Hours] with (nolock)
|
|
Group By [CRTD_PairSymbol]
|
|
)
|
|
|
|
|
|
INSERT INTO [Knoks_Price].dbo.[TMP_Data_2Hours]
|
|
([CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn])
|
|
SELECT
|
|
CC.[CRTD_Period]
|
|
,CC.[CRTD_FirstQuote]
|
|
,CC.[CRTD_LastQuote]
|
|
,CC.[CRTD_PairSymbol]
|
|
,CC.[CRTD_BidOpeningValue]
|
|
,CC.[CRTD_BidClosingValue]
|
|
,CC.[CRTD_BidLowValue]
|
|
,CC.[CRTD_BidHighValue]
|
|
,CC.[CRTD_MidOpeningValue]
|
|
,CC.[CRTD_MidClosingValue]
|
|
,CC.[CRTD_MidLowValue]
|
|
,CC.[CRTD_MidHighValue]
|
|
,CC.[CRTD_DateIn]
|
|
|
|
FROM [Knoks_Price].dbo.[YP_CRT_Data_2Hours] CC
|
|
LEFT JOIN [dbo].[CRT_Data_2Hours] XX with (nolock)
|
|
ON CC.[CRTD_Period] = XX.[CRTD_Period]
|
|
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
|
|
LEFT JOIN MinPeriodsPerSymbol PS
|
|
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
|
|
|
|
where XX.[CRTD_ID] IS NULL
|
|
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
|
|
Order by [CRTD_PairSymbol],[CRTD_Period] DESC
|
|
|
|
|
|
-- select * from #CRTD_2Hours Order by CRTD_PairSymbol,CRTD_Period desc
|
|
-- select * from CRT_Data_2Hours where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
|
|
|
|
SET IDENTITY_INSERT [Knoks_Price].dbo.[CRT_Data_2Hours] ON
|
|
INSERT INTO [Knoks_Price].dbo.[CRT_Data_2Hours]
|
|
([CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
)
|
|
SELECT
|
|
[CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
FROM TMP_Data_2Hours
|
|
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
|
|
SET IDENTITY_INSERT [Knoks_Price].dbo.[CRT_Data_2Hours] OFF
|
|
|
|
|
|
End
|
|
|
|
|
|
IF EXISTS (select 1 from [YP_CRT_Data_4Hours])
|
|
BEGIN
|
|
|
|
RAISERROR ('Processing Data 4Hours', 0, 1) WITH NOWAIT
|
|
----------------------------
|
|
---- YP_CRT_Data_4Hours
|
|
----------------------------
|
|
IF Object_ID('YB_Charts.dbo.TMP_Data_4Hours') IS NOT NULL
|
|
Drop Table YB_Charts.dbo.TMP_Data_4Hours
|
|
|
|
|
|
--declare @MinId bigint
|
|
--declare @Sql varchar(max)
|
|
select top 1 @MinId= [CRTD_ID] -1 from CRT_Data_4Hours Order by 1
|
|
If @MinId >=0 SET @MinId = -1
|
|
|
|
SELECT @Sql = 'CREATE TABLE [dbo].[TMP_Data_4Hours](
|
|
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
|
|
[CRTD_Period] [datetime] NOT NULL,
|
|
[CRTD_FirstQuote] [datetime] NOT NULL,
|
|
[CRTD_LastQuote] [datetime] NOT NULL,
|
|
[CRTD_PairSymbol] [varchar](50) NOT NULL,
|
|
[CRTD_BidOpeningValue] [float] NOT NULL,
|
|
[CRTD_BidClosingValue] [float] NOT NULL,
|
|
[CRTD_BidLowValue] [float] NOT NULL,
|
|
[CRTD_BidHighValue] [float] NOT NULL,
|
|
[CRTD_MidOpeningValue] [float] NOT NULL,
|
|
[CRTD_MidClosingValue] [float] NOT NULL,
|
|
[CRTD_MidLowValue] [float] NOT NULL,
|
|
[CRTD_MidHighValue] [float] NOT NULL,
|
|
[CRTD_DateIn] [datetime] NOT NULL )'
