Calculating and updating table with simple moving average of closing stock prices in MYSQL

Question

I could use some help (preferably a dummy's guide) to updating the following table:

CREATE TABLE `SYMBOL` (
  `day` date NOT NULL,
  `open` decimal(8,3) DEFAULT NULL,
  `high` decimal(8,3) DEFAULT NULL,
  `low` decimal(8,3) DEFAULT NULL,
  `close` decimal(8,3) DEFAULT NULL,
  `volume` bigint(20) DEFAULT NULL,
  `adj_close` decimal(8,3) DEFAULT NULL,
  `moving_average` decimal(8,3) DEFAULT NULL,
  PRIMARY KEY (`day`)
) ENGINE=InnoDB DEFAULT CHARSET=latin1;

The moving_average column is empty now. All other columns are populated (for the time being, I'm ok with this being "static", it does not need to update as I add rows - though if this is easy to do, that would be great). It is a 20-day moving average that I hope to calculate.

I have tried by performing the steps here to the best of my ability:

How do I calculate a moving average using MySQL?

My query is this:

SELECT
     `close`,
     (
     SELECT
          AVG(`close`) AS moving_average
     FROM
          SYMBOL T2
     WHERE
          (
               SELECT
                    COUNT(*)
               FROM
                    SYMBOL T3
               WHERE
                    `day` BETWEEN T2.day AND T1.day
          ) BETWEEN 1 AND 20
     )
FROM
     SYMBOL T1

Have I modified the query correctly? What needs to be done to write the results to the moving_average column?

When I run the above, nothing happens (it says its running, no errors, after letting it run for a long time I just stopped it). The column moving_average still has NULL values.

I also looked at this answer: How to calculated multiple moving average in MySQL

However, I'm unsure what I need to change to the reply for my table.

Any help is appreciated.

Answer 1

There are two ways of doing this:

1. Create an update query that updates every row in your table
2. Create a stored procedure that does the job

I personally prefer option 2:

delimiter $$
create procedure movingAvg()
begin
    declare mv double;
    declare t date;
    declare done int default false;
    declare cur_t cursor for
         select distinct day from symbol
         order by day;
    declare cur_mv cursor for
         select avg(close) from symbol
         where day between date_add(t, interval -19 day) and t;
         -- Here you define the interval of your MV.
         -- If you want a 20-day MV, then the interval is between t-19 and t
    declare continue handler for not found set done=true;

    open cur_t;
    loop_day: loop
        fetch cur_t into t;
        if not done then
            open cur_mv;
            fetch cur_mv into mv;
            close cur_mv;
            update SYMBOL
                set moving_average = mv
                where day=t;
        else
            leave loop_day;
        end if;
    end loop loop_day;
    close cur_t;
end;
delimiter ;