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这是我之前的帖子的延续：RowNumber() and Partition By performance help Wanted

我有一个需要显着提高性能的查询。根据上一篇文章中的建议，我在查询中删除了除一个 cte 之外的所有内容，并实现了一个带有索引的临时表。它仍然很慢...目前 40 分钟并且还在计数，还没有返回数据。一些背景信息：所有数据来自的一张表大约有 500 万行。它上面有几个索引，包括一个唯一的非聚集索引，它由 Symbol、Period 和 TradeDate 列组成，其中包括 Value 列。我还有两个完全相同，但先是 Period，然后是 TradeDate。表上还有一个唯一的聚集索引。什么可以加快这个速度？临时表上的不同索引？抱歉，有一个半重复的帖子。我在这里停滞不前。任何帮助都是巨大的。

create table ##smaComp
(
    RowNum          bigint,
    Rank            bigint,
    TradeDate       Date,
    Symbol          Char(6),
    FastPer         int,
    FastVal         Decimal(9,4),
    SlowPer         int,
    SlowVal         Decimal(9,4),
    FastMinusSlow   Decimal(9,4)
)

;with sma as
(
    select t.TradeDate, t.Symbol, t.Period FastPer, t.Value FastVal, t2.Period SlowPer, 
        t2.Value SlowVal, (t.Value-t2.Value) FastMinusSlow
    from tblDailySMA t join tblDailySMA as t2 on t.Symbol = t2.Symbol 
        and t.TradeDate = t2.TradeDate and t2.Period > t.Period
)

insert into ##smaComp
(
    RowNum, Rank, TradeDate, Symbol, FastPer, FastVal, SlowPer, SlowVal, FastMinusSlow
)
select ROW_NUMBER() OVER (PARTITION BY sma.Symbol, sma.FastPer, sma.SlowPer
    ORDER BY sma.TradeDate) as RowNum, DENSE_RANK() OVER (ORDER BY sma.Symbol, sma.FastPer,
    sma.SlowPer) as Rank, sma.TradeDate, sma.Symbol, sma.FastPer, sma.FastVal, 
    sma.SlowPer, sma.SlowVal, sma.FastMinusSlow
from sma

CREATE UNIQUE NONCLUSTERED INDEX [IX_tblDailySMAClustered] ON ##smaComp
(RowNum, Rank)
INCLUDE (Symbol, TradeDate, FastPer, SlowPer, FastVal, SlowVal, FastMinusSlow)

select t.TradeDate as PriorDate, t.FastPer, t.FastVal, t.SlowPer, t.SlowVal,
    t.FastMinusSlow, t2.TradeDate as LatestDate, t2.FastPer, t2.FastVal, t2.SlowPer, 
    t2.SlowVal, t2.FastMinusSlow, (t2.FastMinusSlow * t2.FastMinusSlow) as Comparison
from ##smaComp t join ##smaComp t2
on t.Rank = t2.Rank and t.RowNum = (t2.RowNum - 1)

执行计划，按要求：

StmtText
  create table ##smaComps  (   RowNum   bigint,   Rank   bigint,   TradeDate  Date,   Symbol   Char(6),   FastPer   int,   FastVal   Decimal(9,4),   SlowPer   int,   SlowVal   Decimal(9,4),   FastMinusSlow Decimal(9,4)  )
;with sma as  (   select t.TradeDate, t.Symbol, t.Period FastPer, t.Value FastVal, t2.Period SlowPer,     t2.Value SlowVal, (t.Value-t2.Value) FastMinusSlow   from tblDailySMA t join tblDailySMA as t2 on t.Symbol = t2.Symbol     and t.TradeDate = t2.TradeDate and t2.Period > t.Period  )    insert into ##smaComps  (   RowNum, Rank, TradeDate, Symbol, FastPer, FastVal, SlowPer, SlowVal, FastMinusSlow  )  select ROW_NUMBER() OVER (PARTITION BY sma.Symbol, sma.FastPer, sma.SlowPer   ORDER BY sma.TradeDate) as RowNum, DENSE_RANK() OVER (ORDER BY sma.Symbol, sma.FastPer,   sma.SlowPer) as Rank, sma.TradeDate, sma.Symbol, sma.FastPer, sma.FastVal,    sma.SlowPer, sma.SlowVal, sma.FastMinusSlow  from sma

