[英]T-SQL get price between two dates
我正在制作一個小型數據庫交易系統,但我有一個重復問題,我不確定該如何解決。 基本上,我有一個帶有價格的表,其中包含設置該價格的日期時間,也有一個帶有交易時間的表。 我想根據交易日期時間獲得正確的價格。
USE [a_trading_system]
GO
/****** Object: Table [dbo].[Trade] Script Date: 06/30/2012 14:49:44 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[Trade](
[trade_id] [uniqueidentifier] ROWGUIDCOL NOT NULL,
[trade_volume] [int] NOT NULL,
[trade_action] [varchar](5) NOT NULL,
[trade_date] [datetime] NOT NULL,
[timestap] [timestamp] NOT NULL,
[trader_id] [int] NOT NULL,
[exch_ticker] [varchar](8) NOT NULL,
CONSTRAINT [PK_Trades] PRIMARY KEY CLUSTERED
(
[trade_id] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
ALTER TABLE [dbo].[Trade] WITH CHECK ADD CONSTRAINT [FK_Trade_Contract] FOREIGN KEY([exch_ticker])
REFERENCES [dbo].[Contract] ([exch_ticker])
GO
ALTER TABLE [dbo].[Trade] CHECK CONSTRAINT [FK_Trade_Contract]
GO
ALTER TABLE [dbo].[Trade] WITH CHECK ADD CONSTRAINT [FK_Trade_Trader] FOREIGN KEY([trader_id])
REFERENCES [dbo].[Trader] ([trader_id])
GO
ALTER TABLE [dbo].[Trade] CHECK CONSTRAINT [FK_Trade_Trader]
GO
ALTER TABLE [dbo].[Trade] ADD CONSTRAINT [DF_Trades_trade_id] DEFAULT (newid()) FOR [trade_id]
GO
USE [a_trading_system]
GO
/****** Object: Table [dbo].[Contract] Script Date: 06/30/2012 14:56:19 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[Contract](
[exch_ticker] [varchar](8) NOT NULL,
[exch_name] [varchar](50) NULL,
[portfolio_id] [varchar](8) NOT NULL,
[region_cd] [varchar](5) NULL,
CONSTRAINT [PK_Contract] PRIMARY KEY CLUSTERED
(
[exch_ticker] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
ALTER TABLE [dbo].[Contract] WITH CHECK ADD CONSTRAINT [FK_Contract_portfolio] FOREIGN KEY([portfolio_id])
REFERENCES [dbo].[portfolio] ([portfolio_id])
GO
ALTER TABLE [dbo].[Contract] CHECK CONSTRAINT [FK_Contract_portfolio]
GO
ALTER TABLE [dbo].[Contract] WITH CHECK ADD CONSTRAINT [FK_Contract_region] FOREIGN KEY([region_cd])
REFERENCES [dbo].[Region] ([region_cd])
GO
ALTER TABLE [dbo].[Contract] CHECK CONSTRAINT [FK_Contract_region]
GO
USE [a_trading_system]
GO
/****** Object: Table [dbo].[price_details] Script Date: 06/30/2012 14:58:37 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
SET ANSI_PADDING ON
GO
CREATE TABLE [dbo].[price_details](
[price_id] [int] IDENTITY(1,1) NOT NULL,
[exch_ticker] [varchar](8) NOT NULL,
[price_set_date] [datetime] NOT NULL,
[buy_price] [decimal](7, 2) NOT NULL,
[sell_price] [decimal](7, 2) NOT NULL,
CONSTRAINT [PK_price_detail] PRIMARY KEY CLUSTERED
(
[price_id] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
ALTER TABLE [dbo].[price_details] WITH CHECK ADD CONSTRAINT [FK_price_details_Contract] FOREIGN KEY([exch_ticker])
REFERENCES [dbo].[Contract] ([exch_ticker])
GO
ALTER TABLE [dbo].[price_details] CHECK CONSTRAINT [FK_price_details_Contract]
GO
視圖
USE [a_trading_system]
GO
