How to calculate the Rate Of Change (ROC)

SQLServerCentral is supported by Red Gate Software Ltd.

Popular Topics

Home

Members

Calendar

Who's On

Home » Article Discussions » Article Discussions by Author » Discuss content posted by Gabriel Priester » How to calculate the Rate Of Change (ROC)

How to calculate the Rate Of Change (ROC)

Rate Topic

Display Mode

Topic Options

How to calculate the Rate Of Change (ROC)

Poll Results

Votes

alter

proc Roc as

OBJECT_ID(N'tempdb..#FinalROC', N'U') IS NOT NULL drop

table #FinalROC; create

table #FinalROC (

Transaction_Id int, Transaction_Date

datetime, Symbol_Code

varchar(50), Symbol_Name

varchar(50), Close_Price

decimal(18,2), ROC

decimal(18,2), ROC_Flag

varchar(50)) insert

into #FinalROC( Transaction_Id

, Transaction_Date

Member Votes: 0, Anonymous Votes: 0. You don't have permission to vote within this poll.

Author

Message

sushilb

Posted Monday, September 26, 2011 9:06 AM

SSC Rookie

Group: General Forum Members
Last Login: Friday, November 18, 2011 5:04 AM
Points: 26, Visits: 39

alter
proc Roc as
IF
OBJECT_ID(N'tempdb..#FinalROC', N'U') IS NOT NULL drop
table #FinalROC; create
table #FinalROC (
Transaction_Id int, Transaction_Date
datetime, Symbol_Code
varchar(50), Symbol_Name
varchar(50), Close_Price
decimal(18,2), ROC
decimal(18,2), ROC_Flag
varchar(50)) insert
into #FinalROC( Transaction_Id
, Transaction_Date
, Symbol_Code
, Symbol_Name
, Close_Price
) (
select Transaction_Id
, Transaction_Date
, Symbol_Code
, Symbol_Name
, Close_Price
from
EOD_NSE_Stock Where
(Series_Code='EQ' or Series_Code='BE') and
Symbol_Code is not null and Transaction_Date
=CONVERT(VARCHAR(10), GETDATE(), 101))
Declare @MaxTransId int , @MinTransId int Declare
@SC varchar(50) set
@MinTransId=(select Min(Transaction_Id) from #FinalROC
) set
@MaxTransId=(select Max(Transaction_Id) from #FinalROC
)
while (@MinTransId<@MaxTransId)
begin
select
@SC=Symbol_Code from #FinalROC where
Transaction_Id=@MinTransId
--select @SC
Declare
@Cnt int,
@crt int,
@newcnt int,
@TCP decimal(18,2),
@TCP1 decimal(18,2)
set @Cnt=(select count(*) from EOD_NSE_Stock where Transaction_date
between dateadd(day, -14, getdate()) and getdate() and Symbol_Code=@SC)
if (@Cnt<13) begin
set
@crt=13-@Cnt set
@newcnt=@crt+14 IF
OBJECT_ID(N'tempdb..#ROC_data', N'U') IS NOT NULL drop
table #ROC_data; /*drop table if necessary*/
set nocount on
select row_number() over (order by Transaction_date) n, Transaction_date
, close_price into
#ROC_data from
EOD_NSE_Stock where
Symbol_Code
=@SC and
Transaction_date
between dateadd
(day, -@newcnt, getdate()) and getdate() create
clustered index ix_n on #ROC_data(n)
--Select * from #ROC_data
Select
@TCP=close_price from #ROC_data where
n=13 Select
@TCP1= close_price from #ROC_data where
n=1 if
(Convert(decimal(18,3),(@TCP-@TCP1)/(@TCP*100))>20) begin
Update
#FinalROC set ROC=Convert(decimal(18,3),(@TCP-@TCP1)/(@TCP*100)) where
Transaction_Id=@MinTransId end
end
else
if (@Cnt=13) begin
IF
OBJECT_ID(N'tempdb..#ROC_data1', N'U')
IS NOT NULL
drop table #ROC_data1; /*drop table if necessary*/ set
nocount on
select
row_number() over (order by Transaction_date) n,
Transaction_date,
close_price into
#ROC_data1 from
EOD_NSE_Stock where
Symbol_Code
=@SC and
Transaction_date
between dateadd
(day, -14, getdate()) and getdate()
create
clustered index ix_n on #ROC_data1(n)
-- Select * from #ROC_data1
Select
@TCP=close_price from #ROC_data1 where
n=13 Select
@TCP1= close_price from #ROC_data1 where
n=1
Update
#FinalROC set ROC=Convert(decimal(18,3),(@TCP-@TCP1)/(@TCP*100)) where
Transaction_Id=@MinTransId
end
set @MinTransId=@MinTransId+1
end
Select * from #FinalROC

Post #1181064

« Prev Topic | Next Topic »

Permissions