[英]Recursive CTE sql query for calculating Rolling returns
我第一次用 SQL 編寫遞歸 CTE 來計算滾動回報。 公式:第一個值是 100*(1+Returns),然后是 (RollingReturns)*(1+Returns)
表格如下:
+----+--------+--------+----------------+
| ID | Date | Return | RollingReturns |
+----+--------+--------+----------------+
| 1 | 1/1/20 | 0.50% | 100.5 |
| 1 | 1/2/20 | 1.00% | 101.51 |
| 1 | 1/3/20 | -0.7% | 100.74 |
| 1 | 1/4/20 | 0.50% | 101.25 |
+----+--------+--------+----------------+
我嘗試編寫 SQL 查詢:
WITH rn_cte AS (
SELECT ROW_NUMBER() OVER (ORDER BY DATE ASC) AS RN, DATE
FROM TABLE WHERE ID = 1
ORDER BY RN
)
rr_cte
AS
(
SELECT RN,P.DATE,RETURNS,RETURNS AS ROLLINGRETURNS
FROM TABLE P
JOIN rn_cte ON rn_cte.DATE = p.DATE
WHERE P.ID = 1 AND RN = 1
UNION ALL
SELECT RN,pm.DATE,pm.RETURNS,(rr_cte.ROLLINGRETURNS)*(1+pm.RETURNS) AS ROLLINGRETURNS
FROM TABLE pm WHERE pm.ID = 1
JOIN rr_cte ON rr_cte.RN = pm.RN+1
ORDER BY pm.DATE ASC
)
SELECT *
FROM rr_cte
它給了我一個錯誤,不確定它有什么問題。
Error
^found "RR_CTE" (at char 145) expecting `SELECT' or `'(''
任何幫助表示贊賞。 提前致謝!
你想要這樣的東西:
WITH rn AS (
SELECT ROW_NUMBER() OVER (PARTITION BY id ORDER BY DATE ASC) AS RN, t.*
FROM TABLE t
WHERE ID = 1
),
cte AS (
SELECT rn.rn, rn.id, rn.date, return,
100 * (1 + rn.return) as rollingreturn
FROM rn
UNION ALL
SELECT rn.rn, rn.id, rn.date, rn.return,
cte.rollingreturn * (1 + rn.return)
FROM cte JOIN
rn
ON cte.id = rn.id AND rn.rn = cte.rn + 1
)
SELECT *
FROM cte;
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