Mysql加入2表並選擇日期範圍內的最大值和最小值

Question

我有2個表格，訂單和費率。我想加入這兩個表，並選擇的OpenTime和closetime之間的最大值和最小值

表1：訂單

id type pair lot  opentime  openprice closeprice closetime 

1 buy  eurusd 0.01 2016-05-02 02:04:07  1.15112  1.14778  2016-05-02 03:05:00 

2 sell gbpusd 0.01 2016-05-02 02:24:17  1.45221  1.44989  2016-05-02 03:05:00 

表2：利率

id pair time   price 

10 eurusd 2016-05-02 03:00:00  1.14522 

9 gbpusd 2016-05-02 03:00:00  1.44726 

8 eurusd 2016-05-02 02:30:00  1.15258 

7 gbpusd 2016-05-02 02:30:00  1.45311 

6 eurusd 2016-05-02 02:00:00  1.15051 

5 gbpusd 2016-05-02 02:00:00  1.45173 

4 eurusd 2016-05-01 01:30:00  1.14258 

3 gbpusd 2016-05-02 01:30:00  1.44326 

2 eurusd 2016-05-02 01:00:00  1.15751 

1 gbpusd 2016-05-02 01:00:00  1.45911 

預期結果

id type pair lot  opentime  openprice closeprice closetime  high timehigh  low  timelow 

1 buy eurusd 0.01 2016-05-02 02:04:07 1.15112 1.14778 2016-05-02 03:05:00 1.15258 2016-05-02 02:30:00 1.14522 2016-05-02 03:00:00 

2 sell gbpusd 0.01 2016-05-02 02:24:17 1.45221 1.44989 2016-05-02 03:05:00 1.45311 2016-05-02 02:30:00 1.44726 2016-05-02 03:00:00 

我試試這個查詢，但得到空的結果

沒有where子句得到結果不是空

SELECT id,type,pair,lot,opentime,openprice,closeprice,closetime,high,timehigh,low,timelow FROM (SELECT id,type,pair,lot,opentime,openprice,closeprice,closetime FROM `order` ORDER BY closetime DESC) table1 
JOIN (SELECT MAX(price) as high,time as timehigh,pair as pairhigh FROM `rates` GROUP BY pair) table2 ON table1.pair=table2.pairhigh 
JOIN (SELECT MIN(price) as low,time as timelow,pair as pairlow FROM `rates` GROUP BY pair) table3 ON table1.pair=table3.pairlow 
WHERE table2.timehigh between table1.opentime and table1.closetime AND table3.timelow between table1.opentime and table1.closetime 

嘗試查詢，但預計不會

SELECT id,type,pair,lot,opentime,openprice,closeprice,closetime,high,timehigh,low,timelow FROM (SELECT id,type,pair,lot,opentime,openprice,closeprice,closetime FROM `order` ORDER BY closetime DESC) table1 
JOIN (SELECT MAX(price) as high,time as timehigh,pair as pairhigh FROM `rates` GROUP BY pair) table2 ON table1.pair=table2.pairhigh 
JOIN (SELECT MIN(price) as low,time as timelow,pair as pairlow FROM `rates` GROUP BY pair) table3 ON table1.pair=table3.pairlow 

結果

id type pair lot  opentime  openprice closeprice closetime  high timehigh  low  timelow 

1 buy eurusd 0.01 2016-05-02 02:14:07 1.15112 1.14778 2016-05-02 03:05:00 1.15751 2016-05-02 02:00:00 1.14258 2016-05-02 02:00:00 

2 sell gbpusd 0.01 2016-05-02 03:24:17 1.45221 1.44989 2016-05-02 03:05:00 1.45911 2016-05-02 02:00:00 1.44326 2016-05-02 02:00:00 

如何解決這個問題？

Answer 1

我相信這現在符合您的要求？

SELECT * 
FROM Orders 
JOIN (SELECT price as maxPrice, pair, tr_time as maxTime FROM Rates 
    JOIN (SELECT Rates.pair, MAX(Rates.price) AS price 
     FROM Rates, Orders 
     WHERE (Rates.tr_time between Orders.opentime and Orders.closetime) 
     GROUP BY Rates.pair) 
    as MaxPrices USING (price, pair)) maxRates USING (pair) 
JOIN (SELECT price AS minPrice, pair, tr_time as minTime FROM Rates 
     JOIN (SELECT Rates.pair, MIN(Rates.price) AS price 
      FROM Rates, Orders 
      WHERE (Rates.tr_time between Orders.opentime and Orders.closetime) 
      GROUP BY Rates.pair) 
    as minPrices USING (price, pair)) minRates USING (pair); 

你的代碼結構是太可憐了，我要真正找出到底是怎麼回事，但本質上看來你是不知道，總運營商，如MAX()只返回一個值。

你還不清楚是什麼你想要的最低/最高價格（我以爲每pair它已經）

有代碼的運行，看看它是否返回正確的？如果不告訴我它不匹配，我可以開始修補它！

編輯 新的結果：

Answer 2

試試這個，它輸出作爲您預期的結果，可能會爲你工作;）

SQL Fiddle

的MySQL 5.6架構 ：

CREATE TABLE orders 
    (`id` int, `type` varchar(4), `pair` varchar(6), `lot` float, `opentime` datetime, `openprice` float, `closeprice` float, `closetime` datetime) 
; 

