Question

我有两张由以下内容定义的表格：

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我正在尝试创建我可以按年度查看每个发行人的PNL贡献的地方，其中每年由一列表示。 PNL贡献定义为该年度/ AVG（NAV）的SUM（GLPeriod）。举个例子，我的最终输出应该是这样的：

CREATE TABLE Portfolio.DailyStats
(Date date NOT NULL,
NAV int NOT NULL,
SP500 decimal(8,4) NULL,
R2K decimal(8,4) NULL,
NetExp decimal(8,4) NULL,
GrossExp decimal(8,4) NULL,)
GO

CREATE TABLE Portfolio.DailyPortfolio
(BbgID varchar(30) NOT NULL,
Ticker varchar(22) NULL,
Cusip char(9) NULL,
SecurityDescription varchar(50) NOT NULL,
AssetCategory varchar(25) NOT NULL,
LSPosition char(3) NULL,
Ccy varchar(25) NOT NULL,
Quantity int NULL,
AvgCost decimal(7,3) NULL,
PriceLocal decimal(7,3) NULL,
Cost int NULL,
MktValNet int NULL,
GLPeriod int NULL,
Beta decimal(4,2) NULL,
BetaExpNet int NULL,
BetaExpGross int NULL,
Delta decimal(4,2) NULL,
DeltaExpNet int NULL,
DeltaExpGross int NULL,
Issuer varchar(48) NOT NULL,
Country varchar(30) NOT NULL,
Region varchar(20) NOT NULL,
Sector varchar(30) NOT NULL,
Industry varchar(48) NOT NULL,
MktCapCategory varchar(24) NULL,
MktCapEnd int NULL,
Date date NOT NULL,
PortfolioID  AS BbgID+LSPosition+ Convert(varchar(8),Date,112) Persisted 
Primary Key)
GO

相反，当前输出如下所示：

Issuer| 2015|   2016|   2017|
:-----|-----|-------|-------|
Issuer A|   -0.012550646|   -0.012339104|   NULL|
Issuer B|   -0.00701487|    -0.000759621|   -0.004905285|
Issuer C|   NULL|   -0.002270388|   -0.003730801|

这里是我使用的代码：

Issuer| 2015|   2016|   2017|
:-----|-----|-------|-------|
Issuer A|   NULL|   -0.012339104|   NULL|
Issuer A|   -0.012550646|   NULL|   NULL|
Issuer B|   NULL|   NULL|   -0.004905285|
Issuer B|   NULL|   -0.000759621|   NULL|
Issuer B|   -0.00701487|    NULL|   NULL|
Issuer C|   NULL|   NULL|   -0.003730801|
Issuer C|   NULL|   -0.002270388|   NULL|

我对此代码的另一个问题是我在数据透视表中使用SUM聚合函数，但它实际上没有添加任何内容。它只是将数据从行翻转到列。但是，我似乎无法使用某种聚合函数来转动数据。

Answer 1

尝试从a.PNL CTE中移除b.AvgNAV和c ..

SELECT a.Issuer, a.Year, --here `a.PNL` and `b.AvgNAV` is removed 
       CONVERT( decimal (15,3), a.PNL)/CONVERT( decimal (15,3), b.AvgNAV) [Contrib]
FROM a
JOIN b
ON a.Year = b.Year

开始为Cte's指定专有名称，使代码更具可读性

CREATE VIEW Portfolio.ContributionByYear
AS
WITH cteDailyPortfolio
AS
(
SELECT Issuer, SUM(GLPeriod) PNL, DATEPART(yyyy, Date) Year
FROM Portfolio.DailyPortfolio
GROUP BY Issuer, DATEPART(yyyy, Date)
),
cteDailyStats AS
(
SELECT AVG(CAST(NAV AS BIGINT)) AvgNAV, DATEPART(yyyy, Date) Year
FROM Portfolio.DailyStats
GROUP BY DATEPART(yyyy, Date)
),
pivotData AS
(
SELECT a.Issuer, a.Year, --here `a.PNL` and `b.AvgNAV` is removed 
      CONVERT( decimal (15,3), a.PNL)/CONVERT( decimal (15,3), b.AvgNAV) [Contrib]
FROM cteDailyPortfolio a
JOIN cteDailyStats b
ON a.Year = b.Year
)
SELECT Issuer, [2015],[2016],[2017]
FROM pivotData 
PIVOT
(
SUM(c.Contrib)
FOR [Year] IN ([2015],[2016],[2017])
) AS PivotTable
GO

SQL Server：对齐数据透视表行

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