How to rewrite SQL joins into window functions? - postgresql

Question

Database is HP Vertica 7 or PostgreSQL 9.
create table test (
id int,
card_id int,
tran_dt date,
amount int
);
insert into test values (1, 1, '2017-07-06', 10);
insert into test values (2, 1, '2017-06-01', 20);
insert into test values (3, 1, '2017-05-01', 30);
insert into test values (4, 1, '2017-04-01', 40);
insert into test values (5, 2, '2017-07-04', 10);
Of the payment cards used in the last 1 day, what is the maximum amount charged on that card in the last 90 days.
select t.card_id, max(t2.amount) max
from test t
join test t2 on t2.card_id=t.card_id and t2.tran_dt>='2017-04-06'
where t.tran_dt>='2017-07-06'
group by t.card_id
order by t.card_id;
Results are correct
card_id max
------- ---
1 30
I want to rewrite the query into sql window functions.
select card_id, max(amount) over(partition by card_id order by tran_dt range between '60 days' preceding and current row) max
from test
where card_id in (select card_id from test where tran_dt>='2017-07-06')
order by card_id;
But result set does not match, how can this be done?
Test data here:
http://sqlfiddle.com/#!17/db317/1

Answer 1

I can't try PostgreSQL, but in Vertica, you can apply the ANSI standard OLAP window function.
But you'll need to nest two queries: The window function only returns sensible results if it has all rows that need to be evaluated in the result set.
But you only want the row from '2017-07-06' to be displayed.
So you'll have to filter for that date in an outer query:
WITH olap_output AS (
SELECT
card_id
, tran_dt
, MAX(amount) OVER (
PARTITION BY card_id
ORDER BY tran_dt
RANGE BETWEEN '90 DAYS' PRECEDING AND CURRENT ROW
) AS the_max
FROM test
)
SELECT
card_id
, the_max
FROM olap_output
WHERE tran_dt='2017-07-06'
;
card_id|the_max
1| 30

Answer 2

As far as I know, PostgreSQL Window function doesn't support bounded range preceding thus range between '90 days' preceding won't work. It does support bounded rows preceding such as rows between 90 preceding, but then you would need to assemble a time-series query similar to the following for the Window function to operate on the time-based rows:
SELECT c.card_id, t.amount, g.d as d_series
FROM generate_series(
'2017-04-06'::timestamp, '2017-07-06'::timestamp, '1 day'::interval
) g(d)
CROSS JOIN ( SELECT distinct card_id from test ) c
LEFT JOIN test t ON t.card_id = c.card_id and t.tran_dt = g.d
ORDER BY c.card_id, d_series
For what you need (based on your question description), I would stick to using group by.