|
|
|
|
exec (@Sql)
|
|
|
|
;With MinPeriodsPerSymbol AS
|
|
(
|
|
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
|
|
FROM [dbo].[CRT_Data_4Hours] with (nolock)
|
|
Group By [CRTD_PairSymbol]
|
|
)
|
|
|
|
|
|
INSERT INTO [dbo].[TMP_Data_4Hours]
|
|
([CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn])
|
|
SELECT
|
|
CC.[CRTD_Period]
|
|
,CC.[CRTD_FirstQuote]
|
|
,CC.[CRTD_LastQuote]
|
|
,CC.[CRTD_PairSymbol]
|
|
,CC.[CRTD_BidOpeningValue]
|
|
,CC.[CRTD_BidClosingValue]
|
|
,CC.[CRTD_BidLowValue]
|
|
,CC.[CRTD_BidHighValue]
|
|
,CC.[CRTD_MidOpeningValue]
|
|
,CC.[CRTD_MidClosingValue]
|
|
,CC.[CRTD_MidLowValue]
|
|
,CC.[CRTD_MidHighValue]
|
|
,CC.[CRTD_DateIn]
|
|
|
|
FROM [dbo].[YP_CRT_Data_4Hours] CC
|
|
LEFT JOIN [dbo].[CRT_Data_4Hours] XX with (nolock)
|
|
ON CC.[CRTD_Period] = XX.[CRTD_Period]
|
|
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
|
|
LEFT JOIN MinPeriodsPerSymbol PS
|
|
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
|
|
|
|
where XX.[CRTD_ID] IS NULL
|
|
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
|
|
--Order by [CRTD_PairSymbol],[CRTD_Period] DESC
|
|
|
|
-- select * from #CRTD_4Hours Order by CRTD_PairSymbol,CRTD_Period desc
|
|
-- select * from CRT_Data_4Hours where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
|
|
|
|
SET IDENTITY_INSERT [CRT_Data_4Hours] ON
|
|
INSERT INTO [dbo].[CRT_Data_4Hours]
|
|
([CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
)
|
|
SELECT
|
|
[CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
FROM TMP_Data_4Hours
|
|
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
|
|
SET IDENTITY_INSERT [CRT_Data_4Hours] OFF
|
|
|
|
|
|
End
|
|
|
|
|
|
IF EXISTS (select 1 from [YP_CRT_Data_8Hours])
|
|
BEGIN
|
|
|
|
RAISERROR ('Processing Data 8Hours', 0, 1) WITH NOWAIT
|
|
|
|
----------------------------
|
|
---- YP_CRT_Data_8Hours
|
|
----------------------------
|
|
IF Object_ID('YB_Charts..TMP_Data_8Hours') IS NOT NULL
|
|
Drop Table YB_Charts..TMP_Data_8Hours
|
|
|
|
|
|
--declare @MinId bigint
|
|
--declare @Sql varchar(max)
|
|
select top 1 @MinId= [CRTD_ID] -1 from CRT_Data_8Hours Order by 1
|
|
If @MinId >=0 SET @MinId = -1
|
|
|
|
SELECT @Sql = 'CREATE TABLE [dbo].[TMP_Data_8Hours](
|
|
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
|
|
[CRTD_Period] [datetime] NOT NULL,
|
|
[CRTD_FirstQuote] [datetime] NOT NULL,
|
|
[CRTD_LastQuote] [datetime] NOT NULL,
|
|
[CRTD_PairSymbol] [varchar](50) NOT NULL,
|
|
[CRTD_BidOpeningValue] [float] NOT NULL,
|
|
[CRTD_BidClosingValue] [float] NOT NULL,
|
|
[CRTD_BidLowValue] [float] NOT NULL,
|
|
[CRTD_BidHighValue] [float] NOT NULL,
|
|
[CRTD_MidOpeningValue] [float] NOT NULL,
|
|
[CRTD_MidClosingValue] [float] NOT NULL,
|
|
[CRTD_MidLowValue] [float] NOT NULL,
|
