Select from one SQLite table based on conditioned selection from multiple other tables using Python
Question:
I am trying to select from one SQLite "stock tickers" table the tickers which, one the 4H time frame (from time frame table), its last three (all the three, not just one of them) close prices are higher than the 9 moving average for the same price bar… and one the 1D time frame (from time frame table), its last three (all the three, not just one of them) close prices are higher than the 9 moving average for the same price bar… and one the 1W time frame (from time frame table), its last three (all the three, not just one of them) close prices are higher than the 9 moving average for the same price bar… and one the 1M time frame (from time frame table), its last three (all the three, not just one of them) close prices are higher than the 9 moving average for the same price bar.
All the conditions on all the time bars must be fulfilled unless the time frame table has not enough data or has NaN values, then the condition can run on three or two or even one of the time frames.
My 5 tables are as follows
- The stock tickers table
cursor.execute("""
CREATE TABLE IF NOT EXISTS stocks_list (
id INTEGER PRIMARY KEY,
symbol TEXT NOT NULL UNIQUE,
name TEXT NOT NULL,
exchange TEXT NOT NULL,
connection TEXT NOT NULL
)
""")
with data like;
INSERT INTO stocks_list (1,FEXD,Fintech Ecosystem Development Corp. Class A Common Stock,NASDAQ,Alpaca Markets);
INSERT INTO stocks_list (2,FEXDR,Fintech Ecosystem Development Corp. Right,NASDAQ,Alpaca Markets);
INSERT INTO stocks_list (3,FEXDU,Fintech Ecosystem Development Corp. Units,NASDAQ,Alpaca Markets);
INSERT INTO stocks_list (4,FGF,"FG Financial Group, Inc. Common Stock",NASDAQ,Alpaca Markets);
INSERT INTO stocks_list (5,FGI,FGI Industries Ltd. Ordinary Shares,NASDAQ,Alpaca Markets);
INSERT INTO stocks_list (6,FGLD,Franklin Responsibly Sourced Gold ETF,ARCA,Alpaca Markets);
INSERT INTO stocks_list (7,FLGC,Flora Growth Corp. Common Stock,NASDAQ,Alpaca Markets);
INSERT INTO stocks_list (8,FLGR,Franklin FTSE Germany ETF,ARCA,Alpaca Markets);
- The 4H prices and indicator values table
cursor.execute("""
CREATE TABLE IF NOT EXISTS indicators_4H (
price_id INTEGER,
stock_id INTEGER,
date NOT NULL,
open NOT NULL,
high NOT NULL,
low NOT NULL,
close NOT NULL,
volume NOT NULL,
sma9 REAL,
sma20 REAL,
CONSTRAINT stock_prices_4H_fk FOREIGN KEY (price_id) REFERENCES stock_prices_4H (id)
ON DELETE CASCADE
ON UPDATE CASCADE,
CONSTRAINT stocks_list_fk FOREIGN KEY (stock_id) REFERENCES stocks_list (id)
ON DELETE CASCADE
)
""")
with data like;
INSERT INTO indicators_4H (188,1,2022-12-08T11:00:00,10.2,10.2,10.2,10.2,988,10.142222222222223,10.104);
INSERT INTO indicators_4H (187,1,2022-12-01T07:00:00,10.14,10.14,10.14,10.14,2312,10.12888888888889,10.097);
INSERT INTO indicators_4H (186,1,2022-11-22T15:00:00,10.15,10.15,10.15,10.15,119200,10.124444444444444,10.093);
INSERT INTO indicators_4H (185,1,2022-11-22T11:00:00,10.14,10.15,10.14,10.15,213768,10.115555555555556,10.0885);
INSERT INTO indicators_4H (184,1,2022-11-21T15:00:00,10.14,10.14,10.14,10.14,1500,10.106666666666667,10.084);
INSERT INTO indicators_4H (183,1,2022-11-21T11:00:00,10.14,10.15,10.1398,10.15,5025,10.100000000000001,10.08);
INSERT INTO indicators_4H (182,1,2022-11-18T11:00:00,10.12,10.13,10.12,10.13,500,10.091111111111111,10.0755);
INSERT INTO indicators_4H (346,2,2022-12-09T15:00:00,0.15,0.15,0.15,0.15,16726,0.1634111111111111,0.15446,0.1299456);
