SQL中的混合日期频率
我有以下疑问:SQL中的混合日期频率,sql,sql-server,sql-server-2008,tsql,sql-server-2005,Sql,Sql Server,Sql Server 2008,Tsql,Sql Server 2005,我有以下疑问: select s1.DATADATE, s1.PRCCD, c.EBIT from sec_dprc s1 left outer join rdq_temp c on s1.GVKEY = c.GVKEY and s1.DATADATE = c.rdq where s1.GVKEY = 008068 order by s1.DATADATE 我试图在两列之间创建一个滚动计算,PRCCD列为每日价格,EBIT列为季度值。我希望能够计算两者的乘积,即PRCCD*每天的息税前利润
select s1.DATADATE, s1.PRCCD, c.EBIT
from sec_dprc s1
left outer join rdq_temp c
on s1.GVKEY = c.GVKEY
and s1.DATADATE = c.rdq
where s1.GVKEY = 008068
order by s1.DATADATE
我试图在两列之间创建一个滚动计算,PRCCD列为每日价格,EBIT列为季度值。我希望能够计算两者的乘积,即PRCCD*每天的息税前利润,但息税前利润仅在随机日期每季度变化一次。总之,我希望能够在息税前利润和PRCCD每季度随机变化时,仅使用息税前利润的新值计算未来的产品
DATADATE PRCCD EBIT
1984-02-01 00:00:00.000 28.625 NULL
1984-02-02 00:00:00.000 27.875 NULL
1984-02-03 00:00:00.000 26.75 420.155
1984-02-06 00:00:00.000 27 NULL
1984-02-07 00:00:00.000 26.875 NULL
。
.
。
.
谢谢你的帮助
我想到的解决方案之一是:
select TD.Date, TD.C CD, TQ.C CQ, TQ.C1, TQ.C/TQ.C1 EBITps,TQ.C/TQ.C1/TD.C PE
from
(select DataDate date, PRCCD C from sec_dprc where GVKEY = 008068) TD
cross apply (select top 1 rdq date, ebit C, csh12q C1 from rdq_temp where rdq<=TD.Date order by rdq desc) TQ
order by TD.Date
我还没有检查这个的性能,但我认为它给出了你想要的结果
select datadate
,prccid
,ebit
,( select top 1 ebit
from sec_dprc s2
where s2.datadate <= s1.datadate
and ebit is not null
order by datadate desc
) as latestEbit
from sec_dprc s1
您要寻找的是两个表之间的非等联接。如果在rdq_临时数据上有有效日期和结束日期,这会容易得多。为了将它们添加到SQL Server中,您可以进行自连接和聚合,其他数据库支持滞后和超前功能 以下查询在连接上的条件本质上是介于之间的情况下执行此操作:
with rdq as (
select r.datadate, r.ebit, min(rnext.datadate) as nextdatadate
from rdq_temp r left outer join
rdq_temp rnext
on r.datadate < rnext.datedate
group by r.datadate, r.ebit
)
select datadate, prccid, rdq.ebit
from sec_dprc sd left outer join
rdq
on sd.datadate >= rdq.datadate and rdq.datadate < rdq.nextdatadate
我猜测,按季度划分的数据不是很大,所以这应该很有效。如果您有更多的数据,我强烈建议在rdq记录中使用有效日期和结束日期,而不仅仅是asof日期。随着sec_dprc规模的增加,这将使性能呈指数级下降。
select datadate
,prccid
,ebit
,( select top 1 ebit
from sec_dprc s2
where s2.datadate <= s1.datadate
and ebit is not null
order by datadate desc
) as latestEbit
from sec_dprc s1
with rdq as (
select r.datadate, r.ebit, min(rnext.datadate) as nextdatadate
from rdq_temp r left outer join
rdq_temp rnext
on r.datadate < rnext.datedate
group by r.datadate, r.ebit
)
select datadate, prccid, rdq.ebit
from sec_dprc sd left outer join
rdq
on sd.datadate >= rdq.datadate and rdq.datadate < rdq.nextdatadate