StmtText
  |--Table Insert(OBJECT:([tempdb].[dbo].[##smaComps]), SET:([tempdb].[dbo].[##smaComps].[RowNum] = [Expr1009],[tempdb].[dbo].[##smaComps].[Rank] = [Expr1010],[tempdb].[dbo].[##smaComps].[TradeDate] = [Market].[dbo].[tblDailySMA].[TradeDate] as [t].[TradeDate],[tempdb].[dbo].[##smaComps].[Symbol] = [Expr1011],[tempdb].[dbo].[##smaComps].[FastPer] = [Market].[dbo].[tblDailySMA].[Period] as [t].[Period],[tempdb].[dbo].[##smaComps].[FastVal] = [Expr1012],[tempdb].[dbo].[##smaComps].[SlowPer] = [Market].[dbo].[tblDailySMA].[Period] as [t2].[Period],[tempdb].[dbo].[##smaComps].[SlowVal] = [Expr1013],[tempdb].[dbo].[##smaComps].[FastMinusSlow] = [Expr1014]))
       |--Compute Scalar(DEFINE:([Expr1014]=CONVERT_IMPLICIT(decimal(9,4),[Expr1008],0)))
            |--Top(ROWCOUNT est 0)
                 |--Compute Scalar(DEFINE:([Expr1011]=CONVERT_IMPLICIT(char(6),[Market].[dbo].[tblDailySMA].[Symbol] as [t].[Symbol],0), [Expr1012]=CONVERT_IMPLICIT(decimal(9,4),[Market].[dbo].[tblDailySMA].[Value] as [t].[Value],0), [Expr1013]=CONVERT_IMPLICIT(decimal(9,4),[Market].[dbo].[tblDailySMA].[Value] as [t2].[Value],0)))
                      |--Sequence Project(DEFINE:([Expr1010]=dense_rank))
                           |--Segment
                                |--Segment
                                     |--Sequence Project(DEFINE:([Expr1009]=row_number))
                                          |--Segment
                                               |--Compute Scalar(DEFINE:([Expr1008]=[Market].[dbo].[tblDailySMA].[Value] as [t].[Value]-[Market].[dbo].[tblDailySMA].[Value] as [t2].[Value]))
                                                    |--Parallelism(Gather Streams, ORDER BY:([t].[Symbol] ASC, [t].[Period] ASC, [t2].[Period] ASC, [t].[TradeDate] ASC))
                                                         |--Sort(ORDER BY:([t].[Symbol] ASC, [t].[Period] ASC, [t2].[Period] ASC, [t].[TradeDate] ASC))
                                                              |--Merge Join(Inner Join, MANY-TO-MANY MERGE:([t].[TradeDate], [t].[Symbol])=([t2].[TradeDate], [t2].[Symbol]), RESIDUAL:([Market].[dbo].[tblDailySMA].[Symbol] as [t].[Symbol]=[Market].[dbo].[tblDailySMA].[Symbol] as [t2].[Symbol] AND [Market].[dbo].[tblDailySMA].[TradeDate] as [t].[TradeDate]=[Market].[dbo].[tblDailySMA].[TradeDate] as [t2].[TradeDate] AND [Market].[dbo].[tblDailySMA].[Period] as [t2].[Period]>[Market].[dbo].[tblDailySMA].[Period] as [t].[Period]))
                                                                   |--Parallelism(Repartition Streams, Hash Partitioning, PARTITION COLUMNS:([t].[TradeDate], [t].[Symbol]), ORDER BY:([t].[TradeDate] ASC, [t].[Symbol] ASC))
                                                                   |    |--Index Scan(OBJECT:([Market].[dbo].[tblDailySMA].[IX_tblDailySMA_TrDateNonClust] AS [t]), ORDERED FORWARD)
                                                                   |--Parallelism(Repartition Streams, Hash Partitioning, PARTITION COLUMNS:([t2].[TradeDate], [t2].[Symbol]), ORDER BY:([t2].[TradeDate] ASC, [t2].[Symbol] ASC))
                                                                        |--Index Scan(OBJECT:([Market].[dbo].[tblDailySMA].[IX_tblDailySMA_TrDateNonClust] AS [t2]), ORDERED FORWARD)

StmtText
 CREATE UNIQUE NONCLUSTERED INDEX [IX_tblDailySMAClustered] ON ##smaComps  (RowNum, Rank)  INCLUDE (Symbol, TradeDate, FastPer, SlowPer, FastVal, SlowVal, FastMinusSlow)
 select t.TradeDate as PriorDate, t.FastPer, t.FastVal, t.SlowPer, t.SlowVal,   t.FastMinusSlow, t2.TradeDate as LatestDate, t2.FastPer, t2.FastVal, t2.SlowPer,    t2.SlowVal, t2.FastMinusSlow, (t2.FastMinusSlow * t2.FastMinusSlow) as Comparison  from ##smaComps t join ##smaComps t2  on t.Rank = t2.Rank and t.RowNum = (t2.RowNum - 1)

StmtText
  |--Hash Match(Inner Join, HASH:([t].[Rank], [t].[RowNum])=([t2].[Rank], [Expr1007]), RESIDUAL:([tempdb].[dbo].[##smaComps].[Rank] as [t].[Rank]=[tempdb].[dbo].[##smaComps].[Rank] as [t2].[Rank] AND [tempdb].[dbo].[##smaComps].[RowNum] as [t].[RowNum]=[Expr1007]))
       |--Table Scan(OBJECT:([tempdb].[dbo].[##smaComps] AS [t]))
       |--Compute Scalar(DEFINE:([Expr1006]=[tempdb].[dbo].[##smaComps].[FastMinusSlow] as [t2].[FastMinusSlow]*[tempdb].[dbo].[##smaComps].[FastMinusSlow] as [t2].[FastMinusSlow], [Expr1007]=[tempdb].[dbo].[##smaComps].[RowNum] as [t2].[RowNum]-(1)))
            |--Table Scan(OBJECT:([tempdb].[dbo].[##smaComps] AS [t2]))
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1 回答 1

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查询计划不包含任何可能出错的内容（如嵌套循环爆炸）。

我认为原因是您在所有“时期”中都交叉加入。我的猜测是您的数据每个 TradeDate 和 Symbol 包含许多（100 个？）周期。这意味着 SQL Server 必须处理二次数据量。谓词t2.Period > t.Period过滤了大约一半的行，但另一半仍然存在。

所以原则上数据量非常高。不确定这是否可以优化。您需要所有数据还是只需要一个子集？如果您需要所有这些，我认为没有什么可以做的。

您可以通过将查询限制为一个 TradeDate 和 Symbol 并查看行数来测试这个假设。

于 2012-08-25T22:13:32.990 回答