diff options
Diffstat (limited to 'sql/mlpdb.sql')
| -rw-r--r-- | sql/mlpdb.sql | 5 |
1 files changed, 5 insertions, 0 deletions
diff --git a/sql/mlpdb.sql b/sql/mlpdb.sql index 5d25ac86..364ef0d6 100644 --- a/sql/mlpdb.sql +++ b/sql/mlpdb.sql @@ -189,6 +189,11 @@ CREATE OR REPLACE FUNCTION historical_cds_quotes(date) RETURNS SETOF cds_quotes WHERE c.Date<=$1 GROUP BY c.curve_ticker) a
JOIN cds_quotes b ON a.curve_ticker = b.curve_ticker AND a.latestdate=b.Date;
END;
+ -- simpler query but slower
+ -- BEGIN
+ -- RETURN QUERY SELECT DISTINCT ON (curve_ticker) * from cds_quotes where date<=$1 ORDER BY
+ -- curve_ticker, DATE desc;
+ -- END;
$$ LANGUAGE plpgsql;
CREATE OR REPLACE FUNCTION curve_quotes(varchar(4), date) RETURNS
|