OLAP函数介绍

   

n 随着商业智能的普及，OLAP得到了越来越多的使用。在此简单介绍一些常用的OLAP函数。（DB2，Oracle,teradata支持）

例子1： 找出每个部门中奖金排在前3位的员工

 

n SQL92 的实现：自连接子查询

SELECT S0.workdept,S0.empno,S0.bonus FROM emp S0 WHERE EXISTS ( SELECT S1.workdept FROM emp AS S1 WHERE S0.workdept = S1.workdept AND S1.bonus >= S0.bonus GROUP BY S1.workdept HAVING COUNT ( DISTINCT S1.bonus) <= 3) ORDER BY S0.workdept;

n SQL99 的实现： OLAP 分组排序函数

WITH temp AS ( SELECT DENSERANK() OVER(PARTITION BY workdept ORDER BY bonus DESC ) AS denserank, workdept,empno,bonus FROM emp)

SELECT * FROM temp WHERE denserank<=3;

OLAP 函数： FUNC( 子句 ) OVER(PARTITION BY 子句 ORDER BY 子句 ROWS 或 RANGE 子句 )

 

例子2：外汇报盘每隔 2 秒，红色数据为取上一次不为空数据，如何得到？

 

时间戳	买价	卖价
2008-03-14-22.00.01.572000	0.9986	1.0018
2008-03-14-22.00.03.581000	0.9986	1.0015
2008-03-14-22.00.05.584000	0.9984	1.0015
2008-03-14-22.00.07.584000	0.9985	1.0015
2008-03-14-22.00.09.980000	0.9985	1.0015
2008-03-14-22.00.11.916000	0.9985	1.0015
2008-03-14-22.00.13.912000	0.9985	1.0014
2008-03-14-22.00.15.921000	0.9985	1.0014
2008-03-14-22.00.17.927000	0.9985	1.0014
2008-03-14-22.00.19.927000	0.9985	1.0014
2008-03-14-22.00.21.928000	0.9985	1.0014
2008-03-14-22.00.23.928000	0.9985	1.0014
2008-03-14-22.00.25.931000	0.9985	1.0009
2008-03-14-22.00.27.931000	0.9969	1.0006

 

位移函数： LAG 、 LEAD 、 FIRST_VALUE 、 LAST_VALUE

n LAG ： LAG( 表达式或字段 , 偏移量 , 默认值 , IGNORE NULLS 或 RESPECT NULLS)

SELECT timestamp,(CASE WHEN r1 IS NULL THEN LAG( r1 , 1 , 0 , 'IGNORE NULLS' ) OVER(ORDER BY timestamp) ELSE r1 END) AS buyrate,(CASE WHEN r2 IS NULL THEN LAG( r2 , 1 , 0 ,' IGNORE NULLS ') OVER(ORDER BY timestamp) ELSE r2 END) AS sellrate FROM quotation;

LAG 函数等同于 SQL92 的实现：

SELECT timestamp,(CASE WHEN r1 IS NULL THEN (select b.r1 from quotation b where b.timestamp<=a. timestamp and b.r1 is not null order by b. timestamp desc fetch first 1 rows only) ELSE r1 END) AS buyrate,(CASE WHEN r2 IS NULL THEN (select b.r1 from quotation b where b.timestamp<=a. timestamp and b.r1 is not null order by b. timestamp desc fetch first 1 rows only) ELSE r2 END) AS sellrate FROM quotation a;