【问题标题】:calculate weighted average for each day and id based on time intervals in PostgreSQL根据 PostgreSQL 中的时间间隔计算每天和 id 的加权平均值
【发布时间】:2017-09-10 09:54:30
【问题描述】:

我在 PostgreSQL 数据库中有一个如下所示的表:

stid | e5   | e10  | diesel | date
-----+------+------+--------+------------------------
e850 | 1300 | 1400 | 1500   | 2016-05-02 05:30:01+02
e850 | 1400 | 1500 | 1700   | 2016-05-02 08:30:01+02
e850 | 1300 | 1400 | 1500   | 2016-05-02 21:00:01+02
e850 | 1200 | 1300 | 1350   | 2016-05-03 10:30:01+02
e850 | 1300 | 1400 | 1500   | 2016-05-03 21:00:01+02
954d | 1200 | 1100 | 1300   | 2016-05-02 03:30:01+02
954d | 1300 | 1100 | 1300   | 2016-05-02 15:00:01+02
954d | 1400 | 1800 | 1400   | 2016-05-02 22:30:01+02
954d | 1700 | 1900 | 1400   | 2016-05-03 09:30:01+02
954d | 1500 | 1900 | 1200   | 2016-05-03 23:30:01+02

所以我有唯一的 id (stid)、价格 (e5,e10,diesel) 和一个时间戳(日期),它指示何时引入价格。现在我想计算每天的平均价格和 stid,由收取价格的持续时间加权。而且我只想考虑上午 8 点到晚上 8 点之间的时间段。

要计算 stid e850 和日期 2016-05-02 上午 8 点到晚上 8 点之间的 e5 加权平均价格,我将执行以下操作:

(1300 * 1801 + 1400 * 41399) / 43200 = 1395.83102

1300 is the price that was set at 5:30:01 am and 1801 is the duration in 
seconds between 8 am and 8:30:01 am.
1400 is the price that was set at 8:30:01 am and 41399 is the duration in 
seconds between 8:30:01 am and 8 pm.

最后我想要一个如下所示的表格:

stid | date       | average_e5 | average_e10 | average_diesel
-----+------------+------------+-------------+---------------
e850 | 2016-05-02 | 1395.83102 | 1495.83102  | 1691.66204
e850 | 2016-05-03 | 1220.83565 | 1320.83565  | 1381.25347
954d | 2016-05-02 | 1241.66435 | 1100        | 1300
954d | 2016-05-03 | 1662.49306 | 1887.49769  | 1400

编辑:解决方案

以下来自 Vao Tsun 答案的代码几乎可以满足我的所有需求。但是,当一天和 id 的上午 8 点之前或晚上 8 点之后没有价格时,我没有得到我正在寻找的加权平均值。但是通过为早上 8 点之前或晚上 8 点之后没有价格的情况创建虚拟条目,我能够解决这个问题。

我使用以下代码创建了一个名为 mytable2 的新表,其中包含虚拟条目。

DROP TABLE IF EXISTS mytable2;

CREATE TABLE mytable2 AS SELECT * FROM mytable;

WITH c AS (
SELECT
    *,
    LAG(date) OVER(PARTITION BY stid ORDER BY date) AS lag_date,
    LAG(e5) OVER(PARTITION BY stid ORDER BY date) AS lag_e5,
    LAG(e10) OVER(PARTITION BY stid ORDER BY date) AS lag_e10,
    LAG(diesel) OVER(PARTITION BY stid ORDER BY date) AS lag_diesel
FROM mytable
)

INSERT INTO mytable2
SELECT
    stid,
    lag_e5 AS e5,
    lag_e10 AS e10,
    lag_diesel AS diesel,
    date_trunc('day', date) + '0 hours'::interval AS date
FROM c WHERE lag_date < date_trunc('day', date) + '0 hours'::interval
AND date > date_trunc('day', date) + '8 hours'::interval;

WITH d AS (
SELECT
    *,
    LEAD(date) OVER(PARTITION BY stid ORDER BY date) AS lead_date
FROM mytable
)

INSERT INTO mytable2
SELECT
    stid,
    e5,
    e10,
    diesel,
    date_trunc('day', date) + '23 hours'::interval AS date
FROM d WHERE lead_date >= date_trunc('day', date) + '24 hours'::interval
AND date < date_trunc('day', date) + '20 hours'::interval;