INSERT INTO indicators_4H (345,2,2022-12-08T11:00:00,0.1517,0.1517,0.15,0.15,240,0.1620222222222222,0.15471000000000001,0.1289456);
INSERT INTO indicators_4H (344,2,2022-11-17T11:00:00,0.1703,0.1713,0.17,0.17,10000,0.16013333333333332,0.153215,0.12793759999999998);
INSERT INTO indicators_4H (343,2,2022-10-21T08:00:00,0.1875,0.1875,0.1875,0.1875,300,0.1579111111111111,0.152565,0.1265376);
INSERT INTO indicators_4H (342,2,2022-10-20T12:00:00,0.18,0.193,0.1797,0.193,122200,0.15374444444444443,0.151055,0.12458759999999999);
INSERT INTO indicators_4H (341,2,2022-10-20T08:00:00,0.155,0.1801,0.155,0.1801,890870,0.14985555555555555,0.14940499999999998,0.1225336);
INSERT INTO indicators_4H (420,3,2022-09-26T12:00:00,10.1,10.13,10.1,10.13,421,10.13111111111111,10.13938);
INSERT INTO indicators_4H (419,3,2022-08-22T12:00:00,10.13,10.13,10.1,10.1,400,10.127777777777778,10.143379999999999);
INSERT INTO indicators_4H (418,3,2022-08-19T12:00:00,10.13,10.13,10.1,10.1,400,10.128888888888888,10.14688);
INSERT INTO indicators_4H (417,3,2022-08-11T12:00:00,10.11,10.11,10.11,10.11,100,10.13111111111111,10.15213);
INSERT INTO indicators_4H (416,3,2022-07-29T12:00:00,10.14,10.14,10.14,10.14,850,10.132222222222222,10.158130000000002);
INSERT INTO indicators_4H (415,3,2022-07-27T12:00:00,10.13,10.13,10.13,10.13,100,10.128888888888888,10.163129999999999);
- The 1D prices and indicator values table
cursor.execute("""
CREATE TABLE IF NOT EXISTS indicators_1D (
price_id INTEGER,
stock_id INTEGER,
date NOT NULL,
open NOT NULL,
high NOT NULL,
low NOT NULL,
close NOT NULL,
volume NOT NULL,
sma9 REAL,
sma20 REAL,
CONSTRAINT stock_prices_4H_fk FOREIGN KEY (price_id) REFERENCES stock_prices_4H (id)
ON DELETE CASCADE
ON UPDATE CASCADE,
CONSTRAINT stocks_list_fk FOREIGN KEY (stock_id) REFERENCES stocks_list (id)
ON DELETE CASCADE
)
""")
with data like;
INSERT INTO indicators_1D (229,1,2022-12-09,10.2,10.2,10.2,10.2,0,10.155555555555557,10.1425);
INSERT INTO indicators_1D (228,1,2022-12-08,10.2,10.2,10.2,10.2,1006,10.15,10.136500000000002);
INSERT INTO indicators_1D (227,1,2022-12-07,10.14,10.14,10.14,10.14,0,10.144444444444444,10.130500000000001);
INSERT INTO indicators_1D (226,1,2022-12-06,10.14,10.14,10.14,10.14,0,10.145555555555555,10.127500000000001);
INSERT INTO indicators_1D (225,1,2022-12-05,10.14,10.14,10.14,10.14,0,10.146666666666668,10.124500000000001);
INSERT INTO indicators_1D (224,1,2022-12-02,10.14,10.14,10.14,10.14,0,10.146666666666668,10.121500000000001);
INSERT INTO indicators_1D (458,2,2022-12-09,0.15,0.15,0.15,0.15,16731,0.16555555555555557,0.1715);
INSERT INTO indicators_1D (457,2,2022-12-08,0.1517,0.1517,0.15,0.15,265,0.1677777777777778,0.173375);
INSERT INTO indicators_1D (456,2,2022-12-07,0.17,0.17,0.17,0.17,0,0.17,0.17525000000000002);
INSERT INTO indicators_1D (455,2,2022-12-06,0.17,0.17,0.17,0.17,0,0.17,0.17612500000000003);
INSERT INTO indicators_1D (454,2,2022-12-05,0.17,0.17,0.17,0.17,0,0.17,0.17700000000000002);
INSERT INTO indicators_1D (453,2,2022-12-02,0.17,0.17,0.17,0.17,0,0.17,0.177875);
INSERT INTO indicators_1D (747,3,2022-12-09,10.13,10.13,10.13,10.13,0,10.13,10.13);
INSERT INTO indicators_1D (746,3,2022-12-08,10.13,10.13,10.13,10.13,0,10.13,10.13);
INSERT INTO indicators_1D (745,3,2022-12-07,10.13,10.13,10.13,10.13,0,10.13,10.13);
INSERT INTO indicators_1D (744,3,2022-12-06,10.13,10.13,10.13,10.13,0,10.13,10.13);
INSERT INTO indicators_1D (743,3,2022-12-05,10.13,10.13,10.13,10.13,0,10.13,10.13);
INSERT INTO indicators_1D (742,3,2022-12-02,10.13,10.13,10.13,10.13,0,10.13,10.13);
- The 1W prices and indicator values table
