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ctes for first isntead of last xe rate

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This commit is contained in:
Pablo Martin 2024-06-14 15:10:18 +02:00
parent 7707bc1254
commit a07a50793b
1 changed files with 16 additions and 0 deletions
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16
models/intermediate/cross/int_daily_currency_exchange_rates.sql
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@ -2,6 +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
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
@ -51,7 +52,22 @@ with
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
),
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
group by 1, 2
),
first_xe_rate_per_curr_pair as (
select xe.from_currency, xe.to_currency, xe.rate
from stg_xedotcom__exchange_rates xe
inner join
oldest_xe_date_per_curr_pair recent
on xe.from_currency = recent.from_currency
and xe.to_currency = recent.to_currency
and xe.rate_date_utc = recent.oldest_date_utc
) )
-- here we union actual stuff, future projected stuff and past assumed stuff
select select
concat( concat(
xe.from_currency, xe.to_currency, xe.rate_date_utc, 'xedotcom', 'actual' xe.from_currency, xe.to_currency, xe.rate_date_utc, 'xedotcom', 'actual'