No TimeSeries Datablade module for Linux?
Posted in 2000
Topics: SQL Development & Query Writing, Connectivity: ODBC / JDBC / .NET, Java & JDBC Development
I want to analyze lots of historical stock price data, which are contained on IIF 2000 database server (Linux version). Because these price data are typical time series, the Informix time series datablade module would be quite useful for the kind af analysis I want to perform. For example, I want to calculate a linear regression over a certain time period for certain stocks. What I would mostly like, would be something like select linear_regression(*) from quotes group by ticker_symbol Of course, Informix allows me to write new aggregate functions but I think it's more than that, because the order of the price data in a group is important. This is different when you only want to sum the squares of each group, for example. In this case order doesn't matter. Or can aggregate functions be written where the order in each group is relevant? At the moment I use a Java program which connects via JDBC to the database server. This program queries the stock data for each stock and then does its calculations. I find this very unelegant. It is quite slow, too, because a lot of SQL selects are needed. (At the moment the database contains about 2000 stocks with daily data for about one year) Therefore I think the time series datablade module would be quite useful. Will it be available soon ? What other options do I have to perform my analysis? TIA Robert