使用SQL查找类似的数据对

Question

我写了以下查询

示例查询

USE SampleDB
SELECT Sec.SecurityID, Port.PortfolioCode, Sec.SymbolNameSpace, Sec.Symbol, 
    PT.TradeAmount, PT.tradedate, PT.settledate, PT.PostDate, PT.TransactionCode, 
    PT.SecurityID1
FROM AdvApp.vPortfolioTransaction PT
LEFT OUTER JOIN
    AdvApp.vPortfolio PORT
    ON Port.PortfolioID = PT.PortfolioID
LEFT OUTER JOIN
    AdvApp.vSecurity Sec
    ON Sec.SecurityID = PT.SecurityID1
WHERE Sec.SecurityID = 4678 or Sec.SecurityID = 6
ORDER BY PT.TradeAmount

所需的结果集

SecurityID  PortfolioCode   SymbolNameSpace Symbol  TradeAmount tradedate   settledate  PostDate    TransactionCode SecurityID1
4678    pendingtest caus    pending  368,456.00     5/21/2013   NULL    5/21/2013   lo  4678
6   pendingtest caus    cash     368,456.15     5/22/2013   NULL    5/23/2013   lo  6
4678    pendingtest caus    pending  7,800.00   4/17/2013   NULL    5/21/2013   lo  4678
6   pendingtest caus    cash     7,801.00   4/23/2013   NULL    5/23/2013   lo  6

示例实际结果集

SecurityID  PortfolioCode   SymbolNameSpace Symbol  TradeAmount tradedate   settledate  PostDate    TransactionCode SecurityID1
6   pendingtest caus    cash     240,453.70     7/16/2010   NULL    7/19/2010   lo  6
6   pendingtest caus    cash     249,562.32     1/19/2012   1/19/2012   1/20/2012   dp  6
6   pendingtest caus    cash     368,456.15     5/22/2013   NULL    5/23/2013   lo  6
6   pendingtest caus    cash     250,000.00     12/1/2003   NULL    12/1/2003   lo  6
6   pendingtest caus    cash     250,321.13     11/15/2010  11/15/2010  11/16/2010  dp  6
6   pendingtest caus    cash     365,445.58     1/31/1999   NULL    3/26/1999   dp  6
4678    pendingtest caus    pending  368,456.00     5/21/2013   NULL    5/21/2013   lo  4678
4678    pendingtest caus    pending  7,800.00   4/17/2013   NULL    5/21/2013   lo  4678
6   pendingtest caus    cash     7,801.00   4/23/2013   NULL    5/23/2013   lo  6

逻辑是我只想查看表行，其中行对匹配在+/- 5内的tradeamounts。我也只想查看SecurityID1值是4678和6的组合的行。该对总是有一个行为SecurityID1 4678，另一行为SecurityID1 6。

我广泛搜索了如何配对交易，但我找不到任何关于如何在+/- 5

的容差范围内允许相似值的示例

Answer 1

如果您不介意在结果的同一行上同时配对两个事务而不是单独的行，那么您可以将每个集创建为派生表，例如以a命名＆安培; b以下{。}}那么CROSS JOIN就像这样...

SELECT 
a.SecurityID SecurityID_a, a.PortfolioCode PortfolioCode_a, a.SymbolNameSpace SymbolNameSpace_a, a.Symbol Symbol_a, a.TradeAmount TradeAmount_a, a.tradedate TradeDate_a, a.settledate SettleDate_a, a.PostDate PostDate_a, a.TransactionCode TransactionCode_a, a.SecurityID1 SecurityID1_a,
b.SecurityID SecurityID_b, b.PortfolioCode PortfolioCode_b, b.SymbolNameSpace SymbolNameSpace_b, b.Symbol Symbol_b, b.TradeAmount TradeAmount_b, b.tradedate TradeDate_b, b.settledate SettleDate_b, b.PostDate PostDate_b, b.TransactionCode TransactionCode_b, b.SecurityID1 SecurityID1_b 
FROM 
(
  SELECT Sec.SecurityID, Port.PortfolioCode, Sec.SymbolNameSpace, Sec.Symbol, PT.TradeAmount, PT.tradedate, PT.settledate, PT.PostDate, PT.TransactionCode, PT.SecurityID1
  FROM AdvApp.vPortfolioTransaction PT
  JOIN AdvApp.vSecurity Sec ON Sec.SecurityID = PT.SecurityID1
  LEFT JOIN AdvApp.vPortfolio PORT ON Port.PortfolioID = PT.PortfolioID
  WHERE Sec.SecurityID = 4678 
) a
CROSS JOIN
(
  SELECT Sec.SecurityID, Port.PortfolioCode, Sec.SymbolNameSpace, Sec.Symbol, PT.TradeAmount, PT.tradedate, PT.settledate, PT.PostDate, PT.TransactionCode, PT.SecurityID1
  FROM AdvApp.vPortfolioTransaction PT
  JOIN AdvApp.vSecurity Sec ON Sec.SecurityID = PT.SecurityID1
  LEFT JOIN AdvApp.vPortfolio PORT ON Port.PortfolioID = PT.PortfolioID
  WHERE Sec.SecurityID = 6 
) b 
WHERE ABS(a.TradeAmount - b.TradeAmount) <= 5 

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