2

通貨ペアの始値、終値、高値、安値を見つけようとしています。私はそれを機能させましたが、それを行うより簡単な方法があるかどうか疑問に思っていました.

ソーステーブルは次のようになります。

CREATE TABLE [dbo].[RATES](
    [SYSID] [bigint] IDENTITY(1,1) NOT NULL,
    [Item] [nvarchar](255) NULL,
    [Bid] [float] NULL,
    [Ask] [float] NULL,
    [Spread] [float] NULL,
    [DT] [datetime] NULL
) ON [PRIMARY]

ここにいくつかのサンプルデータがあります

INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04805,1.04828,0.000230000000000175,'8/29/2013 5:02')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04808,1.04832,0.000240000000000018,'8/29/2013 5:02')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04808,1.04831,0.000230000000000175,'8/29/2013 5:02')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04808,1.04832,0.000240000000000018,'8/29/2013 5:02')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04808,1.04833,0.000250000000000083,'8/29/2013 5:02')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04808,1.04832,0.000240000000000018,'8/29/2013 5:02')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04802,1.04827,0.000250000000000083,'8/29/2013 5:02')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04806,1.04831,0.000250000000000083,'8/29/2013 5:02')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04808,1.04833,0.000250000000000083,'8/29/2013 5:02')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04801,1.04827,0.000259999999999927,'8/29/2013 5:02')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04806,1.04831,0.000250000000000083,'8/29/2013 5:02')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04806,1.04832,0.000259999999999927,'8/29/2013 5:02')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04808,1.04832,0.000240000000000018,'8/29/2013 5:03')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04808,1.04833,0.000250000000000083,'8/29/2013 5:03')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04808,1.04829,0.000210000000000043,'8/29/2013 5:03')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04808,1.04833,0.000250000000000083,'8/29/2013 5:03')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04809,1.04833,0.000240000000000018,'8/29/2013 5:03')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04809,1.0483,0.000210000000000043,'8/29/2013 5:03')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04809,1.04833,0.000240000000000018,'8/29/2013 5:03')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04809,1.04832,0.000229999999999952,'8/29/2013 5:03')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04809,1.04833,0.000240000000000018,'8/29/2013 5:03')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04807,1.04833,0.000259999999999927,'8/29/2013 5:04')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04809,1.04828,0.000190000000000135,'8/29/2013 5:04')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04809,1.04833,0.000240000000000018,'8/29/2013 5:04')
INSERT INTO dbo.RATES (ITEM,BID,ASK,SPREAD,DT) VALUE ('USD/CAD',1.04809,1.04829,0.000199999999999978,'8/29/2013 5:04')

私のクエリは次のようになります

DECLARE @OPENCLOSE AS TABLE (
    GRP INT,
    TF DATETIME,
    DT DATETIME,
    ASK FLOAT
)

DECLARE @CLOSE_ID AS TABLE (
    TF DATETIME,
    GRP INT
)

INSERT INTO @OPENCLOSE (GRP,TF,DT,ASK)
select
    ROW_NUMBER() OVER (PARTITION BY dateadd(mi, datediff(mi, 0, r.DT), 0) ORDER BY r.DT) AS GRP,
    dateadd(mi, datediff(mi, 0, r.DT), 0) AS TF,
    r.DT,
    r.Ask
from dbo.RATES r
group by dateadd(mi, datediff(mi, 0, r.DT), 0), r.DT,r.Ask
ORDER BY dateadd(mi, datediff(mi, 0, r.DT), 0)

INSERT INTO @CLOSE_ID
SELECT 
    TF,
    MAX(GRP) AS CLOSE_ID
FROM @OPENCLOSE
group by TF

SELECT X.TF,X.O,X.C,Y.HIGH,Y.LOW
FROM (
    SELECT 
        oc1.TF,
        oc2.ASK AS [O],
        oc1.ASK AS [C]
    FROM @OPENCLOSE oc1
    JOIN @OPENCLOSE oc2
      ON oc2.TF = oc1.TF
 AND oc2.GRP = 1
JOIN @CLOSE_ID cid
  ON cid.TF = oc1.TF
 AND cid.GRP = oc1.GRP
GROUP BY oc1.TF,Oc2.ASK,oc1.ASK
) x
JOIN 
(
    SELECT 
        oc1.TF,
        MAX(oc1.ASK) AS HIGH,
        MIN(oc1.ASK) AS LOW
    FROM @OPENCLOSE oc1
    GROUP BY oc1.TF
) y ON y.TF = x.TF
4

