检索任意时间间隔聚集(Retrieve aggregates for arbitrary time

2019-06-26 09:19发布

这是查询我到目前为止，创建每日吧：

SELECT DISTINCT date_trunc('hour',t) AS date,
min(price) OVER w,
max(price) OVER w,
first_value(price) OVER w,
last_value(price) OVER w
FROM ticker
WINDOW w AS (PARTITION BY date_trunc('hour',t));

更改“小时”到“分”或“天”会给我与这些单位的吧。

但是，如果我想要的5分钟或15分钟吧？ date_trunc()不支持这些，我期待一个不错的优雅的方式来做到这一点。

Answer 1:

对于15分钟的间隔，建立在你的例子：

SELECT DISTINCT
     , date_trunc('hour', t) AS h
     , floor(EXTRACT(minute FROM t) / 15) AS m15
     , min(price) OVER w
     , max(price) OVER w
     , first_value(price) OVER w
     , last_value(price) OVER w
FROM   ticker
WINDOW w AS (PARTITION BY date_trunc('hour', t)
                        , floor(extract(minute FROM t) / 15));

工作5分钟，太。

对于任何固定的时间间隔更通用的解决方案 ，跨越任何时间段：

WITH x AS (
    SELECT t1, t1 + interval '5min' AS t2
    FROM   generate_series(timestamp '2012-07-18 00:00'
                         , timestamp '2012-07-18 23:55'
                         , interval '5 min') AS t1
    )
SELECT DISTINCT ON (1)
       x.t1
     , min(price)         OVER w
     , max(price)         OVER w
     , first_value(price) OVER w
     , last_value(price)  OVER w
FROM   x
JOIN   ticker y ON y.t >= x.t1  -- use LEFT JOIN to include empty intervals
               AND y.t <  x.t2  -- don't use BETWEEN
WINDOW w AS (PARTITION BY x.t1)
ORDER  BY x.t1;