|
[CRTD_MidHighValue] [float] NOT NULL,
|
|
[CRTD_DateIn] [datetime] NOT NULL )'
|
|
|
|
exec (@Sql)
|
|
|
|
|
|
|
|
|
|
;With MinPeriodsPerSymbol AS
|
|
(
|
|
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
|
|
FROM [dbo].[CRT_Data_8Hours] with (nolock)
|
|
Group By [CRTD_PairSymbol]
|
|
)
|
|
|
|
|
|
INSERT INTO [dbo].[TMP_Data_8Hours]
|
|
([CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn])
|
|
SELECT
|
|
CC.[CRTD_Period]
|
|
,CC.[CRTD_FirstQuote]
|
|
,CC.[CRTD_LastQuote]
|
|
,CC.[CRTD_PairSymbol]
|
|
,CC.[CRTD_BidOpeningValue]
|
|
,CC.[CRTD_BidClosingValue]
|
|
,CC.[CRTD_BidLowValue]
|
|
,CC.[CRTD_BidHighValue]
|
|
,CC.[CRTD_MidOpeningValue]
|
|
,CC.[CRTD_MidClosingValue]
|
|
,CC.[CRTD_MidLowValue]
|
|
,CC.[CRTD_MidHighValue]
|
|
,CC.[CRTD_DateIn]
|
|
FROM [dbo].[YP_CRT_Data_8Hours] CC
|
|
LEFT JOIN [dbo].[CRT_Data_8Hours] XX with (nolock)
|
|
ON CC.[CRTD_Period] = XX.[CRTD_Period]
|
|
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
|
|
LEFT JOIN MinPeriodsPerSymbol PS
|
|
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
|
|
|
|
where XX.[CRTD_ID] IS NULL
|
|
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
|
|
--Order by [CRTD_PairSymbol],[CRTD_Period] DESC
|
|
|
|
-- select * from #CRTD_8Hours Order by CRTD_PairSymbol,CRTD_Period desc
|
|
-- select * from CRT_Data_8Hours where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
|
|
|
|
SET IDENTITY_INSERT [CRT_Data_8Hours] ON
|
|
INSERT INTO [dbo].[CRT_Data_8Hours]
|
|
([CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
)
|
|
SELECT
|
|
[CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
FROM #CRTD_8Hours
|
|
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
|
|
SET IDENTITY_INSERT [CRT_Data_8Hours] OFF
|
|
|
|
|
|
|
|
End
|
|
|
|
IF EXISTS (select 1 from [YP_CRT_Data_1Day])
|
|
BEGIN
|
|
|
|
RAISERROR ('Processing Data 1Day', 0, 1) WITH NOWAIT
|
|
|
|
----------------------------
|
|
---- YP_CRT_Data_1Day
|
|
----------------------------
|
|
IF Object_ID('YB_Charts..TMP_Data_1Day') IS NOT NULL
|
|
Drop Table YB_Charts..TMP_Data_1Day
|
|
|
|
|
|
--declare @MinId bigint
|
|
--declare @Sql varchar(max)
|
|
select top 1 @MinId= [CRTD_ID] -1 from CRT_Data_1Day Order by 1
|
|
If @MinId >=0 SET @MinId = -1
|
|
|
|
SELECT @Sql = 'CREATE TABLE [dbo].[TMP_Data_1Day](
|
|
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
|
|
[CRTD_Period] [datetime] NOT NULL,
|
|
[CRTD_FirstQuote] [datetime] NOT NULL,
|
|
[CRTD_LastQuote] [datetime] NOT NULL,
|
|
[CRTD_PairSymbol] [varchar](50) NOT NULL,
|
|
[CRTD_BidOpeningValue] [float] NOT NULL,
|
|
[CRTD_BidClosingValue] [float] NOT NULL,
|
|
[CRTD_BidLowValue] [float] NOT NULL,
|
|
[CRTD_BidHighValue] [float] NOT NULL,
|
|
[CRTD_MidOpeningValue] [float] NOT NULL,
|
|
