Vfrdtyky

My problem is that I try to calculate a moving average over some values from my table (one avg value for each row). It actually works but if it comes to gaps such as id[20,18,17] or date[2018-05-11,2018-05-9,2018-05-8] the calculation becomes wrong. I´m looking for a way to use a specific number of next rows to prevent this to happen.

The table contains id (auto_increment), date and close (Float).

This is my code:

CREATE DEFINER=`root`@`localhost` PROCEDURE `moving_avg`(IN periode INT)

    NO SQL

BEGIN

    select hist_ask.id, hist_ask.date, hist_ask.close, round(avg(past.close),2) as mavg   

    from hist_ask    

    join hist_ask as past     

      on past.id between hist_ask.id - (periode-1)  and hist_ask.id

    group by hist_ask.id, hist_ask.close 

    ORDER BY hist_ask.id DESC 

    LIMIT 10;

END

The table I use looks like this

id , date       , close

20 , 2018-10-13 , 12086.5

19 , 2018-10-12 , 12002.2

17 , 2018-10-11 , 12007.0

and so on

The output looks like this:

The output I get from the query

Thanks in advance!

I finaly make it work using a temporary table.
I can now give two parameters to the procedure:

1. periode: the periode the moving average is calculated with


2. _limit: limits the result set

Important for performance is the

ALTER TABLE temp

    ENGINE=MyISAM;

statement because it reduces the execution time significantly. For example when proccessing 2000 rows it needs about 0.5 seconds, before adding it it needed about 6 seconds

Thats the code:

CREATE DEFINER=`root`@`localhost` PROCEDURE `moving_avg`(IN periode INT, IN _limit INT)

    NO SQL

BEGIN



 DECLARE a FLOAT DEFAULT 0;

 DECLARE i INT DEFAULT 0;

 DECLARE count_limit INT  DEFAULT 0;



   SET @rn=0;

 CREATE TEMPORARY TABLE IF NOT EXISTS temp (

                SELECT 

                    @rn:=@rn+1 AS pri_id, 

                    date, 

                    close , a AS 

                    mavg 

                FROM hist_ask);



ALTER TABLE temp

ENGINE=MyISAM;



 SET i=(SELECT pri_id FROM temp ORDER by pri_id DESC LIMIT 1);

 SET count_limit= (i-_limit)-periode;





WHILE i>count_limit DO

SET a= (SELECT avg(close) FROM temp WHERE pri_id BETWEEN i-(periode-1) AND i);

UPDATE temp SET mavg=a WHERE pri_id=i;

SET i=i-1;

END WHILE;



SELECT pri_id,date,close,round(mavg,2) AS mavg FROM temp ORDER BY pri_id DESC LIMIT _limit;





DROP TABLE temp;



END

The result looks like that:

CALL `moving_avg`(3,5)

• pri_id, date, close, mavg


• 1999 2018-09-13 12086.6 12032.03


• 1998 2018-09-11 12002.2 11983.47


• 1997 2018-09-10 12007.3 11976.53


• 1996 2018-09-07 11940.9 11993.80


• 1995 2018-09-06 11981.4 12089.23

5 row(s) returned 0.047 sec / 0.000 sec