在 SQL Server 2012 中对计算列使用 CASE

Question

我有一个名为 temp 的数据库，其中包含每日股票价格：

Ticker    Date      price
ABC     01/01/13    100.00 
ABC     01/02/13    101.50 
ABC     01/03/13     99.80 
ABC     01/04/13     95.50 
ABC     01/05/13     78.00 
XYZ     01/01/13     11.50 
XYZ     01/02/13     12.10 
XYZ     01/03/13     17.15 
XYZ     01/04/13     14.10 
XYZ     01/05/13     15.55 

drawdown我计算了每只股票的最高价格和每天每只股票的累计价格的运行总和：（最高价格 - 当前价格）/最高价格）

       SELECT t.Ticker,
              t.Date,
              t.price, 
           max(t.price) over (partition by ticker order by date) as max_price,
           (t.price / max(t.price) over (partition by ticker order by date)) - 1       
as Drawdown

       FROM [temp] t;


    Ticker  Date         price  max_price    Drawdown
    ABC     01/01/13     100.00      100.00       0.00000
    ABC     01/02/13     101.50      101.50       0.00000
    ABC     01/03/13      99.80      101.50      -0.01675
    ABC     01/04/13      95.50      101.50      -0.05911
    ABC     01/05/13      78.00      101.50      -0.23153
    XYZ     01/01/13      11.50      11.50        0.00000
    XYZ     01/02/13      12.10      12.10        0.00000
    XYZ     01/03/13      17.15      17.15        0.00000
    XYZ     01/04/13      14.10      17.15       -0.17784
    XYZ     01/05/13      15.55      17.15       -0.09329

我现在想创建另一个名为peak_cnt 的列。

Peak_cnt将有一个二进制输出：1if drawdown= 0 和 0 为其他值。

这是我想要制作的：

Ticker  Date         price      max_price    Drawdown   Peak_cnt
ABC     01/01/13     100.00      100.00       0.00000       1
ABC     01/02/13     101.50      101.50       0.00000       1
ABC     01/03/13      99.80      101.50      -0.01675       0 
ABC     01/04/13      95.50      101.50      -0.05911       0
ABC     01/05/13      78.00      101.50      -0.23153       0 
XYZ     01/01/13      11.50      11.50        0.00000       1
XYZ     01/02/13      12.10      12.10        0.00000       1
XYZ     01/03/13      17.15      17.15        0.00000       1
XYZ     01/04/13      14.10      17.15       -0.17784       0 
XYZ     01/05/13      15.55      17.15       -0.09329       0

CASE 语句在这里有效吗？我尝试了几个不同版本的 CASE 但没有取得任何成功。这是我使用 CASE 得到的最远的结果：

       SELECT t.Ticker,
              t.Date,
              t.price, 
           max(t.price) over (partition by ticker order by date) as max_price,
           (t.price / max(t.price) over (partition by ticker order by date)) - 1 as Drawdown,

           CASE WHEN 'Drawdown' < 0 Then 0
                ELSE 
           END as Peak_cnt

      FROM [temp] t;

Conversion failed when converting the varchar value 'Drawdown' to data type int.

关于成功使用 CASE 或任何其他解决方案有什么建议吗？

Answer 1

不，这行不通。
您需要将主查询移动到子查询，并使用用例表达式引用Drawdown外部查询中的新别名（上一级）：

SELECT x.*,
       CASE WHEN Drawdown <> 0 Then 0
                ELSE 1
       END as Peak_cnt
FROM (
       SELECT t.Ticker,
              t.Date,
              t.price, 
           max(t.price) over (partition by ticker order by date) as max_price,
           (t.price / max(t.price) over (partition by ticker order by date)) - 1 as Drawdown
      FROM [temp] t
) x

或者，您可以通过这种方式将整个表达式复制到 CASE WHEN ...

SELECT t.Ticker,
       t.Date,
       t.price, 
       max(t.price) over (partition by ticker order by date) as max_price,
       (t.price / max(t.price) over (partition by ticker order by date)) - 1 as Drawdown,

       CASE WHEN (t.price / max(t.price) 
                 over (partition by ticker order by date)) - 1 < 0 
            Then 0
            ELSE 1
       END as Peak_cnt

FROM [temp] t;