如何使用 Snowflake 获得累积产品？

Question

我想计算 Snowflake 中跨行的累积乘积。

基本上我的月利率会随着时间的推移成倍累积。

（某些数据库具有 product() SQL 函数）。

Answer 1

Sterling Paramore 建议的技巧：添加日志，然后取幂：

with data as (select  x from values (1),(2),(3),(4),(5))

select x
    , sum(x) over(order by x) sum
    , exp(sum(ln(x)) over(order by x)) mult
from data

Answer 2

如果 built-in 函数不存在，通常可以使用 User-Defined Table Function.

来自定义一些内容

在这种情况下：

CREATE OR REPLACE FUNCTION CUMULATIVE_PRODUCT(VALUE double)
    RETURNS TABLE (PRODUCT double)
    LANGUAGE JAVASCRIPT
    AS '{
        initialize: function(argumentInfo, context) {
           this.cumulativeProduct = 1;
        },
        processRow: function f(row, rowWriter, context){
           this.cumulativeProduct = this.cumulativeProduct*row.VALUE;
           rowWriter.writeRow({PRODUCT: this.cumulativeProduct});
        }
    }';

示例table：

create temp table sample_numbers as (
select 1 as index, 5.1::double as current_value
    union all
select 2 as index, 4.3::double as current_value
    union all
select 3 as index, 3.7::double as current_value
    union all
select 4 as index, 3.9::double as current_value
)

调用 UDTF：

select index,current_value,PRODUCT as cumulative_product
from sample_numbers,table(CUMULATIVE_PRODUCT(current_value) over ())

请注意 empty over() clause 强制 Snowflake 对数据执行单个顺序运行而不是将其拆分为并行块

如何使用 Snowflake 获得累积产品？

How can I get a cumulative product with Snowflake?

sql

window-functions

snowflake-cloud-data-platform