diff options
| -rw-r--r-- | sql/dawn.sql | 13 |
1 files changed, 9 insertions, 4 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index b91c94db..4cf637f9 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1364,14 +1364,19 @@ ELSE END IF; query:= 'WITH left_table AS ( - WITH temp AS (SELECT * from %I where date(timestamp)=$1) + WITH temp AS (SELECT cusip, model_version, pv, modDur, delta_yield, + wal, pv_io, pv_po, pv_RnW, delta_ir_io, delta_ir_po, + delta_hpi, delta_RnW, delta_mult, delta_ir, pv_FB + FROM %I + WHERE timestamp BETWEEN $1 AND $1 + INTERVAL ''1 day'' + AND model_id_sub=$3 AND normalization=''current_notional'') SELECT a.cusip, a.pv as v1, b.pv as v2, c.pv AS v3, a.modDur, c.delta_yield, c.wal, c.pv_io, c.pv_po, c.pv_RnW, c.delta_ir_io, c.delta_ir_po, c.delta_hpi, c.delta_RnW, c.delta_mult, a.pv_RnW as v1pv_RnW, a.delta_mult as v1_lsdel, a.delta_hpi as v1_hpidel, a.delta_ir as v1_irdel, c.pv_FB - FROM (SELECT * FROM temp WHERE model_version=1 and model_id_sub=$3) a, - (SELECT * FROM temp WHERE model_version=2 and model_id_sub=$3) b, - (SELECT * FROM temp WHERE model_version=3 and model_id_sub=$3) c + FROM (SELECT * FROM temp WHERE model_version=1) a, + (SELECT * FROM temp WHERE model_version=2) b, + (SELECT * FROM temp WHERE model_version=3) c WHERE a.cusip = b.cusip AND a.cusip=c.cusip), right_table AS ( WITH temp AS( |