INSERT INTO orders 
    (`id`, `type`, `pair`, `lot`, `opentime`, `openprice`, `closeprice`, `closetime`) 
VALUES 
    (1, 'buy', 'eurusd', 0.01, '2016-05-02 02:04:07', 1.15112, 1.14778, '2016-05-02 03:05:00'), 
    (2, 'sell', 'gbpusd', 0.01, '2016-05-02 02:24:17', 1.45221, 1.44989, '2016-05-02 03:05:00') 
; 


CREATE TABLE rates 
    (`id` int, `pair` varchar(6), `time` datetime, `price` float) 
; 

INSERT INTO rates 
    (`id`, `pair`, `time`, `price`) 
VALUES 
    (10, 'eurusd', '2016-05-02 03:00:00', 1.14522), 
    (9, 'gbpusd', '2016-05-02 03:00:00', 1.44726), 
    (8, 'eurusd', '2016-05-02 02:30:00', 1.15258), 
    (7, 'gbpusd', '2016-05-02 02:30:00', 1.45311), 
    (6, 'eurusd', '2016-05-02 02:00:00', 1.15051), 
    (5, 'gbpusd', '2016-05-02 02:00:00', 1.45173), 
    (4, 'eurusd', '2016-05-01 01:30:00', 1.14258), 
    (3, 'gbpusd', '2016-05-02 01:30:00', 1.44326), 
    (2, 'eurusd', '2016-05-02 01:00:00', 1.15751), 
    (1, 'gbpusd', '2016-05-02 01:00:00', 1.45911) 
; 

查詢1：

SELECT DISTINCT 
orders.*, mx.high, R1.time AS timehigh, mn.low, R2.time AS timelow 
FROM orders 
LEFT JOIN (
    SELECT orders.pair, rates.time, max(rates.price) AS high 
    FROM orders 
    JOIN rates ON orders.pair = rates.pair AND rates.time <= orders.closetime AND rates.time >= orders.opentime 
    group by orders.pair 
) mx ON mx.pair = orders.pair 
LEFT JOIN (
    SELECT orders.pair, min(rates.price) AS low, rates.time 
    FROM orders 
    JOIN rates ON orders.pair = rates.pair AND rates.time <= orders.closetime AND rates.time >= orders.opentime 
    GROUP BY orders.pair 
) mn ON mn.pair = orders.pair 
LEFT JOIN rates R1 ON mx.pair = R1.pair and R1.price = mx.high 
LEFT JOIN rates R2 ON mn.pair = R2.pair and R2.price = mn.low 

Results：

| id | type | pair | lot |    opentime | openprice | closeprice |    closetime | high |     time |  low |     time | 
|----|------|--------|------|-----------------------|-----------|------------|-----------------------|---------|-----------------------|---------|-----------------------| 
| 1 | buy | eurusd | 0.01 | May, 02 2016 02:04:07 | 1.15112 | 1.14778 | May, 02 2016 03:05:00 | 1.15258 | May, 02 2016 02:30:00 | 1.14522 | May, 02 2016 03:00:00 | 
| 2 | sell | gbpusd | 0.01 | May, 02 2016 02:24:17 | 1.45221 | 1.44989 | May, 02 2016 03:05:00 | 1.45311 | May, 02 2016 02:30:00 | 1.44726 | May, 02 2016 03:00:00 | 

Answer 3

我覺得davidhood2的釘，但以防萬一...

SELECT a.* 
    , b.price high 
    , b.time timehigh 
    , c.price low 
    , c.time timelow 
    FROM orders a 
    JOIN 
    (SELECT x.pair 
      , x.price 
      , x.time 
     FROM rates x 
     JOIN 
      (SELECT r.pair 
        , MAX(r.price) price 
       FROM rates r 
       JOIN orders o 
        ON o.pair = r.pair 
       AND r.time BETWEEN o.opentime AND o.closetime 
       GROUP 
        BY pair 
      ) y 
      ON y.pair = x.pair 
      AND y.price = x.price 
    ) b 
    ON b.pair = a.pair 
    JOIN 
    (SELECT x.pair 
      , x.price 
      , x.time 
     FROM rates x 
     JOIN 
      (SELECT r.pair 
        , MIN(r.price) price 
       FROM rates r 
       JOIN orders o 
        ON o.pair = r.pair 
       AND r.time BETWEEN o.opentime AND o.closetime 
       GROUP 
        BY pair 
      ) y 
      ON y.pair = x.pair 
      AND y.price = x.price 
    ) c 
    ON c.pair = a.pair; 

+------+------+--------+------+---------------------+-----------+------------+---------------------+---------+---------------------+---------+---------------------+ 
| id | type | pair | lot | opentime   | openprice | closeprice | closetime   | high | timehigh   | low  | timelow    | 
+------+------+--------+------+---------------------+-----------+------------+---------------------+---------+---------------------+---------+---------------------+ 
| 1 | buy | eurusd | 0.01 | 2016-05-02 02:04:07 | 1.15112 | 1.14778 | 2016-05-02 03:05:00 | 1.15258 | 2016-05-02 02:30:00 | 1.14522 | 2016-05-02 03:00:00 | 
| 2 | sell | gbpusd | 0.01 | 2016-05-02 02:24:17 | 1.45221 | 1.44989 | 2016-05-02 03:05:00 | 1.45311 | 2016-05-02 02:30:00 | 1.44726 | 2016-05-02 03:00:00 | 
+------+------+--------+------+---------------------+-----------+------------+---------------------+---------+---------------------+---------+---------------------+