SQL Server 2008 R2 - Islands and Gaps [closed]

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Closed 9 years ago.

I have a simple 2 column table. PctGain contains weekly percentage stock market gains. WSeqkey contains a contiguous integer value that increments each new week. There are approximately 3300 rows in the above table. Here is a sample.

PctGain WSeqKey
0.12%   4407
0.31%   4406
0.68%   4405
1.14%   4404
0.95%   4403
0.38%   4402
4.57%   4401
-1.94%  4400
1.17%   4399
-0.32%  4398

What would like help solving, and learning how to do along the way is...write/run a query that will tell me when the positive and negative sequences begin and end. Something like

Negative Beg 4398
Negative End 4398
Positive Beg 4399
Positive End 4399
Negative Beg 4400
Negative End 4400
Positive Beg 4401
Positive End 4407

Thank you in advance for solving this and helping me learn along the way.

Frank

Answer 1

Something like this should do the job SQL Fiddle

It finds islands of sequential data with the same value for SIGN and alllocates them the same grouping value using Itzik Ben Gan's row number technique then groups them and aggregates them. The CROSS APPLY ... VALUES unpivots the MIN and MAX

;WITH T1
     AS (SELECT *,
                ROW_NUMBER() OVER (PARTITION BY SIGN(PctGain) 
                                       ORDER BY WSeqKey) - WSeqKey AS Grp
         FROM   YourTable),
     T2
     AS (SELECT MIN(WSeqKey)  AS BeginSeq,
                MAX(WSeqKey)  AS EndSeq,
                SIGN(PctGain) AS Sign
         FROM   T1
         GROUP  BY Grp,
                   SIGN(PctGain))
SELECT CASE Sign
         WHEN -1 THEN 'Negative'
         WHEN 0 THEN 'Equal'
         WHEN 1 THEN 'Positive'
       END AS [Sign],
       Descriptor,
       SeqKey
FROM   T2
       CROSS APPLY (VALUES('Begin', BeginSeq),
                          ('End',   EndSeq)) V(Descriptor, SeqKey)
ORDER  BY SeqKey 

Answer 2

Thanks everyone I looked at the gaps/islands URL on MSDN and figured it out.

I dumped just the WSEQKEYs into a temp table (#gaps) while filtering on pctgain > 0 and then used the following sql:

SELECT t1.gapID as startOfGroup, MIN(t2.gapID) 
as endOfGroup FROM (SELECT gapID FROM #gaps tbl1 
  WHERE NOT EXISTS(SELECT * FROM #gaps tbl2 
    WHERE tbl1.gapID - tbl2.gapID = 1)) t1
  INNER JOIN (SELECT gapID FROM #gaps tbl1 
  WHERE NOT EXISTS(SELECT * FROM #gaps tbl2 
    WHERE tbl2.gapID - tbl1.gapID = 1)) t2
  ON t1.gapID <= t2.gapID   GROUP BY t1.gapID
  order by t1.gapID desc