我對財務數據進行了一次模擬,每次都以不同的參數儘可能快地觸發此存儲過程。任何人都可以加快我的MySQL存儲過程嗎?
速度在這裏非常重要。
什麼方法做到這一點是:
查找變量
STD
是從輸入STD
上的STD
兩側的價值X
值遠的價值。 (這給出了長度範圍內的輸入值的範圍邊界)。從符合一組條件的範圍內的變量編譯列表。
用另一組條件處理此列表,以創建一個表示開盤價格,訂單類型和收盤價格的最終列表。
這裏是唯一的非過渡表compressed (rar) table dump。
這裏是一個表的SHOW CREATE TABLE
信息:
| b50d1 | CREATE TABLE `b50d1` (
`pTime` int(10) unsigned NOT NULL,
`Slope` float(8,4) unsigned NOT NULL DEFAULT '0.0000',
`STD` float(8,4) unsigned NOT NULL DEFAULT '0.0000',
`Slope_Pos` int(1) unsigned NOT NULL DEFAULT '2',
`STD_Pos` int(1) unsigned NOT NULL DEFAULT '2',
PRIMARY KEY (`pTime`),
UNIQUE KEY `ID1` (`pTime`,`STD`,`STD_Pos`) USING BTREE,
UNIQUE KEY `ID2` (`pTime`,`Slope`,`Slope_Pos`),
KEY `STD` (`STD`) USING BTREE,
KEY `Slope` (`Slope`) USING BTREE
) ENGINE=MEMORY DEFAULT CHARSET=latin1 AVG_ROW_LENGTH=439340 PACK_KEYS=1
/*!50100 PARTITION BY KEY (pTime)
PARTITIONS 10 */ |
下面是表的一個小樣本,如果你不想要下載的轉儲:
mysql> select * from b50d1 limit 10;
+------------+---------+--------+-----------+---------+
| pTime | Slope | STD | Slope_Pos | STD_Pos |
+------------+---------+--------+-----------+---------+
| 1107309300 | 1.6326 | 1.3924 | 0 | 1 |
| 1107314400 | 6.8959 | 0.2243 | 1 | 1 |
| 1107323100 | 18.1991 | 1.4685 | 1 | 0 |
| 1107335400 | 2.5014 | 0.4736 | 0 | 0 |
| 1107362100 | 4.2878 | 0.8558 | 0 | 1 |
| 1107363300 | 6.9629 | 1.4130 | 0 | 0 |
| 1107363900 | 8.1032 | 0.2860 | 0 | 0 |
| 1107367500 | 16.6244 | 0.6159 | 0 | 0 |
| 1107368400 | 19.3792 | 1.1875 | 0 | 0 |
| 1107369300 | 21.9457 | 0.9426 | 0 | 0 |
+------------+---------+--------+-----------+---------+
這裏是我的代碼:
參數:
T1 VARCHAR(15),INP1浮子,INP2 INT,inp3浮子,INP4 INT,inp9 INT,inp10 INT
步驟:
BEGIN
DROP TABLE IF EXISTS MainList;
DROP TABLE IF EXISTS SearchListA;
DROP TABLE IF EXISTS List1;
DROP TABLE IF EXISTS List2;
CREATE TABLE MainList(
`pTime` int unsigned NOT NULL,
`STD` double unsigned NOT NULL,
`STD_Pos` int unsigned NOT NULL,
PRIMARY KEY (`pTime` ASC),
INDEX (`STD` ASC) USING BTREE,
INDEX `ID1` (`pTime` ASC, `STD` ASC) USING BTREE,
INDEX `ID2` (`pTime` ASC, `STD` ASC, `STD_Pos` ASC) USING BTREE
) ENGINE = MEMORY;
CREATE TABLE SearchListA(
`pTime` int unsigned NOT NULL ,
`STD` double unsigned NOT NULL,
`STD_Pos` int unsigned NOT NULL,
`SearchEnd` int unsigned NOT NULL,
PRIMARY KEY (`pTime` ASC),
INDEX (`STD` ASC),
INDEX `ID1` (`pTime`,`STD` ASC) USING BTREE,
INDEX `ID2` (`pTime` ASC, `STD` ASC, `STD_Pos` ASC) USING BTREE
) ENGINE = MEMORY;
CREATE TABLE List1(
`pTime` int unsigned NOT NULL,
`STD` double unsigned NOT NULL DEFAULT 0,
`STD_Pos` int unsigned NOT NULL DEFAULT 2,
PRIMARY KEY (`pTime` ASC),
INDEX (`STD`,`STD_Pos` ASC) USING BTREE
) ENGINE = MEMORY;
CREATE TABLE List2(
`pTime` int unsigned NOT NULL,
`Slope` double unsigned NOT NULL DEFAULT 0,
`Slope_Pos` int unsigned NOT NULL DEFAULT 2,
PRIMARY KEY (`pTime` ASC),
INDEX `ID1` (`Slope`,`Slope_Pos` ASC) USING BTREE
