mysql - 每周和日内数据汇总

Question

我有这个查询来将日内数据聚合为每日数据(感谢 Gordon Linoff)。

我每行存储 1 分钟的股市数据，每天有 511 个 1 分钟行(从 0900 到 1730)。我使用 MySQL 5.6.11 版本

数据如下图

SELECT symbol, date, MAX(high) AS high, MIN(low) as low, SUM(volume) as volume,
     (select open from a2a a2 where a1.symbol = a2.symbol and a1.date = a2.date order by time limit 1) as open,
     (select close from a2a a2 where a1.symbol = a2.symbol and a1.date = a2.date order by time desc limit 1) as close
FROM a2a a1
GROUP BY symbol, date
ORDER BY symbol, date;

我的问题:

1) 如果我只需要聚合数据以获得最后 100 个每日柱线，如何修改此查询？

2)如何将数据聚合成周数据，或者聚合成5分钟数据？

编辑:此版本适用于每周聚合(每月聚合也使用月而不是周)

SELECT symbol, date, week(date), MAX(high) AS high, MIN(low) as low, SUM(volume) as volume,
 (select open from a2a a2 where a1.symbol = a2.symbol and week(a1.date) = week(a2.date) order by time limit 1) as open,
 (select close from a2a a2 where a1.symbol = a2.symbol and week(a1.date) = week(a2.date) order by time desc limit 1) as close
FROM a2a a1
WHERE date >= date_sub(CURDATE(), interval 100 week)
GROUP BY symbol, week(date)
ORDER BY symbol, date;

我还有一些问题需要解决:

1) 关于每日聚合的第一个查询返回 100 个日历日，而不是 100 个每日聚合行。我需要从最近的向后开始排序 100 条记录。对于每周聚合也是如此，我需要 100 条每周记录。

2) 5 分钟或 n 分钟聚合怎么样？例如，从 0900 聚合到 0904，然后从 0905 到 0909 等聚合 5 分钟

Answer 1

最近 100 条每日柱线是什么意思？如果您指的是过去 100 天:

SELECT symbol, date, MAX(high) AS high, MIN(low) as low, SUM(volume) as volume,
     (select open from a2a a2 where a1.symbol = a2.symbol and a1.date = a2.date order by time limit 1) as open,
     (select close from a2a a2 where a1.symbol = a2.symbol and a1.date = a2.date order by time desc limit 1) as close
FROM a2a a1
WHERE date >= date_sub(CURDATE(), interval 100 day)
GROUP BY symbol, date
ORDER BY symbol, date;

如果您想要其他分组，则需要更改group by和相关子查询以具有相同的表达式。例如:

SELECT symbol, week(date), MAX(high) AS high, MIN(low) as low, SUM(volume) as volume,
     (select open from a2a a2 where a1.symbol = a2.symbol and a1.week(date) = a2.week(date) order by time limit 1) as open,
     (select close from a2a a2 where a1.symbol = a2.symbol and a1.week(date) = a2.week(date) order by time desc limit 1) as close
FROM a2a a1
WHERE date >= date_sub(CURDATE(), interval 100 day)
GROUP BY symbol, week(date)
ORDER BY symbol, week(date);