SQL: use WHERE clause in OVER()?

Question

How can I use WHERE clause to filter in the OVER clause?

i.e. from the following data

LoanID | Principal | Tenor | AmortizingPrincipal 
----------------------------------------
1         20000       1       5000
1         20000       2       5000
1         20000       3       5000
1         20000       4       5000

I need a fourth virtual column with the Balance Principal in each Tenor like the following:

LoanID | Principal | Tenor | AmortizingPrincipal | BalancePrinicpal 
-----------------------------------------------------------
1        20000       1       5000                  20000  
1        20000       2       5000                  15000  
1        20000       3       5000                  10000 
1        20000       4       5000                  5000

Something like this:

SELECT 
    BalancePrincipal = Principal - SUM(AmortizingPrincipal) OVER(PARTITION BY LoanID WHERE Tenor < this row's tenor)

UPDATE:

The following query gives me the desired result:

SELECT 
    L1.*    
    ,BalancePrincipal = AL1.Principal - ISNULL(Cumulative.AmortizingSum,0) 
FROM
    Loan L1
CROSS APPLY 
    (
        SELECT 
            AmortizingSum = SUM(AmortizingPrincipal)
        FROM 
            Loan L2
        WHERE 
            L1.LoanID = L2.LoanID
            AND 
            L1.Tenor > L2.Tenor 
    ) Cumulative

Can it be bettered?

Which DB are you using? Are you trying to get a cumulative sum? — Chetter Hummin, Apr 05 '12 at 10:51
Take a look at [Calculate a Running Total in SqlServer](http://stackoverflow.com/questions/860966/calculate-a-running-total-in-sqlserver). Accepted answer has some benchmarks over few ways to calculate running sum. — Nikola Markovinović, Apr 05 '12 at 11:51
Is BalancePrincipal not just Principal - ((Tenor - 1) * AmoritizingPrincipal)? — Jodrell, Apr 05 '12 at 12:49
@jodrell With the given sample data the computation works, but it's definitely the running total i need. BalancePrincipal is Pricipal - Summation of AmortizingPrincipal till the previous tenor. Just in case if the AmortizingPrincipal were not the same numbers this woudnt work. — Sreerag, Apr 05 '12 at 13:25

score 6 · Answer 1 · answered Apr 05 '12 at 10:57

6

If you're using SQL Server 2012, you'd be looking to specify ROWS/RANGE in your OVER:

Further limits the rows within the partition by specifying start and end points within the partition. This is done by specifying a range of rows with respect to the current row either by logical association or physical association. Physical association is achieved by using the ROWS clause.

Other database systems may have similar features. This feature is new in the 2012 version of SQL Server.

answered Apr 05 '12 at 10:57

Damien_The_Unbeliever

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A link that might be helpful http://sqlandme.com/2011/08/17/sql-server-denali-over-rows-range/ – Chetter Hummin Apr 05 '12 at 11:07
1

That's probably the one i think i'll need here. How can we accomplish the same in SQL 2008? – Sreerag Apr 05 '12 at 11:19

Glenn · Answer 2 · 2012-04-05T13:30:16.810

0

For the sample posted, it doesn't look like a filter is needed:

SELECT LoanID, Principal, Tenor, AmortizingPrincipal
      ,SUM(AmortizingPrincipal) OVER(PARTITION BY LoanID ORDER BY Tenor Desc) AS BalancePrincipal
  FROM loan
  ORDER BY LoanID, Principal, Tenor

UPDATE:

Seems Sql Server 2008 does not have the windowing clause? I didn't even think you could create an analytic function without a windowing clause. The above sql was run on Oracle and Postgres without issue. By default the window clause is UNBOUNDED PRECEDING AND CURRENT ROW (from - to). But you could change the order and go from CURRENT ROW to UNBOUNDED FOLLOWING.

UPDATE2:

So I puzzled: what meaning would a (cumulative) SUM have in an analytic function if you are unable to order the rows within the partition? Is there an implicit ordering? I can change the window (below) and get the same result, but must provide the ORDER BY (in Oracle and Postgres). I can't see how the analytic SUM would have any meaning without the ORDER BY.

SELECT LoanID, Principal, Tenor, AmortizingPrincipal
      ,SUM(AmortizingPrincipal) OVER(PARTITION BY LoanID ORDER BY tenor
                                     RANGE BETWEEN CURRENT ROW
                                       AND UNBOUNDED FOLLOWING) AS BalancePrincipal
  FROM loan
  ORDER BY LoanID, Principal, Tenor

edited Apr 05 '12 at 13:30

answered Apr 05 '12 at 11:43

Glenn

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What would the combination of `SUM` and `ORDER BY` even mean, given that addition is commutative? – Damien_The_Unbeliever Apr 05 '12 at 12:27
@Damien_The_Unbeliever By default the SUM is between UNBOUNDED PRECEDING and CURRENT ROW. So ordering the rows in descending order leaves a running total from highest tenor to lowest tenor, which seems to be what is really being sought. – Glenn Apr 05 '12 at 12:31
I can only get it to accept the `ORDER BY` on 2012. On 2008 it errors ("incorrect syntax near 'order'") – Damien_The_Unbeliever Apr 05 '12 at 12:42
@Glenn: this gives a syntax error near 'order'. FYI: im using SQL 2008. – Sreerag Apr 05 '12 at 12:49
2

SQL Server up to 2008 R2 only had a very limited implementation of windowing functions. Running "totals" are only supported since SQL SErver 2012 – Apr 05 '12 at 13:17
@a_horse_with_no_name Okay, I see now. Sorry, bad assumption on my part assuming that was supported core functionality. Thanks. – Glenn Apr 05 '12 at 13:34
@Glenn: it is core functionality in PostgreSQL, Oracle and DB2 ;) – Apr 05 '12 at 13:48

SQL: use WHERE clause in OVER()?

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