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- -- Setup patterns for calendars
- insert into CalendarPatterns
- values('workmonth',
- '{1 on}, month');
- insert into CalendarPatterns
- values('fourday_day',
- '{1 off, 4 on, 2 off}, day');
- insert into CalendarPatterns
- values('workweek_day',
- '{1 off, 5 on, 1 off}, day');
- insert into CalendarPatterns
- values('workweek_week',
- '{1 on}, week');
- insert into CalendarPatterns
- values('workweek_hour',
- '{32 off, 9 on, 15 off, 9 on, 15 off, 9 on, 15 off, 9 on, 15 off, 9 on, 31 off}, hour');
- insert into CalendarTable(c_name, c_calendar)
- values ('weekcal',
- 'startdate(2011-01-02 00:00:00.00000), pattstart(2011-01-02 00:00:00.00000), pattname(workweek_week)');
- insert into CalendarTable(c_name, c_calendar)
- values ('monthcal',
- 'startdate(2011-01-01 00:00:00.00000), pattstart(2011-01-01 00:00:00.00000), pattname(workmonth)');
- insert into CalendarTable(c_name, c_calendar)
- values ('daycal',
- 'startdate(2011-01-02 00:00:00.00000), pattstart(2011-01-02 00:00:00.00000), pattname(workweek_day)');
- insert into CalendarTable(c_name, c_calendar)
- values ('fourdaycal',
- 'startdate(2011-01-02 00:00:00.00000), pattstart(2011-01-02 00:00:00.00000), pattname(fourday_day)');
- insert into CalendarTable(c_name, c_calendar)
- values ('hourcal',
- 'startdate(2011-01-02 00:00:00.00000), pattstart(2011-01-02 00:00:00.00000), pattname(workweek_hour)');
- create row type stock_trade(
- timestamp datetime year to fraction(5),
- price double precision,
- vol double precision,
- trade int,
- broker int,
- buyer int,
- seller int
- );
- execute procedure TSContainerCreate('ctnr_stock', 'rootdbs', 'stock_trade', 0, 0);
- create row type one_real (timestamp datetime year to fraction(5), result real);
- create row type stock_bar (
- timestamp datetime year to fraction(5),
- high real,
- low real,
- final real,
- vol real);
- create row type stock_bar_union (
- timestamp datetime year to fraction(5),
- high real,
- low real,
- final real,
- vol real,
- high2 real,
- low2 real,
- final2 real,
- vol2 real);
- create table daily_stocks(
- stock_id int,
- stock_name lvarchar,
- stock_data TimeSeries(stock_bar));
- create table rel_ticks (trade stock_trade,
- stock_id int);
- insert into rel_ticks values (
- row('2011-01-10 00:00:00.00000', 66, 55, 44, 33, 22, 11)::stock_trade,
- 600);
- insert into rel_ticks values (
- row('2011-01-11 00:00:00.00000', 11, 22, 33, 44, 55, 66)::stock_trade,
- 600);
- insert into daily_stocks values (
- 901,
- 'IBM',
- 'origin(2011-01-03 00:00:00.00000), calendar(daycal), [(356, 310, 340, 999), (156, 110, 140, 111)]');
- insert into daily_stocks values (
- 902,
- 'HWP',
- 'origin(2011-01-03 00:00:00.00000), calendar(daycal), [(403, 401, 402, 253), (503, 501, 502, 302)]');
- update daily_stocks
- set stock_data = PutElem(stock_data,row('2011-01-06 00:00:00.00000',99,54,66,888)::stock_bar)
- where stock_id = 901;
- create table activity_stocks(
- stock_id int,
- activity_data TimeSeries(stock_trade)
- );
- insert into activity_stocks values (
- 600,
- 'irregular, container(ctnr_stock), origin(2011-01-03 00:00:00.00000), calendar(daycal), [(6.25,1000,1,7,2,1)@2011-01-04 12:58:09.12345, (6.50, 2000, 1,8,3,1)@2011-01-05 12:58:09.23456]');
- create table activity_load_tab(stock_id int, set_data multiset(stock_trade not null));
- insert into activity_load_tab values (
- 600,
- 'multiset{row("2011-01-06 13:14:15.98765",6.75,3000,1,9,4,1),row("2011-01-06 14:13:12.56789",7.00,4000,1,10,5,1)}');
- create function Interp(TimeSeries) returns TimeSeries
- external name '$USERFUNCDIR/Interpolate.bld(ts_interp)'
- language c not variant;
- create procedure TSIncLoad( table_name lvarchar,
- file_name lvarchar,
- calendar_name lvarchar,
- origin datetime year to day,
- threshold integer,
- regular boolean,
- container_name lvarchar,
- nelems integer)
- external name '$USERFUNCDIR/Loader.bld(TSIncLoad)'
- language C;
- create function TsToList(TimeSeries, integer) returns list
- external name '$USERFUNCDIR/TsToList.bld(ts_to_list)'
- language c not variant;
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