從自連接計算

Question

我有股票報價器符號的值和日期的列表，想計算SQL中的季度收益。

CREATE TABLE `symbol_details` (
  `symbol_header_id` INT(11) DEFAULT NULL,
  `DATE` DATETIME DEFAULT NULL,
  `NAV` DOUBLE DEFAULT NULL,
  `ADJ_NAV` DOUBLE DEFAULT NULL)

對於固定季度的開始和結束日期，效果很好：

set @quarterstart='2008-12-31';
set @quarterend='2009-3-31';

select sha, (100*(aend-abegin)/abegin) as q1_returns from
(select symbol_header_id as sha, ADJ_NAV as abegin from symbol_details
  where date=@quarterstart) as a,
(select  symbol_header_id as she, ADJ_NAV as aend from symbol_details
  where date=@quarterend) as b
where sha=she;

這將計算所有交易品種的所有季度收益。 有時該季度末是非交易日，或者庫存停止運營，因此我想獲取最接近該季度開始和結束日期的開始和結束日期。

解決方案是通過某種GROUP BY語句以某種方式僅獲得每個symbol_header_id的四分之一開始和結束值，例如（1）

SET @quarterstart = '2009-03-01';
SET @quarterend = '2009-4-31';
SELECT  symbol_header_id, DATE, ADJ_NAV AS aend FROM symbol_details
WHERE
 DATE BETWEEN @quarterstart AND @quarterend
 AND symbol_header_id BETWEEN 18540 AND 18550
GROUP BY symbol_header_id asc;

這為每個symbol_header_id值提供了最接近四分之一開始日期的ADJ_NAV值。

所以最后，（2）

SET @quarterstart = '2008-12-31';
SET @quarterend = '2009-3-31';

SELECT sh1, a.date, b.date, aend, abegin, 
       (100*(aend-abegin)/abegin) AS quarter_returns FROM
(SELECT  symbol_header_id sh1, DATE, ADJ_NAV AS abegin FROM symbol_details
WHERE
 DATE BETWEEN @quarterstart AND @quarterend
 GROUP BY symbol_header_id DESC) a,

(SELECT  symbol_header_id sh2, DATE, ADJ_NAV AS aend FROM symbol_details
WHERE
 DATE BETWEEN @quarterstart AND @quarterend
 GROUP BY symbol_header_id ASC) b
WHERE sh1 = sh2;

應該計算每個交易品種的季度收益。

不幸的是，這不起作用。 由於某種原因，當我像（1）中那樣限制ID時，使用了正確的開始和結束日期，但是當刪除“ AND symbol_header_id BETWEEN 18540 AND 18550”語句時，出現了相同的開始和結束日期。 為什么？？？？

展開的JOIN的答案是：

SET @quarterstart = '2008-12-31';
SET @quarterend = '2009-3-31';


SELECT tq.sym                                AS sym,
       (100*(alast.adj_nav - afirst.adj_nav)/afirst.adj_nav) AS quarterly_returns
FROM

  -- First, determine first traded days ("ftd") and last traded days
  -- ("ltd") in this quarter per symbol
  (SELECT symbol_header_id AS sym,
          MIN(DATE)      AS ftd,
          MAX(DATE)      AS ltd
   FROM symbol_details
   WHERE DATE BETWEEN @quarterstart AND @quarterend
   GROUP BY 1) tq

  JOIN symbol_details afirst
  -- Second, determine adjusted NAV for "ftd" per symbol (see WHERE)
   ON afirst.DATE BETWEEN @quarterstart AND @quarterend
   AND afirst.symbol_header_id = tq.sym

  JOIN
  -- Finally, determine adjusted NAV for "ltd" per symbol (see WHERE)
    symbol_details alast
    ON alast.DATE BETWEEN @quarterstart AND @quarterend
    AND alast.symbol_header_id = tq.sym

WHERE
  afirst.date = tq.ftd
  AND
  alast.date  = tq.ltd;

