每周和日内数据汇总

Question

我有这个查询将日内数据聚合成日常数据（感谢Gordon Linoff）。

我每行存储1分钟的股市数据，我每天有511分钟的行（从0900到1730）。我使用MySQL vers 5.6.11

数据如下图所示

SELECT symbol, date, MAX(high) AS high, MIN(low) as low, SUM(volume) as volume,
     (select open from a2a a2 where a1.symbol = a2.symbol and a1.date = a2.date order by time limit 1) as open,
     (select close from a2a a2 where a1.symbol = a2.symbol and a1.date = a2.date order by time desc limit 1) as close
FROM a2a a1
GROUP BY symbol, date
ORDER BY symbol, date;

我的问题：

1）如果我只需要汇总数据以获得最后100个每日柱数，如何修改此查询？

2）如何将数据汇总到每周，或汇总成5分钟数据？

编辑：此版本适用于每周聚合（以及使用月份而非每周的月度聚合）

SELECT symbol, date, week(date), MAX(high) AS high, MIN(low) as low, SUM(volume) as volume,
 (select open from a2a a2 where a1.symbol = a2.symbol and week(a1.date) = week(a2.date) order by time limit 1) as open,
 (select close from a2a a2 where a1.symbol = a2.symbol and week(a1.date) = week(a2.date) order by time desc limit 1) as close
FROM a2a a1
WHERE date >= date_sub(CURDATE(), interval 100 week)
GROUP BY symbol, week(date)
ORDER BY symbol, date;

我仍然需要解决一些问题：

1）关于每日聚合的第一个查询返回100个日历日，而不是100个每日聚合行。我需要从最近的后退开始排序100条记录。每周聚合也是如此，我需要100个每周记录。

2）聚合5分钟或n分钟怎么样？例如，聚合从0900到0904，然后从0905到0909等聚合5分钟

Answer 1

你最近100个每日酒吧是什么意思？如果你的意思是过去100天：

SELECT symbol, date, MAX(high) AS high, MIN(low) as low, SUM(volume) as volume,
     (select open from a2a a2 where a1.symbol = a2.symbol and a1.date = a2.date order by time limit 1) as open,
     (select close from a2a a2 where a1.symbol = a2.symbol and a1.date = a2.date order by time desc limit 1) as close
FROM a2a a1
WHERE date >= date_sub(CURDATE(), interval 100 day)
GROUP BY symbol, date
ORDER BY symbol, date;

如果您想要其他分组，则需要更改group by和相关子查询以使其具有相同的表达式。例如：

SELECT symbol, week(date), MAX(high) AS high, MIN(low) as low, SUM(volume) as volume,
     (select open from a2a a2 where a1.symbol = a2.symbol and a1.week(date) = a2.week(date) order by time limit 1) as open,
     (select close from a2a a2 where a1.symbol = a2.symbol and a1.week(date) = a2.week(date) order by time desc limit 1) as close
FROM a2a a1
WHERE date >= date_sub(CURDATE(), interval 100 day)
GROUP BY symbol, week(date)
ORDER BY symbol, week(date);