Question

现有查询：

DECLARE @symbol1 VARCHAR(50) = 'D',
        @symbol2 VARCHAR(50) = 'N',
        @barDurationSeconds INT = 60,
        @daysOfData INT = 1 // it gets me one day and I want it for 10 days

DECLARE @bars INT = DATEDIFF(second, '2000-01-01 9:30', '2000-01-01 16:00') / @barDurationSeconds * @daysOfData;

WITH t AS
(
    SELECT
        DATEDIFF(second, '2000-01-01', time)/ @barDurationSeconds startOfBar,
        last,
        time,
        symbol
    FROM
        ticks (nolock)
    WHERE
        symbol IN (@symbol1, @symbol2)
        AND time < DATEADD(second, 5, GETDATE())
        AND '9:30' <= CAST(time AS TIME) 
        AND CAST(time AS TIME) <= '16:00'
), m as 
(
    SELECT
        (a.last + b.last) / 2 Last,
        a.startOfBar, 
        a.time
    FROM
        (SELECT * FROM t WHERE t.Symbol = @symbol1) a
    JOIN
        (SELECT * FROM t WHERE t.Symbol = @symbol2) b ON a.time = b.time
), r AS 
(
    SELECT
        *,
        ROW_NUMBER() OVER (PARTITION BY startofbar ORDER BY time DESC) r
    FROM
        m
)
SELECT TOP (@bars)
    CONVERT(VARCHAR(MAX), DATEADD(second, startofbar * @barDurationSeconds, '2000-01-01'), 126) + 'Z' Time,
    last [Close],
    AVG([last]) OVER (ORDER BY startofbar DESC rows between current row and 20 following) SMAS,  
    SUM((r.last / 1.5)) OVER (ORDER BY startofbar DESC) addclose 
FROM
    r
WHERE
    r = 1
ORDER BY
    startofbar DESC

这会返回如下输出：

    2018-06-15T10:13:00Z    -12020805.50000000000   -12363199.40476190476   -12020805.50000000000
    2018-06-15T10:12:00Z    -11987902.00000000000   -12440169.00000000000   -24008707.50000000000
    2018-06-15T10:11:00Z    -11969724.50000000000   -12546814.04761904761   -35978432.00000000000
    2018-06-15T10:10:00Z    -11904352.00000000000   -12637389.83333333333   -47882784.00000000000
    2018-06-15T10:09:00Z    -11525636.00000000000   -12698771.90476190476   -59408420.00000000000
    2018-06-15T10:08:00Z    -11669141.00000000000   -12812096.64285714285   -71077561.00000000000
    2018-06-15T10:07:00Z    -11905796.00000000000   -12921254.45238095238   -82983357.00000000000
    2018-06-15T10:06:00Z    -11739935.50000000000   -13002297.35714285714   -94723292.50000000000
    2018-06-15T10:05:00Z    -12324505.50000000000   -13088795.45238095238   -107047798.00000000000
    2018-06-15T10:04:00Z    -12431126.50000000000   -13137961.54761904761   -119478924.50000000000

因此它总是显示390行，即今天或昨天的9:30到16:00之间（合并在一起将有390行）。

必需输出：显示一天的数据，但现在我想要过去10天的累积数据。请告知我该怎么做。

编辑：我有最近6个月数据的数据，新要求它应该返回10行而不是390

SQL Server：10天的累积数据

0 个答案: