如何使用 lead/lag 获取 SQL 中最后 n 个值的总和

Question

我正在考虑聚合三行中的最后一行（即尝试在最后三行中尝试列的最大值）。有没有办法我们可以一起使用 LAG 和 MAX。我能够通过创建一个函数并使用它来实现，但效率不高。有什么更好的方法。

select symbol, td_timestamp, open, vol_range,  fn_getmaxvalue(high, hihi, hihi2) as highest
 from 
(select     symbol, td_timestamp, open, high, low,  
            volume-lag(volume,2)  over (partition by symbol order by td_timestamp ) vol_chg,
            lag(high,1)  over (partition by symbol order by td_timestamp ) hihi,
            lag(high,2)  over (partition by symbol order by td_timestamp ) hihi2
            from tb_nfbnf where trade_date='2020-02-28' and processed_flg is null
           order by symbol, td_timestamp)a

Answer 1

如果我没理解错的话，你想要运行最大值。这将在 window 函数中使用 window 框架子句：

select t.*,
       max(high) over (partition by symbol
                       order by td_timestamp
                       rows between 2 preceding and current row
                      ) as max_hi_3rows
from tb_nfbnf t
where trade_date = '2020-02-28' and processed_flg is null
order by symbol, td_timestamp;

** 从之前的 2 行更改为之前的 2 行 **

如何使用 lead/lag 获取 SQL 中最后 n 个值的总和

How do I get the aggregate of last n values in SQL using lead/lag

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