The Sample Project

The PortfolioValuation project that you build in this tutorial applies current prices to a portfolio of investments to compute the value of each investment and of the portfolio. It uses simple queries to aggregate and join data from two input windows.

The example:

Receives a stream of prices in an input window called PriceFeed. The schema for this window has five columns: Id, Symbol, Price, Shares, and TradeTime. The window uses the Id field as a primary key, and is set to keep the last 10 minutes of price events.
Applies an Aggregate simple query to create a 10-minute moving average—a volume weighted average price (VWAP). With the VWAP, you can see the value of positions based on the average price, rather than see the value of your positions change with every small price movement. The VWAP formula is calculated as:
```
sum(PriceFeed.Price * 
     PriceFeed.Shares) / 
     sum(PriceFeed.Shares)
```
Reads data from another input window, Positions, with three columns: BookId, Symbol, and SharesHeld.
Applies a Join simple query, joining the market price (from the VWAP aggregate) to your holdings (Positions), so that you can see the value of your position in each stock:
```
FROM VWAP 
RIGHT JOIN Positions 
ON 
VWAP.Symbol = Positions.Symbol
```
Applies one more aggregation to show the total value of each "book." This aggregate, ValueByBook, groups current and average values for individual positions into different "books." Each book may comprise a set of investment portfolios or funds. In the CCL, a GROUP BY clause performs the aggregation:
```
CREATE  OUTPUT  WINDOW ValueByBook
	
 	PRIMARY KEY DEDUCED 
     AS 
	 SELECT IndividualPositions.BookId  BookId,
		sum(IndividualPositions.CurrentPosition)  CurrentPosition, 
		sum(IndividualPositions.AveragePosition)  AveragePosition
	FROM IndividualPositions
    GROUP BY IndividualPositions.BookId ;
```

Portfolio Valuation Sample Diagram (Iconic Mode)