使用有关先前行的计算更新SQL表

时间:2010-06-28 10:37:56

标签: sql oracle join aggregate-functions sql-update

我正在尝试修复大型股票交易所数据库中的一些错误。一列(数量)在每个刻度上具有交易量,而其他列存储累积量(即,当天的先前刻度的总和)。在某些情况下,这第二列是错误的(不是很多,所以我们可以安全地假设相邻的滴答是错误的)。因此理论上解决方法很简单:只需搜索累积量减少的刻度(这就足够了),然后从最后一个刻度中选择累积量并将数量相加 目前的滴答声。问题是我一直在努力开始在oracle中执行此操作的查询,但由于我缺乏sql的专业知识,我正在努力。这就是我到目前为止所得到的:

update
( 
    select m.cumulative_volume, q.cum_volume_ant, q.quantity from 
    market_data_intraday_trades m
    join
    (
          select * from
          (select
            product_key,
            sequence_number,
            lead(product_key) over (order by product_key, sequence_number) as product_key_ant,
            to_char(trade_date_time, 'yyyymmdd') as fecha,
            to_char(lag(trade_date_time) over (order by product_key, sequence_number), 'yyyymmdd') as fecha_ant,
            cumulative_volume,
            lead(cumulative_volume) over (order by product_key, sequence_number) as cum_volume_ant,
            cumulative_volume - lead(cumulative_volume) over (order by product_key, sequence_number) as dif 
          from market_data_intraday_trades)
          where product_key = product_key_ant
          and fecha = fecha_ant
          and dif < 0 
          and rownum < 10
    ) q
    on m.sequence_number = q.sequence_number
)
set m.cumulative_volume = q.cum_volume_ant + q.quantity

目前的问题是我似乎无法在外部计算中使用内部查询中的数量。

使用临时表或pl / sql或游标可能所有这些都会更清晰和/或更容易,但由于公司策略,我没有权利这样做,只需选择和更新。

如果你能指点我解决这个问题,我将非常感激。

提前致谢!

PS。 Fecha是西班牙语的约会,以防万一:)

3 个答案:

答案 0 :(得分:7)

这是一些测试数据。如您所见,第四行的CUMULATIVE_VOLUME错误。

SQL> select product_key
  2         , trade_date_time
  3         , quantity
  4         , cumulative_volume
  5         , sum (quantity) over (partition by product_key order by sequence_number) as running_total
  6  from  market_data_intraday_trades
  7  order by sequence_number
  8  /

PROD TRADE_DAT   QUANTITY CUMULATIVE_VOLUME RUNNING_TOTAL
---- --------- ---------- ----------------- -------------
ORCL 23-JUN-10        100               100           100
ORCL 23-JUN-10         50               150           150
ORCL 25-JUN-10        100               250           250
ORCL 26-JUN-10        100               250           350
ORCL 26-JUN-10         50               400           400
ORCL 27-JUN-10         75               475           475

6 rows selected.

SQL>

最简单的解决方案是使用计算的运行总计更新所有行:

SQL> update market_data_intraday_trades m
  2  set m.cumulative_volume =
  3          ( select inq.running_total
  4            from (
  5                      select sum (quantity) over (partition by product_key
  6                                                  order by sequence_number) as running_total
  7                             , cumulative_volume
  8                             , rowid as row_id
  9                      from  market_data_intraday_trades
 10                  ) inq
 11             where m.rowid = inq.row_id
 12          )
 13  /

6 rows updated.

SQL> select product_key
  2         , trade_date_time
  3         , quantity
  4         , cumulative_volume
  5         , sum (quantity) over (partition by product_key
  6                                order by sequence_number) as running_total
  7         , rowid as row_id
  8  from  market_data_intraday_trades
  9  order by sequence_number
 10  /

PROD TRADE_DAT   QUANTITY CUMULATIVE_VOLUME RUNNING_TOTAL 
---- --------- ---------- ----------------- ------------- 
ORCL 23-JUN-10        100               100           100 
ORCL 23-JUN-10         50               150           150 
ORCL 25-JUN-10        100               250           250 
ORCL 26-JUN-10        100               350           350 
ORCL 26-JUN-10         50               400           400 
ORCL 27-JUN-10         75               475           475 

6 rows selected.

