[英]Calculating a Moving Average MySQL?
Good Day,再会,
I am using the following code to calculate the 9 Day Moving average.我正在使用以下代码来计算 9 天移动平均线。
SELECT SUM(close)
FROM tbl
WHERE date <= '2002-07-05'
AND name_id = 2
ORDER BY date DESC
LIMIT 9
But it does not work because it first calculates all of the returned fields before the limit is called.但它不起作用,因为它在调用限制之前首先计算所有返回的字段。 In other words it will calculate all the closes before or equal to that date, and not just the last 9.
换句话说,它将计算该日期之前或等于该日期的所有收盘价,而不仅仅是最后 9 个。
So I need to calculate the SUM from the returned select, rather than calculate it straight.所以我需要从返回的选择中计算 SUM,而不是直接计算它。
IE. IE。 Select the SUM from the SELECT...
从 SELECT... 中选择 SUM
Now how would I go about doing this and is it very costly or is there a better way?现在我将如何去做这件事,它是非常昂贵的还是有更好的方法?
If you want the moving average for each date, then try this:如果您想要每个日期的移动平均值,请尝试以下操作:
SELECT date, SUM(close),
(select avg(close) from tbl t2 where t2.name_id = t.name_id and datediff(t2.date, t.date) <= 9
) as mvgAvg
FROM tbl t
WHERE date <= '2002-07-05' and
name_id = 2
GROUP BY date
ORDER BY date DESC
It uses a correlated subquery to calculate the average of 9 values.它使用相关子查询来计算 9 个值的平均值。
Starting from MySQL 8, you should use window functions for this.从 MySQL 8 开始,您应该为此使用窗口函数。 Using the window
RANGE
clause, you can create a logical window over an interval, which is very powerful.使用 window
RANGE
子句,可以在一个区间上创建一个逻辑窗口,这个功能非常强大。 Something like this:像这样的东西:
SELECT
date,
close,
AVG (close) OVER (ORDER BY date DESC RANGE INTERVAL 9 DAY PRECEDING)
FROM tbl
WHERE date <= DATE '2002-07-05'
AND name_id = 2
ORDER BY date DESC
For example:例如:
WITH t (date, `close`) AS (
SELECT DATE '2020-01-01', 50 UNION ALL
SELECT DATE '2020-01-03', 54 UNION ALL
SELECT DATE '2020-01-05', 51 UNION ALL
SELECT DATE '2020-01-12', 49 UNION ALL
SELECT DATE '2020-01-13', 59 UNION ALL
SELECT DATE '2020-01-15', 30 UNION ALL
SELECT DATE '2020-01-17', 35 UNION ALL
SELECT DATE '2020-01-18', 39 UNION ALL
SELECT DATE '2020-01-19', 47 UNION ALL
SELECT DATE '2020-01-26', 50
)
SELECT
date,
`close`,
COUNT(*) OVER w AS c,
SUM(`close`) OVER w AS s,
AVG(`close`) OVER w AS a
FROM t
WINDOW w AS (ORDER BY date DESC RANGE INTERVAL 9 DAY PRECEDING)
ORDER BY date DESC
Leading to:导致:
date |close|c|s |a |
----------|-----|-|---|-------|
2020-01-26| 50|1| 50|50.0000|
2020-01-19| 47|2| 97|48.5000|
2020-01-18| 39|3|136|45.3333|
2020-01-17| 35|4|171|42.7500|
2020-01-15| 30|4|151|37.7500|
2020-01-13| 59|5|210|42.0000|
2020-01-12| 49|6|259|43.1667|
2020-01-05| 51|3|159|53.0000|
2020-01-03| 54|3|154|51.3333|
2020-01-01| 50|3|155|51.6667|
Use something like使用类似的东西
SELECT
sum(close) as sum,
avg(close) as average
FROM (
SELECT
(close)
FROM
tbl
WHERE
date <= '2002-07-05'
AND name_id = 2
ORDER BY
date DESC
LIMIT 9 ) temp
The inner query returns all filtered rows in desc
order, and then you avg
, sum
up those rows returned.内部查询按
desc
返回所有过滤的行,然后您avg
, sum
返回的那些行。
The reason why the query