然后我可以从 Vao Tsun 的答案中运行代码以获得所需的加权平均值。我只将mytable 更改为mytable2,以使用添加了虚拟条目的表。

with a as (
select *
, case
  when date < date_trunc('day', date) + '8 hours'::interval then date_trunc('day', date) + '8 hours'::interval
  when date > date_trunc('day', date) + '20 hours'::interval then date_trunc('day', date) + '20 hours'::interval
  else date
end d
, date_trunc('day', date) dt
from mytable2
)
, b as (
select stid, e5, e10, diesel,date,d, dt
, extract(epoch from lead(d) over (partition by stid,dt order by stid,d) - d) diff
from a
)
select DISTINCT
 stid, dt,sum(e5*diff*1.0) over (partition by stid,dt)/sum(diff) over (partition by stid,dt) e5_weight_avg
from b
order by stid desc, dt;
stid |         dt          |  e5_weight_avg
-----+---------------------+-----------------
e850 | 2016-05-02 00:00:00 | 1395.83101851852
e850 | 2016-05-03 00:00:00 | 1220.83564814815
954d | 2016-05-02 00:00:00 | 1241.66435185185
954d | 2016-05-03 00:00:00 | 1662.49305555556

代码也可以在这里找到rextester

【问题讨论】:

  • 使用LEAD() 将每一行附加到其下一个日期,然后对其应用您的计算。

标签: sql postgresql weighted-average


【解决方案1】:

我做了一些不需要的 CTE,使其更具可读性:

t=# with a as (
select *
, case
  when date < date_trunc('day', date) + '8 hours'::interval then date_trunc('day', date) + '8 hours'::interval
  when date > date_trunc('day', date) + '20 hours'::interval then date_trunc('day', date) + '20 hours'::interval
  else date
end d
, date_trunc('day', date) dt
from mytable
)
, b as (
select stid, e5, e10, diesel,date,d, dt
, extract(epoch from lead(d) over (partition by stid,dt order by stid,d) - d) diff
from a
)
select
 stid, e5,date,d, diff,sum(e5*diff*1.0) over (partition by stid,dt)/sum(diff) over (partition by stid,dt) e5_weight_avg
from b
order by stid desc, date;
 stid |   e5    |        date         |          d          | diff  |  e5_weight_avg
------+---------+---------------------+---------------------+-------+------------------
 e850 | 1300.00 | 2016-05-02 05:30:01 | 2016-05-02 08:00:00 |  1801 | 1395.83101851852
 e850 | 1400.00 | 2016-05-02 08:30:01 | 2016-05-02 08:30:01 | 41399 | 1395.83101851852
 e850 | 1300.00 | 2016-05-02 21:00:01 | 2016-05-02 20:00:00 |       | 1395.83101851852
 e850 | 1200.00 | 2016-05-03 10:30:01 | 2016-05-03 10:30:01 | 34199 |             1200
 e850 | 1300.00 | 2016-05-03 21:00:01 | 2016-05-03 20:00:00 |       |             1200
 954d | 1200.00 | 2016-05-02 03:30:01 | 2016-05-02 08:00:00 | 25201 | 1241.66435185185
 954d | 1300.00 | 2016-05-02 15:00:01 | 2016-05-02 15:00:01 | 17999 | 1241.66435185185
 954d | 1400.00 | 2016-05-02 22:30:01 | 2016-05-02 20:00:00 |       | 1241.66435185185
 954d | 1700.00 | 2016-05-03 09:30:01 | 2016-05-03 09:30:01 | 37799 |             1700
 954d | 1500.00 | 2016-05-03 23:30:01 | 2016-05-03 20:00:00 |       |             1700
(10 rows)

因此,跳过中间步骤:

t=# with a as (
select *
, case
  when date < date_trunc('day', date) + '8 hours'::interval then date_trunc('day', date) + '8 hours'::interval
  when date > date_trunc('day', date) + '20 hours'::interval then date_trunc('day', date) + '20 hours'::interval
  else date
end d
, date_trunc('day', date) dt
from mytable
)
, b as (
select stid, e5, e10, diesel,date,d, dt
, extract(epoch from lead(d) over (partition by stid,dt order by stid,d) - d) diff
from a
)
select DISTINCT
 stid, dt,sum(e5*diff*1.0) over (partition by stid,dt)/sum(diff) over (partition by stid,dt) e5_weight_avg
from b
order by stid desc, dt;
 stid |         dt          |  e5_weight_avg
------+---------------------+------------------
 e850 | 2016-05-02 00:00:00 | 1395.83101851852
 e850 | 2016-05-03 00:00:00 |             1200
 954d | 2016-05-02 00:00:00 | 1241.66435185185
 954d | 2016-05-03 00:00:00 |             1700
(4 rows)

【讨论】:

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