SQL> 

但是,如果您有大量数据并且您真的不希望所有这些不必要的更新,那么再次使用相同的查询来限制点击次数:

SQL> update market_data_intraday_trades m
  2  set m.cumulative_volume =
  3          ( select inq.running_total
  4            from (
  5                      select sum (quantity) over (partition by product_key
  6                                                  order by sequence_number) as running_total
  7                             , cumulative_volume
  8                             , rowid as row_id
  9                      from  market_data_intraday_trades
 10                  ) inq
 11             where m.rowid = inq.row_id
 12          )
 13  where m.rowid in
 14      ( select inq.row_id
 15            from (
 16                      select sum (quantity) over (partition by product_key
 17                                                  order by sequence_number) as running_total
 18                             , cumulative_volume
 19                             , rowid as row_id
 20                      from  market_data_intraday_trades
 21                  ) inq
 22             where m.cumulative_volume != running_total
 23          )
 24
SQL> /

1 row updated.

SQL> select product_key
  2         , trade_date_time
  3         , quantity
  4         , cumulative_volume
  5         , sum (quantity) over (partition by product_key
  6                                order by sequence_number) as running_total
  7  from  market_data_intraday_trades
  8  order by sequence_number
  9  /

PROD TRADE_DAT   QUANTITY CUMULATIVE_VOLUME RUNNING_TOTAL
---- --------- ---------- ----------------- -------------
ORCL 23-JUN-10        100               100           100
ORCL 23-JUN-10         50               150           150
ORCL 25-JUN-10        100               250           250
ORCL 26-JUN-10        100               350           350
ORCL 26-JUN-10         50               400           400
ORCL 27-JUN-10         75               475           475

6 rows selected.

SQL> 

我尝试了尼古拉斯使用MERGE的建议。如果您使用10g或更高,那么这将有效。您需要最新版本的Oracle,因为9i不支持带有UPDATE的MERGE但没有INSERT(并且8i根本不支持MERGE)。

SQL> merge into market_data_intraday_trades m
  2  using ( select running_total
  3                 , row_id
  4          from
  5              (   select sum (quantity) over (partition by product_key
  6                                              order by sequence_number) as running_total
  7                         , cumulative_volume
  8                         , rowid as row_id
  9                  from  market_data_intraday_trades
 10               )
 11           where cumulative_volume != running_total
 12          ) inq
 13  on ( m.rowid = inq.row_id  )
 14  when matched then
 15      update set m.cumulative_volume = inq.running_total
 16  /

1 row merged.

SQL>

此解决方案比其他解决方案更整洁。

答案 1 :(得分:4)

只是将性能比较添加到APC的答案:

SQL> update market_data_intraday_trades m
  2  set m.cumulative_volume =
  3          ( select inq.running_total
  4            from (
  5                      select sum (quantity) over (partition by product_key
  6                                                  order by sequence_number) as running_total
  7                             , cumulative_volume
  8                             , rowid as row_id
  9                      from  market_data_intraday_trades
 10                  ) inq
 11             where m.rowid = inq.row_id
 12          )
 13  /

6 rows updated.

SQL> select * from table(dbms_xplan.display_cursor(null,null,'iostats last'))
  2  /

PLAN_TABLE_OUTPUT
--------------------------------------------------------------------------------------------------------------------------------------
SQL_ID  4mgw11769k00r, child number 0
-------------------------------------
update market_data_intraday_trades m set m.cumulative_volume =         ( select inq.running_total
      from (                     select sum (quantity) over (partition by product_key
                                order by sequence_number) as running_total
, cumulative_volume                            , rowid as row_id                     from
market_data_intraday_trades                 ) inq            where m.rowid = inq.row_id         )

