我在SQL Server 2008中查询某些外汇交易数据时遇到问题。我有一个交易表和一个订单表。交易需要包含2个或更多订单。下面的DDL架构和示例数据。
我想要做的是写一个查询，显示每笔交易的点数损益。点差是货币的1/1000。所以USD 1.3441和1.3442之间的差异在外汇交易中是1个点。
交易通常有一个进场订单和多个退出订单。因此，例如，如果我以1.6100的汇率买入3手货币对英镑/美元，然后在1.6150卖出1手，在1.6200买入1手，在1.6250买入1手，则利润为（1.6150 - 1.6100）+（1.6200 - 1.6100）+（1.6250 - 1.6100），或50 + 100 + 150 = 300点利润。
交易也可能走另一条路（做空）。例如，货币对可以在稍后以较便宜的价格回购之前先出售。
我想要一个返回以下内容的查询：
tradeId, currencyPair, profitInPips
这似乎是一个非常简单的查询，但它现在正在躲避我。
这是我的DDL和示例数据：
CREATE TABLE [dbo].[trades](
[tradeId] [int] IDENTITY(1,1) NOT NULL,
[currencyPair] [char](6) NOT NULL,
CONSTRAINT [PK_trades] PRIMARY KEY CLUSTERED
(
[tradeId] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
SET IDENTITY_INSERT [dbo].[trades] ON
INSERT [dbo].[trades] ([tradeId], [currencyPair]) VALUES (1, N'GBPUSD')
INSERT [dbo].[trades] ([tradeId], [currencyPair]) VALUES (2, N'GBPUSD')
INSERT [dbo].[trades] ([tradeId], [currencyPair]) VALUES (3, N'GBPUSD')
INSERT [dbo].[trades] ([tradeId], [currencyPair]) VALUES (4, N'GBPUSD')
INSERT [dbo].[trades] ([tradeId], [currencyPair]) VALUES (5, N'GBPUSD')
INSERT [dbo].[trades] ([tradeId], [currencyPair]) VALUES (6, N'GBPUSD')
INSERT [dbo].[trades] ([tradeId], [currencyPair]) VALUES (7, N'GBPUSD')
INSERT [dbo].[trades] ([tradeId], [currencyPair]) VALUES (8, N'GBPUSD')
INSERT [dbo].[trades] ([tradeId], [currencyPair]) VALUES (9, N'GBPUSD')
INSERT [dbo].[trades] ([tradeId], [currencyPair]) VALUES (10, N'GBPUSD')
SET IDENTITY_INSERT [dbo].[trades] OFF
GO
CREATE TABLE [dbo].[orders](
[orderId] [int] IDENTITY(1,1) NOT NULL,
[tradeId] [int] NOT NULL,
[amount] [decimal](18, 1) NOT NULL,
[buySell] [char](1) NOT NULL,
[rate] [decimal](18, 6) NOT NULL,
[orderDateTime] [datetime] NOT NULL,
CONSTRAINT [PK_orders] PRIMARY KEY CLUSTERED
(
[orderId] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
SET IDENTITY_INSERT [dbo].[orders] ON
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (1, 1, CAST(3.0 AS Decimal(18, 1)), N'S', CAST(1.606500 AS Decimal(18, 6)), CAST(0x00009CF40083D600 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (2, 1, CAST(3.0 AS Decimal(18, 1)), N'B', CAST(1.615500 AS Decimal(18, 6)), CAST(0x00009CF400A4CB80 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (3, 2, CAST(3.0 AS Decimal(18, 1)), N'S', CAST(1.608000 AS Decimal(18, 6)), CAST(0x00009CF500000000 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (4, 2, CAST(1.0 AS Decimal(18, 1)), N'B', CAST(1.603000 AS Decimal(18, 6)), CAST(0x00009CF50083D600 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (5, 2, CAST(2.0 AS Decimal(18, 1)), N'B', CAST(1.605500 AS Decimal(18, 6)), CAST(0x00009CF50107AC00 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (6, 3, CAST(3.0 AS Decimal(18, 1)), N'S', CAST(1.595500 AS Decimal(18, 6)), CAST(0x00009CF70083D600 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (7, 3, CAST(1.0 AS Decimal(18, 1)), N'B', CAST(1.590500 AS Decimal(18, 6)), CAST(0x00009CF700C5C100 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (8, 3, CAST(2.0 AS Decimal(18, 1)), N'B', CAST(1.594500 AS Decimal(18, 6)), CAST(0x00009CF701499700 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (9, 4, CAST(3.0 AS Decimal(18, 1)), N'B', CAST(1.611000 AS Decimal(18, 6)), CAST(0x00009CFB0083D600 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (10, 4, CAST(1.0 AS Decimal(18, 1)), N'S', CAST(1.616000 AS Decimal(18, 6)), CAST(0x00009CFB00A4CB80 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (11, 4, CAST(2.0 AS Decimal(18, 1)), N'S', CAST(1.611500 AS Decimal(18, 6)), CAST(0x00009CFB0107AC00 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (12, 5, CAST(3.0 AS Decimal(18, 1)), N'B', CAST(1.613000 AS Decimal(18, 6)), CAST(0x00009CFC0083D600 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (13, 5, CAST(1.0 AS Decimal(18, 1)), N'S', CAST(1.618000 AS Decimal(18, 6)), CAST(0x00009CFC0107AC00 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (14, 