# ktrade_garch

create USE_20xx.sql scripts (along with all others) were lost in the Pycharm/Clion catastrophe August-ish 2021.

The procedure grouped EODData by symbol, tradedate?, ordered by tradedate and calculated pctchg for ranks > 1;
This didn't work in some cases where symbols started trading mid-year, e.g.
<code>select symbol, tradedate, close, volume, pct_close from USEQ_HIST where symbol='SD' and tradedate>'2015-01-01' limit 12;
+--------+------------+-------+----------+-----------+
| symbol | tradedate  | close | volume   | pct_close |
+--------+------------+-------+----------+-----------+
| SD     | 2016-01-05 |  0.17 |  9064500 |  -5.55556 |
| SD     | 2016-01-06 |  0.15 | 16881400 |  -11.7647 |
| SD     | 2016-10-04 | 19.50 |    61100 |     12900 |
| SD     | 2016-10-05 | 21.10 |  1156200 |   8.20513 |
| SD     | 2016-10-06 | 21.52 |   574200 |   1.99052 |
| SD     | 2016-10-07 | 21.27 |   384200 |  -1.16171 |
| SD     | 2016-10-10 | 21.57 |   667200 |   1.41043 |
| SD     | 2016-10-11 | 21.22 |   264500 |  -1.62263 |
| SD     | 2016-10-12 | 21.95 |   391700 |   3.44016 |
| SD     | 2016-10-13 | 21.85 |   222900 | -0.455583 |
| SD     | 2016-10-14 | 22.61 |   440700 |   3.47826 |
| SD     | 2016-10-17 | 22.07 |   116900 |  -2.38833 |
+--------+------------+-------+----------+-----------+

Actually pctchg's are all wrong on 1st trading day of the year!!!

MariaDB [test]> select * from USE_2020z where symbol='MS' limit 16;
+--------+------------+-------+-------+-------+-------+----------+
| symbol | tradedate  | open  | high  | low   | close | volume   |
+--------+------------+-------+-------+-------+-------+----------+
| MS     | 2020-01-01 | 51.12 | 51.12 | 51.12 | 51.12 |     NULL |
| MS     | 2020-01-02 | 51.20 | 52.06 | 51.17 | 52.04 |  7440200 |!!!!!!!!!!!!! rnk=1 missing!!!
| MS     | 2020-01-03 | 51.22 | 51.45 | 50.83 | 51.20 |  6706700 |
| MS     | 2020-01-06 | 50.67 | 51.04 | 50.46 | 51.02 |  7478500 |
| MS     | 2020-01-07 | 51.04 | 51.19 | 50.71 | 50.92 |  4571800 |
| MS     | 2020-01-08 | 50.96 | 51.79 | 50.90 | 51.57 |  6185200 |
| MS     | 2020-01-09 | 52.17 | 52.25 | 51.82 | 52.06 |  7310200 |
| MS     | 2020-01-10 | 52.15 | 52.47 | 51.91 | 52.21 |  7690400 |
| MS     | 2020-01-13 | 52.21 | 52.78 | 52.07 | 52.78 |  8335300 |
| MS     | 2020-01-14 | 53.06 | 53.24 | 52.67 | 52.86 |  9605000 |
| MS     | 2020-01-15 | 52.48 | 52.94 | 52.11 | 52.94 | 11342400 |
| MS     | 2020-01-16 | 56.05 | 57.36 | 55.65 | 56.44 | 34590600 |
| MS     | 2020-01-17 | 56.26 | 57.57 | 56.18 | 57.51 | 15403800 |
| MS     | 2020-01-20 | 57.51 | 57.51 | 57.51 | 57.51 |     NULL |
| MS     | 2020-01-21 | 55.88 | 56.48 | 55.18 | 55.92 | 20833800 |
| MS     | 2020-01-22 | 56.18 | 56.51 | 55.85 | 55.86 | 10276800 |
+--------+------------+-------+-------+-------+-------+----------+
16 rows in set (0.223 sec)

MariaDB [test]> select symbol,tradedate,open,high,low,close,volume from USE_2020 where symbol='MS' limit 16;
+--------+------------+-------+-------+-------+-------+----------+
| symbol | tradedate  | open  | high  | low   | close | volume   |
+--------+------------+-------+-------+-------+-------+----------+
| MS     | 2020-01-03 | 51.22 | 51.45 | 50.83 | 51.20 |  6706700 |
| MS     | 2020-01-06 | 50.67 | 51.04 | 50.46 | 51.02 |  7478500 |
| MS     | 2020-01-07 | 51.04 | 51.19 | 50.71 | 50.92 |  4571800 |
| MS     | 2020-01-08 | 50.96 | 51.79 | 50.90 | 51.57 |  6185200 |
| MS     | 2020-01-09 | 52.17 | 52.25 | 51.82 | 52.06 |  7310200 |
| MS     | 2020-01-10 | 52.15 | 52.47 | 51.91 | 52.21 |  7690400 |
| MS     | 2020-01-13 | 52.21 | 52.78 | 52.07 | 52.78 |  8335300 |
| MS     | 2020-01-14 | 53.06 | 53.24 | 52.67 | 52.86 |  9605000 |
| MS     | 2020-01-15 | 52.48 | 52.94 | 52.11 | 52.94 | 11342400 |
| MS     | 2020-01-16 | 56.05 | 57.36 | 55.65 | 56.44 | 34590600 |
| MS     | 2020-01-17 | 56.26 | 57.57 | 56.18 | 57.51 | 15403800 |
| MS     | 2020-01-21 | 55.88 | 56.48 | 55.18 | 55.92 | 20833800 |
| MS     | 2020-01-22 | 56.18 | 56.51 | 55.85 | 55.86 | 10276800 |
| MS     | 2020-01-23 | 55.22 | 55.65 | 54.80 | 55.53 | 10064900 |
| MS     | 2020-01-24 | 55.53 | 55.61 | 54.10 | 54.55 |  9752100 |
| MS     | 2020-01-27 | 53.00 | 53.69 | 52.86 | 53.11 | 10649100 |
+--------+------------+-------+-------+-------+-------+----------+
16 rows in set (0.003 sec)

This fixed in insert_daily.sql. Leave volume=0 rows in table. Queries
should usually return rows with volume>0.