Oracle SQL或pl/sql:根据以前的行值和日期列进行计算
我找到了很多与我的Python技术问题相关的解决方案,但在Oracle SQL或PL/SQL解决方案上找不到太多。因此,请使用Oracle Application Express在Oracle SQL上试用它。
我有一个数据库表,其中包含8天的样本库存数据。市场收盘后,每天都会插入新的记录。我想查询一下价格连续涨跌的股票。现在我想再添加一列,我可以在其中看到基于当前日期和以前日期值的看涨或看跌模式。
+-------+------------+--------+-------+-------+--------+--------+
| Stock | Cdate | Open | High | Low | Close | Volume |
+-------+------------+--------+-------+-------+--------+--------+
| XYZ | 01-01-2021 | 40 | 40.5 | 38.5 | 38.8 | 83057 |
| XYZ | 02-01-2021 | 39.2 | 39.2 | 37.2 | 37.8 | 181814 |
| XYZ | 03-01-2021 | 38 | 38.5 | 36.5 | 37 | 117378 |
| XYZ | 04-01-2021 | 36 | 36.1 | 35.6 | 35.7 | 93737 |
| XYZ | 05-01-2021 | 35.35 | 36.8 | 35.1 | 36.6 | 169106 |
| XYZ | 06-01-2021 | 36.5 | 38.5 | 36.5 | 38 | 123179 |
| XYZ | 07-01-2021 | 37.5 | 39.5 | 37.3 | 39.4 | 282986 |
| XYZ | 08-01-2021 | 39 | 40.5 | 38.5 | 40 | 117437 |
| | | | | | | |
| DDD | 01-01-2021 | 135.35 | 136.8 | 135.1 | 136.6 | 16454 |
| DDD | 02-01-2021 | 136.5 | 138.5 | 136.5 | 138 | 281461 |
| DDD | 03-01-2021 | 137.5 | 139.5 | 137.3 | 139.4 | 77334 |
| DDD | 04-01-2021 | 139 | 140.5 | 138.5 | 140 | 321684 |
| DDD | 05-01-2021 | 139.7 | 139.8 | 139.3 | 139.4 | 873009 |
| DDD | 06-01-2021 | 139.2 | 139.2 | 137.2 | 137.8 | 62522 |
| DDD | 07-01-2021 | 138 | 138.5 | 136.5 | 137 | 114826 |
| DDD | 08-01-2021 | 136.6 | 136.8 | 135.1 | 135.35 | 27317 |
+-------+------------+--------+-------+-------+--------+--------+
图表显示股票XYZ的方式如下:
在2021年1月5日,趋势发生了变化,我想根据公式添加一个新的专栏,写着看涨和看涨:
O1 > C1 and C > O and C > H1 and O < L1
Where,
O1 = Previous day Open price
C1 = Previous day Close price
C = Today's Close price
O = Today's Open price
H1 = Previous day High price
L1 = Previous day Low price
预期产出将是列模式下写着"看涨&"的新列:
+-------+------------+-------+------+------+-------+--------+---------+
| Stock | Cdate | Open | High | Low | Close | Volume | Pattern |
+-------+------------+-------+------+------+-------+--------+---------+
| XYZ | 01-01-2021 | 40 | 40.5 | 38.5 | 38.8 | 83057 | |
| XYZ | 02-01-2021 | 39.2 | 39.2 | 37.2 | 37.8 | 181814 | |
| XYZ | 03-01-2021 | 38 | 38.5 | 36.5 | 37 | 117378 | |
| XYZ | 04-01-2021 | 36 | 36.1 | 35.6 | 35.7 | 93737 | |
| XYZ | 05-01-2021 | 35.35 | 36.8 | 35.1 | 36.6 | 169106 | Bullish |
| XYZ | 06-01-2021 | 36.5 | 38.5 | 36.5 | 38 | 123179 | |
| XYZ | 07-01-2021 | 37.5 | 39.5 | 37.3 | 39.4 | 282986 | |
| XYZ | 08-01-2021 | 39 | 40.5 | 38.5 | 40 | 117437 | |
+-------+------------+-------+------+------+-------+--------+---------+
我在互联网上搜索解决方案,找到的最接近的是this。我稍微修改了查询,但无法添加公式或任何其他新列。以下是我尝试的查询:
WITH StockRow AS (SELECT stock, close, cdate,
ROW_NUMBER() OVER(PARTITION BY stock
ORDER BY cdate) rn
FROM sampletable where volume > 200000),
RunGroup AS (SELECT Base.stock, Base.cdate, base.close,
MAX(Restart.rn) OVER(PARTITION BY Base.stock
ORDER BY Base.cdate) groupingId
FROM StockRow Base
LEFT JOIN StockRow Restart
ON Restart.stock = Base.stock
AND Restart.rn = Base.rn - 1
AND Restart.CLOSE < Base.CLOSE)
SELECT stock,
COUNT(*) AS consecutiveCount,
MIN(cdate) AS startDate, MAX(cdate) AS endDate, min(close) as latestclose
FROM RunGroup
GROUP BY stock, groupingId
HAVING COUNT(*) >= 3
and MAX(cdate) = (select max(cdate) from sampletable)
ORDER BY CONSECUTIVECOUNT desc, stock, startDate
股票也是如此,";ddd";下面是图表的外观和最终数据:
在2021年1月5日,趋势发生了变化,我想根据公式添加一个新的专栏,写着看跌:
C < O and C < C1 and O < C1 and O1 < C1 and C > O1 and O < C1
Where,
O1 = Previous day Open price
C1 = Previous day Close price
C = Today's Close price
O = Today's Open price
