前行的 SQL 最大值

Question

我有输入表的 Ticker、Dt、[Open]、Volume

Dt is yyyy-mm-dd

我想返回 ticker = 'IBM' 的每一行，还返回 Ticker、Dt、[Open]、Volume 字段，然后包含一个仅表示前 x 天的 max 列。为了不发布太多数据，假设 3 天。

但我不知道如何使时间范围正确，以便最大值只包含在这么多天之前。

在表中：

Tck    Dt          [Open]      Volume   
IBM 2010-05-21  122.160000  6881000
IBM 2010-05-24  125.260000  6876000
IBM 2010-05-25  121.470000  9498800
IBM 2010-05-26  124.890000  9085900
IBM 2010-05-27  125.050000  7726500

我需要什么：

Tck    Dt          [Open]      Volume  Max
IBM 2010-05-21  122.160000  6881000 122.160000
IBM 2010-05-24  125.260000  6876000 125.260000
IBM 2010-05-25  121.470000  9498800 125.260000
IBM 2010-05-26  124.890000  9085900 125.260000
IBM 2010-05-27  125.050000  7726500 125.050000

这是我当前的 SQL，但显然没有正确分组 Max 值。

Select Ticker, 
       Dt, 
       [Open], 
       Volume,
       (Select Max([Open]) from Daily_NYSE
            where Ticker = 'IBM'
            and Dt between DateAdd(Day,-3,'2010-05-27') and '2010-05-27') as 'Max'
from Daily_NYSE
where Ticker = 'IBM'
and Dt between DateAdd(Day,-6,'2010-05-27') and '2010-05-27' 

谢谢！ 亚当

Answer 1

你的意思是这样吗？

最后 3 个交易日已修改

SELECT * INTO #stocks FROM 
(
SELECT 'IBM' AS Ticker, CAST('2010-05-21' AS DATE) AS dt, 122.160000 AS [OPEN] ,12639500 AS Volume UNION ALL
SELECT 'IBM' AS Ticker, CAST('2010-05-24' AS DATE), 125.260000 AS [OPEN] ,6876000 AS Volume UNION ALL
SELECT 'IBM' AS Ticker, CAST('2010-05-25' AS DATE), 121.470000 AS [OPEN] ,9498800 AS Volume UNION ALL
SELECT 'IBM' AS Ticker, CAST('2010-05-26' AS DATE), 124.890000 AS [OPEN] ,9085900 AS Volume UNION ALL
SELECT 'IBM' AS Ticker, CAST('2010-05-27' AS DATE), 125.050000 AS [OPEN] ,7726500 AS Volume 
) X

;WITH NumberedStocks AS
(
SELECT Ticker, dt, [Open], Volume, 
     ROW_NUMBER() OVER (PARTITION BY Ticker ORDER BY dt) AS rn
FROM #stocks
)
SELECT ns1.Ticker, ns1.dt, ns1.[Open], ns1.Volume, MAX(ns2.[Open]) AS MaxPrev3
FROM NumberedStocks ns1 LEFT JOIN NumberedStocks ns2
ON ns1.Ticker = ns2.Ticker AND ns2.rn 
   BETWEEN ns1.rn-3 AND ns1.rn-1 /*Or should this be ns1.rn-2 AND ns1.rn?*/
GROUP BY ns1.Ticker, ns1.dt, ns1.[Open], ns1.Volume

Answer 2

我想我只是回答了我自己的问题：

Select a.Ticker, 
       a.Dt, 
       a.[Open], 
       a.Volume,
       (Select Max([Open]) from Daily_NYSE b
            where Ticker = 'IBM'
            and b.Dt between DateAdd(Day,-2,a.Dt) and a.Dt) as 'Max'
from Daily_NYSE a
where Ticker = 'IBM'
and a.Dt between DateAdd(Day,-12,'2010-05-27') and '2010-05-27' 

Answer 3

您似乎希望您的 Max 与指定日期的前 3 天相关？ 如果没有，请评论。

DECLARE @SomeDate smalldatetime    
SELECT @SomeDate = '2010-05-27'

SELECT Ticker, 
       Dt, 
       [Open], 
       Volume,
       (SELECT Max([Open]) 
            FROM Daily_NYSE AS D2
            WHERE D2.Ticker  = 'IBM'
            AND D2.Dt BETWEEN DateAdd(Day,-3,D1.Dt) AND D1.Dt
        ) AS 'Max'
FROM    Daily_NYSE AS D1
WHERE   Ticker = 'IBM'
AND     Dt BETWEEN DateAdd(Day,-6,@SomeDate) AND @SomeDate