cursor.execute("""
CREATE TABLE IF NOT EXISTS indicators_1W (
price_id INTEGER,
stock_id INTEGER,
date NOT NULL,
open NOT NULL,
high NOT NULL,
low NOT NULL,
close NOT NULL,
volume NOT NULL,
sma9 REAL,
sma20 REAL,
CONSTRAINT stock_prices_4H_fk FOREIGN KEY (price_id) REFERENCES stock_prices_4H (id)
ON DELETE CASCADE
ON UPDATE CASCADE,
CONSTRAINT stocks_list_fk FOREIGN KEY (stock_id) REFERENCES stocks_list (id)
ON DELETE CASCADE
)
""")
with data like;
INSERT INTO indicators_1W (48,1,2022-12-05,10.14,10.2,10.14,10.2,1006,10.108888888888888,10.086250000000001);
INSERT INTO indicators_1W (47,1,2022-11-28,10.15,10.15,10.14,10.14,2322,10.094444444444445,10.07675);
INSERT INTO indicators_1W (46,1,2022-11-21,10.14,10.15,10.1398,10.15,339645,10.085555555555556,10.07025);
INSERT INTO indicators_1W (45,1,2022-11-14,10.08,10.14,10.0701,10.13,2301,10.075555555555557,10.06275);
INSERT INTO indicators_1W (44,1,2022-11-07,10.08,10.08,10.08,10.08,0,10.065555555555555,10.055250000000001);
INSERT INTO indicators_1W (43,1,2022-10-31,10.07,10.1,10.07,10.08,46495,10.071111111111113,10.05025);
INSERT INTO indicators_1W (96,2,2022-12-05,0.17,0.17,0.15,0.15,16996,0.17194444444444443,0.135965);
INSERT INTO indicators_1W (95,2,2022-11-28,0.17,0.17,0.17,0.17,0,0.17055555555555557,0.13371499999999997);
INSERT INTO indicators_1W (94,2,2022-11-21,0.17,0.17,0.17,0.17,0,0.16644444444444448,0.129715);
INSERT INTO indicators_1W (93,2,2022-11-14,0.1875,0.1875,0.17,0.17,10000,0.16422222222222221,0.12621500000000002);
INSERT INTO indicators_1W (92,2,2022-11-07,0.1875,0.1875,0.1875,0.1875,0,0.1586777777777778,0.12132000000000001);
INSERT INTO indicators_1W (91,2,2022-10-31,0.1875,0.1875,0.1875,0.1875,0,0.14545555555555556,0.116205);
INSERT INTO indicators_1W (156,3,2022-12-05,10.13,10.13,10.13,10.13,0,10.13,10.120999999999999);
INSERT INTO indicators_1W (155,3,2022-11-28,10.13,10.13,10.13,10.13,0,10.13,10.119499999999999);
INSERT INTO indicators_1W (154,3,2022-11-21,10.13,10.13,10.13,10.13,0,10.13,10.118);
INSERT INTO indicators_1W (153,3,2022-11-14,10.13,10.13,10.13,10.13,0,10.126666666666669,10.1165);
INSERT INTO indicators_1W (152,3,2022-11-07,10.13,10.13,10.13,10.13,0,10.123333333333333,10.115);
INSERT INTO indicators_1W (151,3,2022-10-31,10.13,10.13,10.13,10.13,0,10.120000000000001,10.113499999999998);
INSERT INTO indicators_1W (150,3,2022-10-24,10.13,10.13,10.13,10.13,0,10.116666666666667,10.1125);
- The 1M prices and indicator values table
cursor.execute("""
CREATE TABLE IF NOT EXISTS indicators_1M (
price_id INTEGER,
stock_id INTEGER,
date NOT NULL,
open NOT NULL,
high NOT NULL,
low NOT NULL,
close NOT NULL,
volume NOT NULL,
sma9 REAL,
sma20 REAL,
CONSTRAINT stock_prices_4H_fk FOREIGN KEY (price_id) REFERENCES stock_prices_4H (id)
ON DELETE CASCADE
ON UPDATE CASCADE,
CONSTRAINT stocks_list_fk FOREIGN KEY (stock_id) REFERENCES stocks_list (id)
ON DELETE CASCADE
)
""")
with data like;
INSERT INTO indicators_1M (12,1,2022-12-01,10.14,10.2,10.14,10.2,3328,10.072000000000001);
INSERT INTO indicators_1M (11,1,2022-11-01,10.07,10.15,10.07,10.15,388441,10.043111111111111);
INSERT INTO indicators_1M (10,1,2022-10-01,10.05,10.09,10.05,10.07,107123,10.016444444444444);
INSERT INTO indicators_1M (9,1,2022-09-01,10.13,10.13,10.04,10.06,96270,9.996444444444444);
INSERT INTO indicators_1M (8,1,2022-08-01,10.06,10.2,10.03,10.13,39199,);
INSERT INTO indicators_1M (7,1,2022-07-01,9.98,10.25,9.98,10.06,2056887,);
INSERT INTO indicators_1M (24,2,2022-12-01,0.17,0.17,0.15,0.15,16996,0.13384444444444446);