[CRTD_MidClosingValue] [float] NOT NULL,
|
|
[CRTD_MidLowValue] [float] NOT NULL,
|
|
[CRTD_MidHighValue] [float] NOT NULL,
|
|
[CRTD_DateIn] [datetime] NOT NULL )'
|
|
|
|
exec (@Sql)
|
|
|
|
|
|
|
|
;With MinPeriodsPerSymbol AS
|
|
(
|
|
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
|
|
FROM [dbo].[CRT_Data_1Day] with (nolock)
|
|
Group By [CRTD_PairSymbol]
|
|
)
|
|
|
|
|
|
INSERT INTO [dbo].[TMP_Data_1Day]
|
|
([CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn])
|
|
SELECT
|
|
CC.[CRTD_Period]
|
|
,CC.[CRTD_FirstQuote]
|
|
,CC.[CRTD_LastQuote]
|
|
,CC.[CRTD_PairSymbol]
|
|
,CC.[CRTD_BidOpeningValue]
|
|
,CC.[CRTD_BidClosingValue]
|
|
,CC.[CRTD_BidLowValue]
|
|
,CC.[CRTD_BidHighValue]
|
|
,CC.[CRTD_MidOpeningValue]
|
|
,CC.[CRTD_MidClosingValue]
|
|
,CC.[CRTD_MidLowValue]
|
|
,CC.[CRTD_MidHighValue]
|
|
,CC.[CRTD_DateIn]
|
|
FROM [dbo].[YP_CRT_Data_1Day] CC
|
|
LEFT JOIN [dbo].[CRT_Data_1Day] XX with (nolock)
|
|
ON CC.[CRTD_Period] = XX.[CRTD_Period]
|
|
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
|
|
LEFT JOIN MinPeriodsPerSymbol PS
|
|
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
|
|
|
|
where XX.[CRTD_ID] IS NULL
|
|
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
|
|
--Order by [CRTD_PairSymbol],[CRTD_Period] DESC
|
|
|
|
-- select * from #CRTD_1Day Order by CRTD_PairSymbol,CRTD_Period desc
|
|
-- select * from CRT_Data_1Day where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
|
|
|
|
SET IDENTITY_INSERT [CRT_Data_1Day] ON
|
|
INSERT INTO [dbo].[CRT_Data_1Day]
|
|
([CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
)
|
|
SELECT
|
|
[CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
FROM [TMP_Data_1Day]
|
|
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
|
|
SET IDENTITY_INSERT [CRT_Data_1Day] OFF
|
|
|
|
End
|
|
|
|
|
|
IF EXISTS (select 1 from [YP_CRT_Data_1Week])
|
|
BEGIN
|
|
|
|
RAISERROR ('Processing Data 1Week', 0, 1) WITH NOWAIT
|
|
|
|
----------------------------
|
|
---- YP_CRT_Data_1Week
|
|
----------------------------
|
|
IF Object_ID('YB_Charts..TMP_Data_1Week') IS NOT NULL
|
|
Drop Table YB_Charts..TMP_Data_1Week
|
|
|
|
|
|
--declare @MinId bigint
|
|
--declare @Sql varchar(max)
|
|
select top 1 @MinId= [CRTD_ID] -1 from [CRT_Data_1Week] Order by 1
|
|
If @MinId >=0 SET @MinId = -1
|
|
|
|
SELECT @Sql = 'CREATE TABLE [dbo].[TMP_Data_1Week](
|
|
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
|
|
[CRTD_Period] [datetime] NOT NULL,
|
|
[CRTD_FirstQuote] [datetime] NOT NULL,
|
|
[CRTD_LastQuote] [datetime] NOT NULL,
|
|
[CRTD_PairSymbol] [varchar](50) NOT NULL,
|
|
[CRTD_BidOpeningValue] [float] NOT NULL,
|
|
[CRTD_BidClosingValue] [float] NOT NULL,
|
|
[CRTD_BidLowValue] [float] NOT NULL,
|
|
[CRTD_BidHighValue] [float] NOT NULL,
|
|
