mysql - 规范化 MySQL 数据的 DateTime

Question

我正在研究一个汇总财务数据观察的数据库（以货币对 USDCAD 为例）。

财务数据作为观察数据出现。我没有设置观察的日期和时间，因为它是由数据提供者确定的。

我的表如下所示： CREATE TABLE observations (symbol varchar(32) not null, datetime datetime not null, value decimal(20, 10) not null);

当我需要在没有特定观察的情况下获取系列的值时，就会出现问题。例如，我可能想在上午 10:30:15 对我们以加元销售的某种产品重新定价。

但是，我可能不会在上午 10:30:15 准确地观察到 USDCAD。这将需要我做一个加权平均来得到那个确切时间的观察结果。

这有点麻烦，但可能。更大的问题是 - 如果我有一张包含我们产品每秒的美元价格的表格，并且我想以 USDCAD 重新定价每个产品价格观察（每秒）（其中有随机定时的观察），我不能想办法在没有疯狂子查询的情况下做到这一点。

我在这里最好的选择是什么？插入值时，是否也可以更好地计算 USDCAD 系列的每秒观测值？

score 3 · Accepted Answer

@time通过应用线性插值获得加权平均观测值：

SELECT p0.y + (UNIX_TIMESTAMP(@time)-p0.x) * (p1.y-p0.y) / (p1.x-p0.x)
FROM
  (
    SELECT   `value`                     AS y
      ,       UNIX_TIMESTAMP(`datetime`) AS x
    FROM     `observations`
    WHERE    `datetime` <= @time
    ORDER BY `datetime` DESC
    LIMIT    1
  ) p0,
  (
    SELECT   `value`                     AS y
      ,       UNIX_TIMESTAMP(`datetime`) AS x
    FROM     `observations`
    WHERE    `datetime` >= @time
    ORDER BY `datetime` ASC
    LIMIT    1
  ) p1;

VIEW使用最新汇率以 CAD 价格创建您的产品：

CREATE VIEW `productsCAD` AS
  SELECT `products`.*
    ,    `products`.`price` * `exchange`.`value` AS `priceCAD`
  FROM   `products`
    , (
      SELECT   `value`
      FROM     `observations`
      ORDER BY `datetime` DESC
      LIMIT    1
    ) AS `exchange`;

更新

要获得多个预定义时间的插值价格（假设存储为名为的表DATETIME中的列中的值），您需要使用子查询首先获取前一个和紧随其后的观察时间，然后将这些时间与观察结果连接起来再次表以获取相应的值：timetimes

SELECT time, p0.y + IFNULL((unixtime-p0.x) * (p1.y-p0.y) / (p1.x-p0.x), 0) AS value
FROM
  (
    SELECT
          time,
          UNIX_TIMESTAMP(`time`)               AS `unixtime`,
      MAX(UNIX_TIMESTAMP(`before`.`datetime`)) AS `prevTime`,
      MIN(UNIX_TIMESTAMP( `after`.`datetime`)) AS `nextTime`
    FROM
      `times`
      JOIN (SELECT `datetime` FROM `observations`)
        AS `before` ON (`before`.`datetime` <= `time`)
      JOIN (SELECT `datetime` FROM `observations`)
        AS `after`  ON ( `after`.`datetime` >= `time`)
    GROUP BY `time`
  ) AS `matches`
  JOIN (
    SELECT
      UNIX_TIMESTAMP(`datetime`) AS x,
      `value`                    AS y
    FROM `observations`
  ) AS p0 ON (p0.x = `matches`.`prevTime`)
  JOIN (
    SELECT
      UNIX_TIMESTAMP(`datetime`) AS x,
      `value`                    AS y
    FROM `observations`
  ) AS p1 ON (p1.x = `matches`.`nextTime`);

如果要在查询中指定所需的时间（而不是使用预定义的表times），请将对的引用替换为times使用动态构建此类表的子查询UNION：

SELECT time, p0.y + IFNULL((unixtime-p0.x) * (p1.y-p0.y) / (p1.x-p0.x), 0) AS value
FROM
  (
    SELECT
          time,
          UNIX_TIMESTAMP(`time`)               AS `unixtime`,
      MAX(UNIX_TIMESTAMP(`before`.`datetime`)) AS `prevTime`,
      MIN(UNIX_TIMESTAMP( `after`.`datetime`)) AS `nextTime`
    FROM
      (
                  SELECT '2012-05-02 19:20:00' AS `time`
        UNION ALL SELECT '2012-05-02 19:20:05'
        UNION ALL SELECT '2012-05-02 19:20:10'
        UNION ALL SELECT '2012-05-02 19:20:15'
        -- etc.
      ) AS `times`
      JOIN (SELECT `datetime` FROM `observations`)
        AS `before` ON (`before`.`datetime` <= `time`)
      JOIN (SELECT `datetime` FROM `observations`)
        AS `after`  ON ( `after`.`datetime` >= `time`)
    GROUP BY `time`
  ) AS `matches`
  JOIN (
    SELECT
      UNIX_TIMESTAMP(`datetime`) AS x,
      `value`                    AS y
    FROM `observations`
  ) AS p0 ON (p0.x = `matches`.`prevTime`)
  JOIN (
    SELECT
      UNIX_TIMESTAMP(`datetime`) AS x,
      `value`                    AS y
    FROM `observations`
  ) AS p1 ON (p1.x = `matches`.`nextTime`);

mysql - 规范化 MySQL 数据的 DateTime

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