Snowflake advanced analytic functions (windowing)

‘PIT backward/forward aggregations’

The basic table structure (sorted by the date key)

We want to perform calculations on points backward and/or forward from any point in time, for example, for holding_date 2018-12-12, what was the sum of <count_hasset> for the 2 days prior and the 2 days following?

We’d expect the answer to be the sum of 3 parts:

1. 412 – the value itself
2. 406+406 – the two rows above (preceding)
3. 412+411 – the two rows below (following)

Totalling 2047

select holding_date, count_hasset, SUM(count_hasset)
over (partition by HFUND order by holding_date rows between 2 preceding and 2 following )
from dhold_fs
order by holding_date
(

The answer is indeed 2047

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