选择组中的第一个和最后一个值

Question

我有一个MySql表,包括每日股票报价(开盘价,最高价,最低价,收盘价和成交量),我试图将其转换为每周数据.到目前为止,我有以下功能,适用于高,低和音量:

SELECT MIN(_low), MAX(_high), AVG(_volume),
CONCAT(YEAR(_date), "-", WEEK(_date)) AS myweek
FROM mystockdata
GROUP BY myweek
ORDER BY _date;

我需要在上面的查询中选择_open的第一个实例.因此,例如,如果星期一(在特定的一周)有假期并且星期二开放股票市场,则应该从星期二开始选择_开值,该星期二分组为其周.同样,close值应该是该周的最后一个_close.

是否可以在MySql中选择类似FIRST()和LAST()的内容,以便上述内容可以包含在单个SELECT中而不是使用嵌套的选择查询？

这是我的表的create语句,用于了解模式:

delimiter $$
CREATE TABLE `mystockdata` (
  `id` int(11) NOT NULL AUTO_INCREMENT,
  `symbol_id` int(11) NOT NULL,
  `_open` decimal(11,2) NOT NULL,
  `_high` decimal(11,2) NOT NULL,
  `_low` decimal(11,2) NOT NULL,
  `_close` decimal(11,2) NOT NULL,
  `_volume` bigint(20) NOT NULL,
  `add_date` date NOT NULL,
  PRIMARY KEY (`id`),
  KEY `Symbol_Id` (`symbol_id`,`add_date`)
) ENGINE=InnoDB AUTO_INCREMENT=1 DEFAULT CHARSET=utf8$$

更新:没有空值,无论何处有假期/周末,该表都没有该日期的任何记录.

Answer 1

如果您使用的是MySQL 8,那么首选的解决方案是使用窗口函数FIRST_VALUE()和/或LAST_VALUE(),它们现在可用.请看看Lukas Eder的答案.

但是,如果您使用的是旧版本的MySQL,则不支持这些功能.您可以选择使用某种解决方法来模拟它们,例如你可以利用聚集串功能的GROUP_CONCAT()创建一组所有_open,并_close通过下令一周的值_date的_open和_date desc为_close,提取的第一要素组:

select
  min(_low),
  max(_high),
  avg(_volume),
  concat(year(_date), "-", lpad(week(_date), 2, '0')) AS myweek,
  substring_index(group_concat(cast(_open as CHAR) order by _date), ',', 1 ) as first_open,
  substring_index(group_concat(cast(_close as CHAR) order by _date desc), ',', 1 ) as last_close
from
  mystockdata
group by
  myweek
order by
  myweek
;

另一个解决方案是LIMIT 1在SELECT子句中使用子查询:

select
  min(_low),
  max(_high),
  avg(_volume),
  concat(year(_date), "-", lpad(week(_date), 2, '0')) AS myweek,
  (
    select _open
    from mystockdata m
    where concat(year(_date), "-", lpad(week(_date), 2, '0'))=myweek
    order by _date
    LIMIT 1
  ) as first_open,
  (
    select _close
    from mystockdata m
    where concat(year(_date), "-", lpad(week(_date), 2, '0'))=myweek
    order by _date desc
    LIMIT 1
  ) as last_close
from
  mystockdata
group by
  myweek
order by
  myweek
;

请注意我添加了LPAD()字符串函数myweek,以使周数始终为两位数,否则将无法正确订购周数.

将substring_index与group_concat()结合使用时也要小心:如果其中一个分组字符串包含逗号,则该函数可能不会返回预期结果.

Answer 2

从 MySQL 8 开始，您最好使用窗口函数来完成任务：

WITH 
  t1 AS (
    SELECT _low, _high, _volume, CONCAT(YEAR(_date), "-", WEEK(_date)) AS myweek
    FROM mystockdata
  ),
  t2 AS (
    SELECT 
      t1.*, 
      FIRST_VALUE(_open) OVER (PARTITION BY myweek ORDER BY _date) AS first_open,
      FIRST_VALUE(_close) OVER (PARTITION BY myweek ORDER BY _date DESC) AS last_close
    FROM t1
  )
SELECT MIN(_low), MAX(_high), AVG(_volume), myweek, MIN(first_open), MAX(last_close)
FROM t2
GROUP BY myweek
ORDER BY myweek;