找到最小值和最大值以及相关的列

Question

因此，数据库表头是：

Date | buyPrice | sellPrice | buyVolume | sellVolume | exchange

我试图：

1. 项目清单
2. 按日期分组
3. 对于每个组，找到最低购买价和与其关联的交易所
4. 查找最大sellPrice和与其关联的交易所
5. 查找最大（卖价）-最小（买价）之间的差异

从我正在阅读的内容中，我可以使用行，还是有更好的解决方案？

（使用postgresql）

编辑：如果我们假设与以下数据进行3次交换：

|Date | buyPrice | sellPrice | buyVolume | sellVolume | exchange | |1-1-2017 | 1 | 1 | 1 | 1 | exchangeA | |1-1-2017 | 2 | 1 | 2 | 1 | exchangeB | |1-1-2017 | 3 | 1 | 3 | 1 | exchangeC |

解决方案输出应为

| Date | buyPrice | buyVolume | buyExchange | sellPrice | sellVolume | sellExchange | | 1-1-2017 | 1 | 1 | exchangeA | 3 | 1 | exchangeC

Answer 1

我使用CTE尝试了另一种方法：

WITH MinMaxPrice AS (
    SELECT 
        createdAt, MIN(buyPrice) AS MinBuyPrice, MAX(sellPrice) AS MaxSellPrice
    FROM quotes
    GROUP BY createdAt
)
SELECT
    MinMaxPrice.createdAt,
    MinMaxPrice.MinBuyPrice,
    qBuy.buyVolume,
    qBuy.exchange AS buyExchange,
    MinMaxPrice.MaxSellPrice,
    qSell.sellVolume,
    qSell.exchange AS sellExchange,
    MinMaxPrice.MinBuyPrice - MinMaxPrice.MaxSellPrice AS spread
FROM MinMaxPrice
INNER JOIN quotes qBuy  ON MinMaxPrice.createdAt = q.createdAt AND MinMaxPrice.MinBuyPrice  = q.buyPrice
INNER JOIN quotes qSell ON MinMaxPrice.createdAt = q.createdAt AND MinMaxPrice.MaxSellPrice = q.sellPrice
;

我这里没有PostgreSQL，所以无法测试它，但我相信它可以工作。

如果您遇到任何问题，请告诉我们，我们会解决。

Answer 2

好的，由于其他一些问题，我设法做到了。

SELECT t1.createdAt, t1.sellPrice, t1.exchangeId AS sellExchange, t2.buyPrice, t2.exchangeId AS buyExchange, t1.sellPrice - t2.buyPrice AS spread, 
       CASE 
         WHEN t1.sellVolume < t2.buyVolume THEN t1.sellVolume
         ELSE t2.buyVolume
       END AS minVolume
FROM 
    (SELECT a.createdAt, a.sellPrice, a.sellVolume, a.exchangeid, a.quoteId
    FROM quotes a
    INNER JOIN (
        SELECT createdAt, max(sellPrice) AS sellPrice
        FROM quotes
        GROUP BY createdAt
    ) b ON a.createdAt = b.createdAt AND a.sellPrice = b.sellPrice) 
    t1 INNER JOIN
    (SELECT a.createdAt, a.buyPrice, a.buyvolume, a.exchangeid, a.quoteId
    FROM quotes a
    INNER JOIN (
        SELECT createdAt, min(buyPrice) AS buyPrice
        FROM quotes
        GROUP BY createdAt
    ) b ON a.createdAt = b.createdAt AND a.buyPrice = b.buyPrice) 
    t2 ON t1.createdAt = t2.createdAt

将返回createdAt | sellPrice | sellExchange | buyPrice | buyExchange | volume| spread createdAt | sellPrice | sellExchange | buyPrice | buyExchange | volume| spread