given by you doesn't work is due to the fact that the sum
is calculated first and the LIMIT
clause is applied after the sum
has already been calculated, giving you the sum
of all the rows present您给出的
query
不起作用的原因是因为先计算sum
在计算sum
后应用LIMIT
子句,为您提供所有存在行的sum
an other technique is to do a table:另一种技术是做一个表格:
CREATE TABLE `tinyint_asc` (
`value` tinyint(3) unsigned NOT NULL default '0',
PRIMARY KEY (value)
) ;
INSERT INTO `tinyint_asc` VALUES (0),(1),(2),(3),(4),(5),(6),(7),(8),(9),(10),(11),(12),(13),(14),(15),(16),(17),(18),(19),(20),(21),(22),(23),(24),(25),(26),(27),(28),(29),(30),(31),(32),(33),(34),(35),(36),(37),(38),(39),(40),(41),(42),(43),(44),(45),(46),(47),(48),(49),(50),(51),(52),(53),(54),(55),(56),(57),(58),(59),(60),(61),(62),(63),(64),(65),(66),(67),(68),(69),(70),(71),(72),(73),(74),(75),(76),(77),(78),(79),(80),(81),(82),(83),(84),(85),(86),(87),(88),(89),(90),(91),(92),(93),(94),(95),(96),(97),(98),(99),(100),(101),(102),(103),(104),(105),(106),(107),(108),(109),(110),(111),(112),(113),(114),(115),(116),(117),(118),(119),(120),(121),(122),(123),(124),(125),(126),(127),(128),(129),(130),(131),(132),(133),(134),(135),(136),(137),(138),(139),(140),(141),(142),(143),(144),(145),(146),(147),(148),(149),(150),(151),(152),(153),(154),(155),(156),(157),(158),(159),(160),(161),(162),(163),(164),(165),(166),(167),(168),(169),(170),(171),(172),(173),(174),(175),(176),(177),(178),(179),(180),(181),(182),(183),(184),(185),(186),(187),(188),(189),(190),(191),(192),(193),(194),(195),(196),(197),(198),(199),(200),(201),(202),(203),(204),(205),(206),(207),(208),(209),(210),(211),(212),(213),(214),(215),(216),(217),(218),(219),(220),(221),(222),(223),(224),(225),(226),(227),(228),(229),(230),(231),(232),(233),(234),(235),(236),(237),(238),(239),(240),(241),(242),(243),(244),(245),(246),(247),(248),(249),(250),(251),(252),(253),(254),(255);
After you can used it like that:在你可以像这样使用它之后:
select date_add(tbl.date, interval tinyint_asc.value day) as mydate, count(*), sum(myvalue)
from tbl inner join tinyint_asc.value <= 30 -- for a 30 day moving average
where date(date_add(o.created_at, interval tinyint_asc.value day)) between '2016-01-01' and current_date()
group by mydate
This query is fast:这个查询很快:
select date, name_id,
case @i when name_id then @i:=name_id else (@i:=name_id)
and (@n:=0)
and (@a0:=0) and (@a1:=0) and (@a2:=0) and (@a3:=0) and (@a4:=0) and (@a5:=0) and (@a6:=0) and (@a7:=0) and (@a8:=0)
end as a,
case @n when 9 then @n:=9 else @n:=@n+1 end as n,
@a0:=@a1,@a1:=@a2,@a2:=@a3,@a3:=@a4,@a4:=@a5,@a5:=@a6,@a6:=@a7,@a7:=@a8,@a8:=close,
(@a0+@a1+@a2+@a3+@a4+@a5+@a6+@a7+@a8)/@n as av
from tbl,
(select @i:=0, @n:=0,
@a0:=0, @a1:=0, @a2:=0, @a3:=0, @a4:=0, @a5:=0, @a6:=0, @a7:=0, @a8:=0) a
where name_id=2
order by name_id, date
If you need an average over 50 or 100 values, it's tedious to write, but worth the effort.如果您需要平均超过 50 或 100 个值,编写起来很乏味,但值得付出努力。 The speed is close to the ordered select.
速度接近有序select。
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