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work on guidance logic output text and parameterize caps and floors

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This commit is contained in:
Paul Trowbridge 2025-08-14 02:32:01 -04:00
parent c46d4c25d7
commit ccf50036ca
5 changed files with 123 additions and 184 deletions
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170
procs/guidance_logic.ms.sql
View File

@ -1,119 +1,59 @@
-- This function returns the least of two NUMERIC(20,5) values.
CREATE OR ALTER FUNCTION dbo.LEAST_NUMERIC205(
@a NUMERIC(20,5),
@b NUMERIC(20,5)
CREATE OR ALTER FUNCTION pricing.guidance_logic(
@target numeric(20,5),
@last_norm numeric(20,5),
@list_eff numeric(20,5),
@last_date date,
@floor_pct numeric(10,5) = 0.05, -- e.g., 5%
@cap_last_pct numeric(10,5) = 1.00, -- e.g., 100%
@cap_list_pct numeric(10,5) = 1.00
)
RETURNS NUMERIC(20,5)
RETURNS TABLE
AS
BEGIN
RETURN CASE
WHEN @a IS NULL THEN @b
WHEN @b IS NULL THEN @a
WHEN @a < @b THEN @a ELSE @b
END
END
GO
-- This function returns the greatest of two NUMERIC(20,5) values.
CREATE OR ALTER FUNCTION dbo.GREATEST_NUMERIC205(
@a NUMERIC(20,5),
@b NUMERIC(20,5)
RETURN
WITH base AS (
SELECT
CAST(CASE WHEN @target IS NULL THEN NULL ELSE @target END AS numeric(20,5)) AS price
), floored AS (
SELECT
CASE WHEN price IS NULL OR @last_norm IS NULL OR @floor_pct<=0
THEN price
ELSE CAST(ROUND(IIF(price>@last_norm*(1-@floor_pct),price,@last_norm*(1-@floor_pct)),5) AS numeric(20,5))
END AS price
FROM base
), cap_last AS (
SELECT
CASE WHEN price IS NULL OR @last_norm IS NULL
THEN price
ELSE CAST(ROUND(IIF(price<@last_norm*@cap_last_pct,price,@last_norm*@cap_last_pct),5) AS numeric(20,5))
END AS price
FROM floored
), cap_list AS (
SELECT
CASE WHEN price IS NULL OR @list_eff IS NULL
THEN price
ELSE CAST(ROUND(IIF(price<@list_eff*@cap_list_pct,price,@list_eff*@cap_list_pct),5) AS numeric(20,5))
END AS price
FROM cap_last
)
RETURNS NUMERIC(20,5)
AS
BEGIN
RETURN CASE
WHEN @a IS NULL THEN @b
WHEN @b IS NULL THEN @a
WHEN @a > @b THEN @a ELSE @b
END
END
GO
-- This function implements the guidance logic for pricing based on target, last, and list prices.
CREATE OR ALTER FUNCTION pricing.guidance_logic (
@target_price NUMERIC(20,5),
@last_price NUMERIC(20,5),
@list_price NUMERIC(20,5),
@last_date DATE
)
RETURNS @result TABLE (
guidance_price NUMERIC(20,5),
guidance_reason NVARCHAR(MAX)
)
AS
BEGIN
DECLARE @price NUMERIC(20,5);
DECLARE @reason NVARCHAR(MAX) = '';
DECLARE @floored NUMERIC(20,5);
DECLARE @capped NUMERIC(20,5);
DECLARE @use_last_price BIT = 0;
-- Determine if last price is recent (within last 2 years)
IF @last_price IS NOT NULL AND @last_date IS NOT NULL AND @last_date > DATEADD(YEAR, -2, CAST(GETDATE() AS DATE))
SET @use_last_price = 1;
IF @target_price IS NOT NULL AND @use_last_price = 1
BEGIN
SET @floored = dbo.GREATEST_NUMERIC205(@target_price, @last_price * 0.95);
SET @capped = dbo.LEAST_NUMERIC205(@floored, @last_price);
SET @price = dbo.LEAST_NUMERIC205(ISNULL(@list_price, 1e9), @capped);
IF @price = @last_price
BEGIN
SET @reason = 'Cap at last price';
END
ELSE
BEGIN
SET @reason = 'Using target price';
IF @target_price < @last_price * 0.95
SET @reason += ', floored to 5% below last price';
IF @target_price > @last_price
SET @reason += ', capped to not exceed last price';
IF @list_price IS NOT NULL AND @price = @list_price AND @target_price > @list_price
SET @reason += ', capped to not exceed list price';
END
END
ELSE IF @use_last_price = 1
BEGIN
SET @price = @last_price;
SET @reason = 'Last price - no target';
END
ELSE IF @target_price IS NOT NULL
BEGIN
SET @price = @target_price;
IF @last_price IS NOT NULL AND @last_date IS NOT NULL
BEGIN
SET @reason = CONCAT(
'Last price ignored (too old: ',
CONVERT(NVARCHAR(10), @last_date, 120),
'), using target price'
);
END
ELSE
BEGIN
SET @reason = 'Target price - no prior sale';
END
END
SELECT
price AS guidance_price,
CASE
WHEN @target IS NULL THEN 'No target price available'
WHEN @last_norm IS NULL AND @list_eff IS NULL THEN 'No recent sale or list; using target price'
ELSE
BEGIN
SET @price = NULL;
IF @last_price IS NOT NULL AND @last_date IS NOT NULL
BEGIN
SET @reason = CONCAT(
'Last price ignored (too old: ',
CONVERT(NVARCHAR(10), @last_date, 120),
'), no pricing available'
);
END
ELSE
BEGIN
SET @reason = 'No pricing available';
END
END
INSERT INTO @result VALUES (@price, @reason);
RETURN;
END
GO
CONCAT(
'Using target price',
CASE WHEN @last_norm IS NOT NULL AND @floor_pct>0
THEN CONCAT(', floored to ', FORMAT(@floor_pct*100,'0.##'), '% below last price') ELSE '' END,
CASE WHEN @last_norm IS NOT NULL AND @cap_last_pct<1
THEN CONCAT(', capped to ', FORMAT(@cap_last_pct*100,'0.##'), '% of last price')
WHEN @last_norm IS NOT NULL AND @cap_last_pct=1
THEN ', capped to not exceed last price'
ELSE '' END,
CASE WHEN @list_eff IS NOT NULL AND @cap_list_pct<1
THEN CONCAT(', capped to ', FORMAT(@cap_list_pct*100,'0.##'), '% of list price')
WHEN @list_eff IS NOT NULL AND @cap_list_pct=1
THEN ', capped to not exceed list price'
ELSE '' END
)
END AS guidance_reason;

