FIFO比赛的第一只股票买先卖SQL

Question

我有一个看起来像这样的数据：

Stock buys and sells

我需要一个查询到FIFO方法适用于买入和卖出，所以我得到一个表，看起来像这样：

我希望能够匹配第一个买入/卖出的第一个卖出左边的买入和卖出的权利。如果没有卖出，则应在右侧应用空值，如果没有买入，则应在左侧应用空值。经纪交易密钥可以用作交易发生的顺序。这是我到目前为止尝试过的。任何帮助将非常感激！

SELECT a.ACCT_ID, a.Trade_Date_Key, a.Brokerage_Transaction_Key, a.Buy_Sell_Code, a.Principal_Amt, a.Security_Quantity 
    , (a.Security_Quantity + b.Security_Quantity) CUMULATIVE_POSITION 
    , a.SHARE_PRICE 
    , (A.Principal_Amt + B.Principal_Amt) CUMULATIVE_VALUE 
from #TRANSACTIONS_WITH_RANK a 
    left join #TRANSACTIONS_WITH_RANK b 
    on a.acct_id = b.acct_id and a.rank = b.rank + 1 
ORDER BY BROKERAGE_TRANSACTION_KEY 

Answer 1

在你的问题中，你提到将第一次买入与第一次卖出相匹配，但是你的示例输出似乎忽略了该部分。下面是如果你想先买（县）先卖（S）匹配基础上，Acct_ID和Trade_Date

SELECT buy.*, sell.* 
FROM #TRANSACTIONS_WITH_RANK buy 
    INNER JOIN (
     SELECT MIN(Trade_Date) Trade_Date 
     FROM #TRANSACTIONS_WITH_RANK 
     WHERE Buy_Sell_Code = 'B' 
     GROUP BY Acct_ID 
    ) TDateBuy 
    ON buy.Trade_Date = TDateBuy.Trade_Date 
    FULL OUTER JOIN #TRANSACTIONS_WITH_RANK sell 
     INNER JOIN (
      SELECT MIN(Trade_Date) Trade_Date 
      FROM #TRANSACTIONS_WITH_RANK 
      WHERE Buy_Sell_Code = 'S' 
      GROUP BY Acct_ID 
     ) TDateSell 
     ON sell.Trade_Date = TDateSell.Trade_Date 
    ON buy.Acct_ID = sell.Acct_ID 

---

编辑如何做一个例子：看到OP的评论我有后改变了查询

SELECT 
    buy.Acct_ID, buy.Trade_Date, buy.Brokerage_Transaction_Key, buy.Buy_Sell_Code, buy.Principal_Amt, buy.Security_Quantity, 
    sell.Acct_ID, sell.Trade_Date, sell.Brokerage_Transaction_Key, sell.Buy_Sell_Code, sell.Principal_Amt, sell.Security_Quantity 
FROM (
     SELECT wr.*, MIN(TransKey) TransKey -- This is the value of the Sell to be joined 
     FROM #TRANSACTIONS_WITH_RANK wr 
      LEFT OUTER JOIN (
       SELECT MIN(Brokerage_Transaction_Key) TransKey, Acct_ID 
       FROM (
         SELECT 
          tr.*, 
          (
           SELECT MAX(Brokerage_Transaction_Key) --Purpose is to give outer query value to GROUP on 
           FROM #TRANSACTIONS_WITH_RANK 
           WHERE Buy_Sell_Code = 'B' 
            AND Acct_ID = tr.Acct_ID 
            AND Brokerage_Transaction_Key < tr.Brokerage_Transaction_Key 
          ) MaxLesserKey 
         FROM #TRANSACTIONS_WITH_RANK tr 
        ) data 
       WHERE Buy_Sell_Code = 'S' 
       GROUP BY Acct_ID, MaxLesserKey 
      ) MinSell 
      ON wr.Acct_ID = MinSell.Acct_ID 
       AND wr.Brokerage_Transaction_Key < MinSell.TransKey 
     WHERE Buy_Sell_Code = 'B' 
     GROUP BY wr.Acct_ID, Trade_Date, Brokerage_Transaction_Key, Buy_Sell_Code, Principal_Amt, Security_Quantity 
    ) buy 
    FULL OUTER JOIN (
     SELECT wr.*, MIN(MinBuy.TransKey) TransKey -- This is the value of the Buy to be joined 
     FROM #TRANSACTIONS_WITH_RANK wr 
      LEFT OUTER JOIN (
       SELECT MIN(Brokerage_Transaction_Key) TransKey, Acct_ID 
       FROM (
         SELECT 
          tr.*, 
          (
           SELECT MAX(Brokerage_Transaction_Key) --Purpose is to give outer query a value to GROUP on 
           FROM #TRANSACTIONS_WITH_RANK 
           WHERE Buy_Sell_Code = 'S' 
            AND Brokerage_Transaction_Key < tr.Brokerage_Transaction_Key 
          ) MaxLesserKey 
         FROM #TRANSACTIONS_WITH_RANK tr 
        ) data 
       WHERE Buy_Sell_Code = 'B' 
       GROUP BY Acct_ID, MaxLesserKey 
      ) MinBuy 
      ON wr.Acct_ID = MinBuy.Acct_ID 
       AND wr.Brokerage_Transaction_Key < MinBuy.TransKey 
     WHERE Buy_Sell_Code = 'S' 
     GROUP BY wr.Acct_ID, Trade_Date, Brokerage_Transaction_Key, Buy_Sell_Code, Principal_Amt, Security_Quantity 
    ) sell 
    ON buy.TransKey = sell.Brokerage_Transaction_Key 
     OR sell.TransKey = buy.Brokerage_Transaction_Key 

基本上，这样做是抓住所有购买（S）及其配套供应Brokerage_Transaction_Key（TransKey），并做了FULL OUTER JOIN（NULL小号OU当没有相反的匹配交易时，买入或卖出方）与卖出套及其匹配买入Brokerage_Transaction_Key（TransKey）。 TransKey是针对每组买入/卖出的相反Buy_Sell_Code中最小的Brokerage_Transaction_Key。这将首先出售给第一次购买或第一次购买，以首先出售特定Acct_ID的每组交易。 MaxLesserKey字段只是为了给TransKey查询的值GROUP