/****** Object: View [dbo].[V_all_uk] Script Date: 06/30/2012 14:39:18 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
ALTER VIEW [dbo].[V_all_uk]
AS
SELECT distinct
co.exch_ticker,
--co.region_cd,
po.portfolio_type,
r.region_name,
r.currency,
t.trade_id,
t.trade_volume,
t.trade_action,
t.trade_date,
pr.buy_price,
--(select distinct pr.buy_price from price_details pr
--where pr.price_set_date <= t.trade_date or pr.price_set_date >= t.trade_date) as price_details,
--MIN(t.trade_date) as trade_date,
--pr.buy_price,
--pr.sell_price,
--pr.price_set_date, --This is the cause of duplication
--pr.price_set_time,case when t.trade_date IS NOT NULL then
--case
--when t.trade_action = 'Buy' then
--t.trade_volume * max(pr.buy_price)
--else
--case when trade_action = 'Sell' then
--t.trade_volume * max(pr.sell_price)
--end
--end as 'trade_value' ,
tr.trader_name,
tr.trader_address,
tr.phone
FROM dbo.Contract as co
INNER JOIN dbo.Portfolio as po ON co.portfolio_id = po.portfolio_id
INNER JOIN dbo.region as r ON co.region_cd = r.region_cd
INNER JOIN dbo.Trade as t ON co.exch_ticker = t.exch_ticker
INNER JOIN dbo.trader as tr ON t.trader_id = tr.trader_id
inner join dbo.price_details as pr on pr.exch_ticker = t.exch_ticker
where r.region_cd = 'UK'
--group by
--co.exch_ticker,
--co.region_cd,
--po.portfolio_type,
--r.region_name,
--r.currency,
--t.trade_id,
--t.trade_volume,
--t.trade_action,
--pr.buy_price,
--pr.sell_price,
--tr.trader_name,
--tr.trader_address,
--tr.phone
GO
如果您還需要查看數據,請使用以下三個主要表格,因為我通常不會在此網站上發布SQL問題,所以請說一下。
說明
如果價格設置為12:20,價格為100,那么在12:40,價格為80。這是兩個日期范圍。 因此,如果我在12:30買入,那么我將以100的價格購買,因為那是最后的價格。 我也在視圖中進行聯接,以便可以查看所有數據。 我現在將其發布。
謝謝
要獲取特定交易日期之前的最新價格:
select buy_price, sell_price
from price_details
where exch_ticker = @exch_ticker and price_set_date =
( select max( price_set_date )
from price_details
where exch_ticker = @exch_ticker and price_set_date <= @trade_date )
您可能希望將exch_ticker
/ trade_date
(desc)上的索引添加到price_details
。
以下假定使用SQL Server 2005或更高版本。
這個想法首先是加入Trade
和price_details
過濾掉時間大於相應交易時間的價格:
SELECT ...
FROM dbo.Trade t
INNER JOIN dbo.price_details pr ON pr.exch_ticker = t.exch_ticker
上面的內容將為您設置行設置,其中每筆交易的價格都已達到交易時間。 現在只需對價格進行排名並獲取最新的價格:
WITH trade_prices AS (
SELECT
t.*, -- actually you might want to review the list
pr.price_set_date, -- of columns being pulled from the two tables
pr.buy_price,
pr.sell_price,
rnk = ROW_NUMBER() OVER (PARTITION BY t.trade_id ORDER BY pr.price_set_date DESC)
FROM dbo.Trade t
INNER JOIN dbo.price_details pr ON pr.exch_ticker = t.exch_ticker
)
SELECT *
FROM trade_prices
WHERE rnk = 1
要將其合並到您的視圖中,您只需要:
1)添加trade_prices
CTE,
2)替代兩個連接,以Trade
和price_details
,與加盟trade_prices
,
3)在WHERE
子句中添加trade_prices.rnk = 1
條件。
當然,現在trader
表將被連接到trade_prices
而不是Trade
。 您還需要將視圖選擇列表中的表別名pr
和t
更改為您選擇分配給trade_prices
。
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.