使用有关先前行的计算更新SQL表

Question

我正在尝试修复一个大型股票交易所数据库的错误.一列(数量)在每个刻度上具有交易量,而其他列存储累积量(即,当天的先前刻度的总和).在某些情况下,这第二列是错误的(不是很多,所以我们可以安全地假设相邻的刻度线没有错误).因此理论上修复很容易:只需搜索累积量减少的刻度(这就足够了),然后从最后一个刻度中选择累积量并将当前刻度的数量相加.问题是我一直在努力开始在oracle中执行此操作的查询,但由于我缺乏sql的专业知识,我正在努力.这是我到目前为止所获得的:

update
( 
    select m.cumulative_volume, q.cum_volume_ant, q.quantity from 
    market_data_intraday_trades m
    join
    (
          select * from
          (select
            product_key,
            sequence_number,
            lead(product_key) over (order by product_key, sequence_number) as product_key_ant,
            to_char(trade_date_time, 'yyyymmdd') as fecha,
            to_char(lag(trade_date_time) over (order by product_key, sequence_number), 'yyyymmdd') as fecha_ant,
            cumulative_volume,
            lead(cumulative_volume) over (order by product_key, sequence_number) as cum_volume_ant,
            cumulative_volume - lead(cumulative_volume) over (order by product_key, sequence_number) as dif 
          from market_data_intraday_trades)
          where product_key = product_key_ant
          and fecha = fecha_ant
          and dif < 0 
          and rownum < 10
    ) q
    on m.sequence_number = q.sequence_number
)
set m.cumulative_volume = q.cum_volume_ant + q.quantity

目前的问题是我似乎无法在外部计算中使用内部查询中的数量.

也许使用时态表或pl/sql或游标,所有这些都会更清晰和/或更容易,但由于公司策略,我没有权利这样做,只需选择和更新.

如果你能指点我解决这个问题,我将非常感激.

提前致谢!

PS.Fecha是西班牙语的约会,以防万一:)

Answer 1

这是一些测试数据.如您所见,第四行的CUMULATIVE_VOLUME错误.

SQL> select product_key
  2         , trade_date_time
  3         , quantity
  4         , cumulative_volume
  5         , sum (quantity) over (partition by product_key order by sequence_number) as running_total
  6  from  market_data_intraday_trades
  7  order by sequence_number
  8  /

PROD TRADE_DAT   QUANTITY CUMULATIVE_VOLUME RUNNING_TOTAL
---- --------- ---------- ----------------- -------------
ORCL 23-JUN-10        100               100           100
ORCL 23-JUN-10         50               150           150
ORCL 25-JUN-10        100               250           250
ORCL 26-JUN-10        100               250           350
ORCL 26-JUN-10         50               400           400
ORCL 27-JUN-10         75               475           475

6 rows selected.

SQL>

最简单的解决方案是使用计算的运行总计更新所有行:

SQL> update market_data_intraday_trades m
  2  set m.cumulative_volume =
  3          ( select inq.running_total
  4            from (
  5                      select sum (quantity) over (partition by product_key
  6                                                  order by sequence_number) as running_total
  7                             , cumulative_volume
  8                             , rowid as row_id
  9                      from  market_data_intraday_trades
 10                  ) inq
 11             where m.rowid = inq.row_id
 12          )
 13  /

6 rows updated.

SQL> select product_key
  2         , trade_date_time
  3         , quantity
  4         , cumulative_volume
  5         , sum (quantity) over (partition by product_key
  6                                order by sequence_number) as running_total
  7         , rowid as row_id
  8  from  market_data_intraday_trades
  9  order by sequence_number
 10  /

PROD TRADE_DAT   QUANTITY CUMULATIVE_VOLUME RUNNING_TOTAL 
---- --------- ---------- ----------------- ------------- 
ORCL 23-JUN-10        100               100           100 
ORCL 23-JUN-10         50               150           150 
ORCL 25-JUN-10        100               250           250 
ORCL 26-JUN-10        100               350           350 
ORCL 26-JUN-10         50               400           400 
ORCL 27-JUN-10         75               475           475 

6 rows selected.

SQL> 

但是,如果您有大量数据并且您真的不希望所有这些不必要的更新,那么再次使用相同的查询来限制命中:

SQL> update market_data_intraday_trades m
  2  set m.cumulative_volume =
  3          ( select inq.running_total
  4            from (
  5                      select sum (quantity) over (partition by product_key
  6                                                  order by sequence_number) as running_total
  7                             , cumulative_volume
  8                             , rowid as row_id
  9                      from  market_data_intraday_trades
 10                  ) inq
 11             where m.rowid = inq.row_id
 12          )
 13  where m.rowid in
 14      ( select inq.row_id
 15            from (
 16                      select sum (quantity) over (partition by product_key
 17                                                  order by sequence_number) as running_total
 18                             , cumulative_volume
 19                             , rowid as row_id
 20                      from  market_data_intraday_trades
 21                  ) inq
 22             where m.cumulative_volume != running_total
 23          )
 24
SQL> /

1 row updated.

SQL> select product_key
  2         , trade_date_time
  3         , quantity
  4         , cumulative_volume
  5         , sum (quantity) over (partition by product_key
  6                                order by sequence_number) as running_total
  7  from  market_data_intraday_trades
  8  order by sequence_number
  9  /

PROD TRADE_DAT   QUANTITY CUMULATIVE_VOLUME RUNNING_TOTAL
---- --------- ---------- ----------------- -------------
ORCL 23-JUN-10        100               100           100
ORCL 23-JUN-10         50               150           150
ORCL 25-JUN-10        100               250           250
ORCL 26-JUN-10        100               350           350
ORCL 26-JUN-10         50               400           400
ORCL 27-JUN-10         75               475           475

6 rows selected.

SQL> 

我尝试了尼古拉斯使用MERGE的建议.如果您使用10g或更高,那么这将有效.您需要最新版本的Oracle,因为9i不支持带UPDATE的MERGE但没有INSERT(而8i根本不支持MERGE).

SQL> merge into market_data_intraday_trades m
  2  using ( select running_total
  3                 , row_id
  4          from
  5              (   select sum (quantity) over (partition by product_key
  6                                              order by sequence_number) as running_total
  7                         , cumulative_volume
  8                         , rowid as row_id
  9                  from  market_data_intraday_trades
 10               )
 11           where cumulative_volume != running_total
 12          ) inq
 13  on ( m.rowid = inq.row_id  )
 14  when matched then
 15      update set m.cumulative_volume = inq.running_total
 16  /

1 row merged.

SQL>

这个解决方案比其他解决方案更整洁.