Question

我需要列出一年中每个月的交易日期和股票收盘价（我将称之为当前＆＃39;月）和前一个月的股票收盘价。＆＃39;电流＆＃39;月。

我正在使用的StockData表包含每个交易日期和股票代码的日期，股票高，低，开仓，收盘和交易量的列。

最初，我使用AVG：

SELECT 
    YEAR(TradeDate) AS Year, 
    MONTH(TradeDate) AS Month, 
    TickerSymbol, 
    AVG(ST_Close) AS CurrentClose,
    LAG (AVG(ST_Close), 1, 0) OVER (ORDER BY TickerSymbol, YEAR(TradeDate), MONTH(TradeDate), TickerSymbol) AS PreviousMonthClose,
FROM 
    StockData
WHERE
    TradeDate >= '2000-01-01' AND ST_Close IS NOT NULL
GROUP BY 
    YEAR(TradeDate), MONTH(TradeDate), TickerSymbol
ORDER BY 
    YEAR(TradeDate), MONTH(TradeDate), TickerSymbol;

但是，不是使用平均值，而是希望从每个月的最后一天和上个月的前一天（2010年4月，我想显示股票）中拉出股票收盘价2010年4月30日和2010年3月31日收盘价

关于如何做到这一点的任何想法？

Answer 1

您可以使用窗口函数和条件聚合：

SELECT sd.*
FROM (SELECT sd.*, 
             ROW_NUMBER() OVER (PARTITION BY TickerSymbol, YEAR(TradeDate), MONTH(TradeDate)
                                ORDER BY TradeDate DESC) as seqnum
      FROM StockData sd
      WHERE TradeDate >= '2000-01-01' AND ST_Close IS NOT NULL
     ) sd
WHERE seqnum = 1
ORDER BY TradeDate, TickerSymbol;

这将从每个月的最后一条记录中获取所有信息。

按年度排序（TradeDate），MONTH（TradeDate），TickerSymbol;

Answer 2

以下是一种方法，假设您需要的前一个收盘价值是自上个月上次交易的股票之日起。

WITH
    daily_close AS (
        SELECT  
            TradeDate
          , TickerSymbol
          , ST_Close
          , ROW_NUMBER() OVER(PARTITION BY TickerSymbol, EOMONTH(TradeDate) ORDER BY TradeDate DESC) AS day_num
        FROM    dbo.StockData
        WHERE   TradeDate >= '2012-01-01'
                AND ST_Close IS NOT NULL
    )
SELECT
        YEAR(curr.TradeDate) AS Year
      , MONTH(curr.TradeDate) AS Month
      , curr.TickerSymbol
      , curr.ST_Close AS CurrentMonthClose
      , prev.ST_Close AS PriorMonthClose
FROM daily_close AS curr
LEFT JOIN daily_close AS prev ON
            prev.TickerSymbol = curr.TickerSymbol
            AND prev.TradeDate < DATEADD(month, -1, DATEADD(day, 1, curr.TradeDate))
            AND prev.TradeDate >= DATEADD(month, -2, DATEADD(day, 1, curr.TradeDate))
            AND prev.day_num = 1
WHERE 
    curr.day_num = 1
ORDER BY
      Year
    , Month
    , TickerSymbol;

如何在SQL Server中提取当前和过去一个月的数据

2 个答案: