存储过程无法通过EXECUTE正常工作，但完美地作为一个巨大的SQL查询

时间：2014-12-20 00:54:24

标签： sql-server sql-server-2008

当我将整个事物作为SQL查询复制并运行时，有一个存储过程可以正常运行，但使用EXECUTE命令使用相同参数完全相同的过程会输出错误的数据！

EXECUTE qrm_pulsar_sandbox.[dbo].[sp_PL_Hedge] @CurrentDate = '12/17/2014', @PriorDate = '12/16/2014'

以下是存储过程的第一部分作为查询：

DECLARE @CURRENTDATE AS DATE
DECLARE @PRIORDATE AS DATE
SET @CURRENTDATE = '12/17/2014'
SET @PRIORDATE = '12/16/2014'

---------------Erroneous trades--------------
IF OBJECT_ID('tempdb..#ErrorTrades') is not null DROP TABLE #ErrorTrades
Select * 
into #ErrorTrades
from [qrm_pulsar].dbo.PnL_Tradeshistory 
where [CreationDt]<=@CurrentDate and [CreationDt]>= @PriorDate
and [DataVer]='0' and [Loan/Pool/Ticket Number]='1405200007' and [Portfolio ID] ='3'

--------------------all trades-------------------------
IF OBJECT_ID('tempdb..#All_Trades') is not null DROP TABLE #All_Trades
select a.*,
 case when a.[OptType] in ('Call','Put') and a.[Instrument name] like '%T-Note%' then 'Options on Futures'
when a.[OptType] in ('Call','Put') then 'MBS Options'
when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%Treasury%' then 'Bond Futures'
when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%Eurodollar%' then 'Eurodollar Futures'

when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%FN%' and right(rtrim(a.[Instrument Name]),1)='C' then 'Cash Forwards'
when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%GN%' and right(rtrim(a.[Instrument Name]),1)='C' then 'Cash Forwards'
when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%FH%' and right(rtrim(a.[Instrument Name]),1)='C' then 'Cash Forwards'

when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%FN%' then 'MBS Forwards'
when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%GN%' then 'MBS Forwards'
when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%FH%' then 'MBS Forwards'
else' Error'end 'Type'

,Case 
when a.[opttype]='Put' and a.[FACE]>0 then 'S' 
when a.[opttype]='Call' and a.[FACE]<0 then 'S' 
when a.[opttype]=''and a.[FACE]<0 then 'S'
else 'B'end 'Sell/Buy'

,case 
when a.[Loan/Pool/Ticket Number] in ('1403040003','1401060002','140724TYU1','140724TYU2','140926TYZ5') and a.[Portfolio ID]='7' then 'TRS-MSR'
when a.[Loan/Pool/Ticket Number] in ('1401060002','1401070001','1312200001','1402040015','1403040019','140724TYU1','140724TYU2','140926TYZ6') and a.[Portfolio ID]='1' then 'PLS-MSR'
when (rtrim(a.[Management]) <>'MSR' or a.[Management]is null)and a.[Portfolio ID]='1' then 'PLS-Pipeline'
when (rtrim(a.[Management]) <>'MSR' or a.[Management]is null) and a.[Portfolio ID]='7' then 'TRS-Pipeline'
when rtrim(a.[Management]) ='MSR' and a.[Portfolio ID]='1' then 'PLS-MSR'
when rtrim(a.[Management]) ='MSR' and a.[Portfolio ID]='7' then 'TRS-MSR'
when a.[Portfolio ID]='2' then 'TRS-Jumbo Acquisition'
when a.[Portfolio ID]='3' then 'MBS Securities'
when a.[Portfolio ID]='4' then 'Jumbo Securities'
end 'Book'

into #All_Trades
from [qrm_pulsar].dbo.PnL_Tradeshistory a left join #ErrorTrades b 
on a.[Loan/Pool/Ticket Number]=b.[Loan/Pool/Ticket Number] and a.[Portfolio ID]=b.[Portfolio ID]
where a.[CreationDt]<=@CurrentDate and a.[CreationDt]>= @PriorDate
and a.[DataVer]='0' and b.[Loan/Pool/Ticket Number] is null

--Select * from #All_Trades where [Type]='Error'

--------------------all trades no timing restriction to get type------------------------
IF OBJECT_ID('tempdb..#All_Trades2') is not null DROP TABLE #All_Trades2
select distinct 
a.[Portfolio ID],
a.[Loan/Pool/Ticket Number],
 case when a.[OptType] in ('Call','Put') and a.[Instrument name] like '%T-Note%' then 'Options on Futures'
when a.[OptType] in ('Call','Put') then 'MBS Options'
when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%Treasury%' then 'Bond Futures'
when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%Eurodollar%' then 'Eurodollar Futures'

when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%FN%' and right(rtrim(a.[Instrument Name]),1)='C' then 'Cash Forwards'
when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%GN%' and right(rtrim(a.[Instrument Name]),1)='C' then 'Cash Forwards'
when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%FH%' and right(rtrim(a.[Instrument Name]),1)='C' then 'Cash Forwards'

when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%FN%' then 'MBS Forwards'
when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%GN%' then 'MBS Forwards'
when a.[OptType] not in ('Call','Put')and a.[Instrument name] like '%FH%' then 'MBS Forwards'
else' Error'end 'Type'

,Case 
when a.[opttype]='Put' and a.[FACE]>0 then 'S' 
when a.[opttype]='Call' and a.[FACE]<0 then 'S' 
when a.[opttype]=''and a.[FACE]<0 then 'S'
else 'B'end 'Sell/Buy'

,case 
when a.[Loan/Pool/Ticket Number] in ('1403040003','1401060002') and a.[Portfolio ID]='7' then 'TRS-MSR'
when a.[Loan/Pool/Ticket Number] in ('1401060002','1401070001','1312200001','1402040015','1403040019') and a.[Portfolio ID]='1' then 'PLS-MSR'
when (rtrim(a.[Management]) <>'MSR' or a.[Management]is null)and a.[Portfolio ID]='1' then 'PLS-Pipeline'
when (rtrim(a.[Management]) <>'MSR' or a.[Management]is null) and a.[Portfolio ID]='7' then 'TRS-Pipeline'
when rtrim(a.[Management]) ='MSR' and a.[Portfolio ID]='1' then 'PLS-MSR'
when rtrim(a.[Management]) ='MSR' and a.[Portfolio ID]='7' then 'TRS-MSR'
when a.[Portfolio ID]='2' then 'TRS-Jumbo Acquisition'
when a.[Portfolio ID]='3' then 'MBS Securities'
when a.[Portfolio ID]='4' then 'Jumbo Securities'
end 'Book'

into #All_Trades2
from [qrm_pulsar].dbo.PnL_Tradeshistory a left join #ErrorTrades b 
on a.[Loan/Pool/Ticket Number]=b.[Loan/Pool/Ticket Number] and a.[Portfolio ID]=b.[Portfolio ID]
where a.[CreationDt]<=@CurrentDate --and a.[CreationDt]>= @PriorDate
and a.[DataVer]='0' and b.[Loan/Pool/Ticket Number] is null


--Select * from #All_Trades where [CreationDt]='5/16/2014' and [Loan/Pool/Ticket Number]='140429T038'--and [Portfolio ID]='1'
--Select * from #All_Trades2 where [Loan/Pool/Ticket Number] ='140402TY01'
--------------------all trade settlements-------------------------


