Question

我正在从我创建的临时表＃t1中选择一些行：

SELECT FutContract, 
    Quantity, 
    Date, 
    Price, 
    TotalQuantity,
    PercentOfTotalQ, 
    CumulativePercentile=
        (SELECT ROUND(SUM(PercentOfTotalVol),2) FROM #t1 b
        WHERE b.OvernightVol <= a.OvernightVol AND b.FutContract = a.FutContract)

FROM #t1 a

我想创建另外两行代表MIN（Price）和MAX（Price），其中CumulativePercentile大于0.3（第30百分位数），但我能想到的唯一方法是创建另一个临时表。如果可能的话，我宁愿不要这样做。有什么想法吗？

修改

;WITH z AS
(SELECT FutContract, OvernightVol, MorningDate, Price, TotalVol,
    PercentOfTotalVol, CumulativePercentile=
    (SELECT ROUND(SUM(PercentOfTotalVol),2) FROM #t1 b
    WHERE b.OvernightVol <= a.OvernightVol AND b.FutContract = a.FutContract) FROM #t1 a)

    SELECT *, 
        (SELECT MIN(Price) OVER(PARTITION BY FutContract) FROM z WHERE CumulativePercentile > 0.3) AS min70px,
        (SELECT MAX(Price) OVER(PARTITION BY FutContract) FROM z WHERE CumulativePercentile > 0.3) AS max70px
FROM z

Answer 1

如果您使用的是SQL Server 2005或更高版本，CTE应该有帮助

;with z as 
(SELECT FutContract, 
    Quantity, 
    Date, 
    Price, 
    TotalQuantity,
    PercentOfTotalQ, 
    CumulativePercentile=
        (SELECT ROUND(SUM(PercentOfTotalVol),2) FROM #t1 b
        WHERE b.OvernightVol <= a.OvernightVol AND b.FutContract = a.FutContract)

FROM #t1 a
)
select 
(select min(price) from z Z1 where Z1.CumulativePercentile > 0.3 and Z1.FutContract = z.FutContract) min_price,
(select max(price) from z Z1 where Z1.CumulativePercentile > 0.3 and Z1.FutContract = z.FutContract) max_price,
*
from z

根据表格中的计算值获取最小值和最大值

1 个答案: