Question

我的sql server数据库中的股票市场数据用于我的历史交易。这是表结构

表格列

TradeDate
StockName
数量
EntryPrice
ExitPrice
ProfitLoss

我想知道的是连续N天我最终失败了。换句话说，就是我遇到的最大失败序列。我有4年的数据。我有一个sql，它给我每日利润损失，但它太多的数据，以找到连续的连续几天输掉。分享下面的sql

    select tradedate, sum(profitloss) as profitloss 
    from calls 
    where 
    group by TradeDate 
    order by ProfitLoss


   --Create table  
    CREATE TABLE [dbo].[Calls](  
        [CallDate] [datetime] NOT NULL,  
        [StockName] [varchar](500) NOT NULL,  
        [Quantity] [int] NOT NULL,  
        [EntryPrice] [float] NOT NULL,  
        [ExitPrice] [float] NOT NULL,  
        [ProfitLoss] [float] NOT NULL  
    ) ON [PRIMARY]   


--Sample Data for a day  
TradeDate                StockName     Profitloss  
2012-10-05 09:19:00.000 HINDALCO    -999.6  
2012-10-05 09:19:00.000 CIPLA   -999.6  
2012-10-05 09:19:00.000 BPCL    -999  
2012-10-05 09:19:00.000 BANKBARODA  3256.25  
2012-10-05 09:19:00.000 TATASTEEL   3493.5  
2012-10-05 09:19:00.000 AMBUJACEM   6230.36  
2012-10-05 09:19:00.000 JINDALSTEL  7953.01

Answer 1

请试试这个

select tradedate, sum(profitloss) as profitloss 
from calls 
where 
group by TradeDate 
having sum(profitloss) < 0
order by tradedate desc

Answer 2

我无法访问测试数据或SQL的风格，但这个粗略的想法应该适合您。适合您的数据和SQL方言。

使用 case when ( sum(profitloss) over ( rows between 1 preceding and 1 preceding) * sum(profitloss) over ( rows between current_row and current_row) ) > 0 then 0 else 1 end as sign_change_marker 然后count(*) over ( rows from current row to following unbound reset when sign_change_marker = 1)计算从每个日期开始的赢或输的连胜长度

sql查询计算连续几天的最大损失

2 个答案: