165 lines
4.0 KiB
MySQL
165 lines
4.0 KiB
MySQL
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-- basic pattern recognition
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SELECT T.aid, T.bid, T.cid
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FROM MyTable
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MATCH_RECOGNIZE (
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PARTITION BY userid
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ORDER BY proctime
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MEASURES
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A.id AS aid,
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B.id AS bid,
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C.id AS cid
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PATTERN (A B C)
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DEFINE
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A AS name = 'a',
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B AS name = 'b',
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C AS name = 'c'
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) AS T;
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SELECT *
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FROM Ticker
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MATCH_RECOGNIZE (
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PARTITION BY symbol
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ORDER BY rowtime
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MEASURES
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START_ROW.rowtime AS start_tstamp,
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_LAST(PRICE_DOWN.rowtime) AS bottom_tstamp,
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_LAST(PRICE_UP.rowtime) AS end_tstamp
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ONE ROW PER MATCH
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AFTER MATCH SKIP TO LAST PRICE_UP
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PATTERN (START_ROW PRICE_DOWN+ PRICE_UP)
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DEFINE
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PRICE_DOWN AS
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(_LAST(PRICE_DOWN.price, 1) IS NULL AND PRICE_DOWN.price < START_ROW.price) OR
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PRICE_DOWN.price < _LAST(PRICE_DOWN.price, 1),
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PRICE_UP AS
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PRICE_UP.price > _LAST(PRICE_DOWN.price, 1)
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) MR;
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-- Measures Aggregations
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SELECT *
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FROM Ticker
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MATCH_RECOGNIZE (
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PARTITION BY symbol
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ORDER BY rowtime
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MEASURES
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FIRST(A.rowtime) AS start_tstamp,
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_LAST(A.rowtime) AS end_tstamp,
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AVG(A.price) AS avgPrice
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ONE ROW PER MATCH
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AFTER MATCH SKIP PAST LAST ROW
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PATTERN (A+ B)
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DEFINE
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A AS AVG(A.price) < 15
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) MR;
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-- Define a Pattern
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SELECT *
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FROM Ticker
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MATCH_RECOGNIZE(
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PARTITION BY symbol
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ORDER BY rowtime
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MEASURES
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C.price AS lastPrice
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ONE ROW PER MATCH
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AFTER MATCH SKIP PAST LAST ROW
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PATTERN (A+ B* C? D{1,} E{,5} F{1,5})
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DEFINE
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A AS A.price > 10,
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B AS B.price < 15,
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C AS C.price > 12
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);
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-- Time constraint
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SELECT *
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FROM Ticker
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MATCH_RECOGNIZE(
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PARTITION BY symbol
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ORDER BY rowtime
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MEASURES
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C.rowtime AS dropTime,
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A.price - C.price AS dropDiff
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ONE ROW PER MATCH
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AFTER MATCH SKIP PAST LAST ROW
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PATTERN (A B* C) WITHIN INTERVAL '1' HOUR
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DEFINE
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B AS B.price > A.price - 10,
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C AS C.price < A.price - 10
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);
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-- Output Mode
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SELECT *
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FROM Ticker
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MATCH_RECOGNIZE(
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PARTITION BY symbol
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ORDER BY rowtime
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MEASURES
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FIRST(A.price) AS startPrice,
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_LAST(A.price) AS topPrice,
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B.price AS lastPrice
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ONE ROW PER MATCH
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PATTERN (A+ B)
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DEFINE
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A AS _LAST(A.price, 1) IS NULL OR A.price > _LAST(A.price, 1),
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B AS B.price < _LAST(A.price)
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);
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SELECT *
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FROM Ticker
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MATCH_RECOGNIZE(
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PARTITION BY symbol
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ORDER BY rowtime
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MEASURES
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FIRST(A.price) AS startPrice,
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_LAST(A.price) AS topPrice,
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B.price AS lastPrice
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ALL ROWS PER MATCH
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PATTERN (A+ B)
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DEFINE
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A AS _LAST(A.price, 1) IS NULL OR A.price > _LAST(A.price, 1),
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B AS B.price < _LAST(A.price)
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);
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-- After Match Strategy
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SELECT *
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FROM Ticker
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MATCH_RECOGNIZE (
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PARTITION BY symbol
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ORDER BY rowtime
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MEASURES
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FIRST(A.rowtime) AS start_tstamp
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ONE ROW PER MATCH
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AFTER MATCH SKIP TO NEXT ROW
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PATTERN (A+ B)
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DEFINE
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A AS AVG(A.price) < 15
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) MR;
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SELECT *
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FROM Ticker
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MATCH_RECOGNIZE (
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PARTITION BY symbol
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ORDER BY rowtime
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MEASURES
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FIRST(A.rowtime) AS start_tstamp
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ONE ROW PER MATCH
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AFTER MATCH SKIP TO LAST A
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PATTERN (A+ B)
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DEFINE
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A AS AVG(A.price) < 15
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) MR;
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SELECT *
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FROM Ticker
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MATCH_RECOGNIZE (
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PARTITION BY symbol
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ORDER BY rowtime
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MEASURES
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FIRST(A.rowtime) AS start_tstamp
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ONE ROW PER MATCH
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AFTER MATCH SKIP TO FIRST A
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PATTERN (A+ B)
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DEFINE
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A AS AVG(A.price) < 15
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) MR;
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