我正在尝试找到一种将每月百分比变化应用于预测价格的方法。我在excel中设置了问题,使其更加清楚。我正在使用SQL Server 2017。
我们将说9/1/18之前的所有月份都是历史记录,而9/1/18以后的所有月份都是预测。我需要使用...计算预测价格(示例数据上的黄色阴影)。
Forecast Price = (Previous Row Forecast Price * Pct Change) + Previous Row Forecast Price
请明确一点,我的数据中尚无黄色阴影的价格。这就是我要让我的查询计算的内容。由于这是每月的百分比变化,因此每一行都取决于之前的行,并且超出了单个ROW_NUMBER / PARTITION解决方案,因为我们必须使用先前计算的价格。显然,在excel中简单的顺序计算在这里要困难一些。知道如何在SQL中创建预测价格列吗?
答案 0 :(得分:0)
在SQL Server中,您可以使用窗口函数LAG和LEAD访问上一行/下一行的值。您需要通过在OVER clause中指定行的顺序来定义行的顺序。您可能需要包装选择查询,该查询在派生表或CTE中返回上一个/下一个值,然后从中选择并计算您的预测。
with cte as (SELECT [Date], Price, LAG(Price, 1) over(order by [Date]) as PrevPrice from TABLE)
select [Date], Price, Price - PrevPrice as PriceChange from cte
答案 1 :(得分:0)
您需要使用递归CTE。这是查看上一行中计算所得值的更简单方法之一:
DECLARE @t TABLE(Date DATE, ID VARCHAR(10), Price DECIMAL(10, 2), PctChange DECIMAL(10, 2));
INSERT INTO @t VALUES
('2018-01-01', 'ABC', 100, NULL),
('2018-01-02', 'ABC', 150, 50.00),
('2018-01-03', 'ABC', 130, -13.33),
('2018-01-04', 'ABC', 120, -07.69),
('2018-01-05', 'ABC', 110, -08.33),
('2018-01-06', 'ABC', 120, 9.09),
('2018-01-07', 'ABC', 120, 0.00),
('2018-01-08', 'ABC', 100, -16.67),
('2018-01-09', 'ABC', NULL, -07.21),
('2018-01-10', 'ABC', NULL, 1.31),
('2018-01-11', 'ABC', NULL, 6.38),
('2018-01-12', 'ABC', NULL, -30.00),
('2019-01-01', 'ABC', NULL, 14.29),
('2019-01-02', 'ABC', NULL, 5.27);
WITH ncte AS (
-- number the rows sequentially without gaps
SELECT *, ROW_NUMBER() OVER (PARTITION BY ID ORDER BY Date) AS rn
FROM @t
), rcte AS (
-- find first row in each group
SELECT *, Price AS ForecastedPrice
FROM ncte AS base
WHERE rn = 1
UNION ALL
-- find next row for each group from prev rows
SELECT curr.*, CAST(prev.ForecastedPrice * (1 + curr.PctChange / 100) AS DECIMAL(10, 2))
FROM ncte AS curr
INNER JOIN rcte AS prev ON curr.ID = prev.ID AND curr.rn = prev.rn + 1
)
SELECT *
FROM rcte
ORDER BY ID, rn
结果:
| Date | ID | Price | PctChange | rn | ForecastedPrice |
|------------|-----|--------|-----------|----|-----------------|
| 2018-01-01 | ABC | 100.00 | NULL | 1 | 100.00 |
| 2018-01-02 | ABC | 150.00 | 50.00 | 2 | 150.00 |
| 2018-01-03 | ABC | 130.00 | -13.33 | 3 | 130.01 |
| 2018-01-04 | ABC | 120.00 | -7.69 | 4 | 120.01 |
| 2018-01-05 | ABC | 110.00 | -8.33 | 5 | 110.01 |
| 2018-01-06 | ABC | 120.00 | 9.09 | 6 | 120.01 |
| 2018-01-07 | ABC | 120.00 | 0.00 | 7 | 120.01 |
| 2018-01-08 | ABC | 100.00 | -16.67 | 8 | 100.00 |
| 2018-01-09 | ABC | NULL | -7.21 | 9 | 92.79 |
| 2018-01-10 | ABC | NULL | 1.31 | 10 | 94.01 |
| 2018-01-11 | ABC | NULL | 6.38 | 11 | 100.01 |
| 2018-01-12 | ABC | NULL | -30.00 | 12 | 70.01 |
| 2019-01-01 | ABC | NULL | 14.29 | 13 | 80.01 |
| 2019-01-02 | ABC | NULL | 5.27 | 14 | 84.23 |