28

考虑两个表:

交易,金额为外币:

     Date  Amount
========= =======
 1/2/2009    1500
 2/4/2009    2300
3/15/2009     300
4/17/2009    2200
etc.

ExchangeRates,以外币表示的主要货币(比如说美元)的价值:

     Date    Rate
========= =======
 2/1/2009    40.1
 3/1/2009    41.0
 4/1/2009    38.5
 5/1/2009    42.7
etc.

可以输入任意日期的汇率——用户可以每天、每周、每月或不定期输入。

为了将外国金额转换为美元,我需要遵守以下规则:

A. 如果可能,使用最近的先前汇率;因此,2009 年 2 月 4 日的交易使用 2009 年 2 月 1 日的汇率,2009 年 3 月 15 日的交易使用 2009 年 3 月 1 日的汇率。

B. 如果没有为前一个日期定义费率,请使用可用的最早费率。因此,2009 年 1 月 2 日的交易使用 2009 年 2 月 1 日的汇率,因为没有定义更早的汇率。

这有效...

Select 
    t.Date, 
    t.Amount,
    ConvertedAmount=(   
        Select Top 1 
            t.Amount/ex.Rate
        From ExchangeRates ex
        Where t.Date > ex.Date
        Order by ex.Date desc
    )
From Transactions t

...但是(1)看起来连接会更高效和优雅,并且(2)它不处理上面的规则 B。

除了使用子查询来找到合适的费率之外,还有其他方法吗?有没有一种优雅的方式来处理规则 B,而不会让自己陷入困境?

4

6 回答 6

31

您可以首先对按日期排序的汇率进行自我加入,以便您拥有每个汇率的开始日期和结束日期,日期没有任何重叠或间隙(也许将其添加为数据库的视图 -在我的情况下,我只是使用一个公用表表达式)。

现在,将这些“准备好的”费率与交易结合起来既简单又高效。

就像是:

WITH IndexedExchangeRates AS (           
            SELECT  Row_Number() OVER (ORDER BY Date) ix,
                    Date,
                    Rate 
            FROM    ExchangeRates 
        ),
        RangedExchangeRates AS (             
            SELECT  CASE WHEN IER.ix=1 THEN CAST('1753-01-01' AS datetime) 
                    ELSE IER.Date 
                    END DateFrom,
                    COALESCE(IER2.Date, GETDATE()) DateTo,
                    IER.Rate 
            FROM    IndexedExchangeRates IER 
            LEFT JOIN IndexedExchangeRates IER2 
            ON IER.ix = IER2.ix-1 
        )
SELECT  T.Date,
        T.Amount,
        RER.Rate,
        T.Amount/RER.Rate ConvertedAmount 
FROM    Transactions T 
LEFT JOIN RangedExchangeRates RER 
ON (T.Date > RER.DateFrom) AND (T.Date <= RER.DateTo)

笔记:

  • 您可以用GETDATE()遥远的将来的日期替换,我在这里假设未来的费率是未知的。

  • 规则 (B) 是通过将第一个已知汇率的日期设置为 SQL Server 支持的最小日期来实现的,该日期datetime应该(根据定义,如果它是您用于Date列的类型)应该是可能的最小值。

于 2010-02-21T16:17:50.070 回答
6

假设您有一个扩展汇率表,其中包含:

 Start Date   End Date    Rate
 ========== ========== =======
 0001-01-01 2009-01-31    40.1
 2009-02-01 2009-02-28    40.1
 2009-03-01 2009-03-31    41.0
 2009-04-01 2009-04-30    38.5
 2009-05-01 9999-12-31    42.7

我们可以讨论前两行是否应该合并的细节,但总体思路是找到给定日期的汇率是微不足道的。此结构与包含范围末端的 SQL 'BETWEEN' 运算符一起使用。通常,更好的范围格式是“开闭”;列出的第一个日期包括在内,第二个日期不包括在内。请注意,数据行有一个限制 - (a) 日期范围的覆盖范围没有间隙,(b) 覆盖范围没有重叠。执行这些约束并非完全微不足道(礼貌的轻描淡写 - 减数分裂)。

现在基本查询是微不足道的,案例 B 不再是特例:

SELECT T.Date, T.Amount, X.Rate
  FROM Transactions AS T JOIN ExtendedExchangeRates AS X
       ON T.Date BETWEEN X.StartDate AND X.EndDate;

棘手的部分是从给定的 ExchangeRate 表动态创建 ExtendedExchangeRate 表。如果这是一个选项,那么修改基本 ExchangeRate 表的结构以匹配 ExtendedExchangeRate 表将是一个好主意;您在输入数据时(每月一次)而不是每次需要确定汇率时(每天多次)解决混乱的问题。

