126 lines
5.4 KiB
Transact-SQL
126 lines
5.4 KiB
Transact-SQL
--exec USP_UTIL_CRT_Validation '2016-06-03'
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CREATE procedure [dbo].[USP_UTIL_CRT_ReAggDay]
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(@checkDay datetime)
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as
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declare @TableName sysname,@UnitDefinition varchar(15),@TimeUnit varchar(10),@TimeInterval varchar(10),@sql nvarchar(max),@minLastRun datetime,@Source_TableName sysname
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create table #temp (CRTD_ID int,
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CRTD_Period datetime,
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CRTD_FirstQuote datetime,
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CRTD_LastQuote datetime,
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CRTD_PairSymbol varchar(15),
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CRTD_BidOpeningValue float ,
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CRTD_BidClosingValue float ,
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CRTD_BidLowValue float ,
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CRTD_BidHighValue float ,
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CRTD_MidOpeningValue float ,
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CRTD_MidClosingValue float ,
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CRTD_MidLowValue float ,
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CRTD_MidHighValue float,
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StartIntervalDate datetime,
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EndIntervalDate datetime)
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create index ix_StartIntervalDate on #temp(StartIntervalDate)
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create table #temp1 (StartPeriod datetime,
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EndPeriod datetime,
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First_Quote datetime,
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Last_Quote datetime,
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CRTD_PairSymbol varchar(15),
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BidMin_Value float,
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BidMax_Value float,
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MidMin_Value float,
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MidMax_Value float,
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Min_RowId int,
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Max_RowId int,
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BidOpen_Value float,
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BidClose_Value float,
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MidOpen_Value float,
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MidClose_Value float )
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declare cTasks cursor local static for
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select CRTT_TableName, CRTT_UnitDefinition
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from CRT_tasks with (nolock)
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where CRTT_Name <> '1Minute'
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and CRTT_IsActive = 1 and CRTT_Source_TableName <> ''
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order by CRTT_ID
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open cTasks
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fetch next from cTasks into @TableName, @UnitDefinition
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while @@fetch_status = 0
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begin
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truncate table #temp
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truncate table #temp1
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set @TimeUnit=substring(@UnitDefinition,1,1)
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set @TimeInterval=substring(@UnitDefinition,2,4)
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SELECT @TimeUnit=CASE @TimeUnit when 'N' then 'minute'
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when 'H' then 'hour'
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when 'D' then 'day'
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when 'W' then 'Week'
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when 'M' then 'Month'
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end
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set @SQL =
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'insert into #temp(CRTD_Period,CRTD_FirstQuote,CRTD_LastQuote,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_BidClosingValue,CRTD_BidLowValue,CRTD_BidHighValue,CRTD_MidOpeningValue,
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CRTD_MidClosingValue,CRTD_MidLowValue,CRTD_MidHighValue,StartIntervalDate,EndIntervalDate)
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SELECT CRTD_Period ,CRTD_FirstQuote ,CRTD_LastQuote ,CRTD_PairSymbol ,CRTD_BidOpeningValue ,CRTD_BidClosingValue
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,CRTD_BidLowValue ,CRTD_BidHighValue ,CRTD_MidOpeningValue ,CRTD_MidClosingValue ,CRTD_MidLowValue ,CRTD_MidHighValue,
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dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,CRTD_Period) /'+ @TimeInterval+' * '+@TimeInterval+', 0) as StartIntervalDate,
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dateadd(millisecond,-3,dateadd('+@TimeUnit+','+@TimeInterval+', (dateadd('+@TimeUnit+', datediff('+@TimeUnit+',0,CRTD_Period) / '+@TimeInterval+' * '+@TimeInterval+', 0)))) as EndIntervalDate
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from YB_Charts.dbo.CRT_Data_1Minute (nolock)
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where CRTD_Period BETWEEN CAST(@checkDay AS DATE) AND CAST(dateadd(millisecond,-3,@checkDay+1) AS DATEtIME)'
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exec sp_executesql @SQL,N'@checkDay datetime ',@checkDay
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if @TimeUnit='Week'--change so the week will be from sunday to saturday
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begin
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UPDATE #temp
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SET StartIntervalDate=StartIntervalDate-1,
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EndIntervalDate=EndIntervalDate-1
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end
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insert into #temp1
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(StartPeriod, EndPeriod, First_Quote, Last_Quote, CRTD_PairSymbol, BidMin_Value, BidMax_Value, MidMin_Value, MidMax_Value)
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select StartIntervalDate,
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EndIntervalDate,
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min(CRTD_FirstQuote) First_Quote, max(CRTD_LastQuote) Last_Quote,
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A.CRTD_PairSymbol,
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min(CRTD_BidLowValue) BidMin_Value, max(CRTD_BidHighValue) BidMax_Value,
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min(CRTD_MidLowValue) MidMin_Value, max(CRTD_MidHighValue) MidMax_Value
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from #temp A
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group by StartIntervalDate,EndIntervalDate,A.CRTD_PairSymbol
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update A
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set BidOpen_Value = B.CRTD_BidOpeningValue,
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MidOpen_Value = B.CRTD_MidOpeningValue
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FROM #temp1 A
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INNER JOIN (select StartIntervalDate,CRTD_PairSymbol,CRTD_BidOpeningValue,CRTD_MidOpeningValue,ROW_NUMBER() over (partition by CRTD_PairSymbol,StartIntervalDate order by crtd_period) as rownum
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from #temp) B ON A.CRTD_PairSymbol = B.CRTD_PairSymbol and A.StartPeriod=B.StartIntervalDate
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where B.rownum=1
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update A
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set BidClose_Value = B.CRTD_BidClosingValue,
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MidClose_Value = B.CRTD_MidClosingValue
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FROM #temp1 A
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INNER JOIN (select StartIntervalDate,CRTD_PairSymbol,CRTD_BidClosingValue,CRTD_MidClosingValue,ROW_NUMBER() over (partition by CRTD_PairSymbol,StartIntervalDate order by crtd_period desc) as rownum
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from #temp) B ON A.CRTD_PairSymbol = B.CRTD_PairSymbol and A.StartPeriod=B.StartIntervalDate
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where B.rownum=1
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set @SQL =
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'delete from ' + quotename(@TableName) +
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' where CRTD_Period BETWEEN CAST(@checkDay AS DATE) AND CAST(dateadd(millisecond,-3,@checkDay+1) AS DATEtIME)'
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exec sp_executesql @SQL,N'@checkDay datetime ',@checkDay
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set @SQL =
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'insert into ' + quotename(@TableName) +
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'(CRTD_Period, CRTD_FirstQuote, CRTD_LastQuote, CRTD_PairSymbol,
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CRTD_BidOpeningValue, CRTD_BidClosingValue, CRTD_BidLowValue,CRTD_BidHighValue,
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CRTD_MidOpeningValue, CRTD_MidClosingValue, CRTD_MidLowValue,CRTD_MidHighValue)
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select StartPeriod, First_Quote, Last_Quote, A.CRTD_PairSymbol, BidOpen_Value, BidClose_Value, BidMin_Value, BidMax_Value,
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MidOpen_Value, MidClose_Value, MidMin_Value, MidMax_Value
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from #temp1 A'
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exec(@SQL)
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fetch next from cTasks into @TableName, @UnitDefinition
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end
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close cTasks
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deallocate cTasks
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drop table #temp
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drop table #temp1 |