我需要确定在1天滚动日期范围内,每个符号的变化百分比超过3%的实例。输出应包括每个符号的日期范围和增加百分比。样本数据包括我认为需要填写的所有适用字段。整个数据约为700万个订单项。
原始数据
+--------+-----------+--------+
| Symbol | Date | Price |
+--------+-----------+--------+
| AAPL | 9/10/2019 | 4.3912 |
| AAPL | 4/5/2019 | 3.6599 |
| AAPL | 9/10/2019 | 3.5299 |
| AAPL | 9/9/2019 | 2.7766 |
| AAPL | 9/8/2019 | 2.6845 |
| AAPL | 2/2/2019 | 2.6501 |
| AAPL | 2/1/2019 | 2.3 |
| F | 9/10/2019 | 4.3912 |
| F | 4/5/2019 | 3.6599 |
| F | 9/10/2019 | 3.5299 |
| F | 9/9/2019 | 2.7766 |
| F | 9/8/2019 | 2.6845 |
| F | 2/2/2019 | 2.6501 |
| F | 2/1/2019 | 2.3 |
+--------+-----------+--------+
输出
+--------+------------+-----------+--------+
| Symbol | Start Date | End Date | Delta |
+--------+------------+-----------+--------+
| AAPL | 2/1/2019 | 2/2/2019 | 15.22% |
| AAPL | 2/2/2019 | 2/3/2019 | 38.10% |
| AAPL | 9/8/2019 | 9/9/2019 | 3.43% |
| AAPL | 9/9/2019 | 9/10/2019 | 58.15% |
| F | 2/1/2019 | 2/2/2019 | 15.22% |
| F | 2/2/2019 | 2/3/2019 | 38.10% |
| F | 9/8/2019 | 9/9/2019 | 3.43% |
| F | 9/9/2019 | 9/10/2019 | 58.15% |
+--------+------------+-----------+--------+