Query for Portfolio VaR in SQL Server - sql-server

I am trying to get log of share prices (matrix) in SQL Server. The column name are dynamic and have been by applying PIVOT
DECLARE
#cmd AS NVARCHAR(MAX),
#cols AS NVARCHAR(MAX),
#query AS NVARCHAR(MAX)
SET #cols = (SELECT DISTINCT STRING_AGG(Cast(Quotename (Symbol)as NVARCHAR(MAX)),',') FROM #symbol)
--print #cols
set #query = 'SELECT PriceDate,' + #cols + ' INTO ##temp3 from
(
SELECT PriceDate,LastPrice,Symbol FROM #WORK
) x
pivot
(
sum(LastPrice)
for Symbol in (' + #cols + ')
) p ORDER BY PriceDate'
execute(#query);
Now I have to apply log of price change on this column with dynamic column names.
And then I have to apply portfolio Covariance

Related

Create indexed view from defined pivot table

I have a requirement of creating a view for pivot table
This is my source table
According to my requirement I have created the following pivot table
DECLARE #cols AS NVARCHAR(MAX), #query AS NVARCHAR(MAX)
select #cols = STUFF((SELECT ',' + QUOTENAME(Date)
from Salse_Data
group by Date
order by Date
FOR XML PATH(''), TYPE
).value('.', 'NVARCHAR(MAX)')
,1,1,'')
set #query = 'SELECT Product,' + #cols + ' from
(
select Product, Date, Salse
from Salse_Data
) x
pivot
(
sum(Salse)
for Date in (' + #cols + ')
) p '
execute(#query);
Output is
I need to create an indexed view(Materialized View) above query
So i used procedure to create the view
CREATE PROCEDURE [dbo].[ProductSalse_By_Year_Proc_4]
AS
BEGIN
DECLARE #cols AS NVARCHAR(MAX), #query AS NVARCHAR(MAX)
select #cols = STUFF((SELECT ',' + QUOTENAME(Date)
from Salse_Data
group by Date
order by Date
FOR XML PATH(''), TYPE
).value('.', 'NVARCHAR(MAX)')
,1,1,'')
set #query = 'CREATE VIEW abcd with schemabinding as SELECT Product,' + #cols + ' from
(
select Product, Date, Salse
from Salse_Data
) x
pivot
(
sum(Salse)
for Date in (' + #cols + ')
) p '
EXECUTE(#query)
END
GO
this execuce without errors but not created the view.
Could you please help on this issue?

T sql CONCAT by comma dynamic query

I have dynamic sql query as below.
DECLARE #cols AS NVARCHAR(MAX) = '[0],[3],[11]',
#query AS NVARCHAR(MAX)
SET #query = N'SELECT * FROM
(
SELECT
year(createdDate) as [year],month(createdDate) as [month],cp.product_Id as product_ID,cp.salesprice as Amount
FROM customer_products cp
)s
PIVOT
(
SUM(Amount)
FOR product_Id IN ( '+ #cols +' ))
AS pvt;'
EXECUTE(#query)
Question:
Above query works however below query is not working because of
SELECT #cols = CONCAT(#cols, '[', cast(product_ID as varchar),']') FROM Product
code block.Error displays Incorrect syntax near
DECLARE #cols AS NVARCHAR(MAX) = '',
#query AS NVARCHAR(MAX)
SELECT #cols = CONCAT(#cols, '[', cast(product_ID as varchar),'],') FROM Product
SET #query = N'SELECT * FROM
(
SELECT
year(createdDate) as [year],month(createdDate) as [month],cp.product_Id as product_ID,cp.salesprice as Amount
FROM customer_products cp
)s
PIVOT
(
SUM(Amount)
FOR product_Id IN ( '+ #cols +' ))
AS pvt;'
EXECUTE(#query)
Where i miss exactly what is missing in above query while selecting productID from Product ?
You need to remove last , from #cols, add
SET #cols = LEFT(#cols, LEN(#cols) - 1)
You can consider using XML instead CONCAT like:
SELECT #cols = STUFF((SELECT ',' + QUOTENAME(CAST(product_ID as VARCHAR(10)))
FROM Products
FOR XML PATH(''), TYPE
).value('.', 'NVARCHAR(MAX)')
, 1, 1, '');
It is a good practice to define length for cast(product_ID as varchar(10))
You need to ensure the last comma is removed from the select list, or you're passing an empty value to PIVOT.
Use this:
DECLARE #cols AS NVARCHAR(MAX) = '',
#query AS NVARCHAR(MAX)
SELECT #cols = COALESCE(#cols+', ','') + '[' + cast(product_ID as varchar) + ']' FROM product
SET #query = N'SELECT * FROM
(
SELECT
year(createdDate) as [year],month(createdDate) as [month],cp.product_Id as product_ID,cp.salesprice as Amount
FROM customer_products cp
)s
PIVOT
(
SUM(Amount)
FOR product_Id IN ( '+ #cols +' ))
AS pvt;'
EXECUTE(#query)