117
procs/guidance_logic.pg.sql
View File

@ -1,76 +1,69 @@
CREATE OR REPLACE FUNCTION pricequote.guidance_logic(
_target_price NUMERIC(20,5),
_last_price NUMERIC(20,5),
_list_price NUMERIC(20,5),
_last_date DATE
_target numeric(20,5),
_last_norm numeric(20,5),
_list_eff numeric(20,5),
_last_date date,
_floor_pct numeric(10,5) DEFAULT 0.05,
_cap_last_pct numeric(10,5) DEFAULT 1.00,
_cap_list_pct numeric(10,5) DEFAULT 1.00
)
RETURNS TABLE (
guidance_price NUMERIC(20,5),
guidance_reason TEXT
) AS $$
RETURNS TABLE (guidance_price numeric(20,5), guidance_reason text)
LANGUAGE plpgsql AS $$
DECLARE
_price NUMERIC(20,5);
_reason TEXT := '';
_floored NUMERIC(20,5);
_capped NUMERIC(20,5);
_use_last_price BOOLEAN := FALSE;
base_price numeric(20,5);
after_floor numeric(20,5);
after_cap_last numeric(20,5);
final_price numeric(20,5);
reason text := '';
BEGIN
-- Evaluate whether last price is recent enough
IF _last_price IS NOT NULL AND _last_date IS NOT NULL AND _last_date > CURRENT_DATE - INTERVAL '2 years' THEN
_use_last_price := TRUE;
IF _target IS NULL THEN
RETURN QUERY SELECT NULL::numeric, 'No target price available';
RETURN;
END IF;
IF _target_price IS NOT NULL AND _use_last_price THEN
_floored := GREATEST(_target_price, _last_price * 0.95);
_capped := LEAST(_floored, _last_price);
_price := LEAST(COALESCE(_list_price, 1e9), _capped);
base_price := _target;
IF _price = _last_price THEN
_reason := 'Cap at last price';
ELSE
_reason := 'Using target price';
IF _target_price < _last_price * 0.95 THEN
_reason := _reason || ', floored to 5% below last price';
END IF;
IF _target_price > _last_price THEN
_reason := _reason || ', capped to not exceed last price';
END IF;
IF _list_price IS NOT NULL AND _price = _list_price AND _target_price > _list_price THEN
_reason := _reason || ', capped to not exceed list price';
END IF;
END IF;
-- floor (binds if it raises price)
after_floor := base_price;
IF _last_norm IS NOT NULL AND _floor_pct > 0 THEN
after_floor := GREATEST(base_price, ROUND(_last_norm*(1-_floor_pct),5));
END IF;
ELSIF _use_last_price THEN
_price := _last_price;
_reason := 'Last price - no target';
-- cap to last (binds if it lowers price)
after_cap_last := after_floor;
IF _last_norm IS NOT NULL THEN
after_cap_last := LEAST(after_floor, ROUND(_last_norm*_cap_last_pct,5));
END IF;
ELSIF _target_price IS NOT NULL THEN
_price := _target_price;
IF _last_price IS NOT NULL AND _last_date IS NOT NULL THEN
_reason := format(
-- 'Last price ignored (too old: %s), using target price',
'Last price ignored, using target price',
to_char(_last_date, 'YYYY-MM-DD')
);
ELSE
_reason := 'Target price - no prior sale';
END IF;
-- cap to list (binds if it lowers price)
final_price := after_cap_last;
IF _list_eff IS NOT NULL THEN
final_price := LEAST(after_cap_last, ROUND(_list_eff*_cap_list_pct,5));
END IF;
-- build reason
IF _last_norm IS NULL AND _list_eff IS NULL THEN
reason := 'No prior sale or list; using target price';
ELSE
_price := NULL;
IF _last_price IS NOT NULL AND _last_date IS NOT NULL THEN
_reason := format(
-- 'Last price ignored (too old: %s), no pricing available',
'Last price too old, no pricing available',
to_char(_last_date, 'YYYY-MM-DD')
);
ELSE
_reason := 'No pricing available';
reason := 'Using target price';
IF _last_norm IS NOT NULL AND _floor_pct > 0 AND after_floor > base_price THEN
reason := reason || format(', floored to %s%% below last price', to_char((_floor_pct*100)::numeric,'FM999990.##'));
END IF;
IF _last_norm IS NOT NULL AND after_cap_last < after_floor THEN
IF _cap_last_pct = 1 THEN
reason := reason || ', capped to not exceed last price';
ELSE
reason := reason || format(', capped to %s%% of last price', to_char((_cap_last_pct*100)::numeric,'FM999990.##'));
END IF;
END IF;
IF _list_eff IS NOT NULL AND final_price < after_cap_last THEN
IF _cap_list_pct = 1 THEN
reason := reason || ', capped to not exceed list price';
ELSE
reason := reason || format(', capped to %s%% of list price', to_char((_cap_list_pct*100)::numeric,'FM999990.##'));
END IF;
END IF;
END IF;
RETURN QUERY SELECT _price, _reason;
END;
$$ LANGUAGE plpgsql;
RETURN QUERY SELECT final_price, reason;
END $$;

