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MySQL对排序之后的数据根据某个列字段计算其前后两个值的变化率

MySQL对排序之后的数据根据某个列字段计算其前后两个值的变化率

作者: zorkelvll | 来源:发表于2019-03-29 14:00 被阅读0次
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    背景

      本文主要是针对在实际应用场景中出现的“排序之后的数据根据某个列字段计算其前后两个值的变化率,构造出变化率这一列”的这样一种需求,提供一种解决方案实践,并结合具体的实例给出sql代码!

    描述

      SQL对排序之后的数据根据某个字段前后两个计算变化率

      SQL对于根据某个表中的【根据字段S_INFO_WINDCODE分组,且组内根据字段TRADE_DT升序之后的各组数据,对于各个组内计算S_MARGIN_PURCHWITHBORROWMONEY的前后变化率】

      也即,对于表AShareMarginTrade(字段:TRADE_DT、S_INFO_WINDCODE、S_MARGIN_PURCHWITHBORROWMONEY)中的字段S_MARGIN_PURCHWITHBORROWMONEY数据,需要根据对于相同的S_INFO_WINDCODE下按照TRADE_DT升序排列分别计算各个S_INFO_WINDCODE的S_MARGIN_PURCHWITHBORROWMONEY前后两条之间的变化率

    场景

    • 原始表
    S_INFO_WINDCODE TRADE_DT S_MARGIN_PURCHWITHBORROWMONEY
    000001.SZ 20160815 320007905.0000
    000001.SZ 20160812 277171367.0000
    000001.SZ 20160816 209357556.0000
    000002.SZ 20160812 1003339884.0000
    000002.SZ 20160815 769999464.0000
    • 构造逻辑:

      对于S_INFO_WINDCODE分组,组内根据TRADE_DT顺序排序,组内分别计算后一个叫

    • 目标表:
    S_INFO_WINDCODE TRADE_DT S_MARGIN_PURCHWITHBORROWMONEY S_MARGIN_PURCHWITHBORROWMONEY_VAR
    000001.SZ 20160815 320007905.0000 0.15454893
    000001.SZ 20160812 277171367.0000 NULL
    000001.SZ 20160816 209357556.0000 -0.34577380
    000002.SZ 20160812 1003339884.0000 NULL
    000002.SZ 20160815 769999464.0000 -0.23256368
    • 解决思路:

    (1)通过创建两张表(也可以选择为创建TEMPORARY临时表)temp和temp2,同时在对两张表初始化数据的时候分别是设置序号rank(起始值0和1,且数据保证是按照字段S_INFO_WINDCODE值相同和字段TRADE_DT升序排列,这样的一个顺序rank顺序增加的)

    (2)将两张表temp和temp2进行join操作,且条件是rank相等(其实是原表中刚好错位了的前后两条被放在同一条记录中了)和相同的t2(也即原有的S_INFO_WINDCODE字段值),则可以计算出来某个S_INFO_WINDCODE某两条相邻的(TRADE_DT)记录间的变化率

    (3)将(2)中的计算结果以一个新的字段形式存储在原表AShareMarginTrade中

    具体实现的详细SQL语句:

    -- 如果存在则删除临时表temp 
    DROP TABLE IF EXISTS `temp`;
    -- 创建临时表temp,且对其排序之后增加序号
    SELECT @rownum := 0;
    CREATE TABLE IF NOT EXISTS
    temp(t1 VARCHAR(8),t2 VARCHAR(20),t3 DECIMAL(20,4),rank INT,INDEX(rank))
    SELECT mt.TRADE_DT t1,mt.S_INFO_WINDCODE t2,mt.S_MARGIN_PURCHWITHBORROWMONEY t3, @rownum := @rownum + 1 AS rank
    FROM AShareMarginTrade mt
    ORDER BY mt.S_INFO_WINDCODE,mt.TRADE_DT;
    
    -- 如果存在则删除临时表temp2 
    DROP TABLE IF EXISTS `temp2`;
    -- 创建临时表temp2,且对其排序之后增加序号(相比较temp中的需要,全部都加了1)
    SELECT @rownum := 1;
    CREATE TABLE IF NOT EXISTS
    temp2(t1 VARCHAR(8),t2 VARCHAR(20),t3 DECIMAL(20,4),rank INT,INDEX(rank))
    SELECT mt.TRADE_DT t1,mt.S_INFO_WINDCODE t2,mt.S_MARGIN_PURCHWITHBORROWMONEY t3, @rownum := @rownum + 1 AS rank
    FROM AShareMarginTrade mt
    ORDER BY mt.S_INFO_WINDCODE,mt.TRADE_DT;
    
    -- 计算变化率:将表temp与temp2根据rank及code相同的,联表联出来也即将原表中同一个code中date相邻的两个联成同一行记录中了,并且计算变化率
    SELECT a.rank,a.t1 next,b.t1 pre,a.t2 `code`,(a.t3 - b.t3) / b.t3 as var
    FROM temp a
    LEFT JOIN temp2 b ON b.rank=a.rank AND b.t2=a.t2 AND b.t3 != 0
    -- HAVING a.rank != 1 AND var IS NOT NULL AND a.t1 = '20161014'
    HAVING a.rank != 1 AND var IS NOT NULL
    ORDER BY var DESC ;
    
    -- 创建列名S_MARGIN_PURCHWITHBORROWMONEY_VAR  
    SET @dbname = DATABASE();  
    SET @tablename = "AShareMarginTrade";  
    SET @columnname = "S_MARGIN_PURCHWITHBORROWMONEY_VAR";  
    SET @preparedStatement = (SELECT IF(  
      (  
        SELECT COUNT(*) FROM INFORMATION_SCHEMA.COLUMNS  
        WHERE  
          (table_name = @tablename)  
          AND (table_schema = @dbname)  
          AND (column_name = @columnname)  
      ) > 0,  
      "SELECT 1",  
      CONCAT("ALTER TABLE ", @tablename, " ADD ", @columnname, " DECIMAL(20,8) DEFAULT NULL AFTER `S_MARGIN_PURCHWITHBORROWMONEY`;")  
    )); 
    -- ALTER TABLE `AShareMarginTrade` ADD `S_MARGIN_PURCHWITHBORROWMONEY_VAR` DECIMAL(20,8) DEFAULT NULL AFTER `S_MARGIN_PURCHWITHBORROWMONEY`;
    
    UPDATE AShareMarginTrade aa,
    (
    -- start 计算变化率 
    SELECT a.rank,a.t1 next,b.t1 pre,a.t2 `code`,(a.t3 - b.t3) / b.t3 as var
    FROM temp a
    LEFT JOIN temp2 b ON b.rank=a.rank AND b.t2=a.t2 AND b.t3 != 0
    HAVING a.rank != 1 AND var IS NOT NULL
    -- end 计算变化率 
    ) AS tt
    SET aa.S_MARGIN_PURCHWITHBORROWMONEY_VAR = tt.var
    WHERE tt.next = aa.TRADE_DT AND tt.`code`=aa.S_INFO_WINDCODE;
    
    -- 删除临时表 
    DROP TABLE IF EXISTS `temp`;
    DROP TABLE IF EXISTS `temp2`;

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