如何使用窗口函数向SQL查询添加新的计算列？

如何解决如何使用窗口函数向SQL查询添加新的计算列？

我有如下数据：

Trader Name      | Currency_Code | Counterparty | Traded_Amount | Total_Traded_Volume | Baseline_Avg | Variance
Jules Winnfield  | GBP           |  GOLD        | 10000         | 30000               | 10000        | 0
Jules Winnfield  | GBP           |  BARC        | 8000          | 30000               | 11000        | -3000
Jules Winnfield  | GBP           |  JPMORG      | 12000         | 30000               | 9000         | +3000
Jules Winnfield  | EUR           |  GOLD        | 15000         | 27000               | 6000         | 21000
Jules Winnfield  | EUR           |  BARC        | 2000          | 27000               | 12500        | -10500
Jules Winnfield  | EUR           |  JPMORG      | 10000         | 27000               | 8500         | +1500

让我花一点时间简要解释一下该数据集：

该交易员已在三个交易对手中进行了总计30000英镑的交易-在此示例中，是高盛，巴克莱和JP摩根。
单个金额，即10000英镑，8000英镑和12000英镑，是对自身交易进行的简单sum()汇总，其中30000英镑是通过使用OVER (PARTITION BY TRADER_NAME,CURRENCY_CODE)的另一个汇总获得的
baseline_average计算所有 other 交易对手的平均交易量-例如朱尔斯与巴克莱银行的交易额为8000英镑，与其他交易对手（高盛和摩根大通）的平均交易量为11000英镑。方差是traded_amount和baseline_average之间的差。

用于生成上述输出的代码为：

SELECT 

     OT.TRADER_NAME,OT.CURRENCY_CODE,OT.COUNTERPARTY,SUM(OT.TRADED_AMOUNT) AS TRADED_AMOUNT,SUM(OT.TRADED_AMOUNT) OVER (PARTITION BY OT.TRADER_NAME,OT.CURRENCY_CODE) AS TOTAL_TRADED_VOL,(SUM(OT.TRADED_AMOUNT) OVER (PARTITION BY OT.TRADER_NAME,OT.CURRENCY_CODE)- 
     SUM(OT.TRADED_AMOUNT))/NULLIF(SUM(1) OVER (PARTITION BY OT.TRADER_NAME,OT.CURRENCY_CODE)-1),0) 
     AS BASELINE_AVG,SUM(OT.TRADED_AMOUNT) - (SUM(OT.TRADED_AMOUNT) OVER (PARTITION BY OT.TRADER_NAME,OT.CURRENCY_CODE)-SUM(OT.TRADED_AMOUNT))/NULLIF(SUM(1) OVER (PARTITION BY OT.TRADER_NAME,0) AS VARIANCE

FROM ORDERS_TRADES_DATA OT
GROUP BY OT.TRADER_NAME,FX.FX_RATE

到目前为止一切顺利。只要我指定感兴趣的货币，这就可以对数据进行切片。但是，我现在想添加一列，将交易者的全部交易量汇总为等值的美元-本质上，每位用户的美元交易量为窗口函数-可用于分析。我将外汇汇率存储在单独的表格中，可以应用联接。尝试运行以下查询：

SELECT 

     OT.TRADER_NAME,0) AS VARIANCE,SUM(OT.TRADED_AMOUNT)/FX.FX_RATE AS TRADED_AMOUNT_USD,SUM((SUM(OT.TRADED_AMOUNT)/FX.FX_RATE) AS TOTAL_TRADED_VOL_USD,(SUM(OT.TRADED_AMOUNT)/FX.FX_RATE OVER (PARTITION BY OT.TRADER_NAME)- 
     SUM(OT.TRADED_AMOUNT)/FX.FX_RATE)/NULLIF(SUM(1) OVER (PARTITION BY OT.TRADER_NAME)-1),0) 
     AS BASELINE_AVG_USD,SUM((SUM(OT.TRADED_AMOUNT)/FX.FX_RATE) - (SUM(OT.TRADED_AMOUNT)/FX.FX_RATE OVER (PARTITION BY 
     OT.TRADER_NAME)-SUM(OT.TRADED_AMOUNT)/FX.FX_RATE)/NULLIF(SUM(1) OVER (PARTITION BY 
     OT.TRADER_NAME)-1),0) AS VARIANCE_USD

FROM ORDERS_TRADES_DATA OT
LEFT JOIN FX_RATES_TABLE FX ON OT.CURRENCY_CODE = FX.ASSET_CURRENCY_CODE
GROUP BY OT.TRADER_NAME,FX.FX_RATE

