Question

我有一个包含相关列的表格：

CREATE TABLE [dbo].[PrmsBlotter](
    [ID] [int] IDENTITY(1,1) NOT NULL,
    [BBox] [varchar](250) NOT NULL,
    [RunDateStart] [datetime] NOT NULL,
    [RunType] [varchar](50) NOT NULL,
    [TestDateFrom] [date] NULL, 
    ...
)

BBox是黑匣子的名称。 RunType可以是Live或Backtesting。每次实时运行都会进行回溯测试，以使回测的TestDateFrom等于Live测试的RunDateStart。

我需要知道是否有任何没有匹配回测的实时运行。我到目前为止：

SELECT t1.BBox, t1.dd, t2.BBox, t2.dd FROM
(SELECT BBox, CONVERT(date,RunDateStart) as dd FROM  [PrimusGroup].[dbo].[PrmsBlotter]
WHERE RunType = 'Live') t1
LEFT JOIN
(SELECT BBox, CONVERT(date,TestDateFrom) as dd FROM [PrimusGroup].[dbo].[PrmsBlotter]
WHERE RunType = 'Backtesting') t2
ON (t1.BBox = t2.BBox AND t1.dd = t2.dd)

我正在加入两个查询，一个用于生命，一个用于回测并加入他们的bbox名称相等，而live的rundatestart等于backtest的testdatefrom。那就是我被困住的地方。我不知道怎么说哪里没有比赛。

有办法做到这一点吗？

Answer 1

使用not exists()返回'Live'个测试，但没有对应的'Backtesting'匹配BBox和TestDateFrom到RunDateStart：

select 
    t.BBox
  , convert(date, t.RunDateStart) as dd
from [PrimusGroup].[dbo].[PrmsBlotter] t
where t.RunType = 'Live'
  and not exists (
    select 1
    from [PrimusGroup].[dbo].[PrmsBlotter] i
    where i.RunType = 'Backtesting'
      and i.BBox = t.BBox
      and convert(date,i.TestDateFrom) = convert(date,t.RunDateStart)
  )

Answer 2

您需要WHERE子句：

SELECT l.BBox, l.rdday, bt.BBox, bt.btday FROM
FROM (SELECT BBox, CONVERT(date, RunDateStart) as rdday
      FROM [PrimusGroup].[dbo].[PrmsBlotter]
      WHERE RunType = 'Live'
     ) l LEFT JOIN
     (SELECT BBox, CONVERT(date, TestDateFrom) as btday
      FROM [PrimusGroup].[dbo].[PrmsBlotter]
      WHERE RunType = 'Backtesting'
     ) bt
     ON l.BBox = bt.BBox AND l.rtday = bt.btday
WHERE bt.BBox IS NULL;

注意：dd是列的错误名称，因为它是用于datepart()函数的关键字。

我认为您也可以使用group by和having：

执行此操作

SELECT BBox, CONVERT(date, RunDateStart) as rdday
FROM [PrimusGroup].[dbo].[PrmsBlotter]
WHERE RunType IN ('Live', 'BackTesting')
GROUP BY BBox, CONVERT(date, RunDateStart)
HAVING SUM(CASE WHEN RunType = 'Live' THEN 1 ELSE 0 END) > 0 AND
       SUM(CASE WHEN RunType = 'BackTesting' THEN 1 ELSE 0 END) = 0 ;

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2 个答案: