SQL 如何根据月至今表计算单日 Gain/Loss

Question

我有一个 table，它有每月迄今为止的总收益损失，其中包含各种投资组合、证券标识符和业务部门。每个月 Period Start Date 都会刷新到新月份的开始，但 table 通常一次包含整个季度的数据。我如何编写一个查询来计算按投资组合、代码和业务单位分组的所有“结束日期”的单日收益损失？

Portfolio   Fund Legal Entity   SECURITY IDENTIFIER BUSINESS UNIT   GAIN/LOSS   Start Date  End Date
Portfolio1  LegalEntity1    Ticker1 PUBLIC   (4,760,588.0)  1-Feb   27-Feb
Portfolio1  LegalEntity1    Ticker1 PUBLIC   9,123,144.0    1-Feb   28-Feb
Portfolio1  LegalEntity1    Ticker1 PUBLIC   7,470,013.0    1-Mar   1-Mar
Portfolio1  LegalEntity1    Ticker1 PUBLIC   24,466,723.0   1-Mar   2-Mar
Portfolio1  LegalEntity1    Ticker1 PUBLIC   4,272,096.0    1-Mar   3-Mar
Portfolio1  LegalEntity1    Ticker1 PUBLIC   14,043,454.0   1-Mar   4-Mar
Portfolio1  LegalEntity1    Ticker1 PUBLIC   17,631,760.0   1-Mar   5-Mar

Answer 1

如果您的 dbms 支持，您可以使用延迟：

SELECT Portfolio, Fund_Legal_Entity, SECURITY_IDENTIFIER,
       BUSINESS_UNIT, GAIN_LOSS, Start_Date, End_Date,
       (gain_loss-lag(GAIN_LOSS) OVER (PARTITION BY Portfolio,  
       Fund_Legal_Entity, SECURITY_IDENTIFIER, BUSINESS_UNIT 
       ORDER BY end_date)) Daily_gain_loss
FROM tablename

SQL 如何根据月至今表计算单日 Gain/Loss

SQL How to Calculate single day Gain/Loss from month-to-date tables

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