检测kbar数据缺失

with cte1 as
(
   SELECT trading_day, instrument_id ,sum(volume) as sum_vol
   FROM public."AP_1minute_bars" group by trading_day,instrument_id 
),
cte2 as
(
   select trading_day  ,max(sum_vol) as max_vol from cte1 group by trading_day
),
cte3 as
(
	select cte1.trading_day,cte1.instrument_id,cte1.sum_vol from cte1,cte2 where cte1.sum_vol = cte2.max_vol and cte1.trading_day=cte2.trading_day
),
cte4 as 
(
	select "AP_1minute_bars".trading_day,count("AP_1minute_bars".update_time) as bar_num from "AP_1minute_bars",cte3 where cte3.instrument_id="AP_1minute_bars".instrument_id and cte3.trading_day="AP_1minute_bars".trading_day group by "AP_1minute_bars".trading_day
)
select * from cte4 order by bar_num asc;

标签：bars,cte1,检测,kbar,day,AP,trading,1minute,缺失
来源： https://blog.csdn.net/kangseung/article/details/117787612