正常化MySQL數據的日期時間

Question

我正在研究彙總財務數據觀察的數據庫（以貨幣對USDCAD爲例）。

財務數據作爲觀察值發佈。數據提供者確定的觀測日期和時間並未設置。

我的表是這樣的：當我需要在同一時間獲得該系列的價值在沒有具體觀測 CREATE TABLE observations (symbol varchar(32) not null, datetime datetime not null, value decimal(20, 10) not null);

，就會出現問題。例如，我可能想要在10:30:15上午重新安排我們以加拿大元出售的某種產品。

但是，我可能完全沒有10:30:15 am的USDCAD觀察。這將需要我做一個加權平均值，以在那個確切的時間進行觀察。

這有點麻煩，但可能。更大的問題是 - 如果我有一個每秒鐘包含我們產品的美元價格的表格，並且我想在USDCAD中對每個產品價格觀察值（每秒）進行重新報價（在有隨機時間觀察的情況下），我不能想想一個沒有瘋狂的子查詢的方法。

這裏我最好的選擇是什麼？插入值時，是否還可以更好地計算USDCAD系列的每秒觀察值？

Answer 1

1. 通過應用linear interpolation獲取在@time加權平均觀察：

   CREATE VIEW `productsCAD` AS 
       SELECT `products`.* 
       , `products`.`price` * `exchange`.`value` AS `priceCAD` 
       FROM `products` 
       , (
        SELECT `value` 
        FROM  `observations` 
        ORDER BY `datetime` DESC 
        LIMIT 1 
       ) AS `exchange`; 
   

---

：

SELECT p0.y + (UNIX_TIMESTAMP(@time)-p0.x) * (p1.y-p0.y)/(p1.x-p0.x) 
FROM 
    (
    SELECT `value`      AS y 
     ,  UNIX_TIMESTAMP(`datetime`) AS x 
    FROM  `observations` 
    WHERE `datetime` <= @time 
    ORDER BY `datetime` DESC 
    LIMIT 1 
) p0, 
    (
    SELECT `value`      AS y 
     ,  UNIX_TIMESTAMP(`datetime`) AS x 
    FROM  `observations` 
    WHERE `datetime` >= @time 
    ORDER BY `datetime` ASC 
    LIMIT 1 
) p1; 

採用最新匯率CAD價格創建你的產品VIEW

UPDATE

以獲得多個預定義的時間內插的價格（假定爲存儲在一個名爲名爲times表內time列DATETIME值），則需要使用子查詢首先獲得的時間立即之前和緊接以下意見再加入那些與觀測表再次得到相應的價值是：如果你想在查詢中指定所需的時間

SELECT time, p0.y + IFNULL((unixtime-p0.x) * (p1.y-p0.y)/(p1.x-p0.x), 0) AS value 
FROM 
    (
    SELECT 
      time, 
      UNIX_TIMESTAMP(`time`)    AS `unixtime`, 
     MAX(UNIX_TIMESTAMP(`before`.`datetime`)) AS `prevTime`, 
     MIN(UNIX_TIMESTAMP(`after`.`datetime`)) AS `nextTime` 
    FROM 
     `times` 
     JOIN (SELECT `datetime` FROM `observations`) 
     AS `before` ON (`before`.`datetime` <= `time`) 
     JOIN (SELECT `datetime` FROM `observations`) 
     AS `after` ON (`after`.`datetime` >= `time`) 
    GROUP BY `time` 
) AS `matches` 
    JOIN (
    SELECT 
     UNIX_TIMESTAMP(`datetime`) AS x, 
     `value`     AS y 
    FROM `observations` 
) AS p0 ON (p0.x = `matches`.`prevTime`) 
    JOIN (
    SELECT 
     UNIX_TIMESTAMP(`datetime`) AS x, 
     `value`     AS y 
    FROM `observations` 
) AS p1 ON (p1.x = `matches`.`nextTime`); 

（而不是使用預定義的表格times），動態使用UNION替換與建立這樣一個表的子查詢中引用times：

SELECT time, p0.y + IFNULL((unixtime-p0.x) * (p1.y-p0.y)/(p1.x-p0.x), 0) AS value 
FROM 
    (
    SELECT 
      time, 
      UNIX_TIMESTAMP(`time`)    AS `unixtime`, 
     MAX(UNIX_TIMESTAMP(`before`.`datetime`)) AS `prevTime`, 
     MIN(UNIX_TIMESTAMP(`after`.`datetime`)) AS `nextTime` 
    FROM 
     (
        SELECT '2012-05-02 19:20:00' AS `time` 
     UNION ALL SELECT '2012-05-02 19:20:05' 
     UNION ALL SELECT '2012-05-02 19:20:10' 
     UNION ALL SELECT '2012-05-02 19:20:15' 
     -- etc. 
    ) AS `times` 
     JOIN (SELECT `datetime` FROM `observations`) 
     AS `before` ON (`before`.`datetime` <= `time`) 
     JOIN (SELECT `datetime` FROM `observations`) 
     AS `after` ON (`after`.`datetime` >= `time`) 
    GROUP BY `time` 
) AS `matches` 
    JOIN (
    SELECT 
     UNIX_TIMESTAMP(`datetime`) AS x, 
     `value`     AS y 
    FROM `observations` 
) AS p0 ON (p0.x = `matches`.`prevTime`) 
    JOIN (
    SELECT 
     UNIX_TIMESTAMP(`datetime`) AS x, 
     `value`     AS y 
    FROM `observations` 
) AS p1 ON (p1.x = `matches`.`nextTime`);