MySQL LAG Function Explanation

Overview

The LAG function in MySQL is a window function that allows you to access data from a previous row within the same result set. It is particularly useful for calculating differences between sequential rows, such as in time series analysis.

SQL Query Explanation

SELECT ROUND(AVG(daily_increase), 4) AS avg_daily_increase
FROM (
    SELECT dt1, (price - LAG(price) OVER (ORDER BY dt1)) AS daily_increase
    FROM binance.klines_1d
    WHERE dt1 >= CURDATE() - INTERVAL %d DAY
) AS price_changes
WHERE daily_increase IS NOT NULL;

1. Inner Query

• Purpose: To calculate the daily price increase by comparing the current day's price (price) with the previous day's price.

• LAG(price) OVER (ORDER BY dt1):

  • The LAG function retrieves the value of the price column from the previous row.
  • The ORDER BY dt1 clause ensures that the rows are processed in chronological order based on the dt1 (date) column.

• price - LAG(price) OVER (ORDER BY dt1):

  • This calculates the difference between the current day's price and the previous day's price, giving the daily_increase.

2. Filtering Dates

• WHERE dt1 >= CURDATE() - INTERVAL %d DAY:

  • This clause filters the rows to include only those within the last %d days from the current date.

3. Outer Query

• Purpose: To calculate the average of the daily price increases.

• ROUND(AVG(daily_increase), 4):

  • This calculates the average (AVG) of the daily increases and rounds the result to four decimal places.

• WHERE daily_increase IS NOT NULL:

  • This excludes any rows where daily_increase is NULL to ensure that the average is calculated only on valid values.