7
procs/matrix_guidance.pg.sql
View File

@ -216,7 +216,7 @@ BEGIN
AND tp2.ds = q.last_dataseg
AND tp2.chan = q.chan
AND tp2.tier = q.tier
AND FLOOR(q.vol / NULLIF(q.pltq, 0))::INT <@ tp2.vol;
AND FLOOR(q.last_qty / NULLIF(q.pltq, 0))::INT <@ tp2.vol;
-- 17 sec
--------------------------------------------------------------------
@ -297,7 +297,7 @@ BEGIN
AND q.curstd_last IS NOT NULL
AND q.curstd IS NOT NULL
AND q.curstd_last <> 0
THEN q.curstd / q.curstd_last
THEN ROUND(q.curstd / q.curstd_last,5)
END,
last_premium_method = CASE
WHEN q.last_isdiff IS NOT NULL
@ -347,7 +347,8 @@ BEGIN
q2.tprice,
q2.last_price_norm,
q2.listprice_eff,
q2.last_date
q2.last_date,
.05, 1.0, 1.0
) g ON TRUE
) s
WHERE q.ctid = s.ctid;

11
procs/single_price_call.ms.sql
View File

@ -382,7 +382,8 @@ BEGIN
TRY_CAST(q.tprice AS NUMERIC(20,5)),
TRY_CAST(q.last_price_norm AS NUMERIC(20,5)),
TRY_CAST(q.listprice_eff AS NUMERIC(20,5)),
TRY_CAST(q.last_date AS DATE)
TRY_CAST(q.last_date AS DATE),
.05, 1.0, 1.0
) g;
--------------------------------------------------------------------------------
@ -485,8 +486,12 @@ BEGIN
END,
ISNULL(' | ' + CONVERT(varchar(10), q.last_date, 120), ''),
' | Qty ' + format(q.last_qty,'#,###'),
CASE WHEN last_isdiff <> '' THEN ' | Normalized To: ' + cast(last_price_norm AS varchar(10)) ELSE '' END,
' | ' /*+ q.last_premium_method*/ + ' Last Target = ' + format(q.tprice_last,'0.0####') + ' | Current Target ' + format(q.tprice,'0.0####')
CASE WHEN COALESCE(last_isdiff,'') <> ''
THEN
' | Normalized To: ' + cast(last_price_norm AS varchar(10))
+ ' | ' /*+ q.last_premium_method*/ + ' Last Target = ' + format(q.tprice_last,'0.0####') + ' | Current Target = ' + format(q.tprice,'0.0####')
ELSE ''
END
)
ELSE
''

2
procs/single_price_call.pg.sql
View File

@ -375,7 +375,7 @@ BEGIN
INTO
_guidance_price
,_guidance_reason
FROM pricequote.guidance_logic(_tprice, _last_price_norm, _listprice_eff, _last_date) gl;
FROM pricequote.guidance_logic(_tprice, _last_price_norm, _listprice_eff, _last_date, .05, 1.0, 1.0) gl;
------------------------------------------------------------------
-- Step 8: Build explanation JSON