Aggregating over annotated queryset with subqueries in Django 1.11
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I'm trying to aggregate the total value of a shares model grouped by date. Looking at the Django docs I see I should be doing a call to .values('date') (so that Django does the annotation grouping the queryset by date) followed by my annotation. The queryset involves two subqueries:
prices = Quote.objects.filter(
date=OuterRef('date'),
asset=OuterRef('asset')
).order_by().values('price')
usd_prices = Quote.objects.filter(
asset__ticker='USDCLP',
date=OuterRef('date'),
).order_by().values('price')
shares_data = DailyShares.objects.filter(
account=account,
date__gte=start_date,
).order_by().annotate(
price=Subquery(prices),
usd_price=Subquery(usd_prices),
clp_value=Case(
When(
asset__currency=Asset.USD,
then=F('quantity') * F('price') * F('usd_price')
),
default=F('quantity') * F('price'),
output_field=models.DecimalField(),
),
).values(
'date',
).annotate(
total_value=Sum('clp_value')
)
The problem is this throws a KeyError: 'clp_value', I can't access the annotation after the call to .values('date'). If I add clp_value to the .values() call, I'll break the group-by because Django will try and group by unique (date, clp_value) pairs which is not what I'm trying to do.
Any ideas?
python django django-orm
asked Nov 16 '18 at 14:21
Cristóbal MackenzieCristóbal Mackenzie
315
add a comment |
I'm trying to aggregate the total value of a shares model grouped by date. Looking at the Django docs I see I should be doing a call to .values('date') (so that Django does the annotation grouping the queryset by date) followed by my annotation. The queryset involves two subqueries:
prices = Quote.objects.filter(
date=OuterRef('date'),
asset=OuterRef('asset')
).order_by().values('price')
usd_prices = Quote.objects.filter(
asset__ticker='USDCLP',
date=OuterRef('date'),
).order_by().values('price')
shares_data = DailyShares.objects.filter(
account=account,
date__gte=start_date,
).order_by().annotate(
price=Subquery(prices),
usd_price=Subquery(usd_prices),
clp_value=Case(
When(
asset__currency=Asset.USD,
then=F('quantity') * F('price') * F('usd_price')
),
default=F('quantity') * F('price'),
output_field=models.DecimalField(),
),
).values(
'date',
).annotate(
total_value=Sum('clp_value')
)
The problem is this throws a KeyError: 'clp_value', I can't access the annotation after the call to .values('date'). If I add clp_value to the .values() call, I'll break the group-by because Django will try and group by unique (date, clp_value) pairs which is not what I'm trying to do.
Any ideas?
python django django-orm
asked Nov 16 '18 at 14:21
Cristóbal MackenzieCristóbal Mackenzie
315
add a comment |
I'm trying to aggregate the total value of a shares model grouped by date. Looking at the Django docs I see I should be doing a call to .values('date') (so that Django does the annotation grouping the queryset by date) followed by my annotation. The queryset involves two subqueries:
prices = Quote.objects.filter(
date=OuterRef('date'),
asset=OuterRef('asset')
).order_by().values('price')
usd_prices = Quote.objects.filter(
asset__ticker='USDCLP',
date=OuterRef('date'),
).order_by().values('price')
shares_data = DailyShares.objects.filter(
account=account,
date__gte=start_date,
).order_by().annotate(
price=Subquery(prices),
usd_price=Subquery(usd_prices),
clp_value=Case(
When(
asset__currency=Asset.USD,
then=F('quantity') * F('price') * F('usd_price')
),
default=F('quantity') * F('price'),
output_field=models.DecimalField(),
),
).values(
'date',
).annotate(
total_value=Sum('clp_value')
)
The problem is this throws a KeyError: 'clp_value', I can't access the annotation after the call to .values('date'). If I add clp_value to the .values() call, I'll break the group-by because Django will try and group by unique (date, clp_value) pairs which is not what I'm trying to do.
Any ideas?
python django django-orm
asked Nov 16 '18 at 14:21
Cristóbal MackenzieCristóbal Mackenzie
315
I'm trying to aggregate the total value of a shares model grouped by date. Looking at the Django docs I see I should be doing a call to .values('date') (so that Django does the annotation grouping the queryset by date) followed by my annotation. The queryset involves two subqueries:
prices = Quote.objects.filter(
date=OuterRef('date'),
asset=OuterRef('asset')
).order_by().values('price')
usd_prices = Quote.objects.filter(
asset__ticker='USDCLP',
date=OuterRef('date'),
).order_by().values('price')
shares_data = DailyShares.objects.filter(
account=account,
date__gte=start_date,
).order_by().annotate(
price=Subquery(prices),
usd_price=Subquery(usd_prices),
clp_value=Case(
When(
asset__currency=Asset.USD,
then=F('quantity') * F('price') * F('usd_price')
),
default=F('quantity') * F('price'),
output_field=models.DecimalField(),
),
).values(
'date',
).annotate(
total_value=Sum('clp_value')
)
The problem is this throws a KeyError: 'clp_value', I can't access the annotation after the call to .values('date'). If I add clp_value to the .values() call, I'll break the group-by because Django will try and group by unique (date, clp_value) pairs which is not what I'm trying to do.
Any ideas?
python django django-orm
python django django-orm
asked Nov 16 '18 at 14:21
Cristóbal MackenzieCristóbal Mackenzie
315
asked Nov 16 '18 at 14:21
Cristóbal MackenzieCristóbal Mackenzie
315
asked Nov 16 '18 at 14:21
Cristóbal MackenzieCristóbal Mackenzie
315
asked Nov 16 '18 at 14:21
Cristóbal MackenzieCristóbal Mackenzie
315
asked Nov 16 '18 at 14:21
Cristóbal MackenzieCristóbal Mackenzie
315
315
add a comment |
add a comment |
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