I'm writing a Python/Django application to do some stock analysis.
I have two very simple models that look like this:
class Stock(models.Model):
symbol = models.CharField(db_index=True, max_length=5, null=False, editable=False, unique=True)
class StockHistory(models.Model):
stock = models.ForeignKey(Stock, related_name='StockHistory_stock', editable=False)
trading_date = models.DateField(db_index=True, null=False, editable=False)
close = models.DecimalField(max_digits=12, db_index=True, decimal_places=5, null=False, editable=False)
class Meta:
unique_together = ('stock', 'trading_date')
This is the dummy data I have populated them with:
import datetime
a = Stock.objects.create(symbol='A')
b = Stock.objects.create(symbol='B')
c = Stock.objects.create(symbol='C')
d = Stock.objects.create(symbol='D')
StockHistory.objects.create(trading_date=datetime.date(2018,1,1), close=200, stock=a)
StockHistory.objects.create(trading_date=datetime.date(2018,1,2), close=150, stock=a)
StockHistory.objects.create(trading_date=datetime.date(2018,1,3), close=120, stock=a)
StockHistory.objects.create(trading_date=datetime.date(2018,4,28), close=105, stock=a)
StockHistory.objects.create(trading_date=datetime.date(2018,5,3), close=105, stock=a)
StockHistory.objects.create(trading_date=datetime.date(2017,5,2), close=400, stock=b)
StockHistory.objects.create(trading_date=datetime.date(2017,11,11), close=200, stock=b)
StockHistory.objects.create(trading_date=datetime.date(2017,11,12), close=300, stock=b)
StockHistory.objects.create(trading_date=datetime.date(2017,11,13), close=400, stock=b)
StockHistory.objects.create(trading_date=datetime.date(2017,11,14), close=500, stock=b)
StockHistory.objects.create(trading_date=datetime.date(2018,4,28), close=105, stock=c)
StockHistory.objects.create(trading_date=datetime.date(2018,4,29), close=106, stock=c)
StockHistory.objects.create(trading_date=datetime.date(2018,4,30), close=107, stock=c)
StockHistory.objects.create(trading_date=datetime.date(2018,5,1), close=108, stock=c)
StockHistory.objects.create(trading_date=datetime.date(2018,5,2), close=109, stock=c)
StockHistory.objects.create(trading_date=datetime.date(2018,5,3), close=110, stock=c)
StockHistory.objects.create(trading_date=datetime.date(2018,5,4), close=90, stock=c)
I want to find all the stocks that made a yearly low within the past week.
But to make this question simpler, just assume that I want to find all the stocks whose lowest point since '2017-05-04'
occurred on or after '2018-04-30'
. Below is the SQL I wrote to find it. It works.
But I need help figuring out what Django Query to write to get the same results as this SQL. How can I do it?
mysql> select
-> s.symbol,
-> sh.trading_date,
-> low_table.low
-> from
-> (
-> select
-> stock_id,
-> min(close) as low
-> from
-> stocks_stockhistory
-> where
-> trading_date >= '2017-05-04'
-> group by
-> stock_id
-> ) as low_table,
-> stocks_stockhistory as sh,
-> stocks_stock as s
-> where
-> sh.stock_id = low_table.stock_id
-> and sh.stock_id = s.id
-> and sh.close = low_table.low
-> and sh.trading_date >= '2018-04-30'
-> order by
-> s.symbol asc;
+--------+--------------+-----------+
| symbol | trading_date | low |
+--------+--------------+-----------+
| A | 2018-05-03 | 105.00000 |
| C | 2018-05-04 | 90.00000 |
+--------+--------------+-----------+
2 rows in set (0.02 sec)
See Question&Answers more detail:
os