基於自加入的更新

Question

我正在嘗試做一個簡單的計算並根據匹配的 ID 和 AsOfDates 更新一個字段。 這是我的腳本。

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

子查詢工作正常，邏輯看起來正常，但 SQL Server 拋出錯誤，說 UPDATE 和 DELETE 語句中的 FROM 子句不能包含子查詢源或連接。

Answer 1

嘗試使用子查詢。 我認為這是等效的邏輯：

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

Answer 2

嘗試使用可更新的 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;

但鑒於新數據只是來自同一個表的派生數量，您可能希望避免更新，因為只要表的數據發生變化，就可能需要重新進行更新。 相反，請考慮創建一個視圖。

Answer 3

使用中間存儲，如表變量。

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，您可以使用時態表：

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

以下是有關推薦方法的文檔：

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-聲明

• 使用 JOIN 子句的結果創建一個臨時表
• 寫入引用臨時表的 UPDATE

請注意，帶有 JOIN 的 FROM 子句（您的原始策略）目前處於私人預覽版中，很快將轉為公共預覽版。