INSERT INTO indicators_1M (23,2,2022-11-01,0.1875,0.1875,0.17,0.17,10000,0.13603333333333334);
INSERT INTO indicators_1M (22,2,2022-10-01,0.133,0.193,0.133,0.1875,1552669,0.1315888888888889);
INSERT INTO indicators_1M (21,2,2022-09-01,0.0803,0.2502,0.0685,0.133,1222028,0.1318777777777778);
INSERT INTO indicators_1M (20,2,2022-08-01,0.0823,0.105,0.075,0.0803,61524,);
INSERT INTO indicators_1M (39,3,2022-12-01,10.13,10.13,10.13,10.13,0,10.133333333333333);
INSERT INTO indicators_1M (38,3,2022-11-01,10.13,10.13,10.13,10.13,0,10.14);
INSERT INTO indicators_1M (37,3,2022-10-01,10.13,10.13,10.13,10.13,0,10.137777777777778);
INSERT INTO indicators_1M (36,3,2022-09-01,10.1,10.13,10.1,10.13,463,10.14);
INSERT INTO indicators_1M (35,3,2022-08-01,10.14,10.14,10.1,10.1,1040,10.147777777777776);
INSERT INTO indicators_1M (34,3,2022-07-01,10.1,10.23,10.1,10.14,1755,10.161111111111111);
INSERT INTO indicators_1M (33,3,2022-06-01,10.12,10.14,10.1,10.14,21305,10.172222222222222);
How can I write the SQLite query to make it work?
Answers:
You can simply use temp tables as follows;
# Create the temporary table
cursor.execute("""
CREATE TEMPORARY TABLE temp (stock_id INTEGER);
""")
# get all stock_id that meet conditions on 4H table
cursor.execute("""
INSERT INTO temp (stock_id)
SELECT stock_id FROM indicators_4H
WHERE date >= (SELECT date FROM indicators_4H ORDER BY date DESC LIMIT 3 OFFSET 0)
AND indicators_4H.close > indicators_4H.sma9
""")
# get all stock_id that meet conditions on 1D table
cursor.execute("""
INSERT INTO temp (stock_id)
SELECT stock_id FROM indicators_1D
WHERE date >= (SELECT date FROM indicators_1D ORDER BY date DESC LIMIT 3 OFFSET 0)
AND indicators_1D.close > indicators_1D.sma9
""")
# get all stock_id that meet conditions on 1W table
cursor.execute("""
INSERT INTO temp (stock_id)
SELECT stock_id FROM indicators_1W
WHERE date >= (SELECT date FROM indicators_1W ORDER BY date DESC LIMIT 3 OFFSET 0)
AND indicators_1W.close > indicators_1W.sma9
""")
# get all stock_id that meet conditions on 1M table
cursor.execute("""
INSERT INTO temp (stock_id)
SELECT stock_id FROM indicators_1M
WHERE date >= (SELECT date FROM indicators_1M ORDER BY date DESC LIMIT 3 OFFSET 0)
AND indicators_1M.close > indicators_1M.sma9
""")
# Now you need to filter the temp table so only stocks that meet conditions from all four tables
# will be considered
cursor.execute("""
CREATE TEMPORARY TABLE temp2 AS
SELECT stock_id FROM temp GROUP BY stock_id HAVING COUNT(*) = 4
""")
# Execute the final query
cursor.execute("""
SELECT DISTINCT stocks_list.symbol, stocks_list.name
FROM stocks_list JOIN temp2 ON stocks_list.id = temp2.stock_id
""")
This will return the stocks with close values higher than sma9 in all the four tables
I am trying to select from one SQLite "stock tickers" table the tickers which, one the 4H time frame (from time frame table), its last three (all the three, not just one of them) close prices are higher than the 9 moving average for the same price bar… and one the 1D time frame (from time frame table), its last three (all the three, not just one of them) close prices are higher than the 9 moving average for the same price bar… and one the 1W time frame (from time frame table), its last three (all the three, not just one of them) close prices are higher than the 9 moving average for the same price bar… and one the 1M time frame (from time frame table), its last three (all the three, not just one of them) close prices are higher than the 9 moving average for the same price bar.