3 に答える 3

1

どうですか？

;with z as (select
    ROW_NUMBER() OVER (PARTITION BY dateadd(mi, datediff(mi, 0, r.DT), 0) ORDER BY r.DT) AS GRP,
    dateadd(mi, datediff(mi, 0, r.DT), 0) AS TF,
    r.DT,
    r.Ask
from dbo.RATES r
)
select 
    z.TF,
    O=MAX(case when z.grp=1 then ask else 0 end),
    C=MAX(case when z.grp=x.mx then ask else 0 end),
    HIGH=MAX(ask),
    LOW=MIN(ask)
from z
inner join (select tf,mx=max(grp) from z group by tf ) x on x.tf = z.tf
group by
    z.TF
于 2013-08-31T05:52:05.523 に答える
0

このクエリはあなたが探しているものを与えるかもしれません:

SELECT r.dt as TF,
       r_o.ask AS O,
       r_c.ask AS C,
       max(r.ask) AS HIGH, min(r.ask) AS LOW
FROM rates r
INNER JOIN (SELECT item, dt, 
                   min(SYSID) AS MINSYSID, max(SYSID) AS MAXSYSID
              FROM rates
             GROUP BY item, dt) r_id
        ON r_id.item = r.item AND
           r.dt = r_id.dt
INNER JOIN rates r_o ON r_o.SYSID = r_id.MINSYSID
INNER JOIN rates r_c ON r_c.SYSID = r_id.MAXSYSID
GROUP BY r.dt,
         r_o.ask,r_c.ask;

SQLFIDDLEを参照してください

質問と入札を行うには、以下のクエリを参照してください。

1日 ：

SELECT r.item, convert(varchar(10),r.dt, 101),
       max(r.bid) AS bid_high, min(r.bid) AS bid_low,
       max(r.ask) AS ask_high, min(r.ask) AS ask_low,
       r_o.bid AS bid_open,r_o.ask AS ask_open,
       r_c.bid AS bid_close,r_c.ask AS ask_close
FROM rates r
INNER JOIN (SELECT item, convert(varchar(10),dt, 101) AS dt, 
                   min(SYSID) AS MINSYSID, max(SYSID) AS MAXSYSID
            FROM rates
            GROUP BY item, convert(varchar(10),dt, 101)) r_id
         ON r_id.item = r.item AND
            convert(varchar(10),r.dt, 101) = r_id.dt
INNER JOIN rates r_o ON r_o.SYSID = r_id.MINSYSID
INNER JOIN rates r_c ON r_c.SYSID = r_id.MAXSYSID
GROUP BY r.item, convert(varchar(10),r.dt, 101),
         r_o.bid,r_o.ask,r_c.bid,r_c.ask

SQLFIDDLEを参照してください

毎分、次のようになります。

SELECT r.item, r.dt,
       max(r.bid) AS bid_high, min(r.bid) AS bid_low,
       max(r.ask) AS ask_high, min(r.ask) AS ask_low,
       r_o.bid AS bid_open,r_o.ask AS ask_open,
       r_c.bid AS bid_close,r_c.ask AS ask_close
FROM rates r
INNER JOIN (SELECT item, dt, 
                   min(SYSID) AS MINSYSID, max(SYSID) AS MAXSYSID
            FROM rates
            GROUP BY item, dt) r_id
         ON r_id.item = r.item AND
            r.dt = r_id.dt
INNER JOIN rates r_o ON r_o.SYSID = r_id.MINSYSID
INNER JOIN rates r_c ON r_c.SYSID = r_id.MAXSYSID
GROUP BY r.item, r.dt,
         r_o.bid,r_o.ask,r_c.bid,r_c.ask

SQLFIDDLEを参照してください

于 2013-08-31T05:58:30.543 に答える