IF OBJECT_ID('tempdb..#All_Trades_PO') is not null DROP TABLE #All_Trades_PO
select *
,case 
when ((rtrim([In Ticket Management])<>'MSR'and rtrim([Out Ticket Management])<>'MSR') or ([In Ticket Management]is null and [Out Ticket Management]is null))and [Portfolio ID]='1' then 'PLS-Pipeline'
when ((rtrim([In Ticket Management])<>'MSR'and rtrim([Out Ticket Management])<>'MSR') or ([In Ticket Management]is null and [Out Ticket Management]is null)) and [Portfolio ID]='7' then 'TRS-Pipeline'
when (rtrim([In Ticket Management]) ='MSR' or rtrim([Out Ticket Management]) ='MSR')and [Portfolio ID]='1' then 'PLS-MSR'
when (rtrim([In Ticket Management]) ='MSR' or rtrim([Out Ticket Management]) ='MSR') and [Portfolio ID]='7' then 'TRS-MSR'
when [Portfolio ID]='2' then 'TRS-Jumbo Acquisition'
when [Portfolio ID]='3' then 'MBS Securities'
when [Portfolio ID]='4' then 'Jumbo Securities'
end 'Book'

into #All_Trades_PO
from [qrm_pulsar].dbo.PnL_TradePairoffshistory 
where [CreationDt]=@CurrentDate
and [DataVer]='0'


--Select * from #All_Trades_PO where [In Ticket Number]='1403070007'
--------------------all trade settlements Prior-------------------------


IF OBJECT_ID('tempdb..#All_Trades_PO_Prior') is not null DROP TABLE #All_Trades_PO_Prior
select *
,case 
when ((rtrim([In Ticket Management])<>'MSR'and rtrim([Out Ticket Management])<>'MSR') or ([In Ticket Management]is null and [Out Ticket Management]is null))and [Portfolio ID]='1' then 'PLS-Pipeline'
when ((rtrim([In Ticket Management])<>'MSR'and rtrim([Out Ticket Management])<>'MSR') or ([In Ticket Management]is null and [Out Ticket Management]is null)) and [Portfolio ID]='7' then 'TRS-Pipeline'
when (rtrim([In Ticket Management]) ='MSR' or rtrim([Out Ticket Management]) ='MSR')and [Portfolio ID]='1' then 'PLS-MSR'
when (rtrim([In Ticket Management]) ='MSR' or rtrim([Out Ticket Management]) ='MSR') and [Portfolio ID]='7' then 'TRS-MSR'
when [Portfolio ID]='2' then 'TRS-Jumbo Acquisition'
when [Portfolio ID]='3' then 'MBS Securities'
when [Portfolio ID]='4' then 'Jumbo Securities'
end 'Book'

into #All_Trades_PO_Prior
from [qrm_pulsar].dbo.PnL_TradePairoffshistory 
where [CreationDt]=@PriorDate
and [DataVer]='0'



---------------------Open Position TL---------------------
IF OBJECT_ID('tempdb..#OPTL') is not null DROP TABLE #OPTL
select  
[CreationDt],
[DataVer],
[Company],
[Type],
[Sell/Buy],
[OptType],
cast([Loan/Pool/Ticket Number]as varchar)'Ticket #',
[FACE],
abs([FACE])'absFACE',
[Initial Value],
[Current Value],
[Inception Profit/Loss],
[Instrument Name],
[Trade Date],
[Trade Price],
[Counterparty Name],
[Cost],
[Coupon],
[Settle],
[Portfolio ID],
[Management],
[Book],
[Forward Units]
into #OPTL
from #All_Trades a
where 
 [dataver]='0'
and [CreationDt]=@CurrentDate  
Order
by [Loan/Pool/Ticket Number]

--Select * from #OPTL where [Ticket #]in ('1405200007')



