I am currently facing the following issue: I have 1 Table with my Broker Trading Data similar to this:
TickerId Id Ticker Shares OrderType
... ... ... ... ...
01.01.20 ABC 5 ABC 500 Buy
01.01.20 ABC 6 ABC 250 Sell
01.01.20 ABC 7 ABC 250 Sell
... ... ... ... ...
The Goal is to say IF first OrderType (lowest Id where TradeId is the same) was a Buy, it's a LONG Trade ELSE a Short Trade ... output should be like this:
TickerId Position Ticker Volume (=SUM(Shares))
... ... ... ...
01.01.20 ABC Long ABC 1000
... ... ... ...
What am I missing? How can I construct my Query to accomplish this task?
Thanks for looking into this ;)
If you want to add this to all rows, use a window function. One method is:
select t.*,
(case when first_value(orderType) over (partition by tickerid order by id) = 'Buy'
then 'Long' else 'Short'
end) as position
from t;
If you just want one row per tickerid
, you can use aggregation:
select tickerid,
(case when min(case when orderType = 'Buy' then id end) = min(id)
then 'Long' else 'Short'
end) as position
from t
group by tickerid;
The logic here is that the first "Buy" id is compared to the first "id". If they are the same, you have a "Long" trade.
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