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This repository has been archived by the owner on May 31, 2023. It is now read-only.
SELECT timeseries.contractSymbol, AVG(timeseries.delta) FROM timeseries LEFT JOIN live ON timeseries.contractsymbol = live.contractsymbol WHERE live.expiration > 1627721273 GROUP BY timeseries.contractSymbol;
at the end of each days, update the live table with the average value of (most) columns as we go, to enable search by average.
Add two averages: 20days & 100 days averages for each column, for now.
This will allow identifying drops & peaks in movements of each contract.
The text was updated successfully, but these errors were encountered:
Using a statement like
SELECT timeseries.contractSymbol, AVG(timeseries.delta) FROM timeseries LEFT JOIN live ON timeseries.contractsymbol = live.contractsymbol WHERE live.expiration > 1627721273 GROUP BY timeseries.contractSymbol;
at the end of each days, update the
live
table with the average value of (most) columns as we go, to enable search by average.Add two averages: 20days & 100 days averages for each column, for now.
This will allow identifying drops & peaks in movements of each contract.
The text was updated successfully, but these errors were encountered: