Question

我有下表：

id | underlying | option_symbol | option_type | expiration_date | strike | mid |

我需要对连接字段执行计算，并使用这些计算字段进行进一步排序。

这是对我的意思：

SELECT  a.underlying, 
a.expiration_date, 
(a.strike - b.strike) as spread_profit, 
(a.mid - b.mid) as spread_distance, 
(spread_distance - spread_profit) as spread_max_loss,
(spread_profit / spread_max_loss) as spread_profit_ratio
FROM option_data a
JOIN option_data b ON a.underlying = b.underlying AND a.expiration_date = b.expiration_date
WHERE a.option_type = 'put' 
AND b.option_type = 'call'
AND a.expiration_date <= '2017-10-31' 
group by a.underlying, a.expiration_date order by spread_profit_ratio desc

制定此查询的正确方法是什么？

Answer 1

您必须替换整个表达式，例如

SELECT ...,
   (a.strike - b.strike) AS spread_profit, 
   (a.mid - b.mid) AS spread_distance, 
   (a.mid - b.mid - a.strike + b.strike) AS spread_max_loss,
   ((a.strike - b.strike) / (a.mid - b.mid - a.strike + b.strike))
      AS spread_profit_ratio
...

同样适用于ORDER BY子句，但您可以使用快捷方式ORDER BY 6按第六个SELECT列表项进行排序。

如果这太麻烦，可以使用子选择：

SELECT underlying, 
       expiration_date,
       spread_profit, 
       spread_distance,
       spread_max_loss,
       spread_profit / spread_max_loss AS spread_profit_ratio
FROM (SELECT underlying, 
             expiration_date,
             spread_profit, 
             spread_distance,
             (spread_distance - spread_profit) AS spread_max_loss
      FROM (SELECT a.underlying, 
                   a.expiration_date,
                   (a.strike - b.strike) as spread_profit, 
                   (a.mid - b.mid) as spread_distance
            FROM ...
           ) sub_1
     ) sub_2
WHERE ...
ORDER BY spread_profit_ratio DESC;

这是你的选择！

Postgres从连接计算列

1 个答案: