Diffs with Postgres' lead and window functions

Tagged lead, diff, window, postgres  Languages sql

Our requirement

Output the previous quarter's value for each company:

ID | NAME              | QUARTER     |  VALUE    | PREVIOUS_VALUE
1  | CORP              | 2015-03-31  |  44317.00 | 38755.00
1  | CORP              | 2014-12-31  |  38755.00 | 33617.00
1  | CORP              | 2014-09-30  |  33617.00 | 32406.00
1  | CORP              | 2014-06-30  |  32406.00 | 29909.00
1  | CORP              | 2014-03-31  |  29909.00 | 0

The solution

To calculate the change we use the window and lead functions:

WITH diffs AS (
  select
    *,
    coalesce(lead(value) over (partition by company_id order by quarter desc), 0) as previous_value
  from
    history
)
select * from diffs;

Note that the window is partitioned by company_id, and ordered by quarter.

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