Sql: 如何获取前一天的收盘报价？

Question

我有一个 "经典 "的股票报价sql表。

日期，股票代码，开盘，最高，最低，收盘，成交量。

我想计算一天的变化百分比，所以我需要得到前一天的收盘价和今天的收盘价。

我如何才能在标准Sql中有效地做？

EDIT：我的数据例子。Change value have to be calculated getting previous day close.

谅谅

Answer 1

在任何合理的数据库中，你会简单地使用 lag(). 哦，那就排除了MS Access。 你可以用一个相关的子查询来实现。 下面得到之前的接近。

select q.*,
       (select top (1) q2.close
        from quotes as q2
        where q2.ticker = q.ticker and q2.quotedate < q.quotedate
        order by q2.quotedate desc
       ) as prev_close
from quotes as q;

我不确定你到底是如何计算变化的 但你可以用一个子查询来计算

select q.*,
       (close - prev_close) / prev_close as change_ratio
from (select q.*,
             (select top (1) q2.close
              from quotes as q2
              where q2.ticker = q.ticker and q2.quotedate < q.quotedate
              order by q2.quotedate desc
             ) as prev_close
      from quotes as q
     ) as q;

Answer 2

sel ticker,quotedate,open,high,low,close,
100.00*(abs(close-lag(close) over(order by quotedate)))/lag(close) over(order by quotedate) as change 
from table

这将是一个典型的SQL方式，使用滞后性