...在出现错误时不起作用：

无法对包含聚合或子查询的表达式执行聚合函数。

我在这里如何实现目标？

解决方法

您可以通过以下方式编写查询：

SELECT
     A.TRADER_NAME,A.CURRENCY_CODE,A.COUNTERPARTY,A.TRADED_AMOUNT,A.TOTAL_TRADED_VOL,A.BASELINE_AVG,A.VARIANCE,A.TRADED_AMOUNT/FX.FX_RATE AS TRADED_AMOUNT_USD,A.TOTAL_TRADED_VOL/FX.FX_RATE AS TOTAL_TRADED_VOL_USD,A.BASELINE_AVG/FX.FX_RATE AS BASELINE_AVG_USD,A.VARIANCE/FX.FX_RATE AS VARIANCE_USD
     
FROM   
    (SELECT 
         OT.TRADER_NAME,OT.CURRENCY_CODE,OT.COUNTERPARTY,SUM(OT.TRADED_AMOUNT) AS TRADED_AMOUNT,SUM(OT.TRADED_AMOUNT) OVER (PARTITION BY OT.TRADER_NAME,OT.CURRENCY_CODE) AS TOTAL_TRADED_VOL,(SUM(OT.TRADED_AMOUNT) OVER (PARTITION BY OT.TRADER_NAME,OT.CURRENCY_CODE)- 
         SUM(OT.TRADED_AMOUNT))/NULLIF(SUM(1) OVER (PARTITION BY OT.TRADER_NAME,OT.CURRENCY_CODE)-1),0) 
         AS BASELINE_AVG,SUM(OT.TRADED_AMOUNT) - (SUM(OT.TRADED_AMOUNT) OVER (PARTITION BY OT.TRADER_NAME,OT.CURRENCY_CODE)-SUM(OT.TRADED_AMOUNT))/NULLIF(SUM(1) OVER (PARTITION BY OT.TRADER_NAME,0) AS VARIANCE

    FROM ORDERS_TRADES_DATA O) A
LEFT JOIN FX_RATES_TABLE FX ON FX.ASSET_CURRENCY_CODE = A.CURRENCY_CODE

立即错误是由于分层聚合SUM调用：SUM((SUM(OT.TRADED_AMOUNT)/FX.FX_RATE)引起的。但是由于缺少集合查询中的GROUP BY子句，还会引发另一个错误，因为SELECT包含GROUP BY中未引用的非聚集列。

但是，请避免使用任何SUM() OVER(...)窗口函数，并加入多个聚合级别（在trade/currency和trade/currency/counterparty级别）。然后在没有聚合的外部查询中运行所需的计算。请注意：除以零是不确定的。

WITH trader_curr_agg AS (
     SELECT   OT.TRADER_NAME,SUM(OT.TRADED_AMOUNT) AS TOTAL_TRADED_VOL,COUNT(*) AS TRADE_COUNTS
     FROM ORDERS_TRADES_DATA OT
     GROUP BY   OT.TRADER_NAME,OT.CURRENCY_CODE
),trader_counterparty_agg AS (
     SELECT   OT.TRADER_NAME,SUM(OT.TRADED_AMOUNT) AS TRADED_AMOUNT
     FROM ORDERS_TRADES_DATA OT
     GROUP BY   OT.TRADER_NAME,OT.COUNTERPARTY
)

SELECT
         tcntr.TRADER_NAME,tcntr.CURRENCY_CODE,tcntr.COUNTERPARTY,tcntr.TRADED_AMOUNT,tcurr.TOTAL_TRADED_VOL,(tcurr.TOTAL_TRADED_VOL - tcntr.TRADED_AMOUNT)
                  / NULLIF(tcurr.TRADE_COUNTS-1,0) AS BASELINE_AVG,(tcntr.TRADED_AMOUNT - (tcurr.TOTAL_TRADED_VOL - tcntr.TRADED_AMOUNT)) 
                  / NULLIF(tcurr.TRADE_COUNTS-1,0) AS VARIANCE,tcntr.TRADED_AMOUNT / FX.FX_RATE AS TRADED_AMOUNT_USD,tcurr.TOTAL_TRADED_VOL / FX.FX_RATE AS TOTAL_TRADED_VOL_USD,((tcurr.TOTAL_TRADED_VOL - tcntr.TRADED_AMOUNT) 
                  / NULLIF(tcurr.TRADE_COUNTS-1,0)) / FX.FX_RATE AS BASELINE_AVG_USD,((tcntr.TRADED_AMOUNT - (tcurr.TOTAL_TRADED_VOL - tcntr.TRADED_AMOUNT)) 
                  / NULLIF(tcurr.TRADE_COUNTS-1,0)) / FX.FX_RATE AS VARIANCE_USD
 
FROM trader_counterparty_agg tcntr
INNER JOIN trader_currency_agg tcurr
    ON tcntr.TRADER_NAME = tcurr.TRADER_NAME
    AND tcntr.CURRENCY_CODE = tcurr.CURRENCY_CODE
LEFT JOIN FX_RATES_TABLE FX 
    ON tcntr.CURRENCY_CODE = FX.ASSET_CURRENCY_CODE

如何使用窗口函数向SQL查询添加新的计算列？

如何解决如何使用窗口函数向SQL查询添加新的计算列？

解决方法

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