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past working

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This commit is contained in:
Pablo Martin 2024-06-14 15:31:46 +02:00
parent 3431f46502
commit 9d11aa165b
1 changed files with 47 additions and 3 deletions
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50
models/intermediate/cross/int_daily_currency_exchange_rates.sql
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@ -2,7 +2,7 @@ with
stg_xedotcom__exchange_rates as ( stg_xedotcom__exchange_rates as (
select * from {{ ref("stg_xedotcom__exchange_rates") }} select * from {{ ref("stg_xedotcom__exchange_rates") }}
), ),
-- CTEs for projecting forwards -- CTEs for projecting forward
most_recent_xe_date_per_curr_pair as ( most_recent_xe_date_per_curr_pair as (
select from_currency, to_currency, max(rate_date_utc) as most_recent_date_utc select from_currency, to_currency, max(rate_date_utc) as most_recent_date_utc
from stg_xedotcom__exchange_rates from stg_xedotcom__exchange_rates
@ -40,19 +40,20 @@ with
last_rate.from_currency, last_rate.from_currency,
last_rate.to_currency, last_rate.to_currency,
future_dates.future_date, future_dates.future_date,
'inferred', 'xe_inferred',
'forecast' 'forecast'
) as id_exchange_rate, ) as id_exchange_rate,
last_rate.from_currency, last_rate.from_currency,
last_rate.to_currency, last_rate.to_currency,
last_rate.rate, last_rate.rate,
future_dates.future_date as rate_date_utc, future_dates.future_date as rate_date_utc,
'inferred' as source, 'xe_inferred' as source,
'forecast' as rate_version, 'forecast' as rate_version,
now() as updated_at_utc now() as updated_at_utc
from future_dates future_dates from future_dates future_dates
cross join last_xe_rate_per_curr_pair last_rate cross join last_xe_rate_per_curr_pair last_rate
), ),
-- CTEs for projecting forward
oldest_xe_date_per_curr_pair as ( oldest_xe_date_per_curr_pair as (
select from_currency, to_currency, max(rate_date_utc) as oldest_date_utc select from_currency, to_currency, max(rate_date_utc) as oldest_date_utc
from stg_xedotcom__exchange_rates from stg_xedotcom__exchange_rates
@ -66,6 +67,38 @@ with
on xe.from_currency = recent.from_currency on xe.from_currency = recent.from_currency
and xe.to_currency = recent.to_currency and xe.to_currency = recent.to_currency
and xe.rate_date_utc = recent.oldest_date_utc 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 -- here we union actual stuff, future projected stuff and past assumed stuff
select select
@ -91,3 +124,14 @@ select
fu.rate_version, fu.rate_version,
fu.updated_at_utc fu.updated_at_utc
from projected_future_rates fu 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