postgres array of increments/decrements

I have a table like:

+------+------+-------+
| Name | Date | Price |
+------+------+-------+
| A    | d1   | 5     |
| A    | d2   | 5.5   |
| A    | d3   | 5.75  |
| A    | d4   | 5.65  |
| A    | d5.  | 5.61  |
| A    | d6   | 5.7   |
| B    | d1   | 12    |
| B    | d2   | 11.8  |
| B    | d3   | 11.9  |
| B    | d4   | 11.95 |
| B    | d5   | 11.96 |
| B    | d6   | 11.98 |
+------+------+-------+

I want this output:

+------+------------+
| Name |   Array    |
+------+------------+
| A    | [2, -2, 1] |
| B    | [-1, 4]    |
+------+------------+

Basically the array has the count of consecutive increments/decrements. The table has around 10 million rows. Right now doing via a script which makes it very slow. Can it be done through SQL.

I am using Postgres 12.4

Answer

This is a type of gaps-and-islands problem

with tt as (
      select t.*,
             (price > lag(price) over (partition by name order by date)) as is_inc
      from t
     )
select name,
       array_agg( case when is_inc then cnt else - cnt end order by min_date) as result
from (select name, is_inc, count(*) as cnt, min(date) as min_date
      from (select t.*,
                   row_number() over (partition by name order by date) as seqnum,
                   row_number() over (partition by name, is_inc order by date) as seqnum_2
            from tt
            where prev_price is not null
           ) t
      group by name, is_inc, seqnum - seqnum_2
     ) n
group by name;

Here is a db<>fiddle.