将行式Postgres数据转换为分组的列式数据

Question

我有一个类似的股市数据

instrument_symbol|close |timestamp          |
-----------------|------|-------------------|
IOC              |134.15|2019-08-05 00:00:00|
YESBANK          | 83.75|2019-08-05 00:00:00|
IOC              |135.25|2019-08-02 00:00:00|
YESBANK          |  88.3|2019-08-02 00:00:00|
IOC              |136.95|2019-08-01 00:00:00|
YESBANK          |  88.4|2019-08-01 00:00:00|
IOC              | 139.3|2019-07-31 00:00:00|
YESBANK          |  91.2|2019-07-31 00:00:00|
YESBANK          | 86.05|2019-07-30 00:00:00|
IOC              | 133.5|2019-07-30 00:00:00|
IOC              |138.25|2019-07-29 00:00:00|

我想将其转换为

timestamp,           IOC,     YESBANK
2019-08-05 00:00:00  134.15   83.75
2019-08-02 00:00:00  135.25   88.3
......
.....
...

格式。

是否有一些Postgres查询可以做到这一点？ 还是我们必须以编程方式执行此操作？

Answer 1

使用条件聚合。

select "timestamp" :: date, max( case 
                         when instrument_symbol = 'IOC' 
                        then close end ) as ioc,
                   max( case 
                         when instrument_symbol = 'YESBANK' 
                        then close end ) as yesbank FROM t
                        group by "timestamp" :: date
                        order by 1 desc

演示

Answer 2

您可以使用条件聚合。 在Postgres中，我喜欢filter语法：

select "timestamp",
       max(close) filter (where instrument_symbol = 'IOC') as ioc,
       max(close) filter (where instrument_symbol = 'YESBANK') as yesbank
from t
group by "timestamp"
order by 1 desc;