1
我從一個臨時表,#T1選擇一些行,我創建:入門基礎的MIN和MAX計算值在表
SELECT FutContract,
Quantity,
Date,
Price,
TotalQuantity,
PercentOfTotalQ,
CumulativePercentile=
(SELECT ROUND(SUM(PercentOfTotalVol),2) FROM #t1 b
WHERE b.OvernightVol <= a.OvernightVol AND b.FutContract = a.FutContract)
FROM #t1 a
我想創建表示兩個行MIN(Price)和MAX(Price)的累積百分比大於0.3(第30百分位數),但我能想到的唯一方法就是創建另一個臨時表。如果可能,我寧願不必。有任何想法嗎?
編輯:
;WITH z AS
(SELECT FutContract, OvernightVol, MorningDate, Price, TotalVol,
PercentOfTotalVol, CumulativePercentile=
(SELECT ROUND(SUM(PercentOfTotalVol),2) FROM #t1 b
WHERE b.OvernightVol <= a.OvernightVol AND b.FutContract = a.FutContract) FROM #t1 a)
SELECT *,
(SELECT MIN(Price) OVER(PARTITION BY FutContract) FROM z WHERE CumulativePercentile > 0.3) AS min70px,
(SELECT MAX(Price) OVER(PARTITION BY FutContract) FROM z WHERE CumulativePercentile > 0.3) AS max70px
FROM z
這幾乎正是我要找的。但是,我收到一個錯誤,因爲子查詢返回了多個值。我需要每個FutContract的最小值和最大值都是唯一的,但是我必須考慮幾個FutContract和Price組合。 我在我剛剛嘗試的代碼中編輯。 – weskpga
@weskpga,不知道我理解你的要求100%,但看看我編輯的答案 – iruvar
是的,編輯的代碼是我所需要的。謝謝! – weskpga