如何提取当前和过去一个月的数据SQL Server

Question

我需要列出交易日期，一年中每个月的股票收盘价（我将其称为“当前”月）和“当前”月前一个月的股票收盘价。

我正在使用的StockData表具有每个交易日期和股票代码的日期，股票高，低，开盘，收盘和交易量列。

最初，我使用AVG ：

SELECT 
    YEAR(TradeDate) AS Year, 
    MONTH(TradeDate) AS Month, 
    TickerSymbol, 
    AVG(ST_Close) AS CurrentClose,
    LAG (AVG(ST_Close), 1, 0) OVER (ORDER BY TickerSymbol, YEAR(TradeDate), MONTH(TradeDate), TickerSymbol) AS PreviousMonthClose,
FROM 
    StockData
WHERE
    TradeDate >= '2000-01-01' AND ST_Close IS NOT NULL
GROUP BY 
    YEAR(TradeDate), MONTH(TradeDate), TickerSymbol
ORDER BY 
    YEAR(TradeDate), MONTH(TradeDate), TickerSymbol;

但是，我不想使用平均值，而是想将股票的收盘价从每个月的最后一天以及上个月的前一天的最后一天拉下来（对于2010年4月，我想显示4月30日的收盘价，2010年和2010年3月31日）

有关如何执行此操作的任何想法？

Answer 1

您可以使用窗口函数和条件聚合：

SELECT sd.*
FROM (SELECT sd.*, 
             ROW_NUMBER() OVER (PARTITION BY TickerSymbol, YEAR(TradeDate), MONTH(TradeDate)
                                ORDER BY TradeDate DESC) as seqnum
      FROM StockData sd
      WHERE TradeDate >= '2000-01-01' AND ST_Close IS NOT NULL
     ) sd
WHERE seqnum = 1
ORDER BY TradeDate, TickerSymbol;

这将从每个月的最新记录中获取所有信息。

按年份排序（交易日期），月份（交易日期），TickerSymbol；

Answer 2

以下是一种方法，该方法假定您需要的上一个收盘价是从上个月股票最后交易的日期起。

WITH
    daily_close AS (
        SELECT  
            TradeDate
          , TickerSymbol
          , ST_Close
          , ROW_NUMBER() OVER(PARTITION BY TickerSymbol, EOMONTH(TradeDate) ORDER BY TradeDate DESC) AS day_num
        FROM    dbo.StockData
        WHERE   TradeDate >= '2012-01-01'
                AND ST_Close IS NOT NULL
    )
SELECT
        YEAR(curr.TradeDate) AS Year
      , MONTH(curr.TradeDate) AS Month
      , curr.TickerSymbol
      , curr.ST_Close AS CurrentMonthClose
      , prev.ST_Close AS PriorMonthClose
FROM daily_close AS curr
LEFT JOIN daily_close AS prev ON
            prev.TickerSymbol = curr.TickerSymbol
            AND prev.TradeDate < DATEADD(month, -1, DATEADD(day, 1, curr.TradeDate))
            AND prev.TradeDate >= DATEADD(month, -2, DATEADD(day, 1, curr.TradeDate))
            AND prev.day_num = 1
WHERE 
    curr.day_num = 1
ORDER BY
      Year
    , Month
    , TickerSymbol;