All the conditions on all the time bars must be fulfilled unless the time frame table has not enough data or has NaN values, then the condition can run on three or two or even one of the time frames.
My 5 tables are as follows
- The stock tickers table
cursor.execute("""
CREATE TABLE IF NOT EXISTS stocks_list (
id INTEGER PRIMARY KEY,
symbol TEXT NOT NULL UNIQUE,
name TEXT NOT NULL,
exchange TEXT NOT NULL,
connection TEXT NOT NULL
)
""")
with data like;
INSERT INTO stocks_list (1,FEXD,Fintech Ecosystem Development Corp. Class A Common Stock,NASDAQ,Alpaca Markets);
INSERT INTO stocks_list (2,FEXDR,Fintech Ecosystem Development Corp. Right,NASDAQ,Alpaca Markets);
INSERT INTO stocks_list (3,FEXDU,Fintech Ecosystem Development Corp. Units,NASDAQ,Alpaca Markets);
INSERT INTO stocks_list (4,FGF,"FG Financial Group, Inc. Common Stock",NASDAQ,Alpaca Markets);
INSERT INTO stocks_list (5,FGI,FGI Industries Ltd. Ordinary Shares,NASDAQ,Alpaca Markets);
INSERT INTO stocks_list (6,FGLD,Franklin Responsibly Sourced Gold ETF,ARCA,Alpaca Markets);
INSERT INTO stocks_list (7,FLGC,Flora Growth Corp. Common Stock,NASDAQ,Alpaca Markets);
INSERT INTO stocks_list (8,FLGR,Franklin FTSE Germany ETF,ARCA,Alpaca Markets);
- The 4H prices and indicator values table
cursor.execute("""
CREATE TABLE IF NOT EXISTS indicators_4H (
price_id INTEGER,
stock_id INTEGER,
date NOT NULL,
open NOT NULL,
high NOT NULL,
low NOT NULL,
close NOT NULL,
volume NOT NULL,
sma9 REAL,
sma20 REAL,
CONSTRAINT stock_prices_4H_fk FOREIGN KEY (price_id) REFERENCES stock_prices_4H (id)
ON DELETE CASCADE
ON UPDATE CASCADE,
CONSTRAINT stocks_list_fk FOREIGN KEY (stock_id) REFERENCES stocks_list (id)
ON DELETE CASCADE
)
""")
with data like;
INSERT INTO indicators_4H (188,1,2022-12-08T11:00:00,10.2,10.2,10.2,10.2,988,10.142222222222223,10.104);
INSERT INTO indicators_4H (187,1,2022-12-01T07:00:00,10.14,10.14,10.14,10.14,2312,10.12888888888889,10.097);
INSERT INTO indicators_4H (186,1,2022-11-22T15:00:00,10.15,10.15,10.15,10.15,119200,10.124444444444444,10.093);
INSERT INTO indicators_4H (185,1,2022-11-22T11:00:00,10.14,10.15,10.14,10.15,213768,10.115555555555556,10.0885);
INSERT INTO indicators_4H (184,1,2022-11-21T15:00:00,10.14,10.14,10.14,10.14,1500,10.106666666666667,10.084);
INSERT INTO indicators_4H (183,1,2022-11-21T11:00:00,10.14,10.15,10.1398,10.15,5025,10.100000000000001,10.08);
INSERT INTO indicators_4H (182,1,2022-11-18T11:00:00,10.12,10.13,10.12,10.13,500,10.091111111111111,10.0755);
INSERT INTO indicators_4H (346,2,2022-12-09T15:00:00,0.15,0.15,0.15,0.15,16726,0.1634111111111111,0.15446,0.1299456);
INSERT INTO indicators_4H (345,2,2022-12-08T11:00:00,0.1517,0.1517,0.15,0.15,240,0.1620222222222222,0.15471000000000001,0.1289456);
INSERT INTO indicators_4H (344,2,2022-11-17T11:00:00,0.1703,0.1713,0.17,0.17,10000,0.16013333333333332,0.153215,0.12793759999999998);
INSERT INTO indicators_4H (343,2,2022-10-21T08:00:00,0.1875,0.1875,0.1875,0.1875,300,0.1579111111111111,0.152565,0.1265376);
INSERT INTO indicators_4H (342,2,2022-10-20T12:00:00,0.18,0.193,0.1797,0.193,122200,0.15374444444444443,0.151055,0.12458759999999999);
