我需要计算连续范围内的价格百分比变化。例如,如果价格开始向上或向下移动,并且我有一系列减少或增加的值,我需要获取该序列的第一个和最后一个值并计算变化。
我正在使用窗口滞后函数来计算方向,我的问题 - 我无法为序列生成唯一的 RANK 来计算百分比变化。我厌倦了 RANK、ROW_NUMBER 等的组合,但没有运气。
这是我的查询
WITH partitioned AS (
SELECT
*,
lag(price, 1) over(ORDER BY time) AS lag_price
FROM prices
),
sequenced AS (
SELECT
*,
CASE
WHEN price > lag_price THEN 'up'
WHEN price < lag_price THEN 'down'
ELSE 'equal'
END
AS direction
FROM partitioned
),
ranked AS (
SELECT
*,
-- Here's is the problem
-- I need to calculate unique rnk value for specific sequence
DENSE_RANK() OVER ( PARTITION BY direction ORDER BY time) + ROW_NUMBER() OVER ( ORDER BY time DESC) AS rnk
-- DENSE_RANK() OVER ( PARTITION BY seq ORDER BY time),
-- ROW_NUMBER() OVER ( ORDER BY seq, time DESC),
-- ROW_NUMBER() OVER ( ORDER BY seq),
-- RANK() OVER ( ORDER BY seq)
FROM sequenced
),
changed AS (
SELECT *,
FIRST_VALUE(price) OVER(PARTITION BY rnk ) first_price,
LAST_VALUE(price) OVER(PARTITION BY rnk ) last_price,
(LAST_VALUE(price) OVER(PARTITION BY rnk ) / FIRST_VALUE(price) OVER(PARTITION BY rnk ) - 1) * 100 AS percent_change
FROM ranked
)
SELECT
*
FROM changed
ORDER BY time DESC;
如果有人对这里的解决方案感兴趣,请组建另一个论坛:
with ct1 as /* detecting direction: up, down, equal */
(
select
price, time,
case
when lag(price) over (order by time) < price then 'down'
when lag(price) over (order by time) > price then 'up'
else 'equal'
end as dir
from
prices
)
, ct2 as /* setting reset points */
(
select
price, time, dir,
case
when coalesce(lag(dir) over (order by time), 'none') <> dir
then 1 else 0
end as rst
from
ct1
)
, ct3 as /* making groups */
(
select
price, time, dir,
sum(rst) over (order by time) as grp
from
ct2
)
select /* calculates min, max price per group */
price, time, dir,
min(price) over (partition by grp) as min_price,
max(price) over (partition by grp) as max_price
from
ct3
order by
time desc;
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