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3.15 Inter-sequence computation: perform alignment operations on members of multiple sequences

 
spl-cookbook(224)

Perform four arithmetic operations on members of corresponding positions in multiple sequences.
Calculate relative rates of return between SZSE 300 Price Index (399007) and SZSE Component Index (399001) on each transaction date from 2019-12-24 to 2019-12-26.

Date Code Name Open Close Amount
2020/2/18 399001 Shenzhen 11244.7651 11306.4863 3.19E+11
2020/2/17 399001 Shenzhen 10974.9328 11241.4993 3.12E+11
2020/2/14 399001 Shenzhen 10854.4551 10916.3117 2.77E+11
2020/2/13 399001 Shenzhen 10936.5011 10864.3222 2.87E+11
2020/2/12 399001 Shenzhen 10735.0475 10940.7952 2.66E+11
… … … … … …

SPL Syntax of the alignment arithmetic operations is A ?? B , which performs “?” (?imagepng{+,-,*,/,%,}) operation on members of two sequences by corresponding positions.

SPL script:

A
1 =connect(“db”)
2 =[“399007”,“399001”].(A1.query(“select * from StockIndex where code=? and date between ‘2019-12-23’ and ‘2019-12-26’”,~))
3 >A1.close()
4 =A2.(~.calc(to(2,4),Close/Close[-1]))
5 =A4(1)–A4(2)

A1 Connect to the data source.
A2 Retrieve records of SZSE 300 Price Index and those of SZSE Component Index from 2019-12-23 to 2019-12-26. Retrieving records on the date 2019-12-23 is for calculating the growth rate.
A4 Calculate growth rate of each date from 24-26.
A5 Perform alignment subtraction between two sequences to get relative rates of return.

Execution result:

Member
0.0031349096521252617
0.0011897141619391371
-4.4910504685946595E-4

 

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