我目前正在使用下面的UNION ALL解決方法來根據每個股票對應的rownum值計算old_eps_tfq回歸斜率(請參閱參考資料)。我很想知道old_eps_tfq是什么時候,然后將4增加1以找出old_eps_tfq是什么時候,依此類推(有~20 rownum)WHERE rownum < xrownum < 4rownum < 5
我可以為此使用 PL/pgSQL 嗎?
SELECT * FROM(
WITH regression_slope AS(
SELECT
ROW_NUMBER() OVER ( PARTITION BY ticker ORDER BY earnings_growths_ped) AS rownum,
*
FROM "ANALYTICS"."vEARNINGS_GROWTHS"
--WHERE ticker = 'ACN'
ORDER BY ticker )
SELECT
ticker,
current_period_end_date,
max(earnings_growths_ped) AS max_earnings_growths_ped,
--max(rownum) AS max_rownum,
round(regr_slope(old_eps_tfq, rownum)::numeric, 2) AS slope,
round(regr_intercept(old_eps_tfq, rownum)::numeric, 2) AS y_intercept,
round(regr_r2(old_eps_tfq, rownum)::numeric, 3) AS r_squared
FROM regression_slope
WHERE rownum < 4
GROUP BY ticker, current_period_end_date
ORDER BY ticker asc ) q
UNION ALL
SELECT * FROM(
WITH regression_slope AS(
SELECT
ROW_NUMBER() OVER ( PARTITION BY ticker ORDER BY earnings_growths_ped) AS rownum,
*
FROM "ANALYTICS"."vEARNINGS_GROWTHS"
--WHERE ticker = 'ACN'
ORDER BY ticker )
SELECT
ticker,
current_period_end_date,
max(earnings_growths_ped) AS max_earnings_growths_ped,
--max(rownum) AS max_rownum,
round(regr_slope(old_eps_tfq, rownum)::numeric, 2) AS slope,
round(regr_intercept(old_eps_tfq, rownum)::numeric, 2) AS y_intercept,
round(regr_r2(old_eps_tfq, rownum)::numeric, 3) AS r_squared
FROM regression_slope
WHERE rownum < 5
GROUP BY ticker, current_period_end_date
ORDER BY ticker asc ) q
這是我的桌子
uj5u.com熱心網友回復:
頂部查詢SELECT * FROM (...) q聽起來毫無用處。然后你可以試試這個:
WITH regression_slope AS(
SELECT
ROW_NUMBER() OVER ( PARTITION BY ticker ORDER BY earnings_growths_ped) AS rownum,
*
FROM "ANALYTICS"."vEARNINGS_GROWTHS"
--WHERE ticker = 'ACN'
ORDER BY ticker )
SELECT
max,
ticker,
current_period_end_date,
max(earnings_growths_ped) AS max_earnings_growths_ped,
--max(rownum) AS max_rownum,
round(regr_slope(old_eps_tfq, rownum)::numeric, 2) AS slope,
round(regr_intercept(old_eps_tfq, rownum)::numeric, 2) AS y_intercept,
round(regr_r2(old_eps_tfq, rownum)::numeric, 3) AS r_squared
FROM regression_slope
INNER JOIN generate_series(4, 24) AS max -- the range 4 to 24 can be adjusted to the need
ON rownum < max
GROUP BY max, ticker, current_period_end_date
ORDER BY max asc, ticker asc
轉載請註明出處,本文鏈接:https://www.uj5u.com/qukuanlian/408981.html
標籤:
