Question

我正在尝试从下表中计算出真实范围。

TIME                    BID-OPEN    BID-HIGH    BID-LOW BID-CLOSE 
1993-05-09 21:00:00.000 1.5786      1.5786      1.5311  1.5346
1993-05-10 21:00:00.000 1.5346      1.5551      1.5326  1.5391
1993-05-11 21:00:00.000 1.5391      1.5521      1.5299  1.5306
1993-05-12 21:00:00.000 1.5306      1.5451      1.5106  1.5256
1993-05-13 21:00:00.000 1.5256      1.5416      1.5211  1.5361

到目前为止，我设法做到了这一点：

SELECT 
   t.Time, 
   Round([BID-HIGH]-[BID-LOW],5) 
   AS [H-L], 
   Abs(Round([BID-HIGH]-[prev_BID-CLOSE],5)) 
   AS [H-Cp], 
   Abs(Round([BID-LOW]-[prev_BID-CLOSE],5))
   AS [L-Cp]
  FROM (SELECT t.*, 
       (select top 1 [BID-CLOSE] 
        from [GBP-USD].[dbo].[tbl_GBP-USD_1-Day] t2 
        where t2.[TIME] < t.[TIME] order by t2.[TIME] desc) 
  AS [prev_BID-CLOSE] 
  FROM [GBP-USD].[dbo].[tbl_GBP-USD_1-Day] AS t)  AS t;

这给了我：

Time                    H-L     H-Cp    L-Cp
1993-05-09 21:00:00.000 0.0475  NULL    NULL
1993-05-10 21:00:00.000 0.0225  0.0205  0.002
1993-05-11 21:00:00.000 0.0222  0.013   0.0092
1993-05-12 21:00:00.000 0.0345  0.0145  0.02
1993-05-13 21:00:00.000 0.0205  0.016   0.0045
1993-05-16 21:00:00.000 0.0216  0.0173  0.0043
1993-05-17 21:00:00.000 0.0208  0.009   0.0118

我现在需要来自[H-L] [H-Cp] [L-Cp]字段的MAX值，它会给出如下的查询表：

Time                    H-L     H-Cp    L-Cp   TR
1993-05-09 21:00:00.000 0.0475  NULL    NULL   0.0475
1993-05-10 21:00:00.000 0.0225  0.0205  0.002  0.0225
1993-05-11 21:00:00.000 0.0222  0.013   0.0092 0.0222
1993-05-12 21:00:00.000 0.0345  0.0145  0.02   0.0345
1993-05-13 21:00:00.000 0.0205  0.016   0.0045 0.0205
1993-05-16 21:00:00.000 0.0216  0.0173  0.0043 0.0216
1993-05-17 21:00:00.000 0.0208  0.009   0.0118 0.0208

上面的数据只是一个非常小的剪辑，因此在这个例子中，MAX值始终是[H-L]字段，但这确实会改变。

我需要一种查询查询的方法，但在同一个查询中：）

(SELECT MAX(v)
  FROM (VALUES([H-L]),([H-Cp]),([L-Cp])) AS value(v)) AS [TR]

Answer 1

您可以使用CROSS APPLY：

SELECT 
    t.[Time]
   ,[H-L]    = Round([BID-HIGH]-[BID-LOW],5) 
   ,[H-Cp]   = Abs(Round([BID-HIGH]-[prev_BID-CLOSE],5)) 
   ,[L-Cp]   = Abs(Round([BID-LOW]-[prev_BID-CLOSE],5))
   ,[TR]
FROM (SELECT t.*, 
       (select top 1 [BID-CLOSE] 
        from [tbl_GBP-USD_1-Day] t2 
        where t2.[TIME] < t.[TIME] order by t2.[TIME] desc) 
  AS [prev_BID-CLOSE] 
FROM [tbl_GBP-USD_1-Day] AS t)  AS t
CROSS APPLY (
    SELECT MAX(v) AS v
    FROM ( VALUES (Round([BID-HIGH]-[BID-LOW],5)) 
                  ,(Abs(Round([BID-HIGH]-[prev_BID-CLOSE],5)))
                  ,(Abs(Round([BID-LOW]-[prev_BID-CLOSE],5)))
   ) AS value(v)
) AS sub([TR]);

的 LiveDemo

(select top 1 [BID-CLOSE] from [tbl_GBP-USD_1-Day] t2 where t2.[TIME] < t.[TIME] order by t2.[TIME] desc)

看起来是LAG功能的绝佳候选人。

WITH cte AS ( SELECT t.[Time] ,[H-L] = Round([BID-HIGH]-[BID-LOW],5) ,[H-Cp] = Abs(Round([BID-HIGH]-[prev_BID-CLOSE],5)) ,[L-Cp] = Abs(Round([BID-LOW]-[prev_BID-CLOSE],5)) FROM (SELECT *, [prev_BID-CLOSE] = LAG([BID-CLOSE]) OVER(ORDER BY [Time]) FROM [#tbl_GBP-USD_1-Day]) AS t ) SELECT * FROM cte CROSS APPLY (SELECT MAX(v) AS v FROM ( VALUES ([H-L]),([H-Cp]),([L-Cp])) AS value(v) ) AS sub([TR]);

的 LiveDemo2

输出：

╔═════════════════════╦════════╦════════╦════════╦════════╗ ║ Time ║ H-L ║ H-C ║ L-C ║ TR ║ ╠═════════════════════╬════════╬════════╬════════╬════════╣ ║ 1993-05-09 21:00:00 ║ 0.0475 ║ ║ ║ 0.0475 ║ ║ 1993-05-10 21:00:00 ║ 0.0225 ║ 0.0205 ║ 0.002 ║ 0.0225 ║ ║ 1993-05-11 21:00:00 ║ 0.0222 ║ 0.013 ║ 0.0092 ║ 0.0222 ║ ║ 1993-05-12 21:00:00 ║ 0.0345 ║ 0.0145 ║ 0.02 ║ 0.0345 ║ ║ 1993-05-13 21:00:00 ║ 0.0205 ║ 0.016 ║ 0.0045 ║ 0.0205 ║ ╚═════════════════════╩════════╩════════╩════════╩════════╝

使用SQL Server 2014计算真实范围

1 个答案: