来自Tic查询的MySQL-OHLC
我有一张表格,里面有各种公司的个别价格清单,例如 +-------+---------+---------+------+ |符号|时间|价格|体积| +-------+---------+---------+------+ |AAM | 101549 | 1303.15 | 100| |AAM | 120405 | 1308.23 | 2| |AAM | 132142 | 1302.16 | 11| |AAM | 145120 | 1307.75 | 1| +-------+---------+---------+------+ (有多个符号,但我可以得到这些符号,没有问题) 我正在使用下面的来自Tic查询的MySQL-OHLC,mysql,Mysql,我有一张表格,里面有各种公司的个别价格清单,例如 +-------+---------+---------+------+ |符号|时间|价格|体积| +-------+---------+---------+------+ |AAM | 101549 | 1303.15 | 100| |AAM | 120405 | 1308.23 | 2| |AAM | 132142 | 1302.16 | 11| |AAM | 145120 | 1307.75 | 1| +-------+---------
SELECT tic.Symbol,
tic.TDate,
(Case when
tic.TTime = Min(tic.TTime)
then tic.TPrice end) as `Open`,
Max(tic.TPrice) AS High,
Min(tic.TPrice) AS Low,
(Case when
tic.TTime = Max(tic.TTime)
then tic.TPrice end ) as `Close`,
Sum(Volume) AS Volume,
Max(tic.TTime)
FROM tblfinalasxtic AS tic GROUP BY Symbol LIMIT 10;
我有一个主要问题
只有当全天只有一个时间,或者如果同一时间只有多个分录,才会生成收盘价。如果时间范围如示例所示,则无成交价格
“开放式”很好,我的假设是“最大值”可以工作,但不起作用。基本上,我得出了这样一个解决方案 1:/创建tic值表**确保创建ID列**
CREATE TABLE price_tic (
`id` INT(10) NULL AUTO_INCREMENT,
`T` VARCHAR(3) NULL,
`SysDateTime` DATETIME NULL,
`TIC` FLOAT NULL,
`Volume` FLOAT NULL,
PRIMARY KEY (`id`)
)
COLLATE='latin1_bin'
ENGINE=MEMORY
ROW_FORMAT=DEFAULT
2:/Next为打开的高、低、音量、OI等创建一个临时表
CREATE TEMPORARY TABLE symbol_ohl
(ExchDate DATE,
ExchTime TIME )
ENGINE = MEMORY
AS(SELECT
DATE_FORMAT(`SysDateTime`,'%Y-%m-%d') AS ExchDate,
DATE_FORMAT(`SysDateTime`,'%H:%i:00') AS ExchTime,
DATE_FORMAT(`SysDateTime`,'%Y-%m-%d %H:%i:00') AS ExchDateTime,
`TIC` AS `OPEN`,
MAX(`TIC`) AS `HIGH`,
MIN(`TIC`) AS `LOW`,
SUM(Volume) AS `Volume`,
COUNT(`TIC`) AS `OpnInt`
FROM symbol_tic
GROUP BY ExchDateTime
ORDER BY ExchDateTime)
3:/Next为收盘价创建一个临时表,该表使用id号连接到自身,以便您可以正确订购
CREATE TEMPORARY TABLE symbol_cls
(SysDate DATE,
SysTime TIME,
ExchTime TIME )
ENGINE = MEMORY
AS(SELECT
`TIC` AS `CLOSE`,
DATE_FORMAT(`SysDateTime`,'%Y-%m-%d') AS `SysDate`,
DATE_FORMAT(`SysDateTime`,'%H:%i:00') AS SysTime,
DATE_FORMAT(`SysDateTime`,'%H:%i:00') AS ExchTime,
DATE_FORMAT(`SysDateTime`,'%Y-%m-%d %H:%i:00') AS ExchDateTime
FROM symbol_tic
INNER JOIN
(SELECT MAX(id) AS id
FROM symbol_tic
GROUP BY DATE_FORMAT(`SysDateTime`,'%Y-%m-%d %H:%i:00'))
ids ON symbol_tic.id = ids.id)
4:/最后合并生成的临时表,出于各种原因,我使用Replace-INTO,但您明白了
REPLACE INTO symbol_working
(`ExchDate`, `ExchTime`, `SysDate`, `SysTime`, `ExchDateTime`,
`SysDateTime`, `OPEN`, `HIGH`, `LOW`, `CLOSE`, `Volume`, `OpnInt`)
SELECT
symbol_ohl.`ExchDate` AS ExchDate,
symbol_ohl.`ExchTime` AS ExchTime,
symbol_cls.`SysDate` AS 'SysDate',
symbol_cls.`SysTime` AS 'SysTime',
symbol_ohl.`ExchDateTime` As ExchDateTime,
CONCAT(symbol_cls.`SysDate`, ' ',symbol_cls.`SysTime`) As SysDateTime,
symbol_ohl.`OPEN`,
symbol_ohl.`HIGH`,
symbol_ohl.`LOW`,
symbol_cls.`CLOSE`,
symbol_ohl.Volume AS `Volume`,
symbol_ohl.OpnInt AS `OpnInt`
FROM
(symbol_ohl JOIN symbol_cls
ON (symbol_ohl.ExchDateTime = symbol_cls.ExchDateTime))
希望这对别人有帮助
这运行得相当快,我用标准普尔埃米尼的每日输出运行它,运行需要几秒钟