Question

我有一张表格，列出了各种公司的个别价格清单，例如

+ ------- + --------- + --------- + ------ +

|符号| TTime | TPrice |卷|

+ ------- + --------- + --------- + ------ +

| AAM | 101549 | 1303.15 | 100 |

| AAM | 120405 | 1308.23 | 2 |

| AAM | 132142 | 1302.16 | 11 |

| AAM | 145120 | 1307.75 | 1 |

+ ------- + --------- + --------- + ------ +

（有多个符号，但我可以解决这些问题）

我正在使用以下

SELECT tic.Symbol, 
       tic.TDate,
      (Case when 
            tic.TTime = Min(tic.TTime) 
      then tic.TPrice  end) as `Open`,
      Max(tic.TPrice) AS High,
      Min(tic.TPrice) AS Low,
      (Case when 
            tic.TTime = Max(tic.TTime)
      then tic.TPrice end ) as `Close`,
      Sum(Volume) AS Volume,
      Max(tic.TTime) 
      FROM  tblfinalasxtic AS tic GROUP BY Symbol LIMIT 10;

我遇到了一个重大问题

只有当一天有一次或者只有一个关闭产生的同时只有多个条目时才会产生收盘价。如果时间范围是示例，则没有收盘价。

开放的作品很好，我的假设是最大可行但不行。

Answer 1

基本上我来到一个像这样的

的决议

1：/为tic值创建表**确保创建ID列**

CREATE TABLE price_tic (
            `id` INT(10) NULL AUTO_INCREMENT,
            `T` VARCHAR(3) NULL,
            `SysDateTime` DATETIME NULL,
            `TIC` FLOAT NULL,
            `Volume` FLOAT NULL,
            PRIMARY KEY (`id`)
            )
            COLLATE='latin1_bin'
            ENGINE=MEMORY
            ROW_FORMAT=DEFAULT

2：/接下来为Open High Low，Volume，OI等创建一个临时表

CREATE TEMPORARY TABLE symbol_ohl
            (ExchDate DATE,
            ExchTime TIME )
            ENGINE = MEMORY
            AS(SELECT 
                   DATE_FORMAT(`SysDateTime`,'%Y-%m-%d') AS ExchDate,
                   DATE_FORMAT(`SysDateTime`,'%H:%i:00') AS ExchTime,
                   DATE_FORMAT(`SysDateTime`,'%Y-%m-%d %H:%i:00') AS ExchDateTime,
                   `TIC` AS `OPEN`,
                   MAX(`TIC`) AS `HIGH`,
                   MIN(`TIC`) AS `LOW`,
                   SUM(Volume) AS `Volume`,
                   COUNT(`TIC`) AS `OpnInt`
                   FROM symbol_tic
                   GROUP BY ExchDateTime
                   ORDER BY ExchDateTime)

3：/接下来为收盘价创建一个临时表，使用id号连接到自身，以便您可以正确订购。

CREATE TEMPORARY TABLE symbol_cls
             (SysDate DATE,
             SysTime TIME, 
             ExchTime TIME )
             ENGINE = MEMORY
             AS(SELECT
                    `TIC` AS `CLOSE`,
                    DATE_FORMAT(`SysDateTime`,'%Y-%m-%d') AS `SysDate`,
                    DATE_FORMAT(`SysDateTime`,'%H:%i:00') AS SysTime,
                    DATE_FORMAT(`SysDateTime`,'%H:%i:00') AS ExchTime,
                    DATE_FORMAT(`SysDateTime`,'%Y-%m-%d %H:%i:00') AS ExchDateTime
                    FROM symbol_tic
                    INNER JOIN
                    (SELECT MAX(id) AS id
                    FROM symbol_tic 
                    GROUP BY DATE_FORMAT(`SysDateTime`,'%Y-%m-%d %H:%i:00')) 
                    ids ON symbol_tic.id = ids.id)

4：/最后合并生成的临时表，我出于各种原因使用Replace INTO但你明白了

REPLACE INTO symbol_working
        (`ExchDate`, `ExchTime`, `SysDate`, `SysTime`, `ExchDateTime`,
        `SysDateTime`, `OPEN`, `HIGH`, `LOW`, `CLOSE`, `Volume`, `OpnInt`)
        SELECT
                symbol_ohl.`ExchDate` AS ExchDate,
                symbol_ohl.`ExchTime` AS ExchTime,
                symbol_cls.`SysDate` AS 'SysDate',
                symbol_cls.`SysTime` AS 'SysTime',
                symbol_ohl.`ExchDateTime` As ExchDateTime,
                CONCAT(symbol_cls.`SysDate`, ' ',symbol_cls.`SysTime`) As SysDateTime,
                symbol_ohl.`OPEN`,
                symbol_ohl.`HIGH`,
                symbol_ohl.`LOW`,
                symbol_cls.`CLOSE`,
                symbol_ohl.Volume AS `Volume`,
                symbol_ohl.OpnInt AS `OpnInt`
                FROM 
                (symbol_ohl JOIN symbol_cls 
                ON (symbol_ohl.ExchDateTime = symbol_cls.ExchDateTime))

希望这有助于某人。

这很快就能在S＆amp; P emini的每日输出上运行它，并且需要几秒钟才能运行。

来自Tic查询的MySQL OHLC

1 个答案: