每週和日內數據彙總

Question

我有這個查詢來執行日內數據彙總到日常數據（感謝Gordon Linoff）。

我存儲股票市場數據每行1分鐘，我有511 1分鐘的行每天（從0900到1730）。我使用MySQL 5.6.11 VERS

數據是如下

SELECT symbol, date, MAX(high) AS high, MIN(low) as low, SUM(volume) as volume, 
    (select open from a2a a2 where a1.symbol = a2.symbol and a1.date = a2.date order by time limit 1) as open, 
    (select close from a2a a2 where a1.symbol = a2.symbol and a1.date = a2.date order by time desc limit 1) as close 
FROM a2a a1 
GROUP BY symbol, date 
ORDER BY symbol, date; 

我的問題圖片：

1）如何修改這個查詢，如果我需要彙總數據只獲得最後100個每日酒吧？

2）如何將數據彙總到每週或彙總成5分鐘的數據？

編輯：每週彙總此版本的作品（和每月聚集過多使用一個月，而不是周）

SELECT symbol, date, week(date), MAX(high) AS high, MIN(low) as low, SUM(volume) as volume, 
(select open from a2a a2 where a1.symbol = a2.symbol and week(a1.date) = week(a2.date) order by time limit 1) as open, 
(select close from a2a a2 where a1.symbol = a2.symbol and week(a1.date) = week(a2.date) order by time desc limit 1) as close 
FROM a2a a1 
WHERE date >= date_sub(CURDATE(), interval 100 week) 
GROUP BY symbol, week(date) 
ORDER BY symbol, date; 

我還有東西要進行修改：

1）關於日常聚集第一查詢會返回100個日曆日，而不是100個每日聚合行。我需要從最近的後退開始對100條記錄進行排序。我每週需要100條記錄才能進行每週聚合。

2）5分鐘或n分鐘聚合？例如，聚合從0900到0904，然後從0905到0909等5分鐘聚合

Answer 1

你是什麼意思的最後100個每日酒吧？如果你指的是過去100天內：

SELECT symbol, date, MAX(high) AS high, MIN(low) as low, SUM(volume) as volume, 
    (select open from a2a a2 where a1.symbol = a2.symbol and a1.date = a2.date order by time limit 1) as open, 
    (select close from a2a a2 where a1.symbol = a2.symbol and a1.date = a2.date order by time desc limit 1) as close 
FROM a2a a1 
WHERE date >= date_sub(CURDATE(), interval 100 day) 
GROUP BY symbol, date 
ORDER BY symbol, date; 

如果想要另一個分組，那麼你需要改變group by和相關子具有相同的表達。例如：

SELECT symbol, week(date), MAX(high) AS high, MIN(low) as low, SUM(volume) as volume, 
    (select open from a2a a2 where a1.symbol = a2.symbol and a1.week(date) = a2.week(date) order by time limit 1) as open, 
    (select close from a2a a2 where a1.symbol = a2.symbol and a1.week(date) = a2.week(date) order by time desc limit 1) as close 
FROM a2a a1 
WHERE date >= date_sub(CURDATE(), interval 100 day) 
GROUP BY symbol, week(date) 
ORDER BY symbol, week(date);