I have two tables:
CREATE TABLE share_prices (
price_id int(10) unsigned NOT NULL AUTO_INCREMENT,
price_date date NOT NULL,
company_id int(10) NOT NULL,
high decimal(20,2) DEFAULT NULL,
low decimal(20,2) DEFAULT NULL,
close decimal(20,2) DEFAULT NULL,
PRIMARY KEY (price_id),
UNIQUE KEY price_date (price_date,company_id),
KEY company_id (company_id),
KEY price_date_2 (price_date)
) ENGINE=InnoDB AUTO_INCREMENT=368586 DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_unicode_ci;
And
CREATE TABLE rating_lookup (
rating_id int(11) NOT NULL,
start_date date DEFAULT NULL,
start_price decimal(10,2) DEFAULT NULL,
broker_id int(11) DEFAULT NULL,
company_id int(11) DEFAULT NULL,
end_date date DEFAULT NULL,
PRIMARY KEY (rating_id),
KEY idx_rating_lookup_company_id (company_id)
) ENGINE=InnoDB DEFAULT CHARSET=utf8;
This is the current query:
SELECT broker_id, count(rating_id)
FROM (
SELECT rating_lookup.*,
share_prices.company_id as correct_company,
share_prices.price_date,
max(high) as peak_gain,
( ( ( max(high) - rating_lookup.start_price ) / rating_lookup.start_price ) * 100 ) as percent_gain
FROM rating_lookup, share_prices
WHERE share_prices.price_date > rating_lookup.start_date
AND share_prices.price_date < ifnull(end_date, curdate())
AND share_prices.company_id = rating_lookup.company_id
GROUP BY rating_id
HAVING percent_gain > 5
) correct
GROUP BY broker_id
Currently this query takes 10.969 sec.
The isolated subquery takes 0.391 sec (duration) / 10.438 sec (fetch)
Query objective:
Get the total amount of correct ratings per broker_id.
A correct rating is defined as a rating that has a reached + 5% since its start_price.
I am looking to drastically decrease the query time, even if restructuring the database is the only way.
Appendix
Explain of above query:
+---+---------+---------------+-------+--------------------------------------+------------+---+----------------------------------------+---------+---------------------------------+
| 1 | PRIMARY | <derived2> | ALL | | | | | 3894800 | Using temporary; Using filesort |
| 2 | DERIVED | rating_lookup | index | PRIMARY,idx_rating_lookup_company_id | PRIMARY | 4 | | 18200 | Using where |
| 2 | DERIVED | share_prices | ref | price_date,company_id,price_date_2 | company_id | 4 | brokermetrics.rating_lookup.company_id | 214 | Using where |
+---+---------+---------------+-------+--------------------------------------+------------+---+----------------------------------------+---------+---------------------------------+
share_prices ~ 375,000 rows
rating_lookup ~ 18,000 rows with around 46 unique brokers