sql计算每个组的运行总数和百分比

Question

我正在使用 SQL Server 2017 根据每个 symbol、created_date 和 call_put 值计算一些列值。在这里，我只发布一个符号，即 PFE 作为示例，但我在真实桌子上有很多。看来我需要 windowing/pivoting 来计算百分比和总和。

当前查询，

select symbol, created_date ,call_put,sum(volume) as ContractCount,sum(premium) as totalamount
from options_flow of2  where symbol ='PFE' GROUP  by call_put,created_date,symbol

电流输出：

symbol|created_date|call_put|ContractCount|totalamount|
------+------------+--------+-------------+-----------+
PFE   |  2021-06-11|CALL    |         3087|     260754|
PFE   |  2021-06-11|PUT     |         2445|     167671|

预期输出：

symbol|created_date|CallContractCount|PutContractCount|calltotalamount|puttotalamount|CallsContractPercentage|PUTsContractsPercentage| TotalCount
------+------------+-----------------+----------------+---------------+---------------+---------------------------+------------------------------
PFE   | 2021-06-11 |    3087      |       2445        | 260754        |167671         | (3087 / (3087+2445))*100 | (2445 / (3087+2445))*100     | 3087+2445

我尝试过的：

SELECT 
       created_date, symbol,
       (SUM(CallsContractCount) / NULLIF (SUM(CallsContractCount) + SUM(PutsContractCount), 0) * 100) CallsContractPercentage,
       (SUM(PutsContractCount) / NULLIF (SUM(CallsContractCount) + SUM(PutsContractCount), 0) * 100) PUTsContractsPercentage,
       SUM(CallsTotalAmount) CallsTotalAmount , SUM(PUTstotalamount) PUTstotalamount,
       SUM(CallsContractCount) CallsContractCount,
       (SUM(CallsContractCount) + SUM(PutsContractCount)) TotalCount,
       SUM(PutsContractCount) PutsContractCount
FROM 
(
       select created_date, symbol,call_put ,
              CASE WHEN call_put = 'CALL' THEN volume ELSE 0 END CallsContractCount,
              CASE WHEN call_put = 'PUT' THEN volume ELSE 0 END PutsContractCount,
              CASE WHEN call_put = 'CALL' THEN premium ELSE 0 END CallsTotalAmount,
              CASE WHEN call_put = 'PUT' THEN volume ELSE 0 END PUTstotalamount
       from  options_flow
) t WHERE symbol = 'PFE'
GROUP BY created_date, symbol, call_put 

Answer 1

您可以使用带有附加逻辑的聚合：

select cs.*,
       (call_volume * 1.0 / (put_volume + call_volume)) as CallsContractPercentage,
       (put_volume * 1.0 / (put_volume + call_volume)) as PutContractPercentage,
       (put_volume + call_volume) as total_count
from (select symbol,
             sum(case when call_put = 'Call' then volume end) as call_volume,
             sum(case when call_put = 'Call' then premium end) as call_premium,
             sum(case when call_put = 'Put' then volume end) as put_volume,
             sum(case when call_put = 'Put' then premium end) as put_premium
      from options_flow of2
      where symbol ='PFE'
      group by created_date, symbol
     ) cs;