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我正在尝试加入从 EventHub 产生相同数据输出的 2 个 Streaming Source。我试图每 5 分钟找到股票的最高开盘价，并试图将其写入表格。我对股票最大的 5 分钟窗口内的时间和窗口时间感兴趣。我使用了下面提到的查询，但它没有产生任何相同的输出。我想我搞砸了加入条件。


WITH Source1 AS (
SELECT
    System.TimeStamp() as TimeSlot,max([open]) as 'MaxOpenPrice'
    FROM
    EventHubInputData  TIMESTAMP BY TimeSlot
GROUP BY TumblingWindow(minute,5)
),
Source2 AS(
SELECT EventEnqueuedUtcTime,[open]
FROM EventHubInputDataDup TIMESTAMP BY EventEnqueuedUtcTime),
Source3 as (
select Source2.EventEnqueuedUtcTime as datetime,Source1.MaxOpenPrice,System.TimeStamp() as TimeSlot 
    FROM  Source1
    JOIN Source2 
    ON Source2.[Open] = Source1.[MaxOpenPrice] AND DATEDIFF (minute,Source1,Source2) BETWEEN 0 AND 5
    )
SELECT datetime,MaxOpenPrice,TimeSlot
INTO EventHubOutPutSQLDB
FROM Source3   ```
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1 回答 1

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这里的逻辑很好。首先，您确定每个 5 分钟窗口的最大值，然后在原始流中查找它发生的时间。

WITH MaxOpen5MinTumbling AS (
SELECT
   --TickerId,
   System.TimeStamp() AS WindowEnd, --this always return the end of the window when windowing
   MAX([open]) AS 'MaxOpenPrice'
FROM EventHubInputData --no need to timestamp if using ingestion time
GROUP BY TumblingWindow(minute,5)
)

SELECT
   --M.TickedId,
   M.WindowEnd,
   M.MaxOpenPrice,
   O.EventEnqueuedUtcTime AS MaxOpenPriceTime
FROM MaxOpen5MinTumbling M
LEFT JOIN EventHubInputData O
   ON M.MaxOpenPrice = o.[open]
   AND DATEDIFF(minute,M,O) BETWEEN -5 AND 0 --The new timestamp is at the end of the window, you need to look back 5 minutes
   --AND M.TickerId = O.TickerId

请注意，此时如果最高价格发生多次，您可能会在每个时间窗口获得多个结果。

于 2021-09-22T16:44:26.583 回答