It turns out that the from subselect is causing the error in :
select getmovavg(aggarray(trade_date), aggarray(close_price),
> '2004-01-20', 5)
> from
> ( select trade_date, close_price::numeric
> from quotedata
> where symbol='MSFT'
> and trade_date > '2004-01-01'
> order by trade_date desc) values
whereas
select * from getmovavg(array['2007-04-03', '2007-04-02',
'2007-04-01']::timestamp[], array[4.0,3.0,2.0]::numeric[], '2007-04-03',
3)
will work. anyone know why that would be?
On Wed, 2007-04-25 at 14:10 -0400, Richard Albright wrote:
> I have figured out my looping issue, but am having difficulty wrapping
> my set returning plpgsql function getmovavgset with a getmovavg sql func
> when i run the following:
>
> select getmovavg(aggarray(trade_date), aggarray(close_price),
> '2004-01-20', 5)
> from
> ( select trade_date, close_price::numeric
> from quotedata
> where symbol='MSFT'
> and trade_date > '2004-01-01'
> order by trade_date desc) values
>
> i get the following output:
>
> NOTICE: v_rec: ("2004-01-20 00:00:00",27.6916666666666667)
> CONTEXT: SQL function "getmovavg" statement 1
> NOTICE: v_rec: ("2004-01-16 00:00:00",27.6183333333333333)
> CONTEXT: SQL function "getmovavg" statement 1
> NOTICE: v_rec: ("2004-01-15 00:00:00",27.6766666666666667)
> CONTEXT: SQL function "getmovavg" statement 1
> NOTICE: v_rec: ("2004-01-14 00:00:00",27.7883333333333333)
> CONTEXT: SQL function "getmovavg" statement 1
> NOTICE: v_rec: ("2004-01-13 00:00:00",27.8783333333333333)
> CONTEXT: SQL function "getmovavg" statement 1
> NOTICE: v_rec: ("2004-01-12 00:00:00",27.9966666666666667)
> CONTEXT: SQL function "getmovavg" statement 1
> NOTICE: v_rec: ("2004-01-09 00:00:00",27.9766666666666667)
> CONTEXT: SQL function "getmovavg" statement 1
> NOTICE: v_rec: ("2004-01-08 00:00:00",28.0400000000000000)
> CONTEXT: SQL function "getmovavg" statement 1
> NOTICE: v_rec: ("2004-01-07 00:00:00",28.0100000000000000)
> CONTEXT: SQL function "getmovavg" statement 1
> NOTICE: v_rec: ("2004-01-06 00:00:00",27.9433333333333333)
> CONTEXT: SQL function "getmovavg" statement 1
> NOTICE: v_rec: ("2004-01-05 00:00:00",27.7950000000000000)
> CONTEXT: SQL function "getmovavg" statement 1
>
> ERROR: set-valued function called in context that cannot accept a set
>
> I am having difficulty determining if the error is in my getmovavgset or
> getmovavg function.
> the notice msgs are coming from the getmovavgset func, so it is
> iterating. I just dont know if the syntax is correct for the
> generate_series statement in that func. What am I missing? code is
> below.
>
> CREATE TYPE resultset AS
> ("index" timestamp[],
> "values" numeric[]);
>
> CREATE TYPE resultsetitem AS
> ("index" timestamp,
> value numeric);
>
> CREATE AGGREGATE aggarray(
> BASETYPE=anyelement,
> SFUNC=array_append,
> STYPE=anyarray,
> INITCOND='{}'
> );
>
> CREATE OR REPLACE FUNCTION getmovavgarray(p_idxarray _timestamp,
> p_valarray _numeric, p_idx "timestamp", p_periods int8)
> RETURNS resultset AS
> $BODY$
> declare
> idxptr int8;
> idxendptr int8;
> offsetptr int8;
> begoffset int8;
> ar_idx timestamp[]:='{}';
> ar_values numeric[]:='{}';
> v_rec resultset%rowtype;
> v_rtn resultset%rowtype;
> v_sql text;
> v_index timestamp;
> v_value numeric;
> v_idx timestamp;
> begin
> for offsetptr in 1 .. array_upper(p_idxarray, 1)
> loop
> --raise notice 'offset: %', offsetptr;
> begoffset := offsetptr;
> exit when p_idxarray[offsetptr]::timestamp <= p_idx;
> end loop;
> --raise notice 'offset: %, end: %', begoffset, array_upper(p_idxarray,
> 1);
> for idxptr in 1 .. (array_upper(p_idxarray, 1) - begoffset)
> loop
> idxendptr := idxptr + p_periods;
> v_index := p_idxarray[(idxptr + begoffset - 1)];
> v_value := movavg(p_valarray[ (idxptr + begoffset - 1) :
> (idxendptr +
> begoffset -1) ]);
> ar_idx := array_append(ar_idx, v_index);
> ar_values := array_append(ar_values, v_value);
> --raise notice 'idx: %, avg: %', v_index, v_value;
> end loop;
> v_rtn := (ar_idx, ar_values);
> return v_rtn;
>
>
> end
> $BODY$
> LANGUAGE 'plpgsql' VOLATILE;
>
> CREATE OR REPLACE FUNCTION getmovavgset(p_idxarray _timestamp,
> p_valarray _numeric, p_idx "timestamp", p_periods int8)
> RETURNS SETOF resultsetitem AS
> $BODY$
> declare
> results resultset;
> v_rec record;
> v_rtn resultsetitem%rowtype;
> v_sql text;
> ar_idx timestamp[];
> ar_values numeric[];
> begin
> --raise notice 'idxarray: %', p_idxarray;
> for results in
> select * from getmovavgarray(p_idxarray, p_valarray, p_idx,
> p_periods)
> loop
> ar_idx := results.index;
> ar_values := results.values;
> end loop;
> for v_rec in
> select (ar_idx)[s] as index, (ar_values)[s] as value from
> generate_series(1, array_upper(ar_idx, 1)) as s
> loop
> raise notice 'v_rec: %', v_rec;
> v_rtn := (v_rec.index, v_rec.value);
> --raise notice 'resultset: %', v_rtn;
> return next v_rtn;
> end loop;
> end
> $BODY$
> LANGUAGE 'plpgsql' VOLATILE;
>
> CREATE OR REPLACE FUNCTION getmovavg(p_idxarray _timestamp, p_valarray
> _numeric, p_idx "timestamp", p_periods int8)
> RETURNS SETOF resultsetitem as
> $BODY$
> select * from getmovavgset($1, $2, $3, $4);
> $BODY$
> LANGUAGE 'sql' volatile;
--
Rick Albright
Senior Quantitative Analyst
Indie Research, LLC
254 Witherspoon Street
Princeton, NJ 08542
(609)497-1030
[EMAIL PROTECTED]
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