) ENGINE = MEMORY;
SET @s1 = CONCAT('INSERT INTO List1(pTime,STD,STD_Pos) SELECT t1.pTime, t1.STD, t1.STD_Pos FROM ',t1,' AS t1 USE INDEX (STD) WHERE t1.STD < ', ABS(inp1),' AND t1.pTime >= ', inp9,
' AND t1.pTime <= ', inp10,' order by STD DESC limit ', inp2);
PREPARE stmt FROM @s1;
EXECUTE stmt;
SET @lim = inp2+(inp2-(SELECT count(*) FROM List1));
SET @s2 = CONCAT('INSERT INTO List1(pTime,STD,STD_Pos) SELECT t1.pTime, t1.STD, t1.STD_Pos FROM ',t1,' AS t1 USE INDEX (STD) WHERE t1.STD >=', ABS(inp1),' AND t1.pTime >= ', inp9,
' AND t1.pTime <= ', inp10,' order by STD ASC limit ?');
PREPARE stmt FROM @s2;
EXECUTE stmt USING @lim;
##########################################
SET @s3 = CONCAT('INSERT INTO List2(pTime,Slope,Slope_Pos) SELECT t1.pTime, t1.Slope, t1.Slope_Pos FROM ',t1,' AS t1 USE INDEX (Slope) WHERE t1.Slope < ',ABS(inp3),' AND t1.pTime >= ', inp9,
' AND t1.pTime <= ', inp10,' order by Slope DESC limit ', inp4);
PREPARE stmt FROM @s3;
EXECUTE stmt;
SET @lim = inp4+(inp4-(SELECT count(*) FROM List2));
SET @s4 = CONCAT('INSERT INTO List2(pTime,Slope,Slope_Pos) SELECT t1.pTime, t1.Slope, t1.Slope_Pos FROM ',t1,' AS t1 USE INDEX (Slope) WHERE t1.Slope >=',ABS(inp3),' AND t1.pTime >= ', inp9,
' AND t1.pTime <= ', inp10,' order by Slope ASC limit ?');
PREPARE stmt FROM @s4;
EXECUTE stmt USING @lim;
#########################################
#########################################
SET @minSL1 = (SELECT MIN(Slope) FROM List2);
SET @maxSL1 = (SELECT MAX(Slope) FROM List2);
SET @minSD1 = (SELECT MIN(STD) FROM List1);
SET @maxSD1 = (SELECT MAX(STD) FROM List1);
SET @s = CONCAT('INSERT INTO MainList(pTime,STD,STD_Pos) SELECT t1.pTime, t1.STD, t1.STD_Pos FROM ',t1,' AS t1 ',
' WHERE t1.Slope >= ', @minSL1 ,
' AND t1.Slope <= ', @maxSL1 ,
' AND t1.STD >= ', @minSD1 ,
' AND t1.STD <= ', @maxSD1,
' AND ((t1.Slope_Pos <> t1.STD_Pos) AND t1.pTime >= ', inp9,
' AND t1.pTime <= ', inp10,') ORDER BY t1.pTime'
);
PREPARE stmt FROM @s;
EXECUTE stmt;
INSERT INTO SearchListA (pTime,STD,STD_Pos,SearchEnd)
SELECT sql_no_cache M1.pTime,M1.STD,M1.STD_Pos,M2.pTime
FROM MainList as M1
JOIN MainList as M2
ON(M2.pTime = (
SELECT M3.pTime FROM MainList as M3 WHERE M3.pTime>M1.pTime ORDER BY M3.pTime ASC limit 1)
);
SET @q = CONCAT('
SELECT
m.pTime as OpenTime,
CASE WHEN m.STD_Pos = 0 THEN 1 ELSE -1 END As Type,
min(big.pTime) as CloseTime
FROM
SearchListA m
JOIN ',t1,' as big ON (
big.pTime > m.pTime
AND big.pTime <= LEAST(m.SearchEnd,m.pTime+172800)
AND m.STD < big.STD AND m.STD_Pos <> big.STD_Pos
)
GROUP BY m.pTime
');
PREPARE stmt FROM @q;
EXECUTE stmt;
DEALLOCATE PREPARE stmt;
END
樣本函數調用:
CALL `data`.`JustMain`("b50d1",1.5,5000,6.43,5000,1121126400,1278892800)
我目前可以在一秒內運行此程序,但速度更快更好!
如果有人需要更多的信息,我會包括它。
+1「[STD]的價值(http://en.wikipedia.org/wiki/Sexually_transmitted_disease)」 – Rudie 2011-05-16 16:09:59