I have a few thousand rows of stock market data - one row for each day. I''m using ActiveRecord to perform database operations. I''m interested in performing a calculation on each row while incorporating the result of the calculation on the previous row, and then once the calculation has been performed for all rows, perform a new calculation that uses the individual calculations of each row. I figure that I''ll start with an array of size 3,000. Then I would probably want to iterate over it, possibly saving the result of the operation of each row to a new array but this area is a little foggy. Any suggestions?
eggman2001 wrote:> I have a few thousand rows of stock market data - one row for each > day. I''m using ActiveRecord to perform database operations. > > I''m interested in performing a calculation on each row while > incorporating the result of the calculation on the previous row[...]> I figure that I''ll start with an array of size 3,000. Then I would > probably want to iterate over it, possibly saving the result of the > operation of each row to a new array but this area is a little foggy. > > Any suggestions?Well, some ideas: * Get the whole dataset (or each batch of 3000) into memory with one query before operating. No sense in making the database bottleneck any worse than it has to be. * Find a way to do the calculations on the DB side, using aggregate functions and/or (gasp!) stored procedures. This will probably be easier if you''re using PostgreSQL or Oracle, since mySQL''s procedural language is so weak as to be unusable for non-trivial work. * Provide more detail and we might be able to help more. Best, -- Marnen Laibow-Koser http://www.marnen.org marnen-sbuyVjPbboAdnm+yROfE0A@public.gmane.org -- Posted via http://www.ruby-forum.com/.
eggman2001 wrote:> I have a few thousand rows of stock market data - one row for each > day. I''m using ActiveRecord to perform database operations. > > I''m interested in performing a calculation on each row while > incorporating the result of the calculation on the previous row, and > then once the calculation has been performed for all rows, perform a > new calculation that uses the individual calculations of each row. > > I figure that I''ll start with an array of size 3,000. Then I would > probably want to iterate over it, possibly saving the result of the > operation of each row to a new array but this area is a little foggy. > > Any suggestions?Assuming you want to calculate something like percent change for each day, you could load the entire result set into an array, and then do something like: changes = @stock_data.each_with_object([]) do |data, array| last_value = array.last.value change = (data.value - last_value) / last_value * 100 unless last_value.zero? array << [data.transaction_date, change] end -- Posted via http://www.ruby-forum.com/.
Marnen - I''d rather do it in Ruby instead of on the database side. In case my description was unclear, I''d like to iterate over an array, and for each iteration to be able to access a value determined in the previous iteration. Wisccal - that looks like it''s close to what I''m looking to do. However, I don''t understand the enumerable#each_with_object so I probably need to do more reading in my ruby book. On May 30, 2:47 am, Wisccal Wisccal <rails-mailing-l...-ARtvInVfO7ksV2N9l4h3zg@public.gmane.org> wrote:> eggman2001 wrote: > > I have a few thousand rows of stock market data - one row for each > > day. I''m using ActiveRecord to perform database operations. > > > I''m interested in performing a calculation on each row while > > incorporating the result of the calculation on the previous row, and > > then once the calculation has been performed for all rows, perform a > > new calculation that uses the individual calculations of each row. > > > I figure that I''ll start with an array of size 3,000. Then I would > > probably want to iterate over it, possibly saving the result of the > > operation of each row to a new array but this area is a little foggy. > > > Any suggestions? > > Assuming you want to calculate something like percent change for each > day, you could load the entire result set into an array, and then do > something like: > > changes = @stock_data.each_with_object([]) do |data, array| > last_value = array.last.value > change = (data.value - last_value) / last_value * 100 unless > last_value.zero? > array << [data.transaction_date, change] > end > > -- > Posted viahttp://www.ruby-forum.com/.