Oracle SQL或pl/sql：根据以前的行值和日期列进行计算 [英] Oracle sql or pl/sql: Compute based on previous row values and on date column

问题描述

我找到了很多与我的Python技术问题相关的解决方案，但在Oracle SQL或PL/SQL解决方案上找不到太多。因此，请使用Oracle Application Express在Oracle SQL上试用它。

我有一个数据库表，其中包含8天的样本库存数据。市场收盘后，每天都会插入新的记录。我想查询一下价格连续涨跌的股票。现在我想再添加一列，我可以在其中看到基于当前日期和以前日期值的看涨或看跌模式。

+-------+------------+--------+-------+-------+--------+--------+
| Stock |   Cdate    |  Open  | High  |  Low  | Close  | Volume |
+-------+------------+--------+-------+-------+--------+--------+
| XYZ   | 01-01-2021 |     40 |  40.5 |  38.5 |   38.8 |  83057 |
| XYZ   | 02-01-2021 |   39.2 |  39.2 |  37.2 |   37.8 | 181814 |
| XYZ   | 03-01-2021 |     38 |  38.5 |  36.5 |     37 | 117378 |
| XYZ   | 04-01-2021 |     36 |  36.1 |  35.6 |   35.7 |  93737 |
| XYZ   | 05-01-2021 |  35.35 |  36.8 |  35.1 |   36.6 | 169106 |
| XYZ   | 06-01-2021 |   36.5 |  38.5 |  36.5 |     38 | 123179 |
| XYZ   | 07-01-2021 |   37.5 |  39.5 |  37.3 |   39.4 | 282986 |
| XYZ   | 08-01-2021 |     39 |  40.5 |  38.5 |     40 | 117437 |
|       |            |        |       |       |        |        |
| DDD   | 01-01-2021 | 135.35 | 136.8 | 135.1 |  136.6 |  16454 |
| DDD   | 02-01-2021 |  136.5 | 138.5 | 136.5 |    138 | 281461 |
| DDD   | 03-01-2021 |  137.5 | 139.5 | 137.3 |  139.4 |  77334 |
| DDD   | 04-01-2021 |    139 | 140.5 | 138.5 |    140 | 321684 |
| DDD   | 05-01-2021 |  139.7 | 139.8 | 139.3 |  139.4 | 873009 |
| DDD   | 06-01-2021 |  139.2 | 139.2 | 137.2 |  137.8 |  62522 |
| DDD   | 07-01-2021 |    138 | 138.5 | 136.5 |    137 | 114826 |
| DDD   | 08-01-2021 |  136.6 | 136.8 | 135.1 | 135.35 |  27317 |
+-------+------------+--------+-------+-------+--------+--------+

图表显示股票XYZ的方式如下：

在2021年1月5日，趋势发生了变化，我想根据公式添加一个新的专栏，写着看涨和看涨：

O1 > C1 and C > O and C > H1 and O < L1

Where，

O1 = Previous day Open price  
C1 = Previous day Close price  
C  = Today's Close price  
O  = Today's Open price  
H1 = Previous day High price  
L1 = Previous day Low price  

预期产出将是列模式下写着"看涨&"的新列：

+-------+------------+-------+------+------+-------+--------+---------+
| Stock |   Cdate    | Open  | High | Low  | Close | Volume | Pattern |
+-------+------------+-------+------+------+-------+--------+---------+
| XYZ   | 01-01-2021 |    40 | 40.5 | 38.5 |  38.8 |  83057 |         |
| XYZ   | 02-01-2021 |  39.2 | 39.2 | 37.2 |  37.8 | 181814 |         |
| XYZ   | 03-01-2021 |    38 | 38.5 | 36.5 |    37 | 117378 |         |
| XYZ   | 04-01-2021 |    36 | 36.1 | 35.6 |  35.7 |  93737 |         |
| XYZ   | 05-01-2021 | 35.35 | 36.8 | 35.1 |  36.6 | 169106 | Bullish |
| XYZ   | 06-01-2021 |  36.5 | 38.5 | 36.5 |    38 | 123179 |         |
| XYZ   | 07-01-2021 |  37.5 | 39.5 | 37.3 |  39.4 | 282986 |         |
| XYZ   | 08-01-2021 |    39 | 40.5 | 38.5 |    40 | 117437 |         |
+-------+------------+-------+------+------+-------+--------+---------+

我在互联网上搜索解决方案，找到的最接近的是this。我稍微修改了查询，但无法添加公式或任何其他新列。以下是我尝试的查询：

WITH StockRow AS (SELECT stock, close, cdate,
                         ROW_NUMBER() OVER(PARTITION BY stock
                                           ORDER BY cdate) rn
                  FROM sampletable where volume > 200000),

     RunGroup AS (SELECT Base.stock, Base.cdate, base.close,
                         MAX(Restart.rn) OVER(PARTITION BY Base.stock
                                              ORDER BY Base.cdate) groupingId
                  FROM StockRow Base
                  LEFT JOIN StockRow Restart
                         ON Restart.stock = Base.stock
                            AND Restart.rn = Base.rn - 1
                            AND Restart.CLOSE < Base.CLOSE)

