MYSQL简单移动平均值计算
作者:互联网
以下MySql更新状态似乎需要花费过多的时间来执行所提供的记录集(~5000条记录).下面的更新语句平均需要12秒才能执行.我目前计划对5个不同时期和大约500种不同的股票代码进行此计算.这转换为12秒* 5计算* 500符号= 30,000秒或8..33小时.
更新声明:
UPDATE tblStockDataMovingAverages_AAPL JOIN
(SELECT t1.Sequence,
(
SELECT AVG(t2.Close)
FROM tblStockDataMovingAverages_AAPL AS t2
WHERE (t1.Sequence - t2.Sequence)BETWEEN 0 AND 7
)AS "8SMA"
FROM tblStockDataMovingAverages_AAPL AS t1
ORDER BY t1.Sequence) AS ma_query
ON tblStockDataMovingAverages_AAPL.Sequence = ma_query.Sequence
SET tblStockDataMovingAverages_AAPL.8MA_Price = ma_query.8SMA
表设计:
CREATE TABLE `tblStockDataMovingAverages_AAPL` (
`Symbol` char(6) NOT NULL DEFAULT '',
`TradeDate` date NOT NULL DEFAULT '0000-00-00',
`Sequence` int(11) DEFAULT NULL,
`Close` decimal(18,5) DEFAULT NULL,
`200MA_Price` decimal(18,5) DEFAULT NULL,
`100MA_Price` decimal(18,5) DEFAULT NULL,
`50MA_Price` decimal(18,5) DEFAULT NULL,
`20MA_Price` decimal(18,5) DEFAULT NULL,
`8MA_Price` decimal(18,5) DEFAULT NULL,
`50_200_Cross` int(5) DEFAULT NULL,
PRIMARY KEY (`Symbol`,`Sequence`),
KEY `idxSequnce` (`Sequence`)
) ENGINE=InnoDB DEFAULT CHARSET=latin1$$
任何有关加强这一过程的帮助都将不胜感激.
选择说明的输出:
id select_type table type possible_keys key key_len ref rows Extra
1 PRIMARY t1 index NULL idxSymbol_Sequnce 11 NULL 5205 Using index; Using filesort
2 DEPENDENT SUBQUERY t2 ALL NULL NULL NULL NULL 5271 Using where
解决方法:
这应该更好一点:
update tblStockDataMovingAverages_AAPL
join (
select t1.sequence as sequence, avg(t2.close) as av
from tblStockDataMovingAverages_AAPL t1
join tblStockDataMovingAverages_AAPL t2
on t2.sequence BETWEEN t1.sequence-7 AND t1.sequence
group by t1.sequence
) t1 on tblStockDataMovingAverages_AAPL.sequence = t1.sequence
set 8MA_Price = t1.av
关于我的BETWEEN语句:field1 OPERATOR表达式(field2)比ON条件中的表达式(field1,field2)OPERATOR表达式更容易优化.我认为这适用于BETWEEN.
看起来您的查询中的ORDER BY是不必要的,删除它可能会使您的查询速度提高一吨.
如果任何股票代码出现在同一个表中,请将所有这些符号粘贴到单个更新查询中(虽然不同的时间段不起作用),这可能比为每个查询运行它更快.
如前所述,向Close添加索引可能会有所帮助.
标签:mysql,performance,moving-average 来源: https://codeday.me/bug/20190704/1372688.html