[CRTD_MidOpeningValue] [float] NOT NULL,
|
|
[CRTD_MidClosingValue] [float] NOT NULL,
|
|
[CRTD_MidLowValue] [float] NOT NULL,
|
|
[CRTD_MidHighValue] [float] NOT NULL,
|
|
[CRTD_DateIn] [datetime] NOT NULL )'
|
|
|
|
exec (@Sql)
|
|
|
|
|
|
|
|
;With MinPeriodsPerSymbol AS
|
|
(
|
|
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
|
|
FROM [dbo].[CRT_Data_1Week] with (nolock)
|
|
Group By [CRTD_PairSymbol]
|
|
)
|
|
|
|
|
|
INSERT INTO [dbo].[TMP_Data_1Week]
|
|
([CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn])
|
|
SELECT
|
|
CC.[CRTD_Period]
|
|
,CC.[CRTD_FirstQuote]
|
|
,CC.[CRTD_LastQuote]
|
|
,CC.[CRTD_PairSymbol]
|
|
,CC.[CRTD_BidOpeningValue]
|
|
,CC.[CRTD_BidClosingValue]
|
|
,CC.[CRTD_BidLowValue]
|
|
,CC.[CRTD_BidHighValue]
|
|
,CC.[CRTD_MidOpeningValue]
|
|
,CC.[CRTD_MidClosingValue]
|
|
,CC.[CRTD_MidLowValue]
|
|
,CC.[CRTD_MidHighValue]
|
|
,CC.[CRTD_DateIn]
|
|
FROM [dbo].[YP_CRT_Data_1Week] CC
|
|
LEFT JOIN [dbo].[CRT_Data_1Week] XX with (nolock)
|
|
ON CC.[CRTD_Period] = XX.[CRTD_Period]
|
|
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
|
|
LEFT JOIN MinPeriodsPerSymbol PS
|
|
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
|
|
|
|
where XX.[CRTD_ID] IS NULL
|
|
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
|
|
--Order by [CRTD_PairSymbol],[CRTD_Period] DESC
|
|
|
|
|
|
-- select * from #CRTD_1Week Order by CRTD_PairSymbol,CRTD_Period desc
|
|
-- select * from CRT_Data_1Week where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
|
|
|
|
SET IDENTITY_INSERT [CRT_Data_1Week] ON
|
|
INSERT INTO [dbo].[CRT_Data_1Week]
|
|
([CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
)
|
|
SELECT
|
|
[CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
FROM [TMP_Data_1Week]
|
|
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
|
|
SET IDENTITY_INSERT [CRT_Data_1Week] OFF
|
|
|
|
|
|
|
|
|
|
End
|
|
|
|
IF EXISTS (select 1 from [YP_CRT_Data_1Month])
|
|
BEGIN
|
|
|
|
RAISERROR ('Processing Data 1Month', 0, 1) WITH NOWAIT
|
|
----------------------------
|
|
--- YP_CRT_Data_1Month
|
|
----------------------------
|
|
IF Object_ID('YB_Charts..TMP_Data_1Month') IS NOT NULL
|
|
Drop Table YB_Charts..TMP_Data_1Month
|
|
|
|
--declare @MinId bigint
|
|
--declare @Sql varchar(max)
|
|
|
|
select top 1 @MinId= [CRTD_ID] -1 from CRT_Data_1Month Order by 1
|
|
If @MinId >=0 SET @MinId = -1
|
|
|
|
SELECT @Sql = 'CREATE TABLE [dbo].[TMP_Data_1Month](
|
|
[CRTD_ID] [int] IDENTITY(' + cast(@MinId as varchar(10))+ ',-1) NOT NULL,
|
|
[CRTD_Period] [datetime] NOT NULL,
|
|
[CRTD_FirstQuote] [datetime] NOT NULL,
|
|
[CRTD_LastQuote] [datetime] NOT NULL,
|
|
[CRTD_PairSymbol] [varchar](50) NOT NULL,
|
|
[CRTD_BidOpeningValue] [float] NOT NULL,
|
|
[CRTD_BidClosingValue] [float] NOT NULL,
