使用Oracle SQL的具有一些逻辑网格化的汇总查询

Question

我有一个类似下面的表"AuctionResults“

Auction  Action    Shares  ProfitperShare   
------------------------------------------- 
Round1   BUY        6      200    
Round2   BUY        5      100   
Round2   SELL      -2      50   
Round3   SELL      -5      80

现在我需要在“先到先净额”的基础上，在接下来的几轮中通过买入来汇总每次拍卖的结果。

所以在Round1中，我买了6股，然后在Round2中卖出了2股，在Round3中卖出了"4“股，总净利润为6* 200-2 * 50-4 * 80 = 780

在Round2，我买了5股，卖出了Round3的"1“(因为之前的"4”属于Round1)，净利润为5* 100-1 * 80 = 420

...so生成的输出应如下所示：

Auction   NetProfit
------------------
Round1    780    
Round2    420   

我们是否可以仅使用Oracle SQL(10g)而不使用PL-SQL来完成此操作

提前感谢

Answer 1

我知道这是一个老生常谈的问题，对最初的海报没有什么用处，但我想尝试一下，因为这是一个有趣的问题。我没有对它进行足够的测试，所以我认为这仍然需要纠正和调整。但我相信这种方法是合法的。我不建议在产品中使用这样的查询，因为它很难维护或理解(而且我不相信这是真正可伸缩的)。你最好创建一些替代的数据结构。话虽如此，以下是我在Postgresql 9.1中运行的内容：

    WITH x AS (
        SELECT round, action
              ,ABS(shares) AS shares
              ,profitpershare
              ,COALESCE( SUM(shares) OVER(ORDER BY round, action
                                          ROWS BETWEEN UNBOUNDED PRECEDING 
                                                   AND 1 PRECEDING)
                        , 0) AS previous_net_shares
              ,COALESCE( ABS( SUM(CASE WHEN action = 'SELL' THEN shares ELSE 0 END)
                            OVER(ORDER BY round, action
                                     ROWS BETWEEN UNBOUNDED PRECEDING 
                                              AND 1 PRECEDING) ), 0 ) AS previous_sells
          FROM AuctionResults
          ORDER BY 1,2
    )

    SELECT round, shares * profitpershare - deduction AS net
      FROM (

           SELECT buy.round, buy.shares, buy.profitpershare
                 ,SUM( LEAST( LEAST( sell.shares, GREATEST(buy.shares - (sell.previous_sells - buy.previous_sells), 0)
                                    ,GREATEST(sell.shares + (sell.previous_sells - buy.previous_sells) - buy.previous_net_shares, 0)
                                   )
                             ) * sell.profitpershare ) AS deduction
             FROM x buy
                 ,x sell
             WHERE sell.round > buy.round
               AND buy.action = 'BUY'
               AND sell.action = 'SELL'
             GROUP BY buy.round, buy.shares, buy.profitpershare

           ) AS y

结果是：

     round | net
    -------+-----
         1 | 780
         2 | 420
    (2 rows)

为了将其分成几个部分，我从这个数据集开始：

    CREATE TABLE AuctionResults( round int, action varchar(4), shares int, profitpershare int);

    INSERT INTO AuctionResults VALUES(1, 'BUY', 6, 200);
    INSERT INTO AuctionResults VALUES(2, 'BUY', 5, 100);
    INSERT INTO AuctionResults VALUES(2, 'SELL',-2, 50);
    INSERT INTO AuctionResults VALUES(3, 'SELL',-5, 80);
    INSERT INTO AuctionResults VALUES(4, 'SELL', -4, 150);  

    select * from auctionresults;

     round | action | shares | profitpershare
    -------+--------+--------+----------------
         1 | BUY    |      6 |            200
         2 | BUY    |      5 |            100
         2 | SELL   |     -2 |             50
         3 | SELL   |     -5 |             80
         4 | SELL   |     -4 |            150
    (5 rows)

"WITH“子句中的查询将一些运行总数添加到表中。

• "previous_net_shares“表示在当前记录之前有多少股票可供出售。这也告诉我在开始分配给这个'BUY'.
• "previous_sells“之前，我需要跳过多少”卖出“股票，这是遇到的”卖出“股票数量的连续计数，所以两个"previous_sells”之间的差值表示在这段时间内使用的“卖出”股票数量。

轮|行动|股|盈利股| previous_net_shares | previous_sells -------+--------+--------+----------------+---------------------+---------------- 1|购买|6| 200 |0|0 2|购买|5| 100 |6|0 2|出售|2| 50 | 11 |0 3|出售|5| 80 |92 4|销售|4| 150 |4|7 (5行)

有了这个表，我们可以做一个自连接，其中每个“买入”记录都与每个未来的“卖出”记录相关联。结果将如下所示：

    SELECT buy.round, buy.shares, buy.profitpershare
          ,sell.round AS sellRound, sell.shares AS sellShares, sell.profitpershare AS sellProfitpershare
      FROM x buy
          ,x sell
      WHERE sell.round > buy.round
        AND buy.action = 'BUY'
        AND sell.action = 'SELL'

     round | shares | profitpershare | sellround | sellshares | sellprofitpershare
    -------+--------+----------------+-----------+------------+--------------------
         1 |      6 |            200 |         2 |          2 |                 50
         1 |      6 |            200 |         3 |          5 |                 80
         1 |      6 |            200 |         4 |          4 |                150
         2 |      5 |            100 |         3 |          5 |                 80
         2 |      5 |            100 |         4 |          4 |                150
    (5 rows)

然后是疯狂的部分，试图计算订单中可供出售的股票数量与尚未售出的股票的数量。这里有一些注意事项可以帮助你理解这一点。带有"0“的”最大“调用只是说，如果我们是负的，我们就不能分配任何份额。

   -- allocated sells 
   sell.previous_sells - buy.previous_sells

   -- shares yet to sell for this buy, if < 0 then 0
   GREATEST(buy.shares - (sell.previous_sells - buy.previous_sells), 0)

   -- number of sell shares that need to be skipped
   buy.previous_net_shares

感谢大卫的assistance