为时间序列数据 MySQL 创建小时组

Question

我有一个 MySQL 数据库，每 15 分钟记录一次数据。为简单起见，我们假设有 2 个字段：

DATETIME Created
Double Value

我想绘制一个图表，该图表需要每小时的开盘、最小值、最大值和收盘值。为此，我需要将 MySQL 查询的结果返回到我的 PHP 以创建 JSON。我想在 MySQL 查询中执行此操作，以便缓存响应。

这是一个问题示例，假设 9 个数据点试图获得 2 小时组：

Creation            Value
2014-03-25 12:15:00 413.17011
2014-03-25 12:00:00 414
2014-03-25 11:45:00 415
2014-03-25 11:30:00 415
2014-03-25 11:15:00 415.5
2014-03-25 11:00:00 415.5
2014-03-25 10:45:00 416
2014-03-25 10:30:00 416
2014-03-25 10:15:00 415.99

我需要：

Hour 1 (11:15:00 to 12:15:00)
Open: 415.5
Close: 413.17011
High: 415.5
Low: 413.17011

Hour 2 (10:15:00 to 11:15:00)
Open: 415.99
Close: 415.5
High: 416
Low: 415.5

当然，这需要在整个 24 小时内重复，这只是一个示例。 非常感谢任何帮助！

这里是示例的当前 MySQL 转储（使用 MySQL 版本 2.6.4-pl3）：

-- 
-- Table structure for table `exampleTable`
-- 

CREATE TABLE `exampleTable` (
  `created` datetime NOT NULL,
  `value` double NOT NULL
) ENGINE=MyISAM DEFAULT CHARSET=latin1 COLLATE=latin1_general_ci;

-- 
-- Dumping data for table `exampleTable`
-- 

INSERT INTO `exampleTable` VALUES ('2014-03-25 12:15:00', 413.17011);
INSERT INTO `exampleTable` VALUES ('2014-03-25 12:00:00', 414);
INSERT INTO `exampleTable` VALUES ('2014-03-25 11:45:00', 415);
INSERT INTO `exampleTable` VALUES ('2014-03-25 11:30:00', 415);
INSERT INTO `exampleTable` VALUES ('2014-03-25 11:15:00', 415.5);
INSERT INTO `exampleTable` VALUES ('2014-03-25 11:00:00', 415.5);
INSERT INTO `exampleTable` VALUES ('2014-03-25 10:45:00', 416);
INSERT INTO `exampleTable` VALUES ('2014-03-25 10:30:00', 416);
INSERT INTO `exampleTable` VALUES ('2014-03-25 10:15:00', 415.99);

Answer 1

要正确分组，您可以使用

 FLOOR(( UNIX_TIMESTAMP(myTable.dateCreated) - 900 ) / 3600)

其中 3600 将间隔设置为 1 小时，而 - 900 将偏移量设置为 00:15

由于四个值中的每一个都需要 MIN() 和 MAX，因此您需要将主表连接到自身，但按最小值或最大值分组（基于列）。

最后，您让每个子查询（连接表）计算上面的分组时间，以便您可以使用它来连接它们。这是我想出来的（列名和

SELECT openDate,Open,Close,High,Low 
FROM   (SELECT FLOOR(( UNIX_TIMESTAMP(myTable.dateCreated) - 900 ) / 3600) 
               AS 
                      theHour, 
                      myTable.value AS Open,myTable.dateCreated openDate 
        FROM   myTable 
               JOIN (SELECT value,MIN(dateCreated) AS dateCreated 
                     FROM   myTable 
                     GROUP  BY FLOOR(( UNIX_TIMESTAMP(dateCreated) - 900 ) 
                                     / 3600) 
                    ) AS 
                                    aggTable 
                 ON aggTable.dateCreated = myTable.dateCreated) AS 
       openTable 
       LEFT JOIN (SELECT FLOOR(( UNIX_TIMESTAMP(myTable.dateCreated) - 900 
                               ) / 
                               3600) AS 
       theHour 
       , 
       myTable.value AS Close,myTable.dateCreated closeDate 
       FROM   myTable 
       JOIN (SELECT value,MAX(dateCreated) AS dateCreated 
       FROM   myTable 
       GROUP  BY FLOOR(( UNIX_TIMESTAMP(dateCreated) - 900 ) / 3600) 
       ) AS 
       aggTable 
       ON aggTable.dateCreated = myTable.dateCreated) AS closeTable 
              ON openTable.theHour = closeTable.theHour 
       LEFT JOIN (SELECT 
                                                        FLOOR(( 
                 UNIX_TIMESTAMP(myTable.dateCreated) - 900 ) / 3600) AS 
                   theHour, 
                                                          MAX( 
                                                                  value) 
                 AS High 
                  FROM   myTable 
                  GROUP  BY theHour) AS highTable 
              ON closeTable.theHour = highTable.theHour 
       LEFT JOIN (SELECT 
                                                        FLOOR(( 
                 UNIX_TIMESTAMP(myTable.dateCreated) - 900 ) / 3600) AS 
                   theHour, 
                                                          MIN( 
                                                                  value) 
                 AS Low 
                  FROM   myTable 
                  GROUP  BY theHour) AS lowTable 
              ON highTable.theHour = lowTable.theHour 

Answer 2

让它工作

你可以试试

SELECT
 DATE(created) AS day,
 HOUR(created) AS hour,
 (
   SELECT Value FROM `table` AS b
   WHERE DATE(a.created) = DATE(b.created)
     AND HOUR(a.created) = HOUR(b.created)
     ORDER BY created ASC LIMIT 1
 ) AS Open,
 (
   SELECT Value FROM `table` AS b
   WHERE DATE(a.created) = DATE(b.created)
     AND HOUR(a.created) = HOUR(b.created)
     ORDER BY created DESC LIMIT 1
 ) AS Close,
 MIN(value) AS Low,
 MAX(value) AS High
FROM `table` AS a
GROUP BY DATE(created), HOUR(created)

这会按 DATE+HOUR 对所有行进行分组，并将 MIN 分别计算为 Low 或 High。要查找Open 和Close 的第一行和最后一行，SQL 语法中最简单的方法是子选择。它选择与当前行相关的所有行，并按升序或降序对它们进行排序。然后选择第一行。

请考虑这仅按小时分组。而不是

Hour 1 (11:15:00 to 12:15:00)
Hour 2 (10:15:00 to 11:15:00)

这组喜欢

Hour 1 (11:00:00 to 11:59:00)
Hour 2 (10:00:00 to 10:59:00)

如果您想保留 15 分钟的偏移量，您可以在上面的 sql 查询中所有出现 created 时从您创建的时间戳 (created - INTERVAL 15 MINUTE) 中减去它。

我为你创建了a working sqlfiddle。

性能

正如提示：如果可以，您可能希望将日期和时间分成两列（类型为date 和time）。这样您就不需要每次都在created 上强制转换DATE()，而是可以使用新的日期列。然后，您也可以向这些新列添加组合索引，从而加快查询速度。示例见this sqlfiddle。