+-------+------------+--------+-------+-------+--------+--------+---------+
| Stock | Cdate | Open | High | Low | Close | Volume | Pattern |
+-------+------------+--------+-------+-------+--------+--------+---------+
| XYZ | 01-01-2021 | 40 | 40.5 | 38.5 | 38.8 | 83057 | |
| XYZ | 02-01-2021 | 39.2 | 39.2 | 37.2 | 37.8 | 181814 | |
| XYZ | 03-01-2021 | 38 | 38.5 | 36.5 | 37 | 117378 | |
| XYZ | 04-01-2021 | 36 | 36.1 | 35.6 | 35.7 | 93737 | |
| XYZ | 05-01-2021 | 35.35 | 36.8 | 35.1 | 36.6 | 169106 | Bullish |
| XYZ | 06-01-2021 | 36.5 | 38.5 | 36.5 | 38 | 123179 | |
| XYZ | 07-01-2021 | 37.5 | 39.5 | 37.3 | 39.4 | 282986 | |
| XYZ | 08-01-2021 | 39 | 40.5 | 38.5 | 40 | 117437 | |
| | | | | | | | |
| DDD | 01-01-2021 | 135.35 | 136.8 | 135.1 | 136.6 | 16454 | |
| DDD | 02-01-2021 | 136.5 | 138.5 | 136.5 | 138 | 281461 | |
| DDD | 03-01-2021 | 137.5 | 139.5 | 137.3 | 139.4 | 77334 | |
| DDD | 04-01-2021 | 139 | 140.5 | 138.5 | 140 | 321684 | |
| DDD | 05-01-2021 | 139.7 | 139.8 | 139.3 | 139.4 | 873009 | Bearish |
| DDD | 06-01-2021 | 139.2 | 139.2 | 137.2 | 137.8 | 62522 | |
| DDD | 07-01-2021 | 138 | 138.5 | 136.5 | 137 | 114826 | |
| DDD | 08-01-2021 | 136.6 | 136.8 | 135.1 | 135.35 | 27317 | |
+-------+------------+--------+-------+-------+--------+--------+---------+
感谢在这方面的任何帮助。
更新:如果我要求太多,很抱歉。这就是我正在努力实现的目标。 简而言之,仅当以下屏幕截图处于上升/上升趋势或下降/下降趋势时,我才会识别以黄色突出显示的区域。
股票XYZ,看涨05-01-2021
股票DDD,看空05-01-2021
谢谢,
里查
解决方案
从Oracle12c可以使用MATCH_RECOGNIZE
:
SELECT *
FROM table_name
MATCH_RECOGNIZE(
PARTITION BY stock
ORDER BY cdate
MEASURES
CLASSIFIER() AS pttrn
ALL ROWS PER MATCH
PATTERN (bullish|bearish|other)
DEFINE
bullish AS PREV(open) > PREV(close)
AND Close > Open
AND Close > PREV(High)
AND Open < PREV(Low),
bearish AS Close < Open
AND Close < PREV(Close)
AND Open < PREV(Close)
AND PREV(Open) < PREV(Close)
AND Close > PREV(Open)
AND Open < PREV(Close)
)
对于示例数据:
CREATE TABLE table_name (Stock, Cdate, Open, High, Low, Close, Volume ) AS
SELECT 'XYZ', DATE '2021-01-01', 40.00, 40.50, 38.50, 38.80, 83057 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-02', 39.20, 39.20, 37.20, 37.80, 181814 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-03', 38.00, 38.50, 36.50, 37.00, 117378 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-04', 36.00, 36.10, 35.60, 35.70, 93737 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-05', 35.35, 36.80, 35.10, 36.60, 169106 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-06', 36.50, 38.50, 36.50, 38.00, 123179 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-07', 37.50, 39.50, 37.30, 39.40, 282986 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-08', 39.00, 40.50, 38.50, 40.00, 117437 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-01', 135.35, 136.80, 135.10, 136.60, 16454 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-02', 136.50, 138.50, 136.50, 138.00, 281461 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-03', 137.50, 139.50, 137.30, 139.40, 77334 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-04', 139.00, 140.50, 138.50, 140.00, 321684 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-05', 139.70, 139.80, 139.30, 139.40, 873009 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-06', 139.20, 139.20, 137.20, 137.80, 62522 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-07', 138.00, 138.50, 136.50, 137.00, 114826 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-08', 136.60, 136.80, 135.10, 135.35, 27317 FROM DUAL;
输出:
相关文章