如何创建扩展汇率表?如果您的系统支持从日期值中加或减 1 以获得下一天或前一天(并且有一个名为“Dual”的单行表),那么对此的变体将起作用(不使用任何 OLAP 函数):

CREATE TABLE ExchangeRate
(
    Date    DATE NOT NULL,
    Rate    DECIMAL(10,5) NOT NULL
);
INSERT INTO ExchangeRate VALUES('2009-02-01', 40.1);
INSERT INTO ExchangeRate VALUES('2009-03-01', 41.0);
INSERT INTO ExchangeRate VALUES('2009-04-01', 38.5);
INSERT INTO ExchangeRate VALUES('2009-05-01', 42.7);

第一排:

SELECT '0001-01-01' AS StartDate,
       (SELECT MIN(Date) - 1 FROM ExchangeRate) AS EndDate,
       (SELECT Rate FROM ExchangeRate
         WHERE Date = (SELECT MIN(Date) FROM ExchangeRate)) AS Rate
FROM Dual;

结果:

0001-01-01  2009-01-31      40.10000

最后一行:

SELECT (SELECT MAX(Date) FROM ExchangeRate) AS StartDate,
       '9999-12-31' AS EndDate,
       (SELECT Rate FROM ExchangeRate
         WHERE Date = (SELECT MAX(Date) FROM ExchangeRate)) AS Rate
FROM Dual;

结果:

2009-05-01  9999-12-31      42.70000

中间行:

SELECT X1.Date     AS StartDate,
       X2.Date - 1 AS EndDate,
       X1.Rate     AS Rate
  FROM ExchangeRate AS X1 JOIN ExchangeRate AS X2
       ON X1.Date < X2.Date
 WHERE NOT EXISTS
       (SELECT *
          FROM ExchangeRate AS X3
         WHERE X3.Date > X1.Date AND X3.Date < X2.Date
        );

结果:

2009-02-01  2009-02-28      40.10000
2009-03-01  2009-03-31      41.00000
2009-04-01  2009-04-30      38.50000

请注意,NOT EXISTS 子查询相当重要。没有它,“中间行”的结果是:

2009-02-01  2009-02-28      40.10000
2009-02-01  2009-03-31      40.10000    # Unwanted
2009-02-01  2009-04-30      40.10000    # Unwanted
2009-03-01  2009-03-31      41.00000
2009-03-01  2009-04-30      41.00000    # Unwanted
2009-04-01  2009-04-30      38.50000

随着表大小的增加,不需要的行数急剧增加(对于 N > 2 行,我相信有 (N-2) * (N - 3) / 2 个不需要的行)。

ExtendedExchangeRate 的结果是三个查询的(不相交的)UNION:

SELECT DATE '0001-01-01' AS StartDate,
       (SELECT MIN(Date) - 1 FROM ExchangeRate) AS EndDate,
       (SELECT Rate FROM ExchangeRate
         WHERE Date = (SELECT MIN(Date) FROM ExchangeRate)) AS Rate
FROM Dual
UNION
SELECT X1.Date     AS StartDate,
       X2.Date - 1 AS EndDate,
       X1.Rate     AS Rate
  FROM ExchangeRate AS X1 JOIN ExchangeRate AS X2
       ON X1.Date < X2.Date
 WHERE NOT EXISTS
       (SELECT *
          FROM ExchangeRate AS X3
         WHERE X3.Date > X1.Date AND X3.Date < X2.Date
        )
UNION
SELECT (SELECT MAX(Date) FROM ExchangeRate) AS StartDate,
       DATE '9999-12-31' AS EndDate,
       (SELECT Rate FROM ExchangeRate
         WHERE Date = (SELECT MAX(Date) FROM ExchangeRate)) AS Rate
FROM Dual;

在测试 DBMS(MacOS X 10.6.2 上的 IBM Informix Dynamic Server 11.50.FC6)上,我能够将查询转换为视图,但我不得不停止使用数据类型作弊 - 通过将字符串强制转换为日期:

CREATE VIEW ExtendedExchangeRate(StartDate, EndDate, Rate) AS
    SELECT DATE('0001-01-01')  AS StartDate,
           (SELECT MIN(Date) - 1 FROM ExchangeRate) AS EndDate,
           (SELECT Rate FROM ExchangeRate WHERE Date = (SELECT MIN(Date) FROM ExchangeRate)) AS Rate
    FROM Dual
    UNION
    SELECT X1.Date     AS StartDate,
           X2.Date - 1 AS EndDate,
           X1.Rate     AS Rate
      FROM ExchangeRate AS X1 JOIN ExchangeRate AS X2
           ON X1.Date < X2.Date
     WHERE NOT EXISTS
           (SELECT *
              FROM ExchangeRate AS X3
             WHERE X3.Date > X1.Date AND X3.Date < X2.Date
            )
    UNION 
    SELECT (SELECT MAX(Date) FROM ExchangeRate) AS StartDate,
           DATE('9999-12-31') AS EndDate,
           (SELECT Rate FROM ExchangeRate WHERE Date = (SELECT MAX(Date) FROM ExchangeRate)) AS Rate
    FROM Dual;
于 2010-02-21T17:51:30.357 回答
1

