返回假期/周末的先前记录

Question

一张表有股票的名称、价值和股票的生效日期，假期/周末不会有任何条目。如果我通过的日期范围包含节假日/周末，我想返回以前的日期记录。

例如

表名：库存

    ID  Name    Value   EffectiveDate
    1   IBM 200.0000    2015-12-31 00:00:00.000
    2   IBM 201.4500    2016-01-04 00:00:00.000
    3   IBM 201.0000    2016-01-05 00:00:00.000
    4   IBM 202.0000    2016-01-06 00:00:00.000

   SELECT Name, Value, EffectiveDate FROM Stock WHERE Name = 'IBM' AND  EffectiveDate >= '20151231' AND EffectiveDate <= '20160105'

以上查询返回前 3 条记录，但我想返回以下结果：

    Name    Value   EffectiveDate   ActualDate
    IBM 200.0000    2015-12-31      2015-12-31 
    IBM 200.0000    2015-12-31      2016-01-01 
    IBM 200.0000    2015-12-31      2016-01-02 
    IBM 200.0000    2015-12-31      2016-01-03 
    IBM 201.4500    2016-01-04      2015-01-04 
    IBM 201.0000    2016-01-05      2015-01-05 

01/01/2016 至 03/01/2016 是节假日/周末。如果我通过假期/周末日期，我有一个返回前一个日期的函数。任何人都可以帮助在 SQL Server 中编写查询以实现上述目的吗？

Answer 1

DECLARE @table TABLE (
  id int,
  name varchar(20),
  value decimal(10, 4),
  EffectiveDate datetime
)
INSERT INTO @table
  VALUES (1, 'IBM', 200.0000, '2015-12-31 00:00:00.000')
  , (2, 'IBM', 201.4500, '2016-01-04 00:00:00.000')
  , (3, 'IBM', 201.0000, '2016-01-05 00:00:00.000')
  , (4, 'IBM', 202.0000, '2016-01-06 00:00:00.000')

DECLARE @MinDate datetime = '20151231',
        @MaxDate datetime = '20160105';

WITH Dates AS (
    SELECT @MinDate AS ActualDate
  UNION ALL
    SELECT DATEADD(day, 1, ActualDate)
    FROM Dates
    WHERE ActualDate < @MaxDate
)
SELECT [Table].name 
      ,[Table].value
      ,[Table].EffectiveDate
      ,[Dates].ActualDate
FROM Dates
     CROSS APPLY (
         SELECT MAX(EffectiveDate) AS LastEffectiveDate
         FROM @table AS [Table]
         WHERE [Table].EffectiveDate <= Dates.ActualDate
     ) AS CA1
     INNER JOIN @table AS [Table]
         ON [Table].EffectiveDate = CA1.LastEffectiveDate

Answer 2

如果EffectiveDate 是周末，则以下代码将根据上一个日期的要求返回ActualDate，但是要包含银行假期的逻辑，您需要在表中定义这些逻辑，然后将更多逻辑添加到下面。

SELECT Name, Value, EffectiveDate, 
CASE WHEN datename(dw,EffectiveDate) = 'Saturday' 
     THEN DATEADD(DAY, -1, EffectiveDate)
     WHEN datename(dw,EffectiveDate) = 'Sunday'
     THEN DATEADD(DAY, -2, EffectiveDate)
END AS ActualDate
FROM Stock 
WHERE Name = 'IBM' 
AND EffectiveDate BETWEEN '20151231' AND '20160105'

Answer 3

这可能不是一个完美的解决方案，但这可以解决问题。

DECLARE @table TABLE (
  id int,
  name varchar(20),
  value decimal(10, 4),
  EffectiveDate datetime
)
INSERT INTO @table
  VALUES (1, 'IBM', 200.0000, '2015-12-31 00:00:00.000')
  , (2, 'IBM', 201.4500, '2016-01-04 00:00:00.000')
  , (3, 'IBM', 201.0000, '2016-01-05 00:00:00.000')
  , (4, 'IBM', 202.0000, '2016-01-06 00:00:00.000')

DECLARE @MinDate datetime = '20151231',
        @MaxDate datetime = '20160105';

SELECT
  id,
  (CASE
    WHEN Data.Value IS NULL THEN (SELECT TOP (1)
        value
      FROM @table AS T1
      WHERE T1.EffectiveDate < Data.FinalDate
      ORDER BY FinalDate DESC)
    ELSE Data.value
  END),
  FinalDate
FROM (SELECT
  id,
  name,
  value,
  (CASE
    WHEN EffectiveDate IS NULL THEN Date
    ELSE EffectiveDate
  END) AS FinalDate
FROM @table T
FULL OUTER JOIN (SELECT TOP (DATEDIFF(DAY, @MinDate, @MaxDate) + 1)
  Date = DATEADD(DAY, ROW_NUMBER() OVER (ORDER BY a.object_id) - 1, @MinDate)
FROM sys.all_objects a
CROSS JOIN sys.all_objects b) H
  ON T.EffectiveDate = H.Date) Data
ORDER BY finaldate