INSERT INTO indicators_4H (341,2,2022-10-20T08:00:00,0.155,0.1801,0.155,0.1801,890870,0.14985555555555555,0.14940499999999998,0.1225336);
INSERT INTO indicators_4H (420,3,2022-09-26T12:00:00,10.1,10.13,10.1,10.13,421,10.13111111111111,10.13938);
INSERT INTO indicators_4H (419,3,2022-08-22T12:00:00,10.13,10.13,10.1,10.1,400,10.127777777777778,10.143379999999999);
INSERT INTO indicators_4H (418,3,2022-08-19T12:00:00,10.13,10.13,10.1,10.1,400,10.128888888888888,10.14688);
INSERT INTO indicators_4H (417,3,2022-08-11T12:00:00,10.11,10.11,10.11,10.11,100,10.13111111111111,10.15213);
INSERT INTO indicators_4H (416,3,2022-07-29T12:00:00,10.14,10.14,10.14,10.14,850,10.132222222222222,10.158130000000002);
INSERT INTO indicators_4H (415,3,2022-07-27T12:00:00,10.13,10.13,10.13,10.13,100,10.128888888888888,10.163129999999999);
- The 1D prices and indicator values table
cursor.execute("""
CREATE TABLE IF NOT EXISTS indicators_1D (
price_id INTEGER,
stock_id INTEGER,
date NOT NULL,
open NOT NULL,
high NOT NULL,
low NOT NULL,
close NOT NULL,
volume NOT NULL,
sma9 REAL,
sma20 REAL,
CONSTRAINT stock_prices_4H_fk FOREIGN KEY (price_id) REFERENCES stock_prices_4H (id)
ON DELETE CASCADE
ON UPDATE CASCADE,
CONSTRAINT stocks_list_fk FOREIGN KEY (stock_id) REFERENCES stocks_list (id)
ON DELETE CASCADE
)
""")
with data like;
INSERT INTO indicators_1D (229,1,2022-12-09,10.2,10.2,10.2,10.2,0,10.155555555555557,10.1425);
INSERT INTO indicators_1D (228,1,2022-12-08,10.2,10.2,10.2,10.2,1006,10.15,10.136500000000002);
INSERT INTO indicators_1D (227,1,2022-12-07,10.14,10.14,10.14,10.14,0,10.144444444444444,10.130500000000001);
INSERT INTO indicators_1D (226,1,2022-12-06,10.14,10.14,10.14,10.14,0,10.145555555555555,10.127500000000001);
INSERT INTO indicators_1D (225,1,2022-12-05,10.14,10.14,10.14,10.14,0,10.146666666666668,10.124500000000001);
INSERT INTO indicators_1D (224,1,2022-12-02,10.14,10.14,10.14,10.14,0,10.146666666666668,10.121500000000001);
INSERT INTO indicators_1D (458,2,2022-12-09,0.15,0.15,0.15,0.15,16731,0.16555555555555557,0.1715);
INSERT INTO indicators_1D (457,2,2022-12-08,0.1517,0.1517,0.15,0.15,265,0.1677777777777778,0.173375);
INSERT INTO indicators_1D (456,2,2022-12-07,0.17,0.17,0.17,0.17,0,0.17,0.17525000000000002);
INSERT INTO indicators_1D (455,2,2022-12-06,0.17,0.17,0.17,0.17,0,0.17,0.17612500000000003);
INSERT INTO indicators_1D (454,2,2022-12-05,0.17,0.17,0.17,0.17,0,0.17,0.17700000000000002);
INSERT INTO indicators_1D (453,2,2022-12-02,0.17,0.17,0.17,0.17,0,0.17,0.177875);
INSERT INTO indicators_1D (747,3,2022-12-09,10.13,10.13,10.13,10.13,0,10.13,10.13);
INSERT INTO indicators_1D (746,3,2022-12-08,10.13,10.13,10.13,10.13,0,10.13,10.13);
INSERT INTO indicators_1D (745,3,2022-12-07,10.13,10.13,10.13,10.13,0,10.13,10.13);
INSERT INTO indicators_1D (744,3,2022-12-06,10.13,10.13,10.13,10.13,0,10.13,10.13);
INSERT INTO indicators_1D (743,3,2022-12-05,10.13,10.13,10.13,10.13,0,10.13,10.13);
INSERT INTO indicators_1D (742,3,2022-12-02,10.13,10.13,10.13,10.13,0,10.13,10.13);
- The 1W prices and indicator values table
cursor.execute("""