SELECT stock, 
       COUNT(*) AS consecutiveCount, 
       MIN(cdate) AS startDate, MAX(cdate) AS endDate, min(close) as latestclose
FROM RunGroup
GROUP BY stock, groupingId
HAVING COUNT(*) >= 3
and MAX(cdate) = (select max(cdate) from sampletable)
ORDER BY CONSECUTIVECOUNT desc, stock, startDate

股票也是如此，"；ddd"；下面是图表的外观和最终数据：

在2021年1月5日，趋势发生了变化，我想根据公式添加一个新的专栏，写着看跌：

C < O and C < C1 and O < C1 and O1 < C1 and C > O1 and O < C1

Where，

O1 = Previous day Open price  
C1 = Previous day Close price  
C = Today's Close price  
O = Today's Open price  


+-------+------------+--------+-------+-------+--------+--------+---------+
| Stock |   Cdate    |  Open  | High  |  Low  | Close  | Volume | Pattern |
+-------+------------+--------+-------+-------+--------+--------+---------+
| XYZ   | 01-01-2021 |     40 |  40.5 |  38.5 |   38.8 |  83057 |         |
| XYZ   | 02-01-2021 |   39.2 |  39.2 |  37.2 |   37.8 | 181814 |         |
| XYZ   | 03-01-2021 |     38 |  38.5 |  36.5 |     37 | 117378 |         |
| XYZ   | 04-01-2021 |     36 |  36.1 |  35.6 |   35.7 |  93737 |         |
| XYZ   | 05-01-2021 |  35.35 |  36.8 |  35.1 |   36.6 | 169106 | Bullish |
| XYZ   | 06-01-2021 |   36.5 |  38.5 |  36.5 |     38 | 123179 |         |
| XYZ   | 07-01-2021 |   37.5 |  39.5 |  37.3 |   39.4 | 282986 |         |
| XYZ   | 08-01-2021 |     39 |  40.5 |  38.5 |     40 | 117437 |         |
|       |            |        |       |       |        |        |         |
| DDD   | 01-01-2021 | 135.35 | 136.8 | 135.1 |  136.6 |  16454 |         |
| DDD   | 02-01-2021 |  136.5 | 138.5 | 136.5 |    138 | 281461 |         |
| DDD   | 03-01-2021 |  137.5 | 139.5 | 137.3 |  139.4 |  77334 |         |
| DDD   | 04-01-2021 |    139 | 140.5 | 138.5 |    140 | 321684 |         |
| DDD   | 05-01-2021 |  139.7 | 139.8 | 139.3 |  139.4 | 873009 | Bearish |
| DDD   | 06-01-2021 |  139.2 | 139.2 | 137.2 |  137.8 |  62522 |         |
| DDD   | 07-01-2021 |    138 | 138.5 | 136.5 |    137 | 114826 |         |
| DDD   | 08-01-2021 |  136.6 | 136.8 | 135.1 | 135.35 |  27317 |         |
+-------+------------+--------+-------+-------+--------+--------+---------+

感谢在这方面的任何帮助。

更新：如果我要求太多，很抱歉。这就是我正在努力实现的目标。 简而言之，仅当以下屏幕截图处于上升/上升趋势或下降/下降趋势时，我才会识别以黄色突出显示的区域。

股票XYZ，看涨05-01-2021

股票DDD，看空05-01-2021

谢谢，
里查

推荐答案

从Oracle12c可以使用MATCH_RECOGNIZE：

SELECT *
FROM   table_name
MATCH_RECOGNIZE(
  PARTITION BY stock
  ORDER     BY cdate
  MEASURES
    CLASSIFIER() AS pttrn
  ALL ROWS PER MATCH
  PATTERN (bullish|bearish|other)
  DEFINE
    bullish AS  PREV(open) > PREV(close)
            AND Close > Open
            AND Close > PREV(High)
            AND Open  < PREV(Low),
    bearish AS  Close < Open
            AND Close < PREV(Close)
            AND Open  < PREV(Close)
            AND PREV(Open) < PREV(Close)
            AND Close > PREV(Open)
            AND Open  < PREV(Close)
)

对于示例数据：

CREATE TABLE table_name (Stock, Cdate, Open, High, Low, Close, Volume ) AS
SELECT 'XYZ', DATE '2021-01-01',  40.00,  40.50,  38.50,  38.80,  83057 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-02',  39.20,  39.20,  37.20,  37.80, 181814 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-03',  38.00,  38.50,  36.50,  37.00, 117378 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-04',  36.00,  36.10,  35.60,  35.70,  93737 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-05',  35.35,  36.80,  35.10,  36.60, 169106 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-06',  36.50,  38.50,  36.50,  38.00, 123179 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-07',  37.50,  39.50,  37.30,  39.40, 282986 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-08',  39.00,  40.50,  38.50,  40.00, 117437 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-01', 135.35, 136.80, 135.10, 136.60,  16454 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-02', 136.50, 138.50, 136.50, 138.00, 281461 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-03', 137.50, 139.50, 137.30, 139.40,  77334 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-04', 139.00, 140.50, 138.50, 140.00, 321684 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-05', 139.70, 139.80, 139.30, 139.40, 873009 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-06', 139.20, 139.20, 137.20, 137.80,  62522 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-07', 138.00, 138.50, 136.50, 137.00, 114826 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-08', 136.60, 136.80, 135.10, 135.35,  27317 FROM DUAL;

输出：

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