【摘要】
SQL 虽然有集合概念，但对于集合运算、特别是有序集合运算，提供的支持却很有限，经常要采用很费解的思路才能完成，计算效率也不佳。而集算器 SPL 在方面则要直观许多，可以按自然思维习惯写出运算。这里对 SQL 和集算器 SPL 在集合运算和行号相关运算方面进行了对比，如果需要了解更多，请前往乾学院：SQL 难点解决：集合及行号!

1、  和集

示例 1：重叠部分不重复计数时求多个时间段包含的总天数

MySQL8:

with recursive t(start,end) as (select date'2010-01-07',date'2010-01-9'

union all select date'2010-01-15',date'2010-01-16'

union all select date'2010-01-07',date'2010-01-12'

union all select date'2010-01-08',date'2010-01-11'),

t1(d,end) as (select start,end from t

union all select d+1,end from t1 where d

select count(distinct d) from t1;

说明：此例先将各时间段转成时间段内所有日子对应的日期，然后再求不同日期的个数

 

集算器SPL:

	A
1	=connect("mysql")
2	=A1.query@x("select   date'2010-01-07'start,date'2010-01-9'end union all select   date'2010-01-15',date'2010-01-16'union all select   date'2010-01-07',date'2010-01-12'union all select   date'2010-01-08',date'2010-01-11'")
3	=A2.(periods(start,end))
4	=A3.conj()
5	=A4.icount()

A3: 对 A2 中的每一个时间段构造从 start 到 end 的日期序列

A4: 求 A3 中所有日期序列的和

A5: 求 A4 中不重复日期的个数

 

2、  差集

示例 1：列出英语人口和法语人口均超过 5% 的国家

MySQL8:

with t1(lang) as (select 'English' union all select 'French')

select name from world.country c

where not exists(select * from t1 where lang not in (select language from world.countrylanguage where percentage>=5 and countrycode=c.code));

说明：此SQL只是演示通过双重否定实现差集为空

 

集算器SPL:

	A
1	=connect("mysql")
2	=A1.query("select   CountryCode,Name,Language,Percentage from world.countrylanguage cl join   world.country c on cl.countrycode=c.code where percentage>5")
3	=A2.group(CountryCode)
4	=A3.select(["English","French"]\~.(Language)==[])
5	=A4.new(~.Name:name)

A4: 选出[“English”,”French”]与本组语言集合的差为空的组，意思就是选出语言集合包含English和French的组

 

3、  交集

示例 1：列出英语人口、法语人口、西班牙语人口分别超过 0.3%、0.2%、0.1% 的国家代码

MySQL8:

with t1 as (select countrycode from world.countrylanguage where language='English' and percentage>0.3),

t2 as (select countrycode from world.countrylanguage where language='French' and percentage>0.2),

t3 as (select countrycode from world.countrylanguage where language='Spanish' and percentage>0.1)

select countrycode

from t1 join t2 using(countrycode) join t3 using(countrycode);

说明：此例只是演示如何求解多个集合的交集

 

集算器SPL:

	A
1	=connect("mysql")
2	[English,French,Spanish]
3	[0.3,0.2,0.1]
4	=A2.(A1.query@i("select   countrycode from world.countrylanguage where language=? and   percentage>?",~,A3(#)))
5	>A1.close()
6	=A4.isect()

A3: 按次序依次查询英语人口超0.3%、法语人口超0.2%、西班牙语超0.1%的国家代码，并转成序列

A5: A3中所有序列交集

 

4、  根据行号取数据

示例 1： 计算招商银行 (600036) 2017 年第 3 个交易日和倒数第 3 个交易日的交易信息

MySQL8:

with t as (select *, row_number() over(order by tdate) rn from stktrade where sid='600036' and tdate between '2017-01-01' and '2017-12-31')

select tdate,open,close,volume from t where rn=3

union all

select tdate,open,close,volume from t where rn=(select max(rn)-2 from t);

 

集算器SPL:

	A
1	=connect("mysql")
2	=A1.query@x("select   * from stktrade where sid='600036'and tdate between'2017-01-01'and  '2017-12-31'order by tdate")
3	=A2(3)|A2.m(-3)

A3: 第 3 条记录和倒数第 3 条记录的和集

 

示例2：计算招商银行(600036)最近20个交易日的平均收盘价

MySQL8:

with t as (select *, row_number() over(order by tdate desc) rn from stktrade where sid='600036')

select avg(close) avg20 from t where rn<=20;

 

集算器SPL:

	A
1	=connect("mysql")
2	=A1.query@x("select   * from stktrade where sid='600036'order by tdate")
3	=A2.m(-20:)
4	=A3.avg(close)

A2: 将600036的交易记录按日期排序

A3: 取从倒数20条到末尾的所有记录

A4: 求A3中所有记录收盘价的平均值

 

5、  求满足条件的记录的行号

示例 1：计算招商银行 (600036)2017 年经过多少交易日收盘价达到 25 元

MySQL8:

with t as (select *, row_number() over(order by tdate) rn from stktrade where sid='600036' and tdate between '2017-01-01' and '2017-12-31')

select min(rn) from t where close>=25;

 

集算器SPL:

	A
1	=connect("mysql")
2	=A1.query@x("select   * from stktrade where sid='600036'and tdate between'2017-01-01'and  '2017-12-31'order by tdate")
3	=A2.pselect(close>=25)

A3: 从前往后查找第 1 个收盘价达到 25 元的记录位置

 

示例2：计算格力电器(000651) 2017年涨幅(考虑停牌)

MySQL8:

with t as (select * from stktrade where sid='000651'),

t1(d) as (select max(tdate) from t where tdate<'2017-01-01'),

t2(d) as (select max(tdate) from t where tdate<'2018-01-01')

select s2.close/s1.close-1 rise

from (select * from t,t1 where tdate=d) s1,

(select * from t,t2 where tdate=d) s2;

 

集算器SPL:

	A
1	=connect("mysql")
2	=A1.query@x("select   * from stktrade where sid='000651'and tdate<'2018-01-01'order by tdate  ")
3	=A2.pselect@z(tdate < date("2017-01-01"))
4	=A2(A3).close
5	=A2.m(-1).close
6	=A5/A4-1

A2: 数据按交易日从小到大排序

A3: 从后往前查找交易日在2017-01-01之前的最后一条记录在序列中的行号

A4: 求2016年收盘价

A5: 求2017年收盘价，其中A2.m(-1)取倒数第1条记录，即2017年最后一个交易日对应的记录

 

示例3：列出2017年信息发展(300469)交易量超过250万股时的交易信息及各日涨幅(考虑停牌)

MySQL8:

with t as (select *, row_number() over(order by tdate) rn

from stktrade where sid='300469' and tdate<=date '2017-12-31'),

t1 as (select * from t where tdate>=date'2017-01-01' and volume>=2500000)

select t1.tdate, t1.close, t.volume, t1.close/t.close-1 rise

from t1 join t on t1.rn=t.rn+1;

 

集算器SPL:

	A
1	=connect("mysql")
2	=A1.query@x("select   * from stktrade where sid='300469'and tdate<= date'2017-12-31'order by   tdate")
3	=A2.pselect@a(tdate>=date("2017-01-01")   && volume>2500000)
4	=A3.new(A2(~).tdate:tdate,   A2(~).close:close, A2(~).volume:volume, A2(~).close/A2(~-1).close-1:rise)

A3: 求出2017年交易量超250万股所有记录的行号

A4: 根据行号计算相应的日期、收盘价、交易量、涨幅

 

6、  求最大值或最小值所在记录的行号

示例 1： 计算招商银行 (600036) 2017 年最早的最低价与最早的最高价间隔多少交易日

MySQL8:

with t as (select *, row_number() over(order by tdate) rn from stktrade where sid='600036' and tdate between '2017-01-01' and '2017-12-31'),

t1 as (select * from t where close=(select min(close) from t)),

t2 as (select * from t where close=(select max(close) from t))

select abs(cast(min(t1.rn) as signed)-cast(min(t2.rn) as signed)) inteval

from t1,t2;

 

集算器SPL:

	A
1	=connect("mysql")
2	=A1.query@x("select   * from stktrade where sid='600036'and tdate between'2017-01-01'and  '2017-12-31'order by tdate")
3	=A2.pmax(close)
4	=A2.pmin(close)
5	=abs(A3-A4)

A3: 从前往后找最大收盘价在序列中的行号

A4: 从前往后找最小收盘价在序列中的行号

 

示例2：计算招商银行 (600036) 2017 年最后的最低价与最后的最高价间隔多少交易日

MySQL8:

with t as (select *, row_number() over(order by tdate) rn from stktrade where sid='600036' and tdate between '2017-01-01' and '2017-12-31'),

t1 as (select * from t where close=(select min(close) from t)),

t2 as (select * from t where close=(select max(close) from t))

select abs(cast(max(t1.rn) as signed)-cast(max(t2.rn) as signed)) inteval

from t1,t2;

 

集算器SPL:

	A
1	=connect("mysql")
2	=A1.query@x("select   * from stktrade where sid='600036'and tdate between'2017-01-01'and  '2017-12-31'order by tdate")
3	=A2.pmax@z(close)
4	=A2.pmin@z(close)
5	=abs(A3-A4)

A3: 从后往前找最大收盘价在序列中的行号

A4: 从后往前找最小收盘价在序列中的行号

 

7、  有序集合间的对位计算

示例 1：求 2018 年 3 月 6 日到 8 日创业板指 (399006) 对深证成指 (399001) 的每日相对收益率

MySQL8:

with t1 as (select *,close/lag(close) over(order by tdate) rise from stktrade where sid='399006' and tdate between '2018-03-05' and '2018-03-08'),

t2 as (select *, close/lag(close) over(order by tdate) rise from stktrade where sid='399001' and tdate between '2018-03-05' and '2018-03-08')

select t1.rise-t2.rise

from t1 join t2 using(tdate)

where t1.rise is not null;

 

集算器SPL:

	A
1	=connect("mysql")
2	=["399006","399001"].(A1.query("select   * from stktrade where sid=? and tdate between'2018-03-05'and  '2018-03-08'",~))
3	>A1.close()
4	=A2.(~.calc(to(2,4),close/close[-1]))
5	=A4(1)--A4(2)

A2: 依次查询399006和399001从2018年3月5日到8日的交易数据

A4: 依次计算A2中2个序表从第2条记录到第4条记录的涨幅，也就是399006和399001从2018年3月6日到8日的每天涨幅

A5: 对位相减，即可算出每日相对收益率