我有一个名为trades保存货币交易数据的表,其架构如下:
id - uuid
timestamp - timestamp without time zone
price - numeric
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我希望能够以构建蜡烛图的方式进行查询。为此,我需要第一个价格、最后一个价格、最高价格和最低价格,并按时间间隔分组。到目前为止我有这个:
CREATE FUNCTION ts_round( timestamptz, INT4 ) RETURNS TIMESTAMPTZ AS $$
SELECT 'epoch'::timestamptz
+ '1 second'::INTERVAL * ( $2 * ( extract( epoch FROM $1 )::INT4 / $2 ) );
$$ LANGUAGE SQL;
SELECT ts_round( timestamp, 300 ) AS interval_timestamp
, max(price) AS max, min(price) AS min
FROM trades
GROUP BY interval_timestamp
ORDER BY interval_timestamp DESC
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如何获得这些区间内的 …
sql postgresql aggregate-functions greatest-n-per-group window-functions