From 9d11aa165bf9b4bff102df8d7da54fb94edca05e Mon Sep 17 00:00:00 2001
From: Pablo Martin <pablo.martin@superhog.com>
Date: Fri, 14 Jun 2024 15:31:46 +0200
Subject: [PATCH] past working

---
 .../int_daily_currency_exchange_rates.sql     | 50 +++++++++++++++++--
 1 file changed, 47 insertions(+), 3 deletions(-)

diff --git a/models/intermediate/cross/int_daily_currency_exchange_rates.sql b/models/intermediate/cross/int_daily_currency_exchange_rates.sql
index 4154de4..367c7ee 100644
--- a/models/intermediate/cross/int_daily_currency_exchange_rates.sql
+++ b/models/intermediate/cross/int_daily_currency_exchange_rates.sql
@@ -2,7 +2,7 @@ with
     stg_xedotcom__exchange_rates as (
         select * from {{ ref("stg_xedotcom__exchange_rates") }}
     ),
-    -- CTEs for projecting forwards
+    -- CTEs for projecting forward
     most_recent_xe_date_per_curr_pair as (
         select from_currency, to_currency, max(rate_date_utc) as most_recent_date_utc
         from stg_xedotcom__exchange_rates
@@ -40,19 +40,20 @@ with
                 last_rate.from_currency,
                 last_rate.to_currency,
                 future_dates.future_date,
-                'inferred',
+                'xe_inferred',
                 'forecast'
             ) as id_exchange_rate,
             last_rate.from_currency,
             last_rate.to_currency,
             last_rate.rate,
             future_dates.future_date as rate_date_utc,
-            'inferred' as source,
+            'xe_inferred' as source,
             'forecast' as rate_version,
             now() as updated_at_utc
         from future_dates future_dates
         cross join last_xe_rate_per_curr_pair last_rate
     ),
+    -- CTEs for projecting forward
     oldest_xe_date_per_curr_pair as (
         select from_currency, to_currency, max(rate_date_utc) as oldest_date_utc
         from stg_xedotcom__exchange_rates
@@ -66,6 +67,38 @@ with
             on xe.from_currency = recent.from_currency
             and xe.to_currency = recent.to_currency
             and xe.rate_date_utc = recent.oldest_date_utc
+    ),
+    past_dates as (
+        select date_trunc('day', day_series)::date as past_date
+        from
+            generate_series
+            (
+                {{ var("start_date") }}::timestamp,
+                (
+                    select max(most_recent_date_utc)
+                    from most_recent_xe_date_per_curr_pair
+                )::timestamp,
+                '1 day'::interval
+            ) day_series
+    ),
+    projected_past_rates as (
+        select
+            concat(
+                first_rate.from_currency,
+                first_rate.to_currency,
+                past_dates.past_date,
+                'xe_inferred',
+                'guess'
+            ) as id_exchange_rate,
+            first_rate.from_currency,
+            first_rate.to_currency,
+            first_rate.rate,
+            past_dates.past_date as rate_date_utc,
+            'xe_inferred' as source,
+            'guess' as rate_version,
+            now() as updated_at_utc
+        from past_dates
+        cross join first_xe_rate_per_curr_pair first_rate
     )
 -- here we union actual stuff, future projected stuff and past assumed stuff
 select
@@ -91,3 +124,14 @@ select
     fu.rate_version,
     fu.updated_at_utc
 from projected_future_rates fu
+union
+select
+    pa.id_exchange_rate,
+    pa.from_currency,
+    pa.to_currency,
+    pa.rate,
+    pa.rate_date_utc,
+    pa.source,
+    pa.rate_version,
+    pa.updated_at_utc
+from projected_past_rates pa