Answer 1

更新：

完全結合@ Hogan的建議...並對其進行測試。 :)這EXPLAIN要簡單許多了，而應該是一個更好的表演。

同樣，假定ANSI_QUOTES行為：

SELECT tq.sym AS sym,
       (100*(alast.adj_nav - afirst.adj_nav)/afirst.adj_nav) AS quarterly_returns
FROM
  (SELECT symbol_header_id AS sym, -- find first/last traded day ("ftd", "ltd")
          MIN("date") AS ftd,
          MAX("date") AS ltd
   FROM symbol_details
   WHERE "date" BETWEEN @quarterstart AND @quarterend
   GROUP BY 1) tq
JOIN symbol_details afirst         -- JOIN for ADJ_NAV on first traded day
  ON tq.sym = afirst.symbol_header_id
     AND
     tq.ftd = afirst."date"
JOIN symbol_details alast          -- JOIN for ADJ_NAV on last traded day
  ON tq.sym = alast.symbol_header_id
     AND
     tq.ltd = alast."date"

原版的：

假設SET SESSION sql_mode = 'ANSI_QUOTES' ，請嘗試以下操作：

SELECT tq.sym                                AS sym,
       (100*(adj_end - adj_begin)/adj_begin) AS quarterly_returns
FROM
  -- First, determine first traded days ("ftd") and last traded days
  -- ("ltd") in this quarter per symbol
  (SELECT symbol_header_id AS sym,
          MIN("date")      AS ftd,
          MAX("date")      AS ltd
   FROM symbol_details
   WHERE "date" BETWEEN @quarterstart AND @quarterend
   GROUP BY 1) tq
  JOIN
  -- Second, determine adjusted NAV for "ftd" per symbol (see WHERE)
  (SELECT symbol_header_id AS sym,
          "date"           AS adate,
          adj_nav          AS adj_begin
   FROM symbol_details) afirst
  ON afirst.sym = tq.sym
  JOIN
  -- Finally, determine adjusted NAV for "ltd" per symbol (see WHERE)
  (SELECT symbol_header_id AS sym,
          "date"           AS adate,
          adj_nav          AS adj_end
   FROM symbol_details) alast
  ON alast.sym = tq.sym
WHERE
  afirst.adate = tq.ftd
  AND
  alast.adate  = tq.ltd;

Answer 2

從以下查詢中展開最后一個子查詢的示例：

（注意-我沒有測試）

SELECT tq.sym                                AS sym,
       (100*(alast.adj_nav - adj_begin)/adj_begin) AS quarterly_returns
FROM
  -- First, determine first traded days ("ftd") and last traded days
  -- ("ltd") in this quarter per symbol
  (SELECT symbol_header_id AS sym,
          MIN("date")      AS ftd,
          MAX("date")      AS ltd
   FROM symbol_details
   WHERE "date" BETWEEN @quarterstart AND @quarterend
   GROUP BY 1) tq
  JOIN
  -- Second, determine adjusted NAV for "ftd" per symbol (see WHERE)
  (SELECT symbol_header_id AS sym,
          "date"           AS adate,
          adj_nav          AS adj_begin
   FROM symbol_details) afirst
  ON afirst.sym = tq.sym
  -- Finally, determine adjusted NAV for "ltd" per symbol (see WHERE)
  LEFT JOIN symbol_details alast ON tq.sym = alast.symbol_header_id AND tg.ltd = alast."date"

WHERE
  afirst.adate = tq.ftd

Answer 3

您確定在查詢中使用的是GROUP BY ... ASC嗎？ GROUP BY將那些滿足某些條件的行分組，並且使用ASC / DESC沒有意義。 順便說一句，在您的情況下，您的標准是symbol_header_id列的相等性，假設“ id”表示它是鍵，則有效地使組由單個行組成。

無論如何，如果您的組是真正的組，則可能會遇到問題，因為您不僅要選擇分組屬性和聚合函數，還要選擇其他一些屬性。 在這種情況下，它們的價值不可預測。