SQL移動聚合

Question

問題：對於包含日期列，任意數量的類別列和值列的給定記錄集，我想計算任意日期窗口的值的聚合，例如30天，365天等等。我已經看過窗口集合函數，CTE和其他一些函數，但它們並沒有出現（至少對我來說）來執行所需的功能。

下面的SQL（T-SQL）代表了我試圖完成的基本概念，但是我對它的可伸縮性，特別是連接有不好的感覺，並且一旦我嘗試按其他名義組進行分組，就會遇到困難。

SELECT 
     basedate 
     , count(*) as [n] 
     , sum(Value) as [SumValue] 
     , avg(value) As [AverageValue] 
     , stdev(value) As [StdevValue] 
FROM 
    (SELECT t1.basedate , t2.* 
    FROM 
     (SELECT DISTINCT dt as basedate from foo)as t1 
     ,foo as t2 
     WHERE datediff(d, t1.basedate, t2.dt) between -30 and 0 
    ) t3 
GROUP BY t3.basedate 
ORDER BY t3.BASEDATE DESC 

我創建了一個SQLFiddle來試圖使它更加具體。

SQLFiddle

謝謝。

Answer 1

在SqlFiddle中提供的設置中玩了一番之後，我來到了這兩個潛在的解決方案：（好吧，第一個解決方案只有一半，不知道如何將stdev（）添加到高效路）

WITH t1 
    AS (SELECT DISTINCT dt as basedate from foo), 
    sumcount 
    AS (SELECT basedate, 
      SUM((CASE WHEN datediff(d, t1.basedate, t2.dt) between -30 and 0 THEN 1 ELSE 0 END)) as [n], 
      SUM((CASE WHEN datediff(d, t1.basedate, t2.dt) between -30 and 0 THEN value ELSE 0 END)) as [Sumvalue] 
     FROM t1, foo t2 
     GROUP BY basedate) 
SELECT basedate, 
     [n], 
     [Sumvalue], 
     [Sumvalue]/[n] as [Averagevalue] 
    FROM sumcount 
ORDER BY basedate DESC 


GO 

WITH t1 
    AS (SELECT DISTINCT dt as basedate from foo), 
    t2 
    AS (SELECT basedate, min_date = DateAdd(day, -30, basedate), max_date = DateAdd(day, 0, basedate) from t1) 

SELECT basedate, 
      count(*) as [n] 
     , sum(b.value) as [Sumvalue] 
     , avg(b.value) As [Averagevalue] 
     , stdev(b.value) As [Stdevvalue] 
FROM t2 
JOIN foo b 
    ON b.dt BETWEEN t2.min_date AND t2.max_date 
GROUP BY basedate 
ORDER BY basedate DESC 

我喜歡最後一個爲它的簡單可讀性，並且巧合的運行相當快一點過，雖然我不能完全知道爲什麼呢。請注意，我將測試數據加載了100次（使用GO 100的魔法），以便在筆記本電腦上獲得更長的持續時間。 （這是很難比較1毫秒VS 1毫秒=）

令人驚訝的，在（接受）的解決方案從暫停CO 比原來的查詢返回不同的結果（或 '我' 查詢）時給定'擴展'測試集;你可能想看看！ （原因在於它多次查找基準日期，因此導致了多次累加，然後最終得到了更大的Counts和SumValues。我不確定這是你想要的，還是它是某種東西這可能發生在'真實數據'，但由於你把一個索引，而不是一個獨特的索引，我假設雙打可以發生......）

Answer 2

在我簡短的測試，這是比你當前的查詢速度更快，如果dt字段建立索引：

SELECT a.dt AS basedate 
     , count(*) as [n] 
     , sum(b.Value) as [SumValue] 
     , avg(b.value) As [AverageValue] 
     , stdev(b.value) As [StdevValue] 
FROM foo a 
JOIN foo b 
    ON b.dt BETWEEN DATEADD(DAY,-30,a.dt) AND a.dt 
GROUP BY a.dt 
ORDER BY a.dt DESC 

編輯：我是因爲在SQL Server被問及版2012+有一個爲RANGE/ROWS支持，可以創建一個你喜歡的移動窗口，我相信你會陷入一種自我加入。使用DATEADD()並比較dt的值稍微快於DATEDIFF()版本。