There are different important functions that you can implement in your Collection object. The functions are present in Varien_Data_Collection_Db class. The class file is present in lib/Varien/Data/Collection/Db.php

Here are some of the functions that you can use in your collection object:-

/**
 * Get Zend_Db_Select instance
 */
$collection->getSelect();

/**
 * Get collection size
 */
$collection->getSelect()->getSize();

/**
 * Get sql select string or object
 */
$collection->getSelect()->getSelectSql();

/**
 * Add select order
 */
$collection->getSelect()->setOrder($field, $direction);

/**
 * Add field filter to collection
 *
 * If $attribute is an array will add OR condition with following format:
 * array(
 *     array('attribute'=>'firstname', 'like'=>'test%'),
 *     array('attribute'=>'lastname', 'like'=>'test%'),
 * )
 */
$collection->getSelect()->setOrder($field, $condition);

/**
 * Set select distinct
 */
$collection->getSelect()->distinct($flag);

/**
 * Get all data array for collection
 */
$collection->getSelect()->getData();

/**
 * Reset loaded for collection data array
 */
$collection->getSelect()->resetData();

/**
 * Print and/or log query
 */
$collection->getSelect()->printLogQuery(true, true);

More functions below:-

Varien_Data_Collection_Db class extends Varien_Data_Collection class. Here are some more functions present in Varien_Data_Collection class:-

/**
 * Get current collection page
 */
$collection->getSelect()->getCurPage();

/**
 * Retrieve collection last page number
 */
$collection->getSelect()->getLastPageNumber();

/**
 * Retrieve collection page size
 */
$collection->getSelect()->getPageSize();

/**
 * Retrieve collection all items count
 */
$collection->getSelect()->getSize();

/**
 * Retrieve collection first item
 */
$collection->getSelect()->getFirstItem();

/**
 * Retrieve collection last item
 */
$collection->getSelect()->getLastItem();

/**
 * Retrieve collection items
 */
$collection->getSelect()->getItems();

/**
 * Clear collection
 */
$collection->getSelect()->clear();

You can also use the select functions as present in Zend_Db_Select class. This class file is present in lib/Zend/Db/Select.php

Hope this helps. Thanks.

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