Plan hash value: 3204855846

--------------------------------------------------------------------------------------------------------------
| Id  | Operation            | Name                        | Starts | E-Rows | A-Rows |   A-Time   | Buffers |
--------------------------------------------------------------------------------------------------------------
|   1 |  UPDATE              | MARKET_DATA_INTRADAY_TRADES |      1 |        |      0 |00:00:00.01 |      35 |
|   2 |   TABLE ACCESS FULL  | MARKET_DATA_INTRADAY_TRADES |      1 |      6 |      6 |00:00:00.01 |       3 |
|*  3 |   VIEW               |                             |      6 |      6 |      6 |00:00:00.01 |      18 |
|   4 |    WINDOW SORT       |                             |      6 |      6 |     36 |00:00:00.01 |      18 |
|   5 |     TABLE ACCESS FULL| MARKET_DATA_INTRADAY_TRADES |      6 |      6 |     36 |00:00:00.01 |      18 |
--------------------------------------------------------------------------------------------------------------

Predicate Information (identified by operation id):
---------------------------------------------------

   3 - filter("INQ"."ROW_ID"=:B1)


25 rows selected.

看看那些36岁。那是O(N ^ 2)。

SQL> update market_data_intraday_trades m
  2  set m.cumulative_volume =
  3          ( select inq.running_total
  4            from (
  5                      select sum (quantity) over (partition by product_key
  6                                                  order by sequence_number) as running_total
  7                             , cumulative_volume
  8                             , rowid as row_id
  9                      from  market_data_intraday_trades
 10                  ) inq
 11             where m.rowid = inq.row_id
 12          )
 13  where m.rowid in
 14      ( select inq.row_id
 15            from (
 16                      select sum (quantity) over (partition by product_key
 17                                                  order by sequence_number) as running_total
 18                             , cumulative_volume
 19                             , rowid as row_id
 20                      from  market_data_intraday_trades
 21                  ) inq
 22             where m.cumulative_volume != running_total
 23          )
 24
SQL> /

1 row updated.

SQL> select * from table(dbms_xplan.display_cursor(null,null,'iostats last'))
  2  /

PLAN_TABLE_OUTPUT
--------------------------------------------------------------------------------------------------------------------------------------
SQL_ID  8fg3vnav1t742, child number 0
-------------------------------------
update market_data_intraday_trades m set m.cumulative_volume =         ( select inq.running_total
     from (                     select sum (quantity) over (partition by product_key
                              order by sequence_number) as running_total                            ,
cumulative_volume                            , rowid as row_id                     from
market_data_intraday_trades                 ) inq            where m.rowid = inq.row_id         )
where m.rowid in     ( select inq.row_id           from (                     select sum (quantity)
over (partition by product_key                                                 order by
sequence_number) as running_total                            , cumulative_volume
     , rowid as row_id                     from  market_data_intraday_trades                 ) inq
       where m.cumulative_volume != running_total         )

Plan hash value: 1087408236

---------------------------------------------------------------------------------------------------------------
| Id  | Operation             | Name                        | Starts | E-Rows | A-Rows |   A-Time   | Buffers |
---------------------------------------------------------------------------------------------------------------
|   1 |  UPDATE               | MARKET_DATA_INTRADAY_TRADES |      1 |        |      0 |00:00:00.01 |      14 |
|*  2 |   HASH JOIN SEMI      |                             |      1 |      5 |      1 |00:00:00.01 |       6 |
|   3 |    TABLE ACCESS FULL  | MARKET_DATA_INTRADAY_TRADES |      1 |      6 |      6 |00:00:00.01 |       3 |
|   4 |    VIEW               |                             |      1 |      6 |      6 |00:00:00.01 |       3 |
|   5 |     WINDOW SORT       |                             |      1 |      6 |      6 |00:00:00.01 |       3 |
|   6 |      TABLE ACCESS FULL| MARKET_DATA_INTRADAY_TRADES |      1 |      6 |      6 |00:00:00.01 |       3 |
|*  7 |   VIEW                |                             |      1 |      6 |      1 |00:00:00.01 |       4 |
|   8 |    WINDOW SORT        |                             |      1 |      6 |      6 |00:00:00.01 |       4 |
|   9 |     TABLE ACCESS FULL | MARKET_DATA_INTRADAY_TRADES |      1 |      6 |      6 |00:00:00.01 |       4 |
---------------------------------------------------------------------------------------------------------------

Predicate Information (identified by operation id):
---------------------------------------------------

   2 - access("M".ROWID="INQ"."ROW_ID")
       filter("M"."CUMULATIVE_VOLUME"<>"RUNNING_TOTAL")
   7 - filter("INQ"."ROW_ID"=:B1)


36 rows selected.

那好多了。

SQL> merge into market_data_intraday_trades mdit1
  2  using ( select product_key
  3               , sequence_number
  4               , running_total
  5            from ( select product_key
  6                        , sequence_number
  7                        , cumulative_volume
  8                        , sum(quantity) over (partition by product_key order by sequence_number) as running_total
  9                     from market_data_intraday_trades
 10                 )
 11           where cumulative_volume != running_total
 12        ) mdit2
 13     on (   mdit1.product_key = mdit2.product_key
 14        and mdit1.sequence_number = mdit2.sequence_number
 15        )
 16   when matched then
 17        update set mdit1.cumulative_volume = mdit2.running_total
 18  /

1 row merged.

SQL> select * from table(dbms_xplan.display_cursor(null,null,'iostats last'))
  2  /

PLAN_TABLE_OUTPUT
--------------------------------------------------------------------------------------------------------------------------------------
SQL_ID  cjafdk3jg4gzz, child number 0
-------------------------------------
merge into market_data_intraday_trades mdit1 using ( select product_key              , sequence_number
            , running_total           from ( select product_key                       , sequence_number
                      , cumulative_volume                       , sum(quantity) over (partition by
product_key order by sequence_number) as running_total                    from
market_data_intraday_trades                )          where cumulative_volume != running_total       )
mdit2    on (   mdit1.product_key = mdit2.product_key       and mdit1.sequence_number =
mdit2.sequence_number       )  when matched then       update set mdit1.cumulative_volume =
mdit2.running_total

Plan hash value: 2367693855

----------------------------------------------------------------------------------------------------------------
| Id  | Operation              | Name                        | Starts | E-Rows | A-Rows |   A-Time   | Buffers |
----------------------------------------------------------------------------------------------------------------
|   1 |  MERGE                 | MARKET_DATA_INTRADAY_TRADES |      1 |        |      1 |00:00:00.01 |       9 |
|   2 |   VIEW                 |                             |      1 |        |      1 |00:00:00.01 |       6 |
|*  3 |    HASH JOIN           |                             |      1 |      6 |      1 |00:00:00.01 |       6 |
|*  4 |     VIEW               |                             |      1 |      6 |      1 |00:00:00.01 |       3 |
|   5 |      WINDOW SORT       |                             |      1 |      6 |      6 |00:00:00.01 |       3 |
|   6 |       TABLE ACCESS FULL| MARKET_DATA_INTRADAY_TRADES |      1 |      6 |      6 |00:00:00.01 |       3 |
|   7 |     TABLE ACCESS FULL  | MARKET_DATA_INTRADAY_TRADES |      1 |      6 |      6 |00:00:00.01 |       3 |
----------------------------------------------------------------------------------------------------------------

Predicate Information (identified by operation id):
---------------------------------------------------

   3 - access("MDIT1"."PRODUCT_KEY"="PRODUCT_KEY" AND "MDIT1"."SEQUENCE_NUMBER"="SEQUENCE_NUMBER")
   4 - filter("CUMULATIVE_VOLUME"<>"RUNNING_TOTAL")


31 rows selected.

但是合并比较少,只需少一个表扫描。

此致 罗布。

答案 2 :(得分:3)

您是否尝试过MERGE声明?也许并且根据您的Oracle版本,它可能是一种调查方式,至少它可以使您的陈述更简单。

尼古拉斯。