MySQL - alternatives to nested subqueries when limiting aggregate data in a correlated subquery

Question

I have a table that looks something like this:

DataTable
+------------+------------+------------+
| Date       | DailyData1 | DailyData2 |
+------------+------------+------------+
| 2012-01-23 |     146.30 |     212.45 |
| 2012-01-20 |     554.62 |     539.11 |
| 2012-01-19 |     710.69 |     536.35 |
+------------+------------+------------+

I'm trying to create a view (call it AggregateView) that will, for each date and for each data column, show a few different aggregates. For example, select * from AggregateView where Date = '2012-01-23' might give:

+------------+--------------+----------------+--------------+----------------+
| Date       | Data1_MTDAvg | Data1_20DayAvg | Data2_MTDAvg | Data2_20DayAvg |
+------------+--------------+----------------+--------------+----------------+
| 2012-01-23 |       697.71 |         566.34 |       601.37 |         192.13 |
+------------+--------------+----------------+--------------+----------------+

where Data1_MTDAvg shows avg(DailyData1) for each date in January prior to Jan 23, and Data1_20DayAvg shows the same but for the prior 20 dates in the table. I'm no SQL ninja, but I was thinking that the best way to do this would be via subqueries. The MTD average is easy:

select t1.Date, (select avg(t2.DailyData1) 
                 from DataTable t2 
                 where t2.Date <= t1.Date 
                   and month(t2.Date) = month(t1.Date) 
                   and year(t2.Date) = year(t1.Date)) Data1_MTDAvg 
from DataTable t1;

But I'm getting hung up on the 20-day average due to the need to limit the number of results returned. Note that the dates in the table are irregular, so I can't use a date interval; I need the last twenty records in the table, rather than just all records over the last twenty days. The only solution I've found is to use a nested subquery to first limit the records selected, and then take the average.

Alone, the subquery works for individual hardcoded dates:

select avg(t2.DailyData1) Data1_20DayAvg 
from (select DailyData1 
      from DataTable 
      where Date <= '2012-01-23' 
      order by Date desc 
      limit 0,20) t2;

But trying to embed this as part of the greater query blows up:

select t1.Date, (select avg(t2.DailyData1) Data1_20DayAvg 
                 from (select DailyData1 
                       from DataTable 
                       where Date <= t1.Date 
                       order by Date desc 
                       limit 0,20) t2) 
from DataTable t1;
ERROR 1054 (42S22): Unknown column 't1.Date' in 'where clause'

From searching around I get the impression that you can't use correlated subqueries as part of a from clause, which I think is where the problem is here. The other issue is that I'm not sure if MySQL will accept a view definition containing a from clause in a subquery. Is there a way to limit the data in my aggregate selection without resorting to subqueries, in order to work around these two issues?

Answer 1

No, you can't use correalted subqueries in the FROM clause. But you can use them in the ON conditions:

SELECT AVG(d.DailyData1) Data1_20DayAvg 
       --- other aggregate stuff on d (Datatable)
FROM 
      ( SELECT '2012-01-23' AS DateChecked
      ) AS dd
  JOIN
      DataTable AS d
    ON
      d.Date <= dd.DateChecked
    AND
      d.Date >= COALESCE( 
      ( SELECT DailyData1 
        FROM DataTable AS last20 
        WHERE Date <= dd.DateChecked 
          AND (other conditions for last20)
        ORDER BY Date DESC 
        LIMIT 1 OFFSET 19
      ), '1001-01-01'   )
WHERE (other conditions for d Datatable)

Similar, for many dates:

SELECT dd.DateChecked 
     , AVG(d.DailyData1) Data1_20DayAvg 
       --- other aggregate stuff on d (Datatable)
FROM 
      ( SELECT DISTINCT Date AS DateChecked
        FROM DataTable 
      ) AS dd
  JOIN
      DataTable AS d
    ON
      d.Date <= dd.DateChecked
    AND
      d.Date >= COALESCE( 
      ( SELECT DailyData1 
        FROM DataTable AS last20
        WHERE Date <= dd.DateChecked 
          AND (other conditions for last20)
        ORDER BY Date DESC 
        LIMIT 1 OFFSET 19
      ), '1001-01-01'   )
WHERE (other conditions for d Datatable)
GROUP BY 
      dd.DateChecked 

Both queries assume that Datatable.Date has a UNIQUE constraint.