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The query below retrieves the total trading volume of Google stocks in the 4 hour period after some bad news occurred.

PATTERN SEQ(News a, Stock+ b[ ])
WHERE   [symbol] 
   AND        a.type = 'bad' 
   AND     b[i].symbol = 'GOOG' 
WITHIN  4 hours
HAVING  b[b.LEN].volume < 80%*b[1].volume
RETURN  sum(b[ ].volume)

The next query reports a one-hour period in which the price of a stock increased from 10 to 20 and its trading volume stayed relatively stable.

PATTERN    SEQ(Stock+ a[])
WHERE       [symbol] 
  AND     a[1].price = 10 
  AND     a[i].price > a[i-1].price 
  AND   a[a.LEN].price = 20            
WITHIN  1 hour
HAVING       avg(a[].volume) # a[1].volume
RETURN       a[1].symbol, a[].price

The third query detects a more complex trend: in an hour, the volume of a stock started high, but after a period of price increasing or staying relatively stable, the volume plummeted.

PATTERN SEQ(Stock+ a[], Stock b)
WHERE         [symbol] 
  AND     a[1].volume > 1000 
  AND          a[i].price > avg(a[#i-1].price)) 
  AND    b.volume < 80% * a[a.LEN].volume           
WITHIN  1 hour
RETURN   a[1].symbol, a[].(price,volume), b.(price,volume)

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Last updated: 06/16/21 12:11:29

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