Warning

SingleStore 9.0 gives you the opportunity to preview, evaluate, and provide feedback on new and upcoming features prior to their general availability. In the interim, SingleStore 8.9 is recommended for production workloads, which can later be upgraded to SingleStore 9.0.

Step 3: Create data generator functionality

The following are several functions used to generate data. The utility function, marketcap_to_DECIMAL, is used by the seed_trades stored procedure to convert a string value for the market capitalization of a stock into a decimal value.

SQL

DELIMITER //
CREATE OR REPLACE FUNCTION marketcap_to_DECIMAL(s VARCHAR(15))
 RETURNS DECIMAL(18,2) AS
DECLARE
 m CHAR(1) = SUBSTR(s, LENGTH(s), 1); -- M or B
 raw_v DECIMAL(18,2) = SUBSTR(s, 2, LENGTH(s) - 1);
 v DECIMAL(18,2) = NULL;
BEGIN
 IF m = "B" THEN
   v = raw_v * 1000;
 ELSE
   v = raw_v;
 END IF;
 RETURN v;
END //
DELIMITER ;

The seed_trades stored procedure generates rows of seed trade data based on an integer input value. This provides a query to rank the companies by market capitalization limited to the top 200.

The stored procedure generates approximately the same number of trades for each company.

SQL

DELIMITER //
CREATE OR REPLACE PROCEDURE seed_trades(num_trades INT) RETURNS INT AS
DECLARE
 ranked_companies ARRAY(RECORD(Symbol VARCHAR(50), _rank INT));
DECLARE
 q QUERY(Symbol VARCHAR(50), _rank INT) =
   SELECT Symbol, rank() OVER (ORDER BY marketcap_to_DECIMAL(MarketCap)) AS _rank
   FROM company
   WHERE LENGTH(Symbol) < 5
   ORDER BY _rank DESC LIMIT 200;
 i INT = 0;
 rank_num INT;
 next_id INT = 1;
 sym CHAR(5);
 price_base DECIMAL(18,4);
 current_prices ARRAY(INT);
 l ARRAY(RECORD(Symbol VARCHAR(50), _rank INT));
BEGIN
 l = collect(q);
 FOR r IN l LOOP
   i += 1;
   rank_num = r._rank;
   sym = r.Symbol;
   price_base = FLOOR(rand() * 50) + 50;
   FOR j IN 1..((rank_num / 10) + RAND() * 10) LOOP
     INSERT trade VALUES(
       next_id,
       sym,
       FLOOR(1 + RAND() * 10) * 100, -- shares
       price_base,      -- share_price
       DATE_ADD(NOW(), INTERVAL RAND() * 6 HOUR)); -- random time during trading day, roughly
     next_id += 1;
     IF next_id > num_trades THEN RETURN(next_id); END IF;
   END LOOP;
 END LOOP;
 RETURN(next_id);
END //
DELIMITER ;

This last stored procedure, iter_stocks, generates additional trade events using a random walk to determine the next price for each company. It will store the current price for each company, then adds a random number between -1 and 1 to set the new price for each iteration.

Each iteration inserts new records equal to num_shares. When iter_stocks completes, the total number of records in the trade table will be equal to num_shares * iterations + num_shares.

SQL

DELIMITER //
CREATE OR REPLACE PROCEDURE iter_stocks(iterations INT) as
DECLARE
   tickers ARRAY(CHAR(5));
   prices ARRAY(DECIMAL(18,4));
   last_ids ARRAY(bigINT);
   counts ARRAY(INT);
   next_id bigINT = 1;
   ticker CHAR(5);
   price DECIMAL(18,4);
   c INT;
   rand DECIMAL(18,4);
   tickers_q QUERY(t CHAR(5), p DECIMAL(18,4), lid BIGINT, c INT) = SELECT stock_symbol, share_price, MIN(id), COUNT(*) FROM trade GROUP BY stock_symbol;
   q ARRAY(RECORD(t CHAR(5), p DECIMAL(18,4), lid bigINT, c INT));
   q_count QUERY(c INT) = SELECT COUNT(*) FROM trade;
   total_c INT;
BEGIN
   q = COLLECT(tickers_q);
   tickers = CREATE_ARRAY(LENGTH(q));
   prices = CREATE_ARRAY(LENGTH(q));
   last_ids = CREATE_ARRAY(LENGTH(q));
   counts = CREATE_ARRAY(LENGTH(q));
   total_c = SCALAR(q_count);
   FOR r IN 0..LENGTH(q)-1 LOOP
       tickers[r] = q[r].t;
       prices[r] = q[r].p;
       last_ids[r] = q[r].lid;
       counts[r] = q[r].c;
   END LOOP;
   FOR j IN 0..(iterations-1) LOOP
       FOR i IN 0..LENGTH(tickers)-1 LOOP
           ticker = tickers[i];
           price = prices[i];
           next_id = last_ids[i];
           c = counts[i];
           rand = POW(-1, FLOOR(RAND()*2)) * RAND();
           INSERT INTO trade
           SELECT id + total_c, stock_symbol, shares, share_price + rand, trade_time FROM trade WHERE stock_symbol = ticker AND id >= next_id;
           prices[i] = price + rand;
           last_ids[i] = next_id + total_c;
       END LOOP;
   END LOOP;
END //
DELIMITER ;

Step 3: Create data generator functionality

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