我无法对此进行测试,但我认为它会起作用。它使用合并两个子查询来按规则 A 或规则 B 选择费率。

Select t.Date, t.Amount, 
  ConvertedAmount = t.Amount/coalesce(    
    (Select Top 1 ex.Rate 
        From ExchangeRates ex 
        Where t.Date > ex.Date 
        Order by ex.Date desc )
     ,
     (select top 1 ex.Rate 
        From ExchangeRates  
        Order by ex.Date asc)
    ) 
From Transactions t
于 2010-02-21T16:28:51.120 回答
0
SELECT 
    a.tranDate, 
    a.Amount,
    a.Amount/a.Rate as convertedRate
FROM
    (

    SELECT 
        t.date tranDate,
        e.date as rateDate,
        t.Amount,
        e.rate,
        RANK() OVER (Partition BY t.date ORDER BY
                         CASE WHEN DATEDIFF(day,e.date,t.date) < 0 THEN
                                   DATEDIFF(day,e.date,t.date) * -100000
                              ELSE DATEDIFF(day,e.date,t.date)
                         END ) AS diff
    FROM 
        ExchangeRates e
    CROSS JOIN 
        Transactions t
         ) a
WHERE a.diff = 1

计算 tran 和 rate date 之间的差异,然后将负值(条件 b)乘以 -10000,以便它们仍然可以排名,但正值(条件 a 始终优先。然后我们选择每个 tran 日期的最小日期差异使用 rank over 子句。

于 2010-02-21T16:57:08.510 回答
0

许多解决方案都会起作用。您真的应该找到最适合您的工作量(最快)的一个:您通常搜索一个事务,它们的列表,所有它们吗?

给定您的架构的决胜局解决方案是:

SELECT      t.Date,
            t.Amount,
            r.Rate
            --//add your multiplication/division here

FROM        "Transactions" t

INNER JOIN  "ExchangeRates" r
        ON  r."ExchangeRateID" = (
                        SELECT TOP 1 x."ExchangeRateID"
                        FROM        "ExchangeRates" x
                        WHERE       x."SourceCurrencyISO" = t."SourceCurrencyISO" --//these are currency-related filters for your tables
                                AND x."TargetCurrencyISO" = t."TargetCurrencyISO" --//,which you should also JOIN on
                                AND x."Date" <= t."Date"
                        ORDER BY    x."Date" DESC)

您需要有正确的索引才能使此查询快速。理想情况下,您不应该有一个JOINon "Date",而是类似 on"ID"的字段 ( INTEGER)。给我更多架构信息,我将为您创建一个示例。

于 2010-02-21T18:16:15.070 回答
0

TOP 1没有什么比原始帖子中的相关子查询更优雅的连接了。但是,正如您所说,它不满足要求B。

这些查询确实有效(需要 SQL Server 2005 或更高版本)。有关这些,请参阅SqlFiddle

SELECT
   T.*,
   ExchangeRate = E.Rate
FROM
  dbo.Transactions T
  CROSS APPLY (
    SELECT TOP 1 Rate
    FROM dbo.ExchangeRate E
    WHERE E.RateDate <= T.TranDate
    ORDER BY
      CASE WHEN E.RateDate <= T.TranDate THEN 0 ELSE 1 END,
      E.RateDate DESC
  ) E;

请注意,具有单个列值的 CROSS APPLY 在功能上等同于SELECT您展示的子句中的相关子查询。我现在更喜欢 CROSS APPLY,因为它更加灵活,可以让您在多个地方重用该值,其中包含多行(用于自定义取消透视)并允许您拥有多个列。

SELECT
   T.*,
   ExchangeRate = Coalesce(E.Rate, E2.Rate)
FROM
  dbo.Transactions T
  OUTER APPLY (
    SELECT TOP 1 Rate
    FROM dbo.ExchangeRate E
    WHERE E.RateDate <= T.TranDate
    ORDER BY E.RateDate DESC
  ) E
  OUTER APPLY (
    SELECT TOP 1 Rate
    FROM dbo.ExchangeRate E2
    WHERE E.Rate IS NULL
    ORDER BY E2.RateDate
  ) E2;

我不知道哪个可能会表现更好,或者是否会比页面上的其他答案更好。使用 Date 列上的适当索引,它们应该非常好——绝对比任何Row_Number()解决方案都要好。

于 2013-02-11T07:28:55.857 回答