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15 lines
534 B
SQL
15 lines
534 B
SQL
DROP TABLE IF EXISTS tvs;
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CREATE TABLE tvs(k UInt32, t UInt32, tv UInt64) ENGINE = Memory;
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INSERT INTO tvs(k,t,tv) SELECT k, t, t
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FROM (SELECT toUInt32(number) AS k FROM numbers(1000)) keys
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CROSS JOIN (SELECT toUInt32(number * 3) as t FROM numbers(10000)) tv_times;
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SELECT SUM(trades.price - tvs.tv) FROM
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(SELECT k, t, t as price
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FROM (SELECT toUInt32(number) AS k FROM numbers(1000)) keys
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CROSS JOIN (SELECT toUInt32(number * 10) AS t FROM numbers(3000)) trade_times) trades
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ASOF LEFT JOIN tvs USING(k,t);
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DROP TABLE tvs;
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