Question

我有一个SQL表UDF，它从20天的移动平均值得到一个标准偏差......它的计算表是：Tickers（[date] datetime，[close] numeric（7,2））< / p>

函数计算表GetStDev（[date] datetime，stddev numeric（7,2）。

stddev列的最后一行总是NULL（由于STDEV计算？）...我需要用前一行的值（[date] -1）替换最后一行中的NULL值。但是这样做，我是否已经计算了整个查询两次并从xxx中选择了TOP 1 stddev，即便如此我也不知道如何编写这么长的SQL语句......这是我的在线表UDF：< / p>

ALTER FUNCTION GetStdDev 
    (
      @TKR  VARCHAR(10)
    )
RETURNS TABLE
AS
    RETURN
    (
        SELECT x.[date], ISNULL(STDEV(y.[Close]),0) stdev
        FROM Tickers x, Tickers y
        WHERE x.[DATE] > (SELECT TOP 1 z.[DATE] FROM TICKERS z WHERE z.TICKER = @TKR ORDER BY z.DATE ASC)+20
        AND (DATEDIFF(day, x.[date], GETDATE()) <= 730) 
        AND x.TICKER = @TKR AND y.TICKER = @TKR
        AND x.[DATE] BETWEEN y.[DATE]-20 AND y.[DATE]
        GROUP BY x.DATE
    )

Answer 1

首先，在你的WHERE子句中，你应该替换它：

-- reformatted for readability
WHERE x.[DATE] > (
          SELECT TOP 1 z.[DATE] FROM TICKERS z 
          WHERE z.TICKER = @TKR ORDER BY z.DATE ASC
          )+20
  AND (DATEDIFF(day, x.[date], GETDATE()) <= 730)

有了这个：

WHERE x.[DATE] > (
          SELECT DATEADD(DAY,20,MIN(z.[DATE])) 
          FROM TICKERS z WHERE z.TICKER = @TKR
          )
  AND x.[DATE] > DATEADD(DAY,-731,GETDATE())

除非您测试了自己的版本并发现它更快。

除此之外，您可以使用多语句表值函数替换它。例如：

CREATE FUNCTION dbo.GetStdDev (@TKR VARCHAR(10))
RETURNS @results TABLE (
  dayno   SMALLINT IDENTITY(1,1) PRIMARY KEY
, [date]  DATETIME
, [stdev] FLOAT
) 
AS BEGIN

  DECLARE @min_sysdate DATETIME, @min_tkrdate DATETIME, @rowcount SMALLINT

  SET @min_sysdate = DATEADD(DAY,-731,GETDATE())
  SET @min_tkrdate = DATEADD(DAY,20,(
    SELECT MIN(DATE) FROM TICKERS WHERE TICKER = @TKR))

  INSERT @results ([date],[stdev])
  SELECT x.[date], ISNULL(STDEV(y.[Close]),0) AS stdev
  FROM Tickers x
  JOIN Tickers y ON x.[DATE] BETWEEN DATEADD(DAY,-20,y.[DATE]) AND y.[DATE]
  WHERE x.[DATE] > @min_tkrdate 
    AND x.[DATE] > @min_sysdate
    AND x.TICKER = @TKR 
    AND y.TICKER = @TKR 
  GROUP BY x.[DATE]

  SET @rowcount = @@ROWCOUNT

  UPDATE @results SET [stdev] = (
    SELECT [stdev] FROM @results WHERE dayno = @rowcount-1)
  WHERE dayno = @rowcount

  RETURN

END

从复杂的功能中获取ISNULL

1 个答案: