mysql查询查找按时间变化分组的字段总和

Question

我有以下数据结构

  timestamp(varchar)    bid(decimal) ask(decimal) 
20090501 03:01:01.582   0.000060    0.000000
20090501 15:01:01.582   0.000120    0.000060
20090501 16:01:01.582   -0.000080   0.000120
20090504 03:01:01.582   0.000040    0.000060
20090504 15:01:01.582   -0.000040   0.000040
20090504 16:01:01.582   0.000000    -0.000040
20090505 03:01:01.582   0.000050    0.000110
20090505 15:01:01.582   0.000000    0.000050
20090505 16:01:01.582   -0.000080   0.000000

现在我想要如下的输出

timestamp   sum (bid)   sum(ask)
20090501 15:01:01.582   0.000180    0.000060

20090504 15:01:01.582   -0.000080   0.000220


20090505 15:01:01.582   0.000050    0.000120

现在结果背后的关系逻辑是，每次 15:01 发生时，它都会对最后 15:01 发生的时间间隔内的所有出价和要值(value)求和，这意味着每 15:01 之间的出价和要价总和需要被计算我正在尝试使用 MySQL，因此任何对此的帮助都是非常值得赞赏的。

到目前为止我所做的代码是在Sql server 2008 R2上

select date=case when substring(timestamp,10,2) <= 15
then substring(timestamp,1,8) else DATEADD("dd",1,substring(timestamp,1,8)) end,
SUM(isnull([Bid Change],0)), SUM([Ask Change]), MAX(aveg),MIN(aveg)  from tbltestnew1 
group by (case when substring(timestamp,10,2) <= 15
then substring(timestamp,1,8) else DATEADD("dd",1,substring(timestamp,1,8)) end),
CURR;

考虑到每 15:01 的 1 天间隔，这给出了结果，这不是正确的结果!

Answer 1

使用 MSSQL，您可以使用外部应用，如下所示:

select
  cast(t.timestamp as date) date, 
  bid_sum, 
  ask_sum
from tbltestnew1 t
outer apply (
    select top 1 timestamp tlag 
    from tbltestnew1 
    where t.timestamp > timestamp and cast(timestamp as time) = '15:01:01.582' order by timestamp desc
) tprev
outer apply (
  select sum(bid) bid_sum, sum(ask) ask_sum 
  from tbltestnew1 
  where (tlag is not null and (cast(timestamp as datetime) between dateadd(second,1, tlag) and t.timestamp)
     or (tlag is null and cast(timestamp as datetime) <= t.timestamp)
    )
) x
where cast(t.timestamp as time) = '15:01:01.582';

Sample SQL Fiddle

此查询将给出以下结果:

|       DATE |  BID_SUM | ASK_SUM |
|------------|----------|---------|
| 2009-05-01 |  0.00018 | 0.00006 |
| 2009-05-04 | -0.00008 | 0.00022 |
| 2009-05-05 |  0.00005 | 0.00012 |

使用 MSSQL 2012+，您可以使用 lag() 窗口函数来访问先前的行(这就是第一个外部应用的作用)，它看起来像这样:

select cast(t.timestamp as date) date, sum_bid, sum_ask
from (select timestamp, ask, bid, lag(timestamp) over (order by timestamp) prev from tbltestnew1 
where cast(timestamp as time) = '15:01:01.582') t
outer apply (
    select sum(bid) sum_bid, sum(ask) sum_ask 
    from tbltestnew1 
    where (prev is not null and (cast(timestamp as datetime) between dateadd(second,1, prev) and t.timestamp)
       or (prev is null and cast(timestamp as datetime) <= t.timestamp))
) oa

当然，您可以通过使用公共(public)表表达式(或派生表)来减少转换次数。