计算SQL中的净贸易头寸

首次发布;在这里找不到解决我的问题的任何东西。计算SQL中的净贸易头寸

我有大约63万项，这里样品输入一个交易表：

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

我想找到的每个位置每个经销商实现的位置。即交易商对于1个交易对手有1笔交易有成千上万的交易，那么该交易对手的净头寸是多少？

我想要3列：deal_counterparty_id，deal_instrument.id，净位置。因为我有20台仪器（1001至20年）只有4对手（701，702，703，704），所述采样输出是这样的：

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

我的代码（0得到的结果）：

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;

谢谢！

来源

2016-08-16 Rose Gao

样本输入输出+？不像每个开发者都是财务人 – Steve

样本输入是上面的表格图像，样本输出将是： deal_counterparty_id || deal_instrument_id ||净头寸 701 || 1001 || -3495.40 701 || 1002 || 7825.01 ... 701 || 1020 || 1938.23 702 || 1001 || 4726.44 –

而不是'JOIN's，我会从'IF（deal_type ='B'，deal_amount， - deal_amount）net_amount'开始。 –

如果我理解你的要求，这应该工作：

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（编辑为你最后的评论），我想你治疗“B”的deal_type作为一个负值和一个'S'的deal_type作为一个积极的东西，然后把所有东西加在一起。

来源

2016-08-16 14:51:28

太棒了，谢谢！这比我预想的要容易得多。 –

例如为：

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 | 
+----------------------+--------------------+--------------+

来源

2016-08-16 15:23:15 Strawberry

计算SQL中的净贸易头寸

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