Change SP500 percentile test to a generic quotes table

vladmihalcea · Apr 18, 2024 · 1408e2a · 1408e2a
1 parent 30e9c64
commit 1408e2a
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Showing 4 changed files with 2,607 additions and 1,277 deletions.
diff --git a/core/src/test/java/com/vladmihalcea/hpjp/hibernate/query/WindowFunctionPercentilesTest.java b/core/src/test/java/com/vladmihalcea/hpjp/hibernate/query/WindowFunctionPercentilesTest.java
@@ -6,14 +6,11 @@
 import org.junit.Test;
 
 import java.math.BigDecimal;
-import java.sql.Timestamp;
 import java.time.LocalDate;
-import java.time.ZoneId;
-import java.util.Date;
 import java.util.List;
+import java.util.Locale;
 import java.util.Properties;
 
-import static org.hibernate.cfg.SchemaToolingSettings.JAKARTA_HBM2DDL_CREATE_SCRIPT_SOURCE;
 import static org.hibernate.cfg.SchemaToolingSettings.JAKARTA_HBM2DDL_LOAD_SCRIPT_SOURCE;
 import static org.junit.Assert.assertEquals;
 
@@ -25,30 +22,39 @@ public class WindowFunctionPercentilesTest extends AbstractTest {
     @Override
     protected Class<?>[] entities() {
         return new Class<?>[] {
-            SP500.class,
+            Quote.class,
         };
     }
 
     @Override
     protected Database database() {
-        return Database.POSTGRESQL;
+        return Database.SQLSERVER;
     }
 
     @Override
     protected void additionalProperties(Properties properties) {
-        properties.put(JAKARTA_HBM2DDL_LOAD_SCRIPT_SOURCE, "data/sp500.sql");
+        properties.put(
+            JAKARTA_HBM2DDL_LOAD_SCRIPT_SOURCE,
+            database() == Database.ORACLE ? "data/oracle_quotes.sql" : "data/quotes.sql"
+        );
     }
 
     @Test
     public void test() {
+        if(!(database() == Database.ORACLE || database() == Database.POSTGRESQL)) {
+            return;
+        }
         doInJPA(entityManager -> {
             List<Tuple> prices = entityManager.createNativeQuery("""    
                 SELECT
-                   PERCENTILE_CONT(0.50) WITHIN GROUP(ORDER BY close_price) AS median,
-                   PERCENTILE_CONT(0.75) WITHIN GROUP(ORDER BY close_price) AS p75,
-                   PERCENTILE_CONT(0.95) WITHIN GROUP(ORDER BY close_price) AS p95,
-                   PERCENTILE_CONT(0.99) WITHIN GROUP(ORDER BY close_price) AS p99
-                FROM sp500
+                    PERCENTILE_CONT(0.50) WITHIN GROUP(ORDER BY close_price) AS median,
+                    PERCENTILE_CONT(0.75) WITHIN GROUP(ORDER BY close_price) AS p75,
+                    PERCENTILE_CONT(0.95) WITHIN GROUP(ORDER BY close_price) AS p95,
+                    PERCENTILE_CONT(0.99) WITHIN GROUP(ORDER BY close_price) AS p99
+                FROM quotes
+                WHERE
+                    ticker = 'SPX' AND
+                    quote_date BETWEEN DATE '2019-01-01' AND DATE '2023-12-31'
                 """, Tuple.class)
             .getResultList();
 
@@ -58,30 +64,96 @@ public void test() {
         doInJPA(entityManager -> {
             List<Tuple> prices = entityManager.createNativeQuery("""    
                 SELECT
-                   extract(year from price_date) AS year,
+                   extract(year from quote_date) AS year,
                    PERCENTILE_CONT(0.50) WITHIN GROUP(ORDER BY close_price) AS median,
                    PERCENTILE_CONT(0.75) WITHIN GROUP(ORDER BY close_price) AS p75,
                    PERCENTILE_CONT(0.95) WITHIN GROUP(ORDER BY close_price) AS p95,
                    PERCENTILE_CONT(0.99) WITHIN GROUP(ORDER BY close_price) AS p99
-                FROM sp500
-                GROUP BY extract(year from price_date)
+                FROM quotes
+                WHERE
+                    ticker = 'SPX' AND
+                    quote_date BETWEEN DATE '2019-01-01' AND DATE '2023-12-31'
+                GROUP BY extract(year from quote_date)
+                ORDER BY year
+                """, Tuple.class)
+            .getResultList();
+
+            assertEquals(5, prices.size());
+        });
+    }
+
+    @Test
+    public void testSQLServer() {
+        if(!(database() == Database.SQLSERVER)) {
+            return;
+        }
+        doInJPA(entityManager -> {
+            List<Tuple> prices = entityManager.createNativeQuery("""    
+                SELECT DISTINCT 
+                    PERCENTILE_CONT(0.50) WITHIN GROUP(ORDER BY close_price) 
+                        OVER (PARTITION BY ticker) AS median,
+                    PERCENTILE_CONT(0.75) WITHIN GROUP(ORDER BY close_price) 
+                        OVER (PARTITION BY ticker) AS p75,
+                    PERCENTILE_CONT(0.95) WITHIN GROUP(ORDER BY close_price) 
+                        OVER (PARTITION BY ticker) AS p95,
+                    PERCENTILE_CONT(0.99) WITHIN GROUP(ORDER BY close_price) 
+                        OVER (PARTITION BY ticker) AS p99
+                FROM quotes
+                WHERE
+                    ticker = 'SPX' AND
+                    quote_date BETWEEN '2019-01-01' AND '2023-12-31'
+                """, Tuple.class)
+            .getResultList();
+
+            assertEquals(1, prices.size());
+        });
+
+        doInJPA(entityManager -> {
+            List<Tuple> prices = entityManager.createNativeQuery("""    
+                SELECT DISTINCT
+                    YEAR(quote_date) AS year,
+                    PERCENTILE_CONT(0.50) WITHIN GROUP(ORDER BY close_price) 
+                        OVER (PARTITION BY YEAR(quote_date)) AS median,
+                    PERCENTILE_CONT(0.75) WITHIN GROUP(ORDER BY close_price) 
+                        OVER (PARTITION BY YEAR(quote_date)) AS p75,
+                    PERCENTILE_CONT(0.95) WITHIN GROUP(ORDER BY close_price) 
+                        OVER (PARTITION BY YEAR(quote_date)) AS p95,
+                    PERCENTILE_CONT(0.99) WITHIN GROUP(ORDER BY close_price) 
+                        OVER (PARTITION BY YEAR(quote_date)) AS p99
+                FROM quotes
+                WHERE
+                    ticker = 'SPX' AND
+                    quote_date BETWEEN '2019-01-01' AND '2023-12-31'
+                ORDER BY year
                 """, Tuple.class)
             .getResultList();
 
             assertEquals(5, prices.size());
         });
     }
 
-    @Entity(name = "SP500")
-    public static class SP500 {
+    @Entity(name = "quotes")
+    public static class Quote {
+
+        @Id
+        @Column(length = 4)
+        private String ticker;
 
         @Id
-        @Column(name = "price_date")
+        @Column(name = "quote_date")
         private LocalDate date;
 
-        @Column(name = "close_price")
+        @Column(name = "close_price", precision = 12, scale = 4)
         private BigDecimal price;
 
+        public String getTicker() {
+            return ticker;
+        }
+
+        public void setTicker(String ticker) {
+            this.ticker = ticker;
+        }
+
         public LocalDate getDate() {
             return date;
         }