Question

在MySQL中，你可以这样做（从SO上的另一篇文章中获取）从市场数据中获得五分钟的距离：

select 
    date_format( 
        date_sub(
            tick_time, 
            INTERVAL (extract(MINUTE from tick_time) % 5) MINUTE
        ), 
        "%m-%d%Y %H:%i"
    ) as  bar_time, 
    MAX(bid) AS high,
    MIN(bid) AS low
from ticks
group by bar_time

根据下表，Cassandra在每个id / strike中获得五（n分钟）callbid，callask，putbid，putask open / high / low / close的等价物是什么？（成熟度和身份证是多余的，但不是后果性的。）

cqlsh：时间序列＆GT;描述表option_data;

CREATE TABLE option_data (
  ts bigint,
  id text,
  strike decimal,
  callask decimal,
  callbid decimal,
  maturity timestamp,
  putask decimal,
  putbid decimal,
  PRIMARY KEY ((ts), id, strike)
) WITH
  bloom_filter_fp_chance=0.010000 AND
  caching='KEYS_ONLY' AND
  comment='' AND
  dclocal_read_repair_chance=0.100000 AND
  gc_grace_seconds=864000 AND
  index_interval=128 AND
  read_repair_chance=0.000000 AND
  replicate_on_write='true' AND
  populate_io_cache_on_flush='false' AND
  default_time_to_live=0 AND
  speculative_retry='99.0PERCENTILE' AND
  memtable_flush_period_in_ms=0 AND
  compaction={'class': 'SizeTieredCompactionStrategy'} AND
  compression={'sstable_compression': 'LZ4Compressor'};

cqlsh:timeseries>

ts在C＃中编码如下：

static long ninetySeventyTicks = new DateTime(1970, 1, 1).Ticks;

public static long ToUnixTimestampMicro(DateTime dateTime)
    {
        return (dateTime.Ticks - ninetySeventyTicks) / 10;
    }

    public static DateTime ConvertFromUnixTimestampMicro(double timestamp)
    {
        return new DateTime((long)timestamp * 10).AddYears(1969);
    }

从刻度数据创建五分钟栏

0 个答案: