計算SQL中的淨貿易頭寸

首次發佈;在這裏找不到解決我的問題的任何東西。計算SQL中的淨貿易頭寸

我有大約63萬項，這裏樣品輸入一個交易表：

dealid deal_counterparty_id deal_instrument_id deal_type deal_amount 
20001     703    1010 B    3588.81 
20002     701    1001 S    3412.81 
20003     701    1004 B    8527.11 
20004     701    1011 S    2441.77 
20005     703    1010 B    3633.33 
20006     702    1011 S    2415.16 
20007     704    1003 S    1426.14 
20008     701    1012 B    1858.82 
20009     703    1009 B    3571.77

我想找到的每個位置每個經銷商實現的位置。即交易商對於1個交易對手有1筆交易有成千上萬的交易，那麼該交易對手的淨頭寸是多少？

我想要3列：deal_counterparty_id，deal_instrument.id，淨位置。因爲我有20臺儀器（1001至20年）只有4對手（701，702，703，704），所述採樣輸出是這樣的：

deal_counterparty_id deal_instrument_id net_position 
       701    1001 5833.34 
       701    1002 -3994.21 
       701    1003 30300.00 
... 
       702    1001

我的代碼（0得到的結果）：

select buy.deal_counterparty_id, buy.deal_instrument_id, sum(buy.deal_amount) - sum(sell.deal_amount) as net_position 

from (select deal_id, deal_counterparty_id, deal_instrument_id, deal_type, deal_amount 
     from deal where deal_type = 'B') as buy 

     join (select deal_id, deal_counterparty_id, deal_instrument_id, deal_type, deal_amount 
     from deal where deal_type = 'S') as sell 

     on buy.deal_instrument_id = sell.deal_instrument_id 

group by buy.deal_counterparty_id, buy.deal_instrument_id;

謝謝！

來源

2016-08-16 Rose Gao

樣本輸入輸出+？不像每個開發者都是財務人 – Steve

樣本輸入是上面的表格圖像，樣本輸出將是： deal_counterparty_id || deal_instrument_id ||淨頭寸 701 || 1001 || -3495.40 701 || 1002 || 7825.01 ... 701 || 1020 || 1938.23 702 || 1001 || 4726.44 –

而不是'JOIN's，我會從'IF（deal_type ='B'，deal_amount， - deal_amount）net_amount'開始。 –

如果我理解你的要求，這應該工作：

SELECT deal_counterparty_id, deal_instrument_id, 
    SUM(IF(deal_type = 'B', - deal_amount, deal_amount)) net_position FROM deal 
    GROUP BY deal_counterparty_id, deal_instrument_id

即（編輯爲你最後的評論），我想你治療「B」的deal_type作爲一個負值和一個'S'的deal_type作爲一個積極的東西，然後把所有東西加在一起。

來源

2016-08-16 14:51:28

太棒了，謝謝！這比我預想的要容易得多。 –

例如爲：

DROP TABLE IF EXISTS my_table; 

CREATE TABLE my_table 
(dealid INT NOT NULL AUTO_INCREMENT PRIMARY KEY 
,deal_counterparty_id INT NOT NULL 
,deal_instrument_id INT NOT NULL 
,deal_type CHAR(1) NOT NULL 
,deal_amount DECIMAL(7,2) NOT NULL 
); 

INSERT INTO my_table VALUES 
(20001     ,703    ,1010 ,'B',    3588.81), 
(20002     ,701    ,1001 ,'S',    3412.81), 
(20003     ,701    ,1004 ,'B',    8527.11), 
(20004     ,701    ,1011 ,'S',    2441.77), 
(20005     ,703    ,1010 ,'B',    3633.33), 
(20006     ,702    ,1011 ,'S',    2415.16), 
(20007     ,704    ,1003 ,'S',    1426.14), 
(20008     ,701    ,1012 ,'B',    1858.82), 
(20009     ,703    ,1009 ,'B',    3571.77); 

SELECT deal_counterparty_id 
    , deal_instrument_id 
    , SUM(CASE WHEN deal_type = 'S' THEN -1*deal_amount ELSE deal_amount END) net_position 
    FROM my_table 
GROUP 
    BY deal_counterparty_id 
    , deal_instrument_id; 
+----------------------+--------------------+--------------+ 
| deal_counterparty_id | deal_instrument_id | net_position | 
+----------------------+--------------------+--------------+ 
|     701 |    1001 |  -3412.81 | 
|     701 |    1004 |  8527.11 | 
|     701 |    1011 |  -2441.77 | 
|     701 |    1012 |  1858.82 | 
|     702 |    1011 |  -2415.16 | 
|     703 |    1009 |  3571.77 | 
|     703 |    1010 |  7222.14 | 
|     704 |    1003 |  -1426.14 | 
+----------------------+--------------------+--------------+

來源

2016-08-16 15:23:15 Strawberry

計算SQL中的淨貿易頭寸

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