Trigger a dynamic SQL Server stored procedure to run every day

I have a dynamic stored procedure which runs in SSMS. Is it possible to convert this proc into a function so when ever I do
exec function stored.proc
I can run this from my ETL?
My query as below -
create procedure dbo.bear_load
as
set nocount on;
Declare #cols as NVARCHAR(MAX), #query as NVARCHAR(MAX), #Result as NVARCHAR(MAX)
select #cols = STUFF((SELECT ',' + QUOTENAME(FIELD_NAME)
from bear_crossjoin
group by Field_Name, FIELDNUMBER
order by FIELDNUMBER
FOR XML PATH(''), TYPE
).value('.', 'NVARCHAR(MAX)')
,1,1,'')
set #query = N'SELECT ' + #cols + N'
from
(
select substring, Field_Name,
rn = row_number() over(partition by field_name order by fieldnumber)
from bear_crossjoin
) x
pivot
(
max(substring)
for Field_Name in (' + #cols + N')
) p '
set #Result= ' select ' + #query
EXEC (#query)
GO
exec dbo.bear_load
Any help very much appreciated.
Arun

Dynamic Pivot with column names from dynamic tables

I am working on a project with SSRS and Rockwell Software's RSView32. Basically this software project logs manufacturing data to individual tables as such:
One table (Machine1_TagTable) has Tag names which describe the data as such: TagName, TagIndex. The name provides a human-understandable reference to the information contained in a second table. Example : Part Number, 1
The second table (Machine1_FloatTable) contains raw data with nothing more than a timestamp, TagIndex and value.
Example : 2013-12-10 15:44:11.322, 1, 12345(value)
I have a dynamic pivot which works for ONE table; however, I would like to use a variable parameter passed from SSRS to select both the TagTable and FloatTable.
This works with the Machine1_FloatTable as part of the dynamic statement, but not in the XML path building. I understand this is a scope issue, so I'm looking for creative ways to allow me to pass the table names from SSRS into this stored procedure.
Here's what I have now:
DECLARE #FLOATTABLE NVARCHAR(MAX), #TAGTABLE NVARCHAR(MAX), #startdate NVARCHAR(MAX),
#enddate NVARCHAR(MAX), #cols as NVARCHAR(MAX), #query as NVARCHAR(MAX)
SET #TAGTABLE ='dbo.Machine1_TagTable'
SET #FLOATTABLE = 'dbo.Machine1_FloatTable'
SELECT #cols = STUFF((SELECT DISTINCT ',' + QUOTENAME(CONVERT(VARCHAR,TagName),'"')
FROM #tagtable
FOR XML PATH('')),1,1,'')
Set #query = 'SELECT DISTINCT DateAndTime, Millitm, ' + #cols + ' FROM ( select
T.DateAndTime, T.Millitm, N.TagName, T.Val from ' + #FLOATTABLE + ' T LEFT JOIN ' +
#TAGTABLE + ' N ON T.TagIndex=N.TagIndex WHERE T.DateAndTime Between '''+ #startdate +
''' AND '''+ #enddate +''') x PIVOT (MAX(Val) for TagName IN (' + #cols + ')) p'
PRINT (#query)
Any help or suggestions would be greatly appreciated. Thanks!
Well, it's possible, if I understand your question. You have to build a dynamic SQL string, and execute that to populate #cols.
declare #string nvarchar(MAX)
set #String = 'SELECT STUFF((SELECT DISTINCT '','' + QUOTENAME(CONVERT(VARCHAR,ActualDate),'
+ '''"'') FROM ' + #TAGTABLE + ' FOR XML PATH ('''')),1,1,'''')'
EXECUTE sp_executeSQL #String, #Cols OUTPUT
print #cols
It's pretty hacky, but I think it should work.

Generate dynamic columns using pivot

I have the following query which is always giving the error. Could some body help me
to resolve this?
"Incorrect syntax near the keyword '#stqsql'".
My code is:
declare #strsql nvarchar(max)
set #strsql=select merchantid from employee
select *
from
(
Select s.employeeid,
COUNT(*) as TotCount
from Employee s
GROUP BY s.employeeid
)as a
pivot (avg(TotCount) for employeeid IN ('+#stqsql+')) AS NoOfRec
Unfortunately the way you are trying to get dynamic columns does not work. You will have to use something similar to the following:
DECLARE #colsPivot AS NVARCHAR(MAX),
#query AS NVARCHAR(MAX)
-- this gets the list of values that you want to pivot
select #colsPivot = STUFF((SELECT distinct ', ' + QUOTENAME(merchantid )
from employee
FOR XML PATH(''), TYPE
).value('.', 'NVARCHAR(MAX)')
,1,1,'')
-- since you are use a dynamic list you have to use dynamic sql
set #query = 'SELECT ' + #colsPivot + ' from
(
SELECT s.employeeid,
COUNT(*) as TotCount
FROM Employee s
GROUP BY s.employeeid
) src
pivot
(
avg(TotCount)
for employeeid in (' + #colsPivot + ')
) p '
execute(#query)

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