将 CTE 应用于递归查询

Question

我正在尝试应用 CTE 和递归查询。数据库是 MariaDB 10.2 或更高版本。

业务规则如下：

1. 账户可以是控股或投资组合。
2. 资产由一定数量的货币组成。
3. 控股可以是活跃的也可以是不活跃的。
4. 一个投资组合包含零个或多个账户，这些账户可以属于多个投资组合。
5. 在确定投资组合的价值时，每个账户的总价值乘以“权重”因子。

我的架构如下（注意char用于id类型仅用于说明目的，但我真的会使用int）：

CREATE TABLE IF NOT EXISTS accounts (
  id CHAR(4) NOT NULL,
  name VARCHAR(45) NOT NULL,
  type ENUM('holding', 'portfolio') NULL,
  PRIMARY KEY (id))
ENGINE = InnoDB;

CREATE TABLE IF NOT EXISTS holdings (
  accounts_id CHAR(4) NOT NULL,
  value DECIMAL(6,2) NOT NULL,
  active TINYINT NOT NULL,
  PRIMARY KEY (accounts_id),
  CONSTRAINT fk_holdings_accounts
    FOREIGN KEY (accounts_id)
    REFERENCES accounts (id)
    ON DELETE NO ACTION
    ON UPDATE NO ACTION)
ENGINE = InnoDB;

CREATE TABLE IF NOT EXISTS portfolios (
  accounts_id CHAR(4) NOT NULL,
  PRIMARY KEY (accounts_id),
  CONSTRAINT fk_portfolios_accounts1
    FOREIGN KEY (accounts_id)
    REFERENCES accounts (id)
    ON DELETE NO ACTION
    ON UPDATE NO ACTION)
ENGINE = InnoDB;

CREATE TABLE IF NOT EXISTS portfolios_has_accounts (
  portfolios_id CHAR(4) NOT NULL,
  accounts_id CHAR(4) NOT NULL,
  weight DECIMAL(4,2) NOT NULL,
  PRIMARY KEY (portfolios_id, accounts_id),
  INDEX fk_portfolios_has_accounts_accounts1_idx (accounts_id ASC),
  INDEX fk_portfolios_has_accounts_portfolios1_idx (portfolios_id ASC),
  CONSTRAINT fk_portfolios_has_accounts_portfolios1
    FOREIGN KEY (portfolios_id)
    REFERENCES portfolios (accounts_id)
    ON DELETE NO ACTION
    ON UPDATE NO ACTION,
  CONSTRAINT fk_portfolios_has_accounts_accounts1
    FOREIGN KEY (accounts_id)
    REFERENCES accounts (id)
    ON DELETE NO ACTION
    ON UPDATE NO ACTION)
ENGINE = InnoDB;

样本数据如下：

INSERT INTO accounts(id,name,type) VALUES ('p1','portfolio1','portfolio'),('p2','portfolio2','portfolio'),('p3','portfolio3','portfolio'),('h1','holding1','holding'),('h2','holding2','holding'),('h3','holding3','holding'),('h4','holding4','holding');
INSERT INTO holdings(accounts_id,value,active) VALUES ('h1','50','1'),('h2','40','0'),('h3','70','1'),('h4','40','1');
INSERT INTO portfolios(accounts_id) VALUES ('p1'),('p2'),('p3');
INSERT INTO portfolios_has_accounts(portfolios_id,accounts_id,weight) VALUES ('p1','h1','1'),('p1','p2','0.5'),('p2','h2','2'),('p2','p3','1'),('p3','h3','2'),('p3','h4','0.5');

帐户

id  name        type
p1  portfolio1  portfolio
p2  portfolio2  portfolio
p3  portfolio3  portfolio
h1  holding1    holding
h2  holding2    holding
h3  holding3    holding
h4  holding4    holding

投资组合

portfolios_id
p1
p2
p3

持股

id value active
h1  50   1
h2  40   0
h3  70   1
h4  40   1

portfolios_has_accounts

portfolios_id   accounts_id weight
p1               h1         1
p1               p2         0.5
p2               h2         2
p2               p3         1
p3               h3         2
p3               h4         0.5

我的目标是找到：

1. 查找所有仅包含有效资产的账户。给定样本数据，它是 p3、h1、h3 和 h4。 p2 不包括在内，因为它包括未激活的 h2，而 p1 不包括在内，因为它包括 p2。

2. 投资组合 p1 的总价值。给定样本数据，为 170：1*50 + 0.5*( 2*40 + 1*( 2*70 + 0.5*40 ) )

3. 持股乘以得到投资组合 p1 总价值的常数。给定样本数据，它们如下（注意1*h1 + 1*h2 + 1*h3 + 0.25*h4 = 170）

.

id  weight
h1  1
h2  1
h3  1
h4  .25

我怎样才能做到这一点？

Answer 1

请评论这些是否应该以不同的方式完成，或者从性能的角度来看，它们是否有任何重大问题？

目标#1

MariaDB [recursion]> WITH RECURSIVE t AS (
    ->     SELECT accounts_id FROM holdings WHERE active=0
    ->     UNION ALL
    ->     SELECT pha.portfolios_id
    ->     FROM portfolios_has_accounts pha
    ->     INNER JOIN t ON t.accounts_id=pha.accounts_id
    -> )
    -> SELECT a.* FROM accounts a
    -> LEFT OUTER JOIN t ON t.accounts_id=a.id
    -> WHERE t.accounts_id IS NULL;
+----+------------+-----------+
| id | name       | type      |
+----+------------+-----------+
| h1 | holding1   | holding   |
| h3 | holding3   | holding   |
| h4 | holding4   | holding   |
| p3 | portfolio3 | portfolio |
+----+------------+-----------+
4 rows in set (0.00 sec)

目标 #2

MariaDB [recursion]> WITH RECURSIVE t AS (
    -> SELECT pha.*, h.value
    -> FROM portfolios_has_accounts pha
    -> LEFT OUTER JOIN holdings h ON h.accounts_id=pha.accounts_id
    -> WHERE pha.portfolios_id="p1"
    -> UNION ALL
    -> SELECT pha.portfolios_id, pha.accounts_id, pha.weight*t.weight, h.value
    -> FROM t
    -> INNER JOIN portfolios_has_accounts pha ON pha.portfolios_id=t.accounts_id
    -> LEFT OUTER JOIN holdings h ON h.accounts_id=pha.accounts_id
    -> )
    -> SELECT SUM(weight*value) FROM t WHERE value IS NOT NULL;
+-------------------+
| SUM(weight*value) |
+-------------------+
| 170.0000          |
+-------------------+
1 row in set (0.00 sec)

目标#3

MariaDB [recursion]> WITH RECURSIVE t AS (
    -> SELECT pha.*, h.value
    -> FROM portfolios_has_accounts pha
    -> LEFT OUTER JOIN holdings h ON h.accounts_id=pha.accounts_id
    -> WHERE pha.portfolios_id="p1"
    -> UNION ALL
    -> SELECT pha.portfolios_id, pha.accounts_id, pha.weight*t.weight, h.value
    -> FROM t
    -> INNER JOIN portfolios_has_accounts pha ON pha.portfolios_id=t.accounts_id
    -> LEFT OUTER JOIN holdings h ON h.accounts_id=pha.accounts_id
    -> )
    -> SELECT accounts_id, weight FROM t WHERE value IS NOT NULL;
+-------------+--------+
| accounts_id | weight |
+-------------+--------+
| h1          | 1.00   |
| h2          | 1.00   |
| h3          | 1.00   |
| h4          | 0.25   |
+-------------+--------+
4 rows in set (0.01 sec)

MariaDB [recursion]>