Question

假设我有以下表格列

DATE
TIME
安全
TRADEPRICE

对于每个日期，我希望获得在该特定日期交易的每个证券的第一个和最后一个交易价格。我怎么能在SQL中这样做？

Answer 1

Postgresql的窗口函数提供了几种获取所需内容的方法。我没有充分使用它们来知道哪些（如果有的话）轻微变体是最佳优化的，但是一个版本是

SELECT dt, sec, t0, p0, t1, p1 FROM
(
SELECT dt, sec,  first_value(tm) over date_window as t0,
  first_value(price) OVER date_window AS p0,
  last_value(tm) OVER date_window AS t1,
  last_value(price) OVER date_window AS p1,
  rank() OVER date_window AS r
 FROM a
 WINDOW date_window AS (PARTITION BY dt, sec ORDER BY tm
  RANGE BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING)
) AS subquery
WHERE r=1;

我更改了字段名称以避免使用保留字。

Answer 2

试

   Select Coalesce(f.Security, l.Security) security.
      Coalesce(f.Date, l.Date) Date,
      f.TradePrice firstPrice,
      l.TradePrice lastPrice
   From table f Full Join table l
      On f.Security = l.Security
         And f.Date = l.Date
         And f.time = (Select Min(Time)
                       From table
                       Where Security = f.security 
                          And Date = f.Date)
         And l.Time = (Select Max(Time)
                       From table
                       Where Security = l.security 
                          And Date = l.Date)

如何从SQL获取以下库存信息？

2 个答案: