Average for populated columns

[BeginnerBob]

Hi,

I have 2 tables: factPosition and dimDate. What I'm trying to do is calculate the Average for the closing price, for the last 5 days for each symbol:

TestSymbolAverage5Day:=
AVERAGEX (
SUMMARIZE (
DatesInPeriod( V_dimDate[DateValue],LastDate(V_dimDate[DateValue]),-5,DAY),
V_dimDate[DateValue]
),
CALCULATE ( [Sum of ClosePosition] )
)

The above works when I have 5 consecutive days however the weekend dates are not populated so the average is incorrect:

How do I change my formular so it only works on the days where I have a "SUM of ClosePrice" populated?

Thanks 

Bob

[OwenAuger]

Hi @BeginnerBob

I am assuming that factPosition only contains rows with populated ClosePosition values, so that the dates existing in factPosition are populated dates. 

If so, then try a measure like this:

Average Sum of ClosePosition for last 5 populated dates = 
AVERAGEX (
    TOPN (
        5,
        CALCULATETABLE (
            SUMMARIZE ( factPosition, dimDate[Date] ),
            DATESBETWEEN ( dimDate[Date], BLANK (), MAX ( dimDate[Date] ) )
        ),
        dimDate[Date]
    ),
    [Sum of ClosePosition]
)

The code in green returns a table of dates which exist in factPosition up to the max date in the filter context. Then TOPN grabs the top (i.e. latest) 5 of these.

In order to suppress this measure when you have gone past the last date in factPosition, you could add a check to the measure:

Average Sum of ClosePosition for last 5 populated dates =
IF (
    MIN ( dimDate[Date] )
        <= CALCULATE ( MAX ( factPosition[Date] ), ALL ( factPosition ) ),
    AVERAGEX (
        TOPN (
            5,
            CALCULATETABLE (
                SUMMARIZE ( factPosition, dimDate[Date] ),
                DATESBETWEEN ( dimDate[Date], BLANK (), MAX ( dimDate[Date] ) )
            ),
            dimDate[Date]
        ),
        [Sum of ClosePosition]
    )
)

Regards,

Owen 🙂

[BeginnerBob]

HI,

Thanks for you response. This doesn't seem to work the values which are returned are the close position:

TestAverage5days:=AVERAGEX (
TOPN (
5,
CALCULATETABLE (
SUMMARIZE ( factEODPosition, dimDate[DateValue]),
DATESBETWEEN ( dimDate[DateValue], MIN ( dimDate[DateValue]) , MAX (dimDate[DateValue]) )
),
dimDate[DateValue]
),
SUM( [ClosePosition])
)

My dimDate[DateValue] is highlighted red, which is a little strange. My code compliles but an average isn't returned, just the SUM[ClosePosition].

Any ideas?

Thanks

[OwenAuger · Accepted solution]

Make these two changes to your code:

TestAverage5days :=
AVERAGEX (
    TOPN (
        5,
        CALCULATETABLE (
            SUMMARIZE ( factEODPosition, dimDate[DateValue] ),
            DATESBETWEEN ( dimDate[DateValue], BLANK (), MAX ( dimDate[DateValue] ) )
        ),
        dimDate[DateValue]
    ),
    CALCULATE ( SUM ( [ClosePosition] ) )
)

• BLANK() is used so that DATESBETWEEN has now lower bound, and that the top 5 dates are taken from all dates so far.
• CALCULATE is needed in the 2nd argument of AVERAGEX so that context transition occurs, converting the date row context into filter context (in my example I used a measure which is automatically wrapped in CALCULATE).
• Not sure why dimDate[DateValue] was highlighted red - just confirming it's definitely a column of type Date?