CREATE TABLE IF NOT EXISTS indicators_1W (
price_id INTEGER,
stock_id INTEGER,
date NOT NULL,
open NOT NULL,
high NOT NULL,
low NOT NULL,
close NOT NULL,
volume NOT NULL,
sma9 REAL,
sma20 REAL,
CONSTRAINT stock_prices_4H_fk FOREIGN KEY (price_id) REFERENCES stock_prices_4H (id)
ON DELETE CASCADE
ON UPDATE CASCADE,
CONSTRAINT stocks_list_fk FOREIGN KEY (stock_id) REFERENCES stocks_list (id)
ON DELETE CASCADE
)
""")
with data like;
INSERT INTO indicators_1W (48,1,2022-12-05,10.14,10.2,10.14,10.2,1006,10.108888888888888,10.086250000000001);
INSERT INTO indicators_1W (47,1,2022-11-28,10.15,10.15,10.14,10.14,2322,10.094444444444445,10.07675);
INSERT INTO indicators_1W (46,1,2022-11-21,10.14,10.15,10.1398,10.15,339645,10.085555555555556,10.07025);
INSERT INTO indicators_1W (45,1,2022-11-14,10.08,10.14,10.0701,10.13,2301,10.075555555555557,10.06275);
INSERT INTO indicators_1W (44,1,2022-11-07,10.08,10.08,10.08,10.08,0,10.065555555555555,10.055250000000001);
INSERT INTO indicators_1W (43,1,2022-10-31,10.07,10.1,10.07,10.08,46495,10.071111111111113,10.05025);
INSERT INTO indicators_1W (96,2,2022-12-05,0.17,0.17,0.15,0.15,16996,0.17194444444444443,0.135965);
INSERT INTO indicators_1W (95,2,2022-11-28,0.17,0.17,0.17,0.17,0,0.17055555555555557,0.13371499999999997);
INSERT INTO indicators_1W (94,2,2022-11-21,0.17,0.17,0.17,0.17,0,0.16644444444444448,0.129715);
INSERT INTO indicators_1W (93,2,2022-11-14,0.1875,0.1875,0.17,0.17,10000,0.16422222222222221,0.12621500000000002);
INSERT INTO indicators_1W (92,2,2022-11-07,0.1875,0.1875,0.1875,0.1875,0,0.1586777777777778,0.12132000000000001);
INSERT INTO indicators_1W (91,2,2022-10-31,0.1875,0.1875,0.1875,0.1875,0,0.14545555555555556,0.116205);
INSERT INTO indicators_1W (156,3,2022-12-05,10.13,10.13,10.13,10.13,0,10.13,10.120999999999999);
INSERT INTO indicators_1W (155,3,2022-11-28,10.13,10.13,10.13,10.13,0,10.13,10.119499999999999);
INSERT INTO indicators_1W (154,3,2022-11-21,10.13,10.13,10.13,10.13,0,10.13,10.118);
INSERT INTO indicators_1W (153,3,2022-11-14,10.13,10.13,10.13,10.13,0,10.126666666666669,10.1165);
INSERT INTO indicators_1W (152,3,2022-11-07,10.13,10.13,10.13,10.13,0,10.123333333333333,10.115);
INSERT INTO indicators_1W (151,3,2022-10-31,10.13,10.13,10.13,10.13,0,10.120000000000001,10.113499999999998);
INSERT INTO indicators_1W (150,3,2022-10-24,10.13,10.13,10.13,10.13,0,10.116666666666667,10.1125);
- The 1M prices and indicator values table
cursor.execute("""
CREATE TABLE IF NOT EXISTS indicators_1M (
price_id INTEGER,
stock_id INTEGER,
date NOT NULL,
open NOT NULL,
high NOT NULL,
low NOT NULL,
close NOT NULL,
volume NOT NULL,
sma9 REAL,
sma20 REAL,
CONSTRAINT stock_prices_4H_fk FOREIGN KEY (price_id) REFERENCES stock_prices_4H (id)
ON DELETE CASCADE
ON UPDATE CASCADE,
CONSTRAINT stocks_list_fk FOREIGN KEY (stock_id) REFERENCES stocks_list (id)
ON DELETE CASCADE
)
""")
with data like;
INSERT INTO indicators_1M (12,1,2022-12-01,10.14,10.2,10.14,10.2,3328,10.072000000000001);
INSERT INTO indicators_1M (11,1,2022-11-01,10.07,10.15,10.07,10.15,388441,10.043111111111111);
INSERT INTO indicators_1M (10,1,2022-10-01,10.05,10.09,10.05,10.07,107123,10.016444444444444);
