Question

我在查找SQL查询中的某些价格值时遇到问题。我在错误所在的地方发表了评论。它不应该取平均值，但可以找到打开和关闭的第一个和最后一个日期值。

SELECT
    DATEADD(MINUTE, DATEDIFF(MINUTE, 0, aa.date) / 5 * 5, 0) AS [Date],     
    AVG(aa.[open]) AS [Open], /** this is wrong it should be open from minimal date of the group*/
    MAX(aa.hight) AS [High],
    MIN(aa.low) AS Low,
    AVG(aa.[close]) AS [Close],   /** this is wrong it should be close from maximal date of the group date */
    SUM(aa.[volume]) AS [Volume]
FROM
    (select top (10000) * from [dbo].[kraken_btc] ) AS aa 
GROUP BY
    DATEADD(MINUTE, DATEDIFF(MINUTE, 0, aa.[date]) / 5 * 5, 0) 
ORDER BY
    Date

我删除了所有无用的添加内容，并发布了其他应有的回复，this other question helped me How to aggregate prices in OHLC-data

Answer 1

因此解决方案是：

-- SET 
DECLARE @Period int ;
SET @Period = 5 ; 
select  
DATEADD(MINUTE, DATEDIFF(MINUTE, 0,[Date]) / @Period * @Period, 0) AS AGG_DATE,
min([Date]) Min_Date,
max([Date]) Max_Date,
max(high) as Highest,
min(low) as Lowest,
min(case when rn_asc = 1 then [open] end) as [Open],
min(case when rn_desc = 1 then [close] end) as [Close]
from    (
        select  row_number() over (partition by  DATEADD(MINUTE, DATEDIFF(MINUTE, 0,[Date]) / @Period * @Period, 0)
        order by [Date]) as rn_asc,
        row_number() over (partition by DATEADD(MINUTE, DATEDIFF(MINUTE, 0,[Date]) / @Period * @Period, 0)
        order by [Date] desc) as rn_desc,               *
        from   OHLC
        ) as SubQueryAlias
group by
       DATEADD(MINUTE, DATEDIFF(MINUTE, 0,[Date]) / @Period * @Period, 0)

SQL按日期汇总

1 个答案: