Mysql实现分组之后组内排序取前N名

需求场景：读取期货5分钟数据表，判断每日各个品种的主次合约

解决方案：只要根据每日第一个5分钟线的持仓量排序就能获取当日主次合约

代码实现：根据日期(精确到日)、品种进行分组，在每个分组中按照日期(精确到分钟)、持仓量排序，取排序前面2行的合约则为主次合约。

原始数据

实现

1. 新增需要的列

首先简单增加一个排序列以及日期 看看效果

set @order_num = 0;
select *,convert(Date, date) as Day,@order_num:=@order_num+1 rownum from 2021_05 order by productid,Date,openinterest desc

2. 按product分组的排序

set @order_num = 0;
set @product= '';
select *,convert(Date, date) as Day,case when @product=ProductID then @order_num:=@order_num+1 else  @order_num:=1 end rownum,@product:=ProductID from 2021_05 order by productid,Date,openinterest desc

3. 按product,day分组的排序,取前面2条数据

set @order_num = 0;
set @product= '';
set @day='';
select Day,ProductID,InstrumentID from
(select *,case when @product=ProductID and @day=Day then @order_num:=@order_num+1 else  @order_num:=1 end rownum,@product:=ProductID,@day:=Day from 
(select a.*,b.Day from 2021_05 a inner join (select id,convert(Date, date) as Day from 2021_05)b on a.id=b.id)c
order by productid,Date,openinterest desc)d 
where rownum<=2

小结

性能方面还有很大优化空间 后续再继续修改

标签：product,set,组内,取前,Day,num,Mysql,order,select
来源： https://www.cnblogs.com/LazyTiming/p/14754816.html