|
|
[CRTD_BidLowValue] [float] NOT NULL,
|
|
[CRTD_BidHighValue] [float] NOT NULL,
|
|
[CRTD_MidOpeningValue] [float] NOT NULL,
|
|
[CRTD_MidClosingValue] [float] NOT NULL,
|
|
[CRTD_MidLowValue] [float] NOT NULL,
|
|
[CRTD_MidHighValue] [float] NOT NULL,
|
|
[CRTD_DateIn] [datetime] NOT NULL )'
|
|
|
|
exec (@Sql)
|
|
|
|
|
|
|
|
DECLARE @CurrMonth date
|
|
|
|
SELECT @CurrMonth = cast(DateAdd(day , -datePart(day,getdate())+1, getdate()) as date)
|
|
|
|
;With MinPeriodsPerSymbol AS
|
|
(
|
|
SELECT [CRTD_PairSymbol], Min([CRTD_Period]) MinOfPeriod
|
|
FROM [dbo].[CRT_Data_1Month] with (nolock)
|
|
Group By [CRTD_PairSymbol]
|
|
)
|
|
|
|
|
|
INSERT INTO [dbo].[TMP_Data_1Month]
|
|
([CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn])
|
|
SELECT
|
|
CC.[CRTD_Period]
|
|
,CC.[CRTD_FirstQuote]
|
|
,CC.[CRTD_LastQuote]
|
|
,CC.[CRTD_PairSymbol]
|
|
,CC.[CRTD_BidOpeningValue]
|
|
,CC.[CRTD_BidClosingValue]
|
|
,CC.[CRTD_BidLowValue]
|
|
,CC.[CRTD_BidHighValue]
|
|
,CC.[CRTD_MidOpeningValue]
|
|
,CC.[CRTD_MidClosingValue]
|
|
,CC.[CRTD_MidLowValue]
|
|
,CC.[CRTD_MidHighValue]
|
|
,CC.[CRTD_DateIn]
|
|
|
|
FROM [dbo].[YP_CRT_Data_1Month] CC
|
|
LEFT JOIN [dbo].[CRT_Data_1Month] XX
|
|
ON CC.[CRTD_Period] = XX.[CRTD_Period]
|
|
AND CC.CRTD_PairSymbol = XX.CRTD_PairSymbol
|
|
LEFT JOIN MinPeriodsPerSymbol PS
|
|
ON CC.[CRTD_PairSymbol] = PS.[CRTD_PairSymbol]
|
|
|
|
where XX.[CRTD_ID] IS NULL
|
|
AND cast(dateadd(day,-datepart(day,CC.[CRTD_Period])+1, CC.[CRTD_Period]) as date) < @CurrMonth
|
|
AND CC.[CRTD_Period] < IsNull(PS.MinOfPeriod,GetDate())
|
|
--Order by [CRTD_PairSymbol],[CRTD_Period] DESC
|
|
|
|
-- select * from #CRTD_1Month Order by CRTD_PairSymbol,CRTD_Period desc
|
|
-- select * from CRT_Data_1Month where CRTD_PairSymbol = 'AAPLUSD' Order by CRTD_PairSymbol,CRTD_Period desc
|
|
|
|
|
|
SET IDENTITY_INSERT [CRT_Data_1Month] ON
|
|
INSERT INTO [dbo].[CRT_Data_1Month]
|
|
([CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
)
|
|
SELECT
|
|
[CRTD_ID]
|
|
,[CRTD_Period]
|
|
,[CRTD_FirstQuote]
|
|
,[CRTD_LastQuote]
|
|
,[CRTD_PairSymbol]
|
|
,[CRTD_BidOpeningValue]
|
|
,[CRTD_BidClosingValue]
|
|
,[CRTD_BidLowValue]
|
|
,[CRTD_BidHighValue]
|
|
,[CRTD_MidOpeningValue]
|
|
,[CRTD_MidClosingValue]
|
|
,[CRTD_MidLowValue]
|
|
,[CRTD_MidHighValue]
|
|
,[CRTD_DateIn]
|
|
FROM [TMP_Data_1Month]
|
|
ORDER BY CRTD_PairSymbol,CRTD_Period DESC
|
|
SET IDENTITY_INSERT [CRT_Data_1Month] OFF
|
|
|
|
|
|
|
|
|
|
|
|
|
|
End
|
|
|
|
|
|
/*
|
|
|
|
select top 5000 * from CRT_Data_1Minute where CRTD_PairSymbol = 'AAPLUSD'
|
|
and cast([CRTD_Period] as date) = '2016-06-07'
|
|
order by [CRTD_Period]
|
|
|
|
select * from #CRTD_1Minute where CRTD_PairSymbol = 'AAPLUSD' order by CRTD_PairSymbol,CRTD_Period desc
|
|
*/ |