基于自加入的更新

Question

我正在尝试做一个简单的计算并根据匹配的 ID 和 AsOfDates 更新一个字段。 这是我的脚本。

UPDATE A
SET A.Vol30Days = 
    (SELECT STDEV(PX_BID) OVER (ORDER BY ID, AsOfDate ROWS BETWEEN 30 PRECEDING AND CURRENT ROW)
    FROM Prices)
FROM Prices A
    INNER JOIN Prices B
    ON A.ID = B.ID
    AND A.AsOfDate = B.AsOfDate

子查询工作正常，逻辑看起来正常，但 SQL Server 抛出错误，说 UPDATE 和 DELETE 语句中的 FROM 子句不能包含子查询源或连接。

Answer 1

尝试使用子查询。 我认为这是等效的逻辑：

UPDATE Prices
    SET Vol30Days = (SELECT STDEV(PX_BID)
                     FROM (SELECT TOP (31) p2.*
                           FROM Prices p2
                           WHERE p2.ID <= prices.ID
                          ) p2
                    );

Answer 2

尝试使用可更新的 CTE：

WITH cte AS (
    SELECT Vol30Days AS VolOrig,
        STDEV(PX_BID) OVER (ORDER BY ID, AsOfDate ROWS BETWEEN 30 PRECEDING AND CURRENT ROW) AS VolNew
    FROM Prices
)

UPDATE cte
SET VolOrig = VolNew;

但鉴于新数据只是来自同一个表的派生数量，您可能希望避免更新，因为只要表的数据发生变化，就可能需要重新进行更新。 相反，请考虑创建一个视图。

Answer 3

使用中间存储，如表变量。

DECLARE @BIDS TABLE (ID integer, BIDS numeric(18,2))

INSERT INTO @BIDS (ID, BIDS)
       SELECT A.ID, (SELECT STDEV(PX_BID) OVER (ORDER BY ID, AsOfDate ROWS BETWEEN 30 PRECEDING AND CURRENT ROW) FROM Prices)
       FROM Prices A
            INNER JOIN Prices B ON A.ID = B.ID AND A.AsOfDate = B.AsOfDate

UPDATE A SET Vol30Days = B.BIDS
FROM Prices A
     INNER JOIN @BIDS B ON B.ID = A.ID

或者，您可以使用时态表：

SELECT A.ID, (SELECT STDEV(PX_BID) OVER (ORDER BY ID, AsOfDate ROWS BETWEEN 30 PRECEDING AND CURRENT ROW) FROM Prices) AS BIDS
INTO #BIDS 
FROM Prices A
     INNER JOIN Prices B ON A.ID = B.ID AND A.AsOfDate = B.AsOfDate

UPDATE A SET Vol30Days = B.BIDS
FROM Prices A
     INNER JOIN #BIDS B ON B.ID = A.ID

DROP TABLE #BIDS

Answer 4

UPDATE A
SET A.Vol30Days = B.Vol30Days
FROM Prices A
    INNER JOIN  (
                    select  t1.ID,
                            t1.AsOfDate,
                            STDEV(PX_BID) OVER (ORDER BY ID, AsOfDate ROWS BETWEEN 30 PRECEDING AND CURRENT ROW)    as  Vol30Days
                    from    Prices t1
                ) B
    ON A.ID = B.ID
    AND A.AsOfDate = B.AsOfDate

Answer 5

以下是有关推荐方法的文档：

https://docs.microsoft.com/en-us/sql/t-sql/queries/update-transact-sql?redirectedfrom=MSDN&view=sql-server-ver15#ah-ansi-join-replacement-for-update-声明

• 使用 JOIN 子句的结果创建一个临时表
• 写入引用临时表的 UPDATE

请注意，带有 JOIN 的 FROM 子句（您的原始策略）目前处于私人预览版中，很快将转为公共预览版。