SQL trigger function to UPDATE daily moving average upon INSERT

问题

I am trying to create a SQL trigger function which should UPDATE a column when data is INSERTed INTO the table. The update is based on the values present in the values being INSERTed.

I have the following table to store daily OHLC data of a stock.

CREATE TABLE daily_ohlc (
 cdate date,
 open numeric(8,2),
 high numeric(8,2),
 low numeric(8,2),
 close numeric(8,2),
 sma8 numeric(8,2)
);

INSERT command:

INSERT INTO daily_ohlc (cdate, open, high, low, close) 
 values ('SYMBOL', 101, 110, 95, 108);

When this command is executed I would like to update the 'sma8' column based on the present values being INSERTed and the values already available in the table.

As of now, I am using the following SQL query to calculate the values for every row and then use the result to update the 'sma8' column using python.

SELECT sec.date, AVG(sec.close) 
 OVER(ORDER BY sec.date ROWS BETWEEN 7 PRECEDING AND CURRENT ROW) AS 
simple_mov_avg FROM daily_ohlc sec;

The above query calculates Simple Moving Average over the last 8 records (including the present row).

Using this procedure I update every row of data in the 'sma8' column every time I insert data. I would like to update only the last row (i.e row being INSERTed) by using a trigger. How to do this?

回答1:

You may do an UPDATE FROM your select query using appropriate joins in your Trigger.

create or replace function update_sma8() RETURNS TRIGGER AS
$$
 BEGIN

UPDATE daily_ohlc d SET sma8 = s.simple_mov_avg 
FROM
(
 SELECT  sec.cdate,AVG(sec.close)  
   OVER(ORDER BY sec.cdate ROWS BETWEEN 7 PRECEDING AND CURRENT ROW) AS 
    simple_mov_avg FROM daily_ohlc sec
)s where s.cdate = NEW.cdate  --The newly inserted cdate
     AND d.cdate = s.cdate;   
RETURN NULL;

END $$ language plpgsql;

Demo

The only caveat of using this method is that if someone deletes a row or updates close column, then the values have to be recalculated, which won't happen for existing rows. Only the inserted row will see the right re-calculated value.

Instead, you may simply create View to calculate the sma8 column from the main table for all rows when requested.

回答2:

Can't you just do something along those lines?

INSERT INTO daily_ohlc 
SELECT current_date, 101, 110, 95, 108, (COUNT(*)*AVG(close)+108)/(1+Count(*))
FROM daily_ohlc
WHERE cDate >= ANY (
    SELECT MIN(cdate)
    FROM (SELECT CDate, ROW_NUMBER() OVER (ORDER BY CDate DESC) as RowNum FROM daily_ohlc) a 
    WHERE RowNum <= 7
)

I know very well it could appear complicated compared to a trigger.
However, I am trying to avoid a case where you successfully create the ON INSERT trigger and next want to handle updates in the table. Updating a table within a procedure triggered by an update in the same table is not the best idea.

来源：https://stackoverflow.com/questions/54131201/sql-trigger-function-to-update-daily-moving-average-upon-insert

标签

sql

postgresql

triggers