13 lines
467 B
13 lines
467 B
3 years ago
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symbol = take(`AAPL, 6) join take(`FB, 5)
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time = 2019.02.27T09:45:01.000000000 + [146, 278, 412, 445, 496, 789, 212, 556, 598, 712, 989]
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price=173.27 173.26 173.24 173.25 173.26 173.27 161.51 161.50 161.49 161.50 161.51
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quotes=table(symbol, time, price)
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print(quotes)
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weights = dict(`AAPL`FB, 0.6 0.4)
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print(weights)
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ETF = select symbol, time, price*weights[symbol] as price from quotes;
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print(ETF)
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select rowSum(ffill(last(price))) from ETF pivot by time, symbol;
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