Question

您好，感谢您的帮助。我有下表：

create table temp_vol (symbol nchar(10), dseqkey int, volume float)

这里有一些值：

symbol     dseqkey    volume (no commas in the actual values)
C          20672      422,764,512 
F          20672       47,144,600 
F          20671       51,695,000 
C          20671      371,950,496 
F          20670       48,680,600 
C          20670      654,208,512 
C          20669      626,121,600 
F          20669       93,489,504 
C          20668      712,674,304

我正在寻找的输出是每个符号的2天简单移动平均线（（音量dseqkey +音量dseqkey-1）/ 2），每个dseqkey。我可以通过一个dseqkey获得所有符号的移动平均线。我可以通过1个符号获得所有dseqkeys的移动平均线。我似乎无法让两者一起工作。

Answer 1

您可以使用row_number()为每行添加一个数字。这允许您查找上一行。针对3值移动平均线编辑的示例：

; with numbered as 
        (
        select  ROW_NUMBER() over (partition by symbol order by dseqkey) rn
        ,       *
        from    temp_vol
        )
select  cur.symbol
,       cur.dseqkey
,       avg(window.volume) as MovingAverage
from    numbered cur
join    numbered window
on      cur.symbol = window.symbol
        and window.rn between cur.rn - 2 and cur.rn
group by
        cur.symbol
,       cur.dseqkey
order by
        cur.symbol
,       cur.dseqkey

打印：

symbol     dseqkey     MovingAverage
---------- ----------- ----------------------
C          20668       712674304
C          20669       669397952
C          20670       664334805,333333
C          20671       550760202,666667
C          20672       482974506,666667
F          20669       93489504
F          20670       71085052
F          20671       64621701,3333333
F          20672       49173400

测试数据：

if OBJECT_ID('temp_vol') is not null
    drop table temp_vol
create table temp_vol (symbol nchar(10), dseqkey int, volume float)
insert temp_vol values
('C', 20672,  422764512 ),
('F', 20672,  47144600  ),
('F', 20671,  51695000  ),
('C', 20671,  371950496 ),
('F', 20670,  48680600  ),
('C', 20670,  654208512 ),
('C', 20669,  626121600 ),
('F', 20669,  93489504  ),
('C', 20668,  712674304 )

Answer 2

我不在带有数据库引擎的计算机上，所以我无法确定这一点：
在评论后更新

SELECT A.symbol, A.dseqkey, AVG(B.volume) MovingAverage
FROM temp_vol A
LEFT JOIN temp_vol B
ON A.symbol = B.symbol AND A.dseqkey BETWEEN B.dseqkey - 30 AND B.dseqkey
GROUP BY A.symbol, A.dseqkey

TSQL Group-By Over Two Columns

2 个答案: