Skip site navigation (1) Skip section navigation (2)

Peripheral Links

Header And Logo

PostgreSQL
| The world's most advanced open source database.

Site Navigation

Search for
  Advanced Search

sql wrapped plpgsql set returning function



I have figured out my looping issue, but am having difficulty wrapping
my set returning plpgsql function getmovavgset with a getmovavg sql func
when i run the following:

select getmovavg(aggarray(trade_date), aggarray(close_price),
'2004-01-20', 5)
from 
	( select trade_date, close_price::numeric 
	from quotedata 
	where symbol='MSFT'
	and trade_date > '2004-01-01'
	order by trade_date desc) values 

i get the following output:

NOTICE:  v_rec: ("2004-01-20 00:00:00",27.6916666666666667)
CONTEXT:  SQL function "getmovavg" statement 1
NOTICE:  v_rec: ("2004-01-16 00:00:00",27.6183333333333333)
CONTEXT:  SQL function "getmovavg" statement 1
NOTICE:  v_rec: ("2004-01-15 00:00:00",27.6766666666666667)
CONTEXT:  SQL function "getmovavg" statement 1
NOTICE:  v_rec: ("2004-01-14 00:00:00",27.7883333333333333)
CONTEXT:  SQL function "getmovavg" statement 1
NOTICE:  v_rec: ("2004-01-13 00:00:00",27.8783333333333333)
CONTEXT:  SQL function "getmovavg" statement 1
NOTICE:  v_rec: ("2004-01-12 00:00:00",27.9966666666666667)
CONTEXT:  SQL function "getmovavg" statement 1
NOTICE:  v_rec: ("2004-01-09 00:00:00",27.9766666666666667)
CONTEXT:  SQL function "getmovavg" statement 1
NOTICE:  v_rec: ("2004-01-08 00:00:00",28.0400000000000000)
CONTEXT:  SQL function "getmovavg" statement 1
NOTICE:  v_rec: ("2004-01-07 00:00:00",28.0100000000000000)
CONTEXT:  SQL function "getmovavg" statement 1
NOTICE:  v_rec: ("2004-01-06 00:00:00",27.9433333333333333)
CONTEXT:  SQL function "getmovavg" statement 1
NOTICE:  v_rec: ("2004-01-05 00:00:00",27.7950000000000000)
CONTEXT:  SQL function "getmovavg" statement 1

ERROR:  set-valued function called in context that cannot accept a set

I am having difficulty determining if the error is in my getmovavgset or
getmovavg function.
the notice msgs are coming from the getmovavgset func, so it is
iterating. I just dont know if the syntax is correct for the
generate_series statement in that func.  What am I missing? code is
below.

CREATE TYPE resultset AS
   ("index" timestamp[],
    "values" numeric[]);

CREATE TYPE resultsetitem AS
   ("index" timestamp,
    value numeric);

CREATE AGGREGATE aggarray(
  BASETYPE=anyelement,
  SFUNC=array_append,
  STYPE=anyarray,
  INITCOND='{}'
);

CREATE OR REPLACE FUNCTION getmovavgarray(p_idxarray _timestamp,
p_valarray _numeric, p_idx "timestamp", p_periods int8)
  RETURNS resultset AS
$BODY$
declare
	idxptr int8;
	idxendptr int8;
	offsetptr int8;
	begoffset int8;
	ar_idx timestamp[]:='{}';
	ar_values numeric[]:='{}';
	v_rec resultset%rowtype;
	v_rtn resultset%rowtype;
	v_sql text;
	v_index timestamp;
	v_value numeric;
	v_idx timestamp;
begin		
	for offsetptr in 1 .. array_upper(p_idxarray, 1)
	loop
		--raise notice 'offset: %', offsetptr;
		begoffset := offsetptr;
		exit when p_idxarray[offsetptr]::timestamp <= p_idx;
	end loop;
	--raise notice 'offset: %, end: %', begoffset, array_upper(p_idxarray,
1);
	for idxptr in 1 .. (array_upper(p_idxarray, 1) - begoffset)
	loop
		idxendptr := idxptr + p_periods;	
		v_index := p_idxarray[(idxptr + begoffset - 1)];
		v_value := movavg(p_valarray[ (idxptr + begoffset - 1) : (idxendptr +
begoffset -1) ]);
		ar_idx := array_append(ar_idx, v_index);
		ar_values := array_append(ar_values, v_value);
		--raise notice 'idx: %, avg: %', v_index, v_value;
	end loop;
	v_rtn := (ar_idx, ar_values);
	return v_rtn;
	
	
end
$BODY$
  LANGUAGE 'plpgsql' VOLATILE;

CREATE OR REPLACE FUNCTION getmovavgset(p_idxarray _timestamp,
p_valarray _numeric, p_idx "timestamp", p_periods int8)
  RETURNS SETOF resultsetitem AS
$BODY$
declare
	results resultset;
	v_rec record;
	v_rtn resultsetitem%rowtype;
	v_sql text;
	ar_idx timestamp[];
	ar_values numeric[];
begin
	--raise notice 'idxarray: %', p_idxarray;
	for results in 
		select * from getmovavgarray(p_idxarray, p_valarray, p_idx, p_periods)
	loop
		ar_idx := results.index;
		ar_values := results.values;
	end loop;
	for v_rec in 
	select (ar_idx)[s] as index, (ar_values)[s] as value from
generate_series(1, array_upper(ar_idx, 1)) as s
	loop
		raise notice 'v_rec: %', v_rec;
		v_rtn := (v_rec.index, v_rec.value);
		--raise notice 'resultset: %', v_rtn;
		return next v_rtn;
	end loop;
end
$BODY$
  LANGUAGE 'plpgsql' VOLATILE;

CREATE OR REPLACE FUNCTION getmovavg(p_idxarray _timestamp, p_valarray
_numeric, p_idx "timestamp", p_periods int8)
  RETURNS SETOF resultsetitem as
$BODY$
	select * from getmovavgset($1, $2, $3, $4);
$BODY$
 LANGUAGE 'sql' volatile;
-- 
Rick Albright
Senior Quantitative Analyst
Indie Research, LLC
254 Witherspoon Street
Princeton, NJ 08542
(609)497-1030
ralbright(at)insiderscore(dot)com




Home | Main Index | Thread Index

Privacy Policy | PostgreSQL Archives hosted by Command Prompt, Inc. | Designed by tinysofa
Copyright © 1996 – 2008 PostgreSQL Global Development Group