查找sql server中截至表中每个日期的中值

我使用下面的查询查找每个部门的中位数

SELECT DISTINCT Sector,
    PERCENTILE_DISC(0.5) WITHIN
GROUP (ORDER BY Value) OVER (PARTITION BY sector) AS Median
FROM TABLE

该表的格式如下

    Sector  Date    Value
    A   2014-08-01  1
    B   2014-08-01  5
    C   2014-08-01  7
    A   2014-08-02  6
    B   2014-08-02  5
    C   2014-08-02  4
    A   2014-08-03  3
    B   2014-08-03  9
    C   2014-08-03  6
    A   2014-08-04  5
    B   2014-08-04  8
    C   2014-08-04  9
    A   2014-08-05  5
    B   2014-08-05  7
    C   2014-08-05  2   

因此，我得到如下预期结果

    Sector  Median
    A   5
    B   7
    C   6

现在，我需要更改流程，以便计算中间值，同时只考虑给定日期之前的记录。因此，新的结果将是

    Sector  Date    Value
    A   2014-08-01  1
    B   2014-08-01  5
    C   2014-08-01  7 (Only 1 record each was considered for A, B and C) 

    A   2014-08-02  3.5
    B   2014-08-02  5
    C   2014-08-02  5.5 (2 records each was considered for A, B and C)

    A   2014-08-03  3
    B   2014-08-03  5
    C   2014-08-03  6 (3 records each was considered for A, B and C)

    A   2014-08-04  4
    B   2014-08-04  6.5
    C   2014-08-04  6.5 (4 records each was considered for A, B and C)

    A   2014-08-05  5
    B   2014-08-05  7
    C   2014-08-05  6 (All 5 records each was considered for A, B and C) 

所以这将是一种累积中值。有人能告诉我如何做到这一点吗。我的表有大约230万条记录，每个记录约1100条，记录日期约1100个

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如果您需要任何信息，请告诉我。

这会让事情变得更困难，因为以下内容不起作用：

SELECT DISTINCT Sector, Date,
       PERCENTILE_DISC(0.5) WITHIN GROUP (ORDER BY Value) OVER (PARTITION BY sector ORDER BY DATE) AS Median
FROM TABLE;

唉。为此，您可以使用交叉申请：

select t.sector, t.date, t.value, m.median
from table t cross apply
     (select top 1 PERCENTILE_DISC(0.5) WITHIN GROUP (ORDER BY t2.Value) OVER (PARTITION BY sector ORDER BY t2.DATE) AS Median
      from table t2
      where t2.sector = t.sector and t2.date <= t.date
     ) m;

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另一种方法是创建一个三角形连接，以获取每天的所有过去值，并将其用作数据

;With T AS (
  SELECT t2.Sector, t2.[Date], t1.[Value]
  FROM   Table1 t1
         LEFT  JOIN Table1 t2 ON t1.Sector = t2.Sector and t1.[Date] <= t2.[Date]
)
SELECT DISTINCT Sector
     , [Date]
     , PERCENTILE_CONT(0.5) 
         WITHIN GROUP (ORDER BY [Value]) 
         OVER (PARTITION BY sector, [Date]) AS Median 
FROM   T
ORDER BY [Date], Sector;

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在查询中，我已将PERCENTILE_DISC更改为PERCENTILE_CONT，以便在数值为偶数的情况下获得正确的中位数，例如第二天。

尊敬的先生，谢谢。这在我的测试数据集中似乎运行良好。现在我正对着那张大桌子跑。希望一切顺利。非常感谢您的帮助。亲爱的先生，谢谢您的回答。我已将我的百分位光盘更改为百分位内容