【发布时间】:2018-12-01 23:29:50
【问题描述】:
这就是我的数据的样子。如果我执行以下查询:
select * from gdax_trades where order_type='limit' limit 5;
我得到的回报是这样的:
row_id | order_id | price | funds | maker_order_id | taker_order_id | trade_id | product_id | client_oid | reason | remaining_size | size | sequence | side | time | order_type | event_type
---------+--------------------------------------+---------+-------+----------------+----------------+----------+------------+--------------------------------------+--------+----------------+------------+------------+------+-------------------------+------------+------------
3697499 | 01d63a5b-a5b7-4153-b93d-bd18c249d9c3 | 4113.06 | | | | | BTC-USD | 50028bab-81da-4842-98f0-2a1206669567 | | | 0.01 | 7446101470 | buy | 2018-11-29 04:15:39.047 | limit | received
3697501 | 9295111b-2e23-445c-9f52-52d2f26fb418 | 4131.93 | | | | | BTC-USD | de58f4a6-4577-4680-b083-df34ade6c001 | | | 0.12792387 | 7446101472 | sell | 2018-11-29 04:15:39.071 | limit | received
3697504 | 4c09878d-8bf9-49d7-9fc7-ca81b7da9e42 | 4131.19 | | | | | BTC-USD | a55e0315-8b65-4525-a7a7-debcf6f17bb5 | | | 0.10898271 | 7446101475 | sell | 2018-11-29 04:15:39.155 | limit | received
3697506 | 0a157570-a811-420e-81ff-0ead9cc34984 | 4132.69 | | | | | BTC-USD | 45086077-34be-441e-947f-99fe60bd88ef | | | 0.12146031 | 7446101477 | sell | 2018-11-29 04:15:39.24 | limit | received
3697508 | e8e1d02f-e627-4eac-a2e5-61c08399d6ef | 4117.83 | | | | | BTC-USD | 00000000-818a-0006-0001-000011037107 | | | 0.001 | 7446101479 | sell | 2018-11-29 04:15:39.259 | limit | received
(5 rows)
表中还有其他行对应每个order_id,但没有order_type='limit'。例如,如果我尝试查找与第一个 order_id 对应的所有行:
select * from gdax_trades where order_id='01d63a5b-a5b7-4153-b93d-bd18c249d9c3';
我明白了:
row_id | order_id | price | funds | maker_order_id | taker_order_id | trade_id | product_id | client_oid | reason | remaining_size | size | sequence | side | time | order_type | event_type
---------+--------------------------------------+---------+-------+----------------+----------------+----------+------------+--------------------------------------+----------+----------------+------+------------+------+-------------------------+------------+------------
3697499 | 01d63a5b-a5b7-4153-b93d-bd18c249d9c3 | 4113.06 | | | | | BTC-USD | 50028bab-81da-4842-98f0-2a1206669567 | | | 0.01 | 7446101470 | buy | 2018-11-29 04:15:39.047 | limit | received
3697500 | 01d63a5b-a5b7-4153-b93d-bd18c249d9c3 | 4113.06 | | | | | BTC-USD | | | 0.01 | | 7446101471 | buy | 2018-11-29 04:15:39.047 | | open
3697662 | 01d63a5b-a5b7-4153-b93d-bd18c249d9c3 | 4113.06 | | | | | BTC-USD | | canceled | 0.01 | | 7446101633 | buy | 2018-11-29 04:15:40.522 | | done
(3 rows)
我想要的是一个 SQLAlchemy 查询,它返回给我的行带有对应于“限制”订单的order_id。我尝试进行自引用连接:
GDAXTradeAlias = aliased(GDAXTrade)
orders = (
sess
.query(GDAXTrade)
.filter( GDAXTrade.time.between(start_dt, end_dt) )
.filter(GDAXTrade.order_type=='limit')
.join(GDAXTradeAlias, GDAXTrade.order_id==GDAXTradeAlias.order_id)
.filter( GDAXTrade.time.between(start_dt, end_dt) )
.all() )
但这并没有让我得到想要的结果。有人有什么建议吗?
【问题讨论】:
-
Postgres 版本和表定义(
CREATE TABLE语句)会有所帮助(而示例输出中的许多不相关的列则没有)。
标签: sql postgresql sqlalchemy exists