5, CAST(1.0 AS Decimal(18, 1)), N'S', CAST(1.623000 AS Decimal(18, 6)), CAST(0x00009CFC0083D600 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (15, 5, CAST(1.0 AS Decimal(18, 1)), N'S', CAST(1.628000 AS Decimal(18, 6)), CAST(0x00009CFD00C5C100 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (16, 6, CAST(3.0 AS Decimal(18, 1)), N'B', CAST(1.632000 AS Decimal(18, 6)), CAST(0x00009D020083D600 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (17, 6, CAST(1.0 AS Decimal(18, 1)), N'S', CAST(1.637000 AS Decimal(18, 6)), CAST(0x00009D0200A4CB80 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (18, 6, CAST(2.0 AS Decimal(18, 1)), N'S', CAST(1.630000 AS Decimal(18, 6)), CAST(0x00009D0200C5C100 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (19, 7, CAST(3.0 AS Decimal(18, 1)), N'B', CAST(1.634500 AS Decimal(18, 6)), CAST(0x00009D0201499700 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (20, 7, CAST(1.0 AS Decimal(18, 1)), N'S', CAST(1.639500 AS Decimal(18, 6)), CAST(0x00009D0300000000 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (21, 7, CAST(1.0 AS Decimal(18, 1)), N'S', CAST(1.644500 AS Decimal(18, 6)), CAST(0x00009D030083D600 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (22, 7, CAST(1.0 AS Decimal(18, 1)), N'S', CAST(1.637500 AS Decimal(18, 6)), CAST(0x00009D0300C5C100 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (23, 8, CAST(3.0 AS Decimal(18, 1)), N'S', CAST(1.625000 AS Decimal(18, 6)), CAST(0x00009D0400C5C100 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (24, 8, CAST(1.0 AS Decimal(18, 1)), N'B', CAST(1.620000 AS Decimal(18, 6)), CAST(0x00009D050083D600 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (25, 8, CAST(1.0 AS Decimal(18, 1)), N'B', CAST(1.615000 AS Decimal(18, 6)), CAST(0x00009D0500A4CB80 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (26, 8, CAST(1.0 AS Decimal(18, 1)), N'B', CAST(1.623000 AS Decimal(18, 6)), CAST(0x00009D050107AC00 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (27, 9, CAST(3.0 AS Decimal(18, 1)), N'S', CAST(1.618000 AS Decimal(18, 6)), CAST(0x00009D0600C5C100 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (28, 9, CAST(1.0 AS Decimal(18, 1)), N'B', CAST(1.613000 AS Decimal(18, 6)), CAST(0x00009D0600D63BC0 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (29, 9, CAST(1.0 AS Decimal(18, 1)), N'B', CAST(1.608000 AS Decimal(18, 6)), CAST(0x00009D0600E6B680 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (30, 9, CAST(1.0 AS Decimal(18, 1)), N'B', CAST(1.613300 AS Decimal(18, 6)), CAST(0x00009D0601391C40 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (31, 10, CAST(3.0 AS Decimal(18, 1)), N'B', CAST(1.614500 AS Decimal(18, 6)), CAST(0x00009D090083D600 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (32, 10, CAST(1.0 AS Decimal(18, 1)), N'S', CAST(1.619500 AS Decimal(18, 6)), CAST(0x00009D090107AC00 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (33, 10, CAST(1.0 AS Decimal(18, 1)), N'S', CAST(1.624500 AS Decimal(18, 6)), CAST(0x00009D0901499700 AS DateTime))
INSERT [dbo].[orders] ([orderId], [tradeId], [amount], [buySell], [rate], [orderDateTime]) VALUES (34, 10, CAST(1.0 AS Decimal(18, 1)), N'S', CAST(1.619000 AS Decimal(18, 6)), CAST(0x00009D0A0083D600 AS DateTime))
SET IDENTITY_INSERT [dbo].[orders] OFF
/****** Object: ForeignKey [FK_orders_trades] Script Date: 04/02/2010 15:05:31 ******/
ALTER TABLE [dbo].[orders] WITH CHECK ADD CONSTRAINT [FK_orders_trades] FOREIGN KEY([tradeId])
REFERENCES [dbo].[trades] ([tradeId])
GO
ALTER TABLE [dbo].[orders] CHECK CONSTRAINT [FK_orders_trades]
GO
提前感谢您的帮助！
答案 0 :(得分：2)
看起来group by可以解决问题：
select
t.tradeId
, cast(SUM(case buySell
when 'S' then 1
when 'B' then -1
end * o.rate * o.amount) * 1000 as int) as pipsProfit
from trades t
join orders o on o.tradeId = t.tradeId
group by t.tradeId
这导致：
tradeId pipsProfit
1 -27
2 10
3 7
4 6
5 30
6 1
7 18
8 3263
9 19
10 19