I would like to add a flag to the original rows which indicates when a match was found. Is there a better way using only MATCH_RECOGNIZE without the need for the RIGHT JOIN that I've done below? There are 6 matches and I would like to flag these 6 matches by adding a new column to the original table of 60 rows.
WITH match_results AS (
SELECT *
FROM Ticker
MATCH_RECOGNIZE (
PARTITION BY symbol
ORDER BY tstamp
MEASURES
FIRST(down.tstamp) AS start_ts,
LAST(DOWN.tstamp) AS bottom_ts,
LAST(UP.tstamp) AS end_ts
ONE ROW PER MATCH
AFTER MATCH SKIP PAST LAST ROW
PATTERN (STRT DOWN+ UP+)
DEFINE
DOWN AS price < PREV(price),
UP AS price > PREV(price)
) MR
ORDER BY MR.symbol, MR.start_ts
)
SELECT * FROM match_results
RIGHT JOIN ticker
ON match_results.SYMBOL = ticker.symbol
AND match_results.bottom_ts = ticker.TSTAMP;
Here's the example data:
CREATE TABLE ticker (SYMBOL VARCHAR2(10), tstamp DATE, price NUMBER);
BEGIN
INSERT INTO ticker VALUES('ACME', '01-Apr-11', 12);
INSERT INTO ticker VALUES('GLOBEX', '17-Apr-11', 8);
INSERT INTO ticker VALUES('GLOBEX', '01-Apr-11', 11);
INSERT INTO ticker VALUES('OSCORP', '20-Apr-11', 9);
INSERT INTO ticker VALUES('ACME', '02-Apr-11', 17);
INSERT INTO ticker VALUES('OSCORP', '19-Apr-11', 11);
INSERT INTO ticker VALUES('ACME', '03-Apr-11', 19);
INSERT INTO ticker VALUES('GLOBEX', '03-Apr-11', 13);
INSERT INTO ticker VALUES('OSCORP', '18-Apr-11', 12);
INSERT INTO ticker VALUES('GLOBEX', '02-Apr-11', 12);
INSERT INTO ticker VALUES('ACME', '04-Apr-11', 21);
INSERT INTO ticker VALUES('GLOBEX', '04-Apr-11', 12);
INSERT INTO ticker VALUES('OSCORP', '17-Apr-11', 14);
INSERT INTO ticker VALUES('OSCORP', '15-Apr-11', 12);
INSERT INTO ticker VALUES('OSCORP', '14-Apr-11', 15);
INSERT INTO ticker VALUES('OSCORP', '16-Apr-11', 16);
INSERT INTO ticker VALUES('ACME', '05-Apr-11', 25);
INSERT INTO ticker VALUES('GLOBEX', '05-Apr-11', 11);
INSERT INTO ticker VALUES('ACME', '06-Apr-11', 12);
INSERT INTO ticker VALUES('GLOBEX', '06-Apr-11', 10);
INSERT INTO ticker VALUES('ACME', '07-Apr-11', 15);
INSERT INTO ticker VALUES('GLOBEX', '07-Apr-11', 9);
INSERT INTO ticker VALUES('GLOBEX', '08-Apr-11', 8);
INSERT INTO ticker VALUES('ACME', '08-Apr-11', 20);
INSERT INTO ticker VALUES('OSCORP', '13-Apr-11', 11);
INSERT INTO ticker VALUES('ACME', '13-Apr-11', 25);
INSERT INTO ticker VALUES('ACME', '10-Apr-11', 25);
INSERT INTO ticker VALUES('ACME', '11-Apr-11', 19);
INSERT INTO ticker VALUES('ACME', '09-Apr-11', 24);
INSERT INTO ticker VALUES('GLOBEX', '09-Apr-11', 9);
INSERT INTO ticker VALUES('OSCORP', '12-Apr-11', 12);
INSERT INTO ticker VALUES('GLOBEX', '10-Apr-11', 9);
INSERT INTO ticker VALUES('OSCORP', '11-Apr-11', 15);
INSERT INTO ticker VALUES('GLOBEX', '11-Apr-11', 9);
INSERT INTO ticker VALUES('OSCORP', '10-Apr-11', 15);
INSERT INTO ticker VALUES('ACME', '12-Apr-11', 15);
INSERT INTO ticker VALUES('GLOBEX', '12-Apr-11', 9);
INSERT INTO ticker VALUES('OSCORP', '09-Apr-11', 16);
INSERT INTO ticker VALUES('GLOBEX', '13-Apr-11', 10);
INSERT INTO ticker VALUES('OSCORP', '08-Apr-11', 20);
INSERT INTO ticker VALUES('ACME', '14-Apr-11', 25);
INSERT INTO ticker VALUES('GLOBEX', '14-Apr-11', 11);
INSERT INTO ticker VALUES('OSCORP', '07-Apr-11', 17);
INSERT INTO ticker VALUES('OSCORP', '06-Apr-11', 20);
INSERT INTO ticker VALUES('ACME', '15-Apr-11', 14);
INSERT INTO ticker VALUES('GLOBEX', '15-Apr-11', 12);
INSERT INTO ticker VALUES('ACME', '17-Apr-11', 14);
INSERT INTO ticker VALUES('ACME', '16-Apr-11', 12);
INSERT INTO ticker VALUES('GLOBEX', '16-Apr-11', 11);
INSERT INTO ticker VALUES('OSCORP', '05-Apr-11', 17);
INSERT INTO ticker VALUES('ACME', '18-Apr-11', 24);
INSERT INTO ticker VALUES('GLOBEX', '18-Apr-11', 7);
INSERT INTO ticker VALUES('OSCORP', '04-Apr-11', 18);
INSERT INTO ticker VALUES('OSCORP', '03-Apr-11', 19);
INSERT INTO ticker VALUES('ACME', '19-Apr-11', 23);
INSERT INTO ticker VALUES('GLOBEX', '19-Apr-11', 5);
INSERT INTO ticker VALUES('OSCORP', '02-Apr-11', 22);
INSERT INTO ticker VALUES('ACME', '20-Apr-11', 22);
INSERT INTO ticker VALUES('GLOBEX', '20-Apr-11', 3);
INSERT INTO ticker VALUES('OSCORP', '01-Apr-11', 22);
commit;
END;
And here are my results:
You could use ALL ROWS PER MATCH SHOW EMPTY MATCHES
:
SELECT *
FROM Ticker
MATCH_RECOGNIZE (
PARTITION BY symbol
ORDER BY tstamp
MEASURES
FIRST(down.tstamp) AS start_ts,
LAST(DOWN.tstamp) AS bottom_ts,
LAST(UP.tstamp) AS end_ts,
CLASSIFIER() AS classifier
ALL ROWS PER MATCH WITH UNMATCHED ROWS
AFTER MATCH SKIP PAST LAST ROW
PATTERN (STRT DOWN+ UP+)
DEFINE
DOWN AS price < PREV(price),
UP AS price > PREV(price)
) MR
ORDER BY MR.symbol, MR.start_ts;