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Merged PR 2041: Fix Backward Currency Projection Bug

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The CTEs that project currency rates backwards have a few mistakes that introduce additional dates in the period where we do have actual, factual rates. This PR fixes the errors that cause this.
This commit is contained in:
Pablo Martín 2024-06-17 13:42:52 +00:00
commit a686c16978
1 changed files with 3 additions and 4 deletions
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7
models/intermediate/cross/int_daily_currency_exchange_rates.sql
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@ -64,7 +64,7 @@ with
), ),
-- CTEs for projecting backward -- CTEs for projecting backward
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, min(rate_date_utc) as oldest_date_utc
from stg_xedotcom__exchange_rates from stg_xedotcom__exchange_rates
group by 1, 2 group by 1, 2
), ),
@ -84,10 +84,9 @@ with
( (
{{ var("start_date") }}::timestamp, {{ var("start_date") }}::timestamp,
( (
select max(most_recent_date_utc) select min(oldest_date_utc) from oldest_xe_date_per_curr_pair
from most_recent_xe_date_per_curr_pair
)::timestamp )::timestamp
- interval '2 days', -- we don't want to pick the last real day, - interval '1 days', -- we don't want to pick the last real day,
'1 day'::interval '1 day'::interval
) day_series ) day_series
), ),