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我正在处理一个我认为需要递归的查询。在这种情况下，我不太清楚基本情况以及如何构建它。我有股票市场数据，我想比较按日期降序排列的移动平均线，并按两个移动平均线之间差异的符号比较行号/分区（以及根据 cte 的符号和周期值）。我使用一列 0 和 1 来帮助确定分区。对于标准分区，如果一组行的值为 0，则结​​果切换为 1，然后返回 0，所有 0 都被分区在一起。我在结果集中需要的是一个新的分区，用于从 0 到 1 的每个更改，反之亦然。我添加了我现在拥有的代码（不返回第二列，添加它是为了显示我想要的输出）和一些示例数据，我到目前为止在下面，

WITH allData AS
(
    SELECT t1.Symbol, t.TradingDate AS TradeDate, t1.Period AS FastPeriod, t2.Period AS SlowPeriod, 
    t1.Value AS FastValue, t2.Value AS SlowValue, (t1.Value - t2.Value) AS SlowFastDiff,
    CASE 
        WHEN (t1.Value - t2.Value) < 0 THEN 0
        ELSE 1
    END AS ChgSign
    FROM tblTradingDays t RIGHT JOIN tblDailySMA t1 ON t.TradingDate = t1.TradeDate JOIN tblDailySMA t2 ON 
        t1.Symbol = t2.Symbol AND t1.TradeDate = t2.TradeDate
    WHERE t1.Period < t2.Period AND t1.Symbol < 'AC'
)

SELECT DENSE_RANK() OVER (ORDER BY Symbol, FastPeriod, 
    SlowPeriod) AS RowNOuter, Symbol, TradeDate, FastPeriod, SlowPeriod, FastValue, SlowValue, 
    SlowFastDiff, ChgSign
FROM allData
ORDER BY Symbol, FastPeriod, SlowPeriod, TradeDate DESC, RowNInner

示例结果集（第二列是我所寻求的）：

RowNOuter   RowNInner     Symbol    TradeDate   FastPeriod  SlowPeriod  FastValue   SlowValue   SlowFastDiff    ChgSign
1           1             A         5/11/2012   5           10          40.05       41.166      -1.116           0
1           2             A         5/10/2012   5           10          40.362      41.477      -1.115           0
1           3             A         5/9/2012    5           10          40.856      41.702      -0.846           0
1           1             A         5/8/2012    5           10          42.018      41.78       0.238            1
1           2             A         5/7/2012    5           10          42.282      41.821      0.461            1
1           1             A         5/6/2012    5           10          41.542      41.797      -0.255           0
1           2             A         5/5/2012    5           10          41.36       41.778      -0.418           0
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1 回答 1

3

如果我没有遗漏任何东西，这可以在没有递归 CTE 的情况下解决。

思路如下：

  1. 按（我猜）(Symbol, FastPeriod, SlowPeriod)的降序排列每个分区中的行。TradeDate

  2. 对每个分区内的行进行排名(Symbol, FastPeriod, SlowPeriod, ChgSign)（同样，按 的降序排列TradeDate）。

  3. 找出两个排名之间的差异。这将是最终划分的附加标准。

  4. 现在您可以再次对行进行排名，将它们划分为(Symbol, FastPeriod, SlowPeriod, ChgSign, RankDiff).

以下是生成的查询可能的样子：

WITH allData AS
(
    SELECT
        t1.Symbol,
        TradeDate    = t.TradingDate,
        FastPeriod   = t1.Period,
        SlowPeriod   = t2.Period,
        FastValue    = t1.Value,
        SlowValue    = t2.Value,
        SlowFastDiff = (t1.Value - t2.Value),
        ChgSign      = CASE WHEN t1.Value < t2.Value THEN 0 ELSE 1 END
    FROM tblTradingDays t
        RIGHT JOIN tblDailySMA t1 ON t.TradingDate = t1.TradeDate
        INNER JOIN tblDailySMA t2 ON t1.Symbol     = t2.Symbol
                                 AND t1.TradeDate  = t2.TradeDate
    WHERE t1.Period < t2.Period
      AND t1.Symbol < 'AC'
)
,    partitioned AS (
    SELECT
        RowOuter = DENSE_RANK() OVER (ORDER BY Symbol, FastPeriod, SlowPeriod),
        RankDiff = ROW_NUMBER() OVER (
                       PARTITION BY Symbol, FastPeriod, SlowPeriod
                       ORDER BY TradeDate DESC
                   )
                 - ROW_NUMBER() OVER (
                       PARTITION BY Symbol, FastPeriod, SlowPeriod, ChgSign
                       ORDER BY TradeDate DESC
                   ),
        Symbol,
        TradeDate,
        FastPeriod,
        SlowPeriod,
        FastValue,
        SlowValue, 
        SlowFastDiff,
        ChgSign
    FROM allData
)
SELECT
    RowOuter,
    RowInner = ROW_NUMBER() OVER (
       PARTITION BY Symbol, FastPeriod, SlowPeriod, ChgSign, RankDiff
       ORDER BY TradeDate DESC
    ),
    Symbol,
    TradeDate,
    FastPeriod,
    SlowPeriod,
    FastValue,
    SlowValue, 
    SlowFastDiff,
    ChgSign
FROM partitioned
ORDER BY Symbol, FastPeriod, SlowPeriod, TradeDate DESC, RowNInner
于 2012-05-14T07:42:50.717 回答