2

我正在尝试按 700 个符号中每天的回报百分比进行排名。

例如:

date     symbol    pct_return
-----------------------------
1100101  IBM       1.2
1100101  AAPL      2.1
1100101  HPQ       -0.5

对于日期 1100101,大约还有 700 个这样的条目

1100102  IBM       -.02
1100102  AAPL      -.6
1100102  HPQ       1.9

对于日期 1100102,大约还有 700 个这样的条目

我要做的是创建一个查询或存储过程来循环遍历每一天,然后对每天每个符号的百分比回报进行排名并插入排名值。

我想为百分比回报的升序和降序插入排名值。

排名后仅包含 3 个符号的示例表如下所示:

date     symbol    pct_return    rank_asc   rank_desc
------------------------------------------------------
1100101  IBM       1.2             2         2
1100101  AAPL      2.1             3         1
1100101  HPQ       -0.5            1         3
1100102  IBM       -.02            2         2
1100102  AAPL      -.6             1         3
1100102  HPQ       1.9             3         1
4

3 回答 3

1

您可以使用此语法在您的选择中选择行号:

SELECT @row := @row + 1 as row, t.*
FROM table t, (SELECT @row := 0) r;

然后,您可以选择ORDER BY每天升序和降序的所有值,并将它们插入到您的表格中。

资料来源:http ://snippets.dzone.com/posts/show/6831

例子:

INSERT INTO [your table]
SELECT date, symbol, pct_return, @row := @row + 1
FROM [your other table] t, (SELECT @row := 0) r
ORDER BY pct_return ASC;

要获取升序值,然后使用类似查询对同一表进行更新以获取降序值。

于 2010-11-05T20:57:55.357 回答
0

这是组内聚合的典型问题,可以通过左自排除连接解决。

你不需要任何存储过程来获得你想要的结果,只需一个简单的INSERT INTO ... SELECT ...查询就可以了。

这是一个包含提供数据的示例脚本:

创建表 shuffled_symbols (
   dat INT NOT NULL
  ,symbol VARCHAR(4) NOT NULL
  ,pct_return DECIMAL(4,2) NOT NULL
  ,PRIMARY KEY (dat ,符号)
);
创建表ranked_symbols (
   dat INT NOT NULL
  ,symbol VARCHAR(4) NOT NULL
  ,pct_return DECIMAL(4,2) NOT NULL
  ,rank_asc INT UNSIGNED NOT NULL
  ,rank_desc INT UNSIGNED NOT NULL
);

INSERT INTO shuffled_symbols (dat,symbol,pct_return) VALUES (1100101,'IBM',1.2);
INSERT INTO shuffled_symbols (dat,symbol,pct_return) VALUES (1100101,'AAPL',2.1);
插入 shuffled_symbols (dat,symbol,pct_return) 值 (1100101,'HPQ',-0.5);
INSERT INTO shuffled_symbols (dat,symbol,pct_return) VALUES (1100102,'IBM',-0.02);
插入 shuffled_symbols (dat,symbol,pct_return) 值 (1100102,'AAPL',-0.6);
INSERT INTO shuffled_symbols (dat,symbol,pct_return) VALUES (1100102,'HPQ',1.9);

这是计算排名的查询(抱歉格式错误,我无法使其在<pre>标签内正确显示):

INSERT INTO ranked_symbols ( dat, symbol, pct_return, rank_asc, rank_desc ) SELECT ars.dat, ars.symbol, ars.pct_return, ars.rank_asc, COUNT(ss3.dat)+1 rank_desc FROM ( SELECT ss1.dat, ss1.symbol, ss1.pct_return, COUNT(ss2.dat)+1 rank_asc FROM shuffled_symbols ss1 LEFT JOIN shuffled_symbols ss2 ON ss2.dat = ss1.dat AND ss2.pct_return < ss1.pct_return GROUP BY ss1.dat, ss1.symbol ) ars LEFT JOIN shuffled_symbols ss3 ON ss3.dat = ars.dat AND ss3.pct_return > ars.pct_return GROUP BY ars.dat, ars.symbol ;

请注意,如果您在给定日期没有重复的符号,则此查询只会返回有效排名。这就是为什么我shuffled_symbolsPRIMARY KEY (dat ,symbol).

在ranked_symbols 表中,您会得到以下结果:

选择 * FROM 排名符号;

+---------+--------+------------+----------+------ -----+
| 数据 | 符号 | pct_return | rank_asc | rank_desc |
+---------+--------+------------+----------+------ -----+
| 1100101 | 苹果 | 2.10 | 3 | 1 |
| 1100101 | 高品质 | -0.50 | 1 | 3 |
| 1100101 | IBM | 1.20 | 2 | 2 |
| 1100102 | 苹果 | -0.60 | 1 | 3 |
| 1100102 | 高品质 | 1.90 | 3 | 1 |
| 1100102 | IBM | -0.02 | 2 | 2 |
+---------+--------+------------+----------+------ -----+
6 行一组(0.00 秒)                                
于 2010-11-05T21:56:00.007 回答
0

下面是我如何使用 PERL 扩展 Brent 的示例。这对我很有帮助,我非常感谢社区的支持。

从命令行运行代码:

rank.pl FromTableNoRank ToTableWithRank pct_return DESC

#!/usr/bin/perl -w

use strict;
use warnings;
use Carp;

// connect to database here

// Not enough command-line arguments, helpful error message.
if(@ARGV!=4) {
    die("$0 requires four arguments. 1.FromTable 2.ToTable 3.Order by value(ex.pct_return) 4.ASC (low = 1) or DESC(high = 1)\n");
}

// Use variables for insert to minimize errors
// $OrderBy is the value to rank 
// $AscDesc declares which way to rank
my $FromTable = $ARGV[0];
my $ToTable   = $ARGV[1];
my $OrderBy   = $ARGV[2];
my $AscDesc   = $ARGV[3];


// DateTable is table of dates for use within the insert query. Used to loop through and rank individual days.
my $query7 = "SELECT dat FROM DateTable ORDER BY dat ASC";
my $sth7   = $dbh->prepare($query7) || carp DBI::errstr;
$sth7->execute() || carp DBI::errstr;

// Fetchrow_hashref holds all dates from date tables and while loop walks through one at a time
// The insert sorts by a value and then a row number is added to provide a rank of values
// The nested sth exists because need to reference $dateVar from fetchrow
while(my $ref = $sth7->fetchrow_hashref()) {
    my $dateVar = $ref->{dat};
    print "$dateVar \n";
    my $query6 = "INSERT INTO $ToTable 
        SELECT t.*,". '@rownum := @rownum +1' . " 
        FROM $FromTable t, ".'(SELECT @rownum := 0) r  
        WHERE dat ='."$dateVar
        ORDER BY $OrderBy $AscDesc";
    my $sth6 = $dbh->prepare($query6) || carp DBI::errstr;
    $sth6->execute() || carp DBI::errstr;
    $sth6->finish();
}

$sth7->finish();
$dbh->disconnect();
于 2010-11-07T03:54:26.520 回答