1

我正在从我创建的临时表 #t1 中选择一些行:

SELECT FutContract, 
    Quantity, 
    Date, 
    Price, 
    TotalQuantity,
    PercentOfTotalQ, 
    CumulativePercentile=
        (SELECT ROUND(SUM(PercentOfTotalVol),2) FROM #t1 b
        WHERE b.OvernightVol <= a.OvernightVol AND b.FutContract = a.FutContract)

FROM #t1 a

我想再创建两行代表 CumulativePercentile 大于 0.3(第 30 个百分位)的 MIN(Price) 和 MAX(Price),但我能想到的唯一方法是创建另一个临时表。如果可能的话,我宁愿不必这样做。有任何想法吗?

编辑:

;WITH z AS
(SELECT FutContract, OvernightVol, MorningDate, Price, TotalVol,
    PercentOfTotalVol, CumulativePercentile=
    (SELECT ROUND(SUM(PercentOfTotalVol),2) FROM #t1 b
    WHERE b.OvernightVol <= a.OvernightVol AND b.FutContract = a.FutContract) FROM #t1 a)

    SELECT *, 
        (SELECT MIN(Price) OVER(PARTITION BY FutContract) FROM z WHERE CumulativePercentile > 0.3) AS min70px,
        (SELECT MAX(Price) OVER(PARTITION BY FutContract) FROM z WHERE CumulativePercentile > 0.3) AS max70px
FROM z
4

1 回答 1

4

如果您使用的是 SQL Server 2005 或更高版本,aCTE应该会有所帮助

;with z as 
(SELECT FutContract, 
    Quantity, 
    Date, 
    Price, 
    TotalQuantity,
    PercentOfTotalQ, 
    CumulativePercentile=
        (SELECT ROUND(SUM(PercentOfTotalVol),2) FROM #t1 b
        WHERE b.OvernightVol <= a.OvernightVol AND b.FutContract = a.FutContract)

FROM #t1 a
)
select 
(select min(price) from z Z1 where Z1.CumulativePercentile > 0.3 and Z1.FutContract = z.FutContract) min_price,
(select max(price) from z Z1 where Z1.CumulativePercentile > 0.3 and Z1.FutContract = z.FutContract) max_price,
*
from z
于 2013-05-16T16:39:13.923 回答