2

1 つのクエリから OHLC 値を取得する必要がある

SELECT [Open] -- first row value
  ,[High] -- max(High)
  ,[Low]  -- min(low)
  ,[Close]-- last row value
FROM [Forex] where Symbol ='EURUSD' and 
[timestamp] between '2013-07-18 01:00:00.000' and '2013-07-18 02:00:00.000'

クエリに12時間の詳細が必要です。つまり、1 時間ごとの OHLC 値を含む 12 のレコードを取得する必要があるということです

クエリで誰でも助けることができますか。 集約関数を使用してMySQLクエリでグループ化されたレコードの最初と最後のレコードを取得する方法は? MYSQL に実装があり、SQL サーバーに必要です

編集：テーブルの構造

CREATE TABLE [dbo].[Forex](
[Id] [bigint] IDENTITY(1,1) NOT NULL,
[Symbol] [varchar](100) NOT NULL,
[TimeStamp] [datetime] NOT NULL,
[Bid] [decimal](18, 5) NOT NULL,
[Ask] [decimal](18, 5) NOT NULL,
[Open] [decimal](18, 5) NOT NULL,
[High] [decimal](18, 5) NOT NULL,
[Low] [decimal](18, 5) NOT NULL,
[NetChange] [decimal](18, 5) NOT NULL,
[PerChange] [decimal](18, 5) NOT NULL,
CONSTRAINT [PK_Forex] PRIMARY KEY CLUSTERED 
(
[Id] ASC
)WITH (PAD_INDEX  = OFF, STATISTICS_NORECOMPUTE  = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS  = ON, ALLOW_PAGE_LOCKS  = ON) ON [PRIMARY]
) ON [PRIMARY]

と索引

CREATE NONCLUSTERED INDEX [index_Forex_29_85575343__K2_K1] ON [dbo].[Forex] 
(
[Symbol] ASC,
[Id] DESC
)WITH (PAD_INDEX  = OFF, STATISTICS_NORECOMPUTE  = OFF, SORT_IN_TEMPDB = OFF, IGNORE_DUP_KEY = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS  = ON, ALLOW_PAGE_LOCKS  = ON) ON [PRIMARY]
4

2 に答える 2

2

次のようなものを使用できます

select [open],[min], [max], [close] 
from 
(
   select min(value) [min], max(value) [max] 
   from forex 
   where Symbol ='EURUSD' and 
   [timestamp] between '2013-07-18 01:00:00.000' and '2013-07-18 02:00:00.000'  
) minmax,

(
   select top 1 value as [open] 
   from forex 
   where Symbol ='EURUSD' and 
   [timestamp] between '2013-07-18 01:00:00.000' and '2013-07-18 02:00:00.000' 
   order by [timestamp] 
) fst,

(
  select top 1 value [close] 
  from forex 
  where Symbol ='EURUSD' and 
  [timestamp] between '2013-07-18 01:00:00.000' and '2013-07-18 02:00:00.000' 
  order by [timestamp] desc
) lst

http://sqlfiddle.com/#!3/0547c/2を参照してください

編集

改訂された質問に基づいて...期間（時間）ごとにグループ化された最小IDと最大IDを、その時間の最小値と最大値とともに取得できます。

select 
   datepart(hh,timestamp) [hour], 
   min(value) [min], 
   max(value) [max],
   min(id) min_id, 
   max(id) max_id 
 from forex 
 where Symbol ='EURUSD' and 
[timestamp] between '2013-07-18 01:00:00.000' and '2013-07-18 13:00:00.000'
 group by datepart(hh,timestamp)

これを外国為替テーブル (2 回) と結合して、始値と終値を取得します。

のようなものを与える

   select minmax.[hour], f_min.value [open], [min], [max], f_max.value [close] 
    from 
    (select 
       datepart(hh,timestamp) [hour], 
       min(value) [min], 
       max(value) [max],
       min(id) min_id, 
       max(id) max_id 
     from forex 
     where Symbol ='EURUSD' and 
    [timestamp] between '2013-07-18 01:00:00.000' and '2013-07-18 13:00:00.000'
     group by datepart(hh,timestamp)
    ) minmax 
    join forex f_min on min_id = f_min.id
    join forex f_max on max_id = f_max.id

sqlfiddle

于 2013-07-19T08:34:43.483 に答える