115 lines
4.1 KiB
Transact-SQL
115 lines
4.1 KiB
Transact-SQL
USE [FirstSolutionDB]
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GO
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-- ============================================================
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-- SP: cedlab_Chart_AllSeriesV2
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-- Restituisce tutte le serie (CTF + tutti UL) in un unico round-trip.
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-- Usata da ChartDataServiceV2 per il grafico V2.
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--
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-- Logica basata su:
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-- - cedlab_Chart_DailyUL1: stessa formula performance UL, stessi filtri
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-- - cedlab_Chart_UL1: Strike da CertificatesUnderlyings, StartDate = MIN(Prices.Px_date)
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--
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-- Output (IDUnderlyings ASC, Px_date ASC):
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-- IDUnderlyings INT -- 0 = CTF, altrimenti UnderlyingsID
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-- Px_date DATE
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-- Performance DECIMAL -- % su strike/nominal
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-- ============================================================
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CREATE OR ALTER PROCEDURE [dbo].[cedlab_Chart_AllSeriesV2]
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@isin VARCHAR(15)
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AS
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BEGIN
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SET NOCOUNT ON;
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DECLARE @IDCertificates INT;
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DECLARE @Nominal DECIMAL(18, 6);
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DECLARE @StartDate DATE;
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SELECT TOP 1
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@IDCertificates = c.IDCertificates,
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@Nominal = c.Nominal_amount
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FROM dbo.Certificates c
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WHERE c.ISIN = @isin;
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IF @IDCertificates IS NULL RETURN;
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-- StartDate = prima data di prezzi EOD del certificato
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-- (identica a cedlab_Chart_UL1: MIN(p.Px_date) con join su Prices)
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SELECT @StartDate = MIN(p.Px_date)
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FROM dbo.Prices p
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WHERE p.CertificatesID = @IDCertificates;
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-- ── CTE: TOP 350 per-serie tramite ROW_NUMBER DESC, poi reinverte ASC ──
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WITH AllSeriesRaw AS
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(
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-- ── Serie CTF (IDUnderlyings = 0) ────────────────────────────────
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-- Performance = PX_LAST_EOD / Nominal_amount * 100
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SELECT
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0 AS IDUnderlyings,
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pc.Px_date,
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CONVERT(DECIMAL(18, 4),
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pc.PX_LAST_EOD / NULLIF(@Nominal, 0) * 100
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) AS Performance,
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ROW_NUMBER() OVER (
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PARTITION BY 0
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ORDER BY pc.Px_date DESC
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) AS rn
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FROM dbo.Prices pc
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WHERE pc.CertificatesID = @IDCertificates
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AND pc.PX_LAST_EOD IS NOT NULL
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AND pc.PX_LAST_EOD <> 0
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UNION ALL
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-- ── Serie UL (tutti i sottostanti del certificato) ────────────────
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-- Identica a cedlab_Chart_DailyUL1 per ogni UL attivo.
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-- Strike da CertificatesUnderlyings (come in cedlab_Chart_UL1).
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-- Date allineate al CTF (INNER JOIN su Prices per CertificatesID).
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SELECT
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pu.UnderlyingsID AS IDUnderlyings,
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pu.Px_date,
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CONVERT(DECIMAL(18, 4),
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CASE
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WHEN ISNULL(u.AdjustedPrices, 0) = 0 THEN pu.Px_close
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ELSE pu.Px_closeadj
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END
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/ NULLIF(cu.Strike, 0) * 100
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) AS Performance,
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ROW_NUMBER() OVER (
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PARTITION BY pu.UnderlyingsID
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ORDER BY pu.Px_date DESC
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) AS rn
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FROM dbo.Prices pu
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LEFT JOIN dbo.Underlyings u
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ON u.IDUnderlyings = pu.UnderlyingsID
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INNER JOIN dbo.CertificatesUnderlyings cu
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ON cu.UnderlyingsID = pu.UnderlyingsID
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AND cu.CertificatesID = @IDCertificates
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-- Allinea date UL al CTF (solo date con prezzo CTF valido)
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INNER JOIN dbo.Prices pc
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ON pu.Px_date = pc.Px_date
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AND pc.CertificatesID = @IDCertificates
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AND pc.PX_LAST_EOD IS NOT NULL
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AND pc.PX_LAST_EOD <> 0
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WHERE cu.deleted = 0
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AND u.deleted = 0
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AND u.sospeso = 0
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AND (
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pu.px_low IS NOT NULL OR pu.Px_high IS NOT NULL OR
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pu.Px_open IS NOT NULL OR pu.Px_close IS NOT NULL
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)
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AND pu.px_date >= @StartDate
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)
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SELECT
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IDUnderlyings,
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Px_date,
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Performance
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FROM AllSeriesRaw
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WHERE rn <= 350
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ORDER BY IDUnderlyings ASC, Px_date ASC;
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END
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GO
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