INSERT INTO indicators_1M (9,1,2022-09-01,10.13,10.13,10.04,10.06,96270,9.996444444444444);
INSERT INTO indicators_1M (8,1,2022-08-01,10.06,10.2,10.03,10.13,39199,);
INSERT INTO indicators_1M (7,1,2022-07-01,9.98,10.25,9.98,10.06,2056887,);
INSERT INTO indicators_1M (24,2,2022-12-01,0.17,0.17,0.15,0.15,16996,0.13384444444444446);
INSERT INTO indicators_1M (23,2,2022-11-01,0.1875,0.1875,0.17,0.17,10000,0.13603333333333334);
INSERT INTO indicators_1M (22,2,2022-10-01,0.133,0.193,0.133,0.1875,1552669,0.1315888888888889);
INSERT INTO indicators_1M (21,2,2022-09-01,0.0803,0.2502,0.0685,0.133,1222028,0.1318777777777778);
INSERT INTO indicators_1M (20,2,2022-08-01,0.0823,0.105,0.075,0.0803,61524,);
INSERT INTO indicators_1M (39,3,2022-12-01,10.13,10.13,10.13,10.13,0,10.133333333333333);
INSERT INTO indicators_1M (38,3,2022-11-01,10.13,10.13,10.13,10.13,0,10.14);
INSERT INTO indicators_1M (37,3,2022-10-01,10.13,10.13,10.13,10.13,0,10.137777777777778);
INSERT INTO indicators_1M (36,3,2022-09-01,10.1,10.13,10.1,10.13,463,10.14);
INSERT INTO indicators_1M (35,3,2022-08-01,10.14,10.14,10.1,10.1,1040,10.147777777777776);
INSERT INTO indicators_1M (34,3,2022-07-01,10.1,10.23,10.1,10.14,1755,10.161111111111111);
INSERT INTO indicators_1M (33,3,2022-06-01,10.12,10.14,10.1,10.14,21305,10.172222222222222);
How can I write the SQLite query to make it work?
You can simply use temp tables as follows;
# Create the temporary table
cursor.execute("""
CREATE TEMPORARY TABLE temp (stock_id INTEGER);
""")
# get all stock_id that meet conditions on 4H table
cursor.execute("""
INSERT INTO temp (stock_id)
SELECT stock_id FROM indicators_4H
WHERE date >= (SELECT date FROM indicators_4H ORDER BY date DESC LIMIT 3 OFFSET 0)
AND indicators_4H.close > indicators_4H.sma9
""")
# get all stock_id that meet conditions on 1D table
cursor.execute("""
INSERT INTO temp (stock_id)
SELECT stock_id FROM indicators_1D
WHERE date >= (SELECT date FROM indicators_1D ORDER BY date DESC LIMIT 3 OFFSET 0)
AND indicators_1D.close > indicators_1D.sma9
""")
# get all stock_id that meet conditions on 1W table
cursor.execute("""
INSERT INTO temp (stock_id)
SELECT stock_id FROM indicators_1W
WHERE date >= (SELECT date FROM indicators_1W ORDER BY date DESC LIMIT 3 OFFSET 0)
AND indicators_1W.close > indicators_1W.sma9
""")
# get all stock_id that meet conditions on 1M table
cursor.execute("""
INSERT INTO temp (stock_id)
SELECT stock_id FROM indicators_1M
WHERE date >= (SELECT date FROM indicators_1M ORDER BY date DESC LIMIT 3 OFFSET 0)
AND indicators_1M.close > indicators_1M.sma9
""")
# Now you need to filter the temp table so only stocks that meet conditions from all four tables
# will be considered
cursor.execute("""
CREATE TEMPORARY TABLE temp2 AS
SELECT stock_id FROM temp GROUP BY stock_id HAVING COUNT(*) = 4
""")
# Execute the final query
cursor.execute("""
SELECT DISTINCT stocks_list.symbol, stocks_list.name
FROM stocks_list JOIN temp2 ON stocks_list.id = temp2.stock_id
""")
This will return the stocks with close values higher than sma9 in all the four tables