SQL Server：使用另一个表或视图中的参数联接表中的平均数据

Question

I have two tables that's defined by the following:

CREATE TABLE Portfolio.DailyStats
(
     Date date NOT NULL,
     NAV int NOT NULL,
     SP500 decimal(8,4) NULL,
     R2K decimal(8,4) NULL,
     NetExp decimal(8,4) NULL,
     GrossExp decimal(8,4) NULL,
)
GO

CREATE TABLE Portfolio.DailyPortfolio
(
     BbgID varchar(30) NOT NULL,
     Ticker varchar(22) NULL,
     Cusip char(9) NULL,
     SecurityDescription varchar(50) NOT NULL,
     AssetCategory varchar(25) NOT NULL,
     LSPosition char(3) NULL,
     Ccy varchar(25) NOT NULL,
     Quantity int NULL,
     DeltaExpNet int NULL,
     Issuer varchar(48) NOT NULL,
     Date date NOT NULL,
     PortfolioID AS BbgID + LSPosition + Convert(varchar(8), Date, 112) Persisted Primary Key
)
GO

I am trying to create a view with 4 columns where I can see every Issuer, look at the dates when the Issuer appeared first and last in the DailyPortfolio table and the average NAV from the DailyStats table for those dates. So the first three columns of this view would be defined by:

SELECT 
    Issuer, MIN(Date) OpenDate, MAX(Date) CloseDate
FROM 
    Portfolio.DailyPortfolio
GROUP BY 
    Issuer

How do I add the fourth column that calculates the AverageNAV using the NAV column from the DailyStats table for the date range defined by the MIN(Date) and MAX(Date) columns in the view.

My final view should look something like this:

Issuer  OpenDate    CloseDate   AverageNAV
:------|-----------|-----------|----------:
Issuer A  2/4/2015   11/9/2016  28234164
Issuer B  2/6/2015   5/19/2017  30446780
Issuer C  11/19/2015 10/11/2016 35789424

Answer 1

If you use a CTE to define the date range by issuer, you can use AVG to get an individual average base on each date range:

;WITH DateRange AS(
SELECT DP.Issuer, MIN(DP.Date) OpenDate, MAX(DP.Date) CloseDate
FROM Portfolio.DailyPortfolio DP
GROUP BY DP.Issuer
)
SELECT DR.Issuer, DR.OpenDate, DR.CloseDate, AVG(DS.NAV) AS AverageNAV
FROM DateRange DR
INNER JOIN Portfolio.DailyStats DS ON DS.Date BETWEEN DR.OpenDate AND DR.CloseDate
GROUP BY DR.Issuer, DR.OpenDate, DR.CloseDate

Here's full example code with sample data and output:

DECLARE @DailyStats TABLE
(Date DATE NOT NULL,
NAV INT NOT NULL)

DECLARE @DailyPortfolio TABLE
(Issuer VARCHAR(48) NOT NULL,
Date DATE NOT NULL)

INSERT INTO @DailyPortfolio VALUES ('Max', '1/1/2017')
INSERT INTO @DailyPortfolio VALUES ('Max', '2/1/2017')
INSERT INTO @DailyPortfolio VALUES ('Max', '3/1/2017')
INSERT INTO @DailyPortfolio VALUES ('Max', '4/1/2017')
INSERT INTO @DailyPortfolio VALUES ('Scott', '1/1/2015')
INSERT INTO @DailyPortfolio VALUES ('Scott', '2/1/2017')
INSERT INTO @DailyPortfolio VALUES ('Scott', '3/1/2017')
INSERT INTO @DailyPortfolio VALUES ('Scott', '4/1/2017')

INSERT INTO @DailyStats VALUES ('1/1/2016', 100)
INSERT INTO @DailyStats VALUES ('2/1/2017', 200)
INSERT INTO @DailyStats VALUES ('3/1/2017', 300)
INSERT INTO @DailyStats VALUES ('3/3/2017', 400)

;WITH DateRange AS(
SELECT DP.Issuer, MIN(DP.Date) OpenDate, MAX(DP.Date) CloseDate
FROM @DailyPortfolio DP
GROUP BY DP.Issuer
)
SELECT DR.Issuer, DR.OpenDate, DR.CloseDate, AVG(DS.NAV) AS AverageNAV
FROM DateRange DR
INNER JOIN @DailyStats DS ON DS.Date BETWEEN DR.OpenDate AND DR.CloseDate
GROUP BY DR.Issuer, DR.OpenDate, DR.CloseDate

Output:

Issuer   OpenDate    CloseDate    AverageNAV
Max      2017-01-01  2017-04-01   300
Scott    2015-01-01  2017-04-01   250