---------------------------------All Trades Beg vs. End ---------------------
IF OBJECT_ID('tempdb..#TL') is not null DROP TABLE #TL
Select 
a.[CreationDt]
,a.[DataVer]
,a.[Company]
,a.[Type]
,a.[Sell/Buy],
case when a.[CreationDt]=@PriorDate then 'Beg' else 'Additions' end 'Flag'
,case when c.[Ticket #] IS not null then 'Open' else 'Settled' end 'Settled/Open'
,a.[OptType]
,a.[Loan/Pool/Ticket Number]'Ticket #'
,(a.[FACE])'Beg Face'
,(c.[FACE])'End Face'
,abs(a.[FACE])'abs Beg Face'
,abs(c.[FACE])'abs End Face'
,a.[Initial Value]'Beg Initial Value'
,a.[Current Value]'Beg Current Value'
,a.[Inception Profit/Loss]'Beg P&L'
,c.[Initial Value]'End Initial Value'
,c.[Current Value]'End Current Value'
,c.[Inception Profit/Loss]'End P&L'
,a.[Instrument Name]
,a.[Trade Date]
,a.[Settle]
,a.[Trade Price]
,a.[Counterparty Name]
,a.[Coupon]
,a.[Portfolio ID],
a.[Management]
,a.[Book]
,a.[Forward Units]
into #TL
from
#All_Trades a left join #OPTL c on a.[Loan/Pool/Ticket Number]=c.[Ticket #]and a.[Book]=c.[Book]
where 
( a.[DataVer]='0'
and a.[CreationDt] in (Select MIN(CreationDt)from [qrm_pulsar].dbo.PnL_Tradeshistory b 
where a.[Loan/Pool/Ticket Number]=b.[Loan/Pool/Ticket Number]
and a.[Portfolio ID]=b.[Portfolio ID]
and [CreationDt]>= @PriorDate
and [CreationDt]<= @CurrentDate
and [DataVer]='0'))


--select * from #TL where [Ticket #]='140529TYM2' [Type] is null --[Type] is null
--select * from #All_Trades where [Loan/Pool/Ticket Number]='140529TYM2' and [Portfolio ID]='1' order by CreationDt--[Type] is null 
--select * from #OPTL where   [Ticket #]='140307TY01' and [Portfolio ID]='1'--[Type] is null
--select * from #TL where  [Type] is null [Portfolio ID]='3'and [Portfolio ID]='1'




-----------------------------Current Trade Settlement TL--------------------
IF OBJECT_ID('tempdb..#STL') is not null DROP TABLE #STL
select  *
into #STL
from #All_Trades_PO a

where
 [dataver]='0'
and
a.[CreationDt] in (select Max(b.[CreationDt]) from [qrm_pulsar].dbo.PnL_TradePairoffshistory b 
where a.[In Ticket Number]= b.[In Ticket Number]
and a.[Out Ticket Number]= b.[Out Ticket Number]
and a.[Portfolio ID]=b.[Portfolio ID]
and [CreationDt]>@PriorDate
and [CreationDt]<=@CurrentDate
and [dataver]='0')

 --Select * from #STL where [In Ticket Number] ='1404040002'

-----------------------------Trade Settlement AG join on out ticket number--------------------
IF OBJECT_ID('tempdb..#S1') is not null DROP TABLE #S1
Select 
distinct
a.[CreationDt],
a.[DataVer],
a.[Book],
a.[pairoffBuySell]as 'Sell/Buy',
b.[Type],
'Additions' as 'Flag',
'Settled' as 'Settled/Open',
case when a.[OPTION_TYP]='C' then 'Call' 
when a.[OPTION_TYP]='P' then 'Put' 
else ' ' end 'OptType'

以及存储过程结束时的END语句。

2 个答案:

答案 0 :(得分：1)

SP和查询指向不同的数据库。 查询被硬编码为指向qrm_pulsar数据库，但您正在调用qrm_pulsar_sandbox数据库中的存储过程。

答案 1 :(得分：1)

检查创建存储过程的设置，例如如何处理NULL。如果您将数据库编入脚本，您将在脚本顶部看到这些内容。然后在运行“巨型SQL查询（tm）”时检查是否设置了相同的设置。

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