Question

I would appreciate if someone could let me know why this stored procedure returns NULL (I am using SQL Server 2005)? Thanks for the help.

CREATE PROCEDURE calc_runningtotal_averageprice_realisedpl
    @filled_size                REAL,
    @reported_execution         REAL,
    @old_running_total          REAL,
    @old_average_price          REAL,
    @new_running_total          REAL OUTPUT,
    @new_average_price          REAL OUTPUT,
    @realised_pl                REAL OUTPUT
AS
BEGIN

    SET @new_running_total = @old_running_total + @filled_size 
    SET @realised_pl = 0
    IF SIGN(@filled_size) = SIGN(@old_running_total)
        BEGIN
            SET @new_average_price = (@filled_size * @reported_execution + @old_running_total * @old_average_price) / (@new_running_total)
        END
    ELSE
        BEGIN
            DECLARE @quantity           REAL
            IF ABS(@reported_execution) < ABS(@old_running_total)
                SET @quantity = ABS(@reported_execution)
            ELSE
                SET @quantity = ABS(@old_running_total);


            SET @realised_pl = (@reported_execution - @old_average_price) * @quantity * SIGN(@filled_size) * -1;
            SET @new_average_price = 
                CASE
                    WHEN ABS(@filled_size) < ABS(@old_running_total) THEN @old_average_price
                    WHEN ABS(@filled_size) = ABS(@old_running_total) THEN 0
                    WHEN ABS(@filled_size) > ABS(@old_running_total) THEN @reported_execution
                END
        END
END

IF I run the following, I get 3 NULLS

DECLARE @new_running_total      REAL
DECLARE @new_average_price      REAL
DECLARE @realised_pl            REAL

EXEC calc_runningtotal_averageprice_realisedpl 1, 1, 2, 2, @new_running_total, @new_average_price, @realised_pl
SELECT @new_running_total, @new_average_price, @realised_pl

I am expecting something like 3, 1.66666, 0

Answer 1

You are simply not decorating the output parameters in the call with OUTPUT:

EXEC calc_runningtotal_averageprice_realisedpl 1, 1, 2, 2, 
   @new_running_total OUTPUT, 
   @new_average_price OUTPUT, 
   @realised_pl OUTPUT