[英]How do I convert this complex SQL into a Django model query?
我正在編寫一個Python / Django應用程序來進行一些庫存分析。
我有兩個非常簡單的模型,如下所示:
class Stock(models.Model):
symbol = models.CharField(db_index=True, max_length=5, null=False, editable=False, unique=True)
class StockHistory(models.Model):
stock = models.ForeignKey(Stock, related_name='StockHistory_stock', editable=False)
trading_date = models.DateField(db_index=True, null=False, editable=False)
close = models.DecimalField(max_digits=12, db_index=True, decimal_places=5, null=False, editable=False)
class Meta:
unique_together = ('stock', 'trading_date')
這是我填充的虛擬數據:
import datetime
a = Stock.objects.create(symbol='A')
b = Stock.objects.create(symbol='B')
c = Stock.objects.create(symbol='C')
d = Stock.objects.create(symbol='D')
StockHistory.objects.create(trading_date=datetime.date(2018,1,1), close=200, stock=a)
StockHistory.objects.create(trading_date=datetime.date(2018,1,2), close=150, stock=a)
StockHistory.objects.create(trading_date=datetime.date(2018,1,3), close=120, stock=a)
StockHistory.objects.create(trading_date=datetime.date(2018,4,28), close=105, stock=a)
StockHistory.objects.create(trading_date=datetime.date(2018,5,3), close=105, stock=a)
StockHistory.objects.create(trading_date=datetime.date(2017,5,2), close=400, stock=b)
StockHistory.objects.create(trading_date=datetime.date(2017,11,11), close=200, stock=b)
StockHistory.objects.create(trading_date=datetime.date(2017,11,12), close=300, stock=b)
StockHistory.objects.create(trading_date=datetime.date(2017,11,13), close=400, stock=b)
StockHistory.objects.create(trading_date=datetime.date(2017,11,14), close=500, stock=b)
StockHistory.objects.create(trading_date=datetime.date(2018,4,28), close=105, stock=c)
StockHistory.objects.create(trading_date=datetime.date(2018,4,29), close=106, stock=c)
StockHistory.objects.create(trading_date=datetime.date(2018,4,30), close=107, stock=c)
StockHistory.objects.create(trading_date=datetime.date(2018,5,1), close=108, stock=c)
StockHistory.objects.create(trading_date=datetime.date(2018,5,2), close=109, stock=c)
StockHistory.objects.create(trading_date=datetime.date(2018,5,3), close=110, stock=c)
StockHistory.objects.create(trading_date=datetime.date(2018,5,4), close=90, stock=c)
我想找到過去一周內年度低點的所有股票。
但是為了使這個問題更簡單,只要假設我想找到自'2017-05-04'
發生在'2018-04-30'
之后或之后的最低點的所有股票。 下面是我寫的SQL來找到它。 有用。
但是我需要幫助找出要寫的Django Query以獲得與此SQL相同的結果。 我該怎么做?
mysql> select
-> s.symbol,
-> sh.trading_date,
-> low_table.low
-> from
-> (
-> select
-> stock_id,
-> min(close) as low
-> from
-> stocks_stockhistory
-> where
-> trading_date >= '2017-05-04'
-> group by
-> stock_id
-> ) as low_table,
-> stocks_stockhistory as sh,
-> stocks_stock as s
-> where
-> sh.stock_id = low_table.stock_id
-> and sh.stock_id = s.id
-> and sh.close = low_table.low
-> and sh.trading_date >= '2018-04-30'
-> order by
-> s.symbol asc;
+--------+--------------+-----------+
| symbol | trading_date | low |
+--------+--------------+-----------+
| A | 2018-05-03 | 105.00000 |
| C | 2018-05-04 | 90.00000 |
+--------+--------------+-----------+
2 rows in set (0.02 sec)
編輯:我設法使用Django子查詢改革解決方案。
我們可以使用Django aggregates with SubQuery expressions
的aggregates with SubQuery expressions
將查詢轉換為Django ORM:
創建子查詢以檢索每個symbol
的最低close
:
from django.db.models import OuterRef, Subquery, Min lows = StockHistory.objects.filter( stock=OuterRef('stock'), trading_date__gte='2017-05-04' ).values('stock__symbol') .annotate(low=Min('close')) .filter(trading_date__gte='2018-04-30')
分解:
filter
查詢集以僅獲得具有trading_date >= '2017-05-04'
的股票。 stock__symbol
(在Djnago中分組的示例: GROUP BY ... MIN/MAX
, GROUP BY ... COUNT/SUM
)。 annotate
最低( low
)價格。 filter
查詢集以僅獲取在trading_date >= '2018-04-30'
上發生low
字段的對象。 中級結果:
雖然我們無法在此階段獲得結果,但子查詢將如下所示:
[ {'stock__symbol': 'A', 'low': Decimal('105.00000')}, {'stock__symbol': 'C', 'low': Decimal('90.00000')} ]
我們錯過了trading_date
。
利用子查詢來檢索特定的StockHistory
對象:
StockHistory.objects.filter( stock__symbol=Subquery(lows.values('stock__symbol')), close=Subquery(lows.values('low')), trading_date__gte='2018-04-30' ).values('stock__symbol', 'trading_date', 'close') .order_by('stock__symbol')
分解:
lows.values('stock__symbol')
和lows.values('low')從子查詢中檢索相應的值。 lows
子查詢值filter
查詢集。 同時filter
指定日期,以消除在該日期之前發生的低close
價。 values
。 stock__symbol
訂購結果(默認為ascending
)。 結果:
[ { 'close': Decimal('105.00000'), 'trading_date': datetime.date(2018, 5, 3), 'stock__symbol': 'A' }, { 'close': Decimal('90.00000'), 'trading_date': datetime.date(2018, 5, 4), 'stock__symbol': 'C' } ]
對於較新版本的Django(1.11,2.0):
from django.db.models import Min
low_stocks_qs = StockHistory.objects.filter(trading_date__gt='2017-05-04').annotate(low=Min('close')).filter(trading_date__gte='2018-04-30').order_by('stock__symbol')
您可以遍歷查詢集以獲取low和stock.symbol的單個值,可能是這樣的:
low_stocks_dict = {}
for inst in low_stocks_qs:
low_stocks_dict[inst.stock.Symbol] = inst.low
聲明:本站的技術帖子網頁,遵循CC BY-SA 4.0協議,如果您需要轉載,請注明本站網址或者原文地址。任何問題請咨詢:yoyou2525@163.com.