[英]Define Position based on lowest ID and Foreign Key in MySQL
I am currently facing the following issue: I have 1 Table with my Broker Trading Data similar to this:我目前面临以下问题:我有 1 个表,其中包含与此类似的经纪商交易数据:
TickerId Id Ticker Shares OrderType
... ... ... ... ...
01.01.20 ABC 5 ABC 500 Buy
01.01.20 ABC 6 ABC 250 Sell
01.01.20 ABC 7 ABC 250 Sell
... ... ... ... ...
The Goal is to say IF first OrderType (lowest Id where TradeId is the same) was a Buy, it's a LONG Trade ELSE a Short Trade ... output should be like this:目标是说如果第一个 OrderType(TradeId 相同的最低 Id)是一个买入,它是一个多头交易 ELSE 一个空头交易......输出应该是这样的:
TickerId Position Ticker Volume (=SUM(Shares))
... ... ... ...
01.01.20 ABC Long ABC 1000
... ... ... ...
What am I missing?我错过了什么? How can I construct my Query to accomplish this task?
如何构建我的查询来完成此任务?
Thanks for looking into this ;)感谢您查看这个 ;)
If you want to add this to all rows, use a window function.如果要将其添加到所有行,请使用窗口函数。 One method is:
一种方法是:
select t.*,
(case when first_value(orderType) over (partition by tickerid order by id) = 'Buy'
then 'Long' else 'Short'
end) as position
from t;
If you just want one row per tickerid
, you can use aggregation:如果您只想要每个
tickerid
一行,您可以使用聚合:
select tickerid,
(case when min(case when orderType = 'Buy' then id end) = min(id)
then 'Long' else 'Short'
end) as position
from t
group by tickerid;
The logic here is that the first "Buy" id is compared to the first "id".这里的逻辑是将第一个“购买”id 与第一个“id”进行比较。 If they are the same, you have a "Long" trade.
如果它们相同,则您进行“多头”交易。
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