sql-server-2005 – 从稀疏填充的数据库表中生成每天一分钟的行

我有一个表填充了在当天(基本上)随机点插入的带时间戳的行.

我需要生成每分钟1行的运行总计(因此,对于一天,总会有正好24 * 60行),例如

Date                Quantity    Running Total
2009-10-29 06:30           1                1
2009-10-29 06:31           5                6
2009-10-29 06:32           10              16  
2009-10-29 06:33           11              27   
2009-10-29 06:34           22              49

…
…

有关最佳方法的任何想法吗？
一个SQL查询是理想的但不是必需的,性能相当重要(在包含500k行的表上5秒以下,其中70k对此查询很有意义)

我的最终解决方案(或多或少).

实际情况是这样的.我有两个表,其中包含与Fills表有1：n关系的Orders.

我需要在交易日显示每分钟的运行平均价格和累计总额

DECLARE @StartDate AS DATETIME,@EndDate AS DATETIME
SET @StartDate = '2009-10-28';
SET @EndDate = '2009-10-29';

-- Generate a Temp Table containing all the dates I'm interested in
WITH DateIntervalsCTE AS
(
 SELECT 0 i,@StartDate AS Date
 UNION ALL
 SELECT i + 1,DATEADD(minute,i,@StartDate )
 FROM DateIntervalsCTE 
 WHERE DATEADD(minute,@StartDate ) < @EndDate
)
SELECT DISTINCT Date 
INTO #Dates
FROM DateIntervalsCTE
OPTION (MAXRECURSION 32767);

SELECT 
 d.Date,mo3.symbol,ISNULL(SUM(mf.Quantity),0) AS CumulativeTotal,ROUND(ISNULL(SUM(mf.Quantity * mf.Price)/SUM(mf.Quantity),0),4) AS AveragePrice
FROM 
 #Dates AS d
 CROSS JOIN (
    SELECT DISTINCT mo2.Symbol,mo2.OrderID 
    FROM 
     Orders AS mo2 
     INNER JOIN Fills AS mf2 ON mo2.OrderID = mf2.OrderID
    WHERE CONVERT(DATETIME,CONVERT(CHAR(10),mf2.FillDate,101)) = @StartDate
    ) AS mo3
 LEFT JOIN Fills AS mf ON mo3.OrderID = mf.OrderID AND CONVERT(DATETIME,CONVERT(CHAR(16),mf.FillDate,120)) < = d.Date
WHERE
 d.Date >= DATEADD(mi,390,@StartDate) -- 06:30
 AND d.Date <= DATEADD(mi,780,@StartDate) -- 13:00
GROUP BY d.Date,mo3.symbol
ORDER BY mo3.Symbol,d.Date

我还没有完成我的所有测试,但这看起来像诀窍,谢谢你的帮助！

解决方法

SELECT t.Date,COUNT(*) AS Quantity,(SELECT COUNT(*) FROM Table WHERE Date < t.Date) AS RunningTotal
FROM Table t
GROUP BY t.Date

获取每分钟填充一行的表可以非常快速地完成,如下所示：

DECLARE @StartDate smalldatetime
DECLARE @EndDate smalldatetime

SET @StartDate = '1 jan 2009' --MIN(TimeStamp) FROM Table
SET @EndDate = '2 jan 2009' --MAX(TimeStamp) FROM Table

SET @StartDate = DATEADD(minute,-DATEPART(minute,@StartDate),@StartDate)
SET @EndDate = DATEADD(minute,@EndDate),@EndDate)


; WITH DateIntervalsCTE AS
(
SELECT 0 i,@startdate AS Date
UNION ALL
SELECT i + 1,@startdate )
FROM DateIntervalsCTE 
WHERE DATEADD(minute,@startdate ) <= @enddate
)
SELECT DISTINCT Date FROM DateIntervalsCTE
OPTION (MAXRECURSION 32767);

只要你需要<由于递归限制,大约22天的数据. 现在你需要的是将两者合并,使用临时表来保存数据似乎是最快的

DECLARE @StartDate smalldatetime
DECLARE @EndDate smalldatetime
DECLARE @t TABLE (Date smalldatetime,Quantity int,RunningTotal int)
SET @StartDate = '1 jan 2009' --MIN(TimeStamp) FROM Table
SET @EndDate = '2 jan 2009' --MAX(TimeStamp) FROM Table

SET @StartDate = DATEADD(minute,@startdate ) <= @enddate
)
INSERT INTO @t (Date) 
SELECT DISTINCT Date FROM DateIntervalsCTE
OPTION (MAXRECURSION 32767);

UPDATE t SET Quantity = (SELECT COUNT(d.TimeStamp) FROM Table d WHERE Date = t.date)
from @t t

update t2 set runningtotal = (SELECT SUM(Quantity) FROM @t WHERE date <= t2.date)
from @t t2

select * from @t

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