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??作為 java 程序員,用代碼直接實現類似 SQL 中的交并補差的集合運算,總是要編寫大量的代碼,如果能有一個專門的外部數據工具,通過寫簡單類似 SQL 的腳本來實現,在 java 中直接調用并可以返回結果集,就再好不過了。Java 版集算器正是解決這一難題的神器,通過 SPL 腳本可以直觀自然得寫出運算,再使用 java 調用 SPL 腳本,使用起來簡單,快捷,高效。另外,雖然 SQL 有集合概念,但對于有序集合運算提供的支持卻很有限,經常要采用很費解的思路才可以完成, SPL 基于離散數據集模型,能輕松處理有序集合運算。下面我們就由淺入深,舉例說明如何使用。
??示例 1: 求重疊時間段的總天數
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;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 dselect count(distinct d) from t1;
??說明:此例先將各時間段轉成時間段內所有日子對應的日期,然后再求不同日期的個數
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: 對 A2 中的每一個時間段構造從 start 到 end 的日期序列
??A4: 求 A3 中所有日期序列的和
??A5: 求 A4 中不重復日期的個數
??保存腳本文件SumSet.dfx (嵌入 Java 會用到)
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??示例 1: 列出英語人口和法語人口均超過 5% 的國家
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 ) );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 ) );
??說明:此 SQL 只是演示通過雙重否定實現差集為空
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: 選出 [“English”,”French”] 與本組語言集合的差為空的組,意思就是選出語言集合包含 English 和 French 的組
??保存腳本文件DifferenceSet.dfx (嵌入 Java 會用到)
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??示例 1: 列出英語人口、法語人口、西班牙語人口分別超過 0.3%、0.2%、0.1% 的國家代碼
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);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 countrycodefrom t1 join t2 using(countrycode) join t3 using(countrycode);
??說明:此例只是演示如何求解多個集合的交集
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: 按次序依次查詢英語人口超 0.3%、法語人口超 0.2%、西班牙語超 0.1% 的國家代碼,并轉成序列
??A5: A3 中所有序列交集
??保存腳本文件IntersectionSet.dfx (嵌入 Java 會用到)
??SPL 嵌入到 Java 應用程序十分方便,通過 JDBC 調用存儲過程方式加載,用和集保存的文件SumSet.dfx,示例調用如下:
... Connection con = null; Class.forName("com.esproc.jdbc.InternalDriver"); con= DriverManager.getConnection("jdbc:esproc:local://"); //調用存儲過程,其中SumSet是dfx的文件名 st =(com. esproc.jdbc.InternalCStatement)con.prepareCall("call SumSet()"); //執行存儲過程 st.execute(); //獲取結果集 ResultSet rs = st.getResultSet(); ... ... Connection con = null; Class.forName("com.esproc.jdbc.InternalDriver"); con= DriverManager.getConnection("jdbc:esproc:local://"); //調用存儲過程,其中SumSet是dfx的文件名 st =(com. esproc.jdbc.InternalCStatement)con.prepareCall("call SumSet()"); //執行存儲過程 st.execute(); //獲取結果集 ResultSet rs = st.getResultSet(); ...
??替換成DifferenceSet.dfx或IntersectionSet.dfx是同樣的道理,只需 call DifferenceSet()或者 call IntersectionSet() 即可。這里只用 Java 片段粗略解釋了如何嵌入 SPL,詳細步驟請參閱Java 如何調用 SPL 腳本,也非常簡單,不再贅述。同時,SPL 也支持 ODBC 驅動,集成到支持 ODBC 的語言,嵌入過程類似。
??關于集合運算除了上面講的和差交運算,還可以獲取與行號有關的計算,以及有序集合的對位運算。
??示例 1: 計算招商銀行 (600036) 2017 年第 3 個交易日和倒數第 3 個交易日的交易信息
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);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=3union 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 條記錄和倒數第 3 條記錄的和集
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??示例 2: 計算招商銀行 (600036) 最近 20 個交易日的平均收盤價
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;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: 將 600036 的交易記錄按日期排序
??A3: 取從倒數 20 條到末尾的所有記錄
??A4: 求 A3 中所有記錄收盤價的平均值
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??示例 1: 計算招商銀行 (600036)2017 年經過多少交易日收盤價達到 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;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: 從前往后查找第 1 個收盤價達到 25 元的記錄位置
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??示例 2: 計算格力電器 (000651) 2017 年漲幅 (考慮停牌)
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;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 risefrom (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: 數據按交易日從小到大排序
??A3: 從后往前查找交易日在 2017-01-01 之前的最后一條記錄在序列中的行號
??A4: 求 2016 年收盤價
??A5: 求 2017 年收盤價,其中 A2.m(-1) 取倒數第 1 條記錄,即 2017 年最后一個交易日對應的記錄
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??示例 3: 列出 2017 年信息發展 (300469) 交易量超過 250 萬股時的交易信息及各日漲幅(考慮停牌)
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;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 萬股所有記錄的行號
??A4: 根據行號計算相應的日期、收盤價、交易量、漲幅
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??示例 1: 計算招商銀行 (600036) 2017 年最早的最低價與最早的最高價間隔多少交易日
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;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)) intevalfrom 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: 從前往后找最大收盤價在序列中的行號
??A4: 從前往后找最小收盤價在序列中的行號
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??示例 2: 計算招商銀行 (600036) 2017 年最后的最低價與最后的最高價間隔多少交易日
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;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)) intevalfrom 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: 從后往前找最大收盤價在序列中的行號
??A4: 從后往前找最小收盤價在序列中的行號
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??示例 1: 求 2018 年 3 月 6 日到 8 日創業板指 (399006) 對深證成指 (399001) 的每日相對收益率
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;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.risefrom 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: 依次查詢 399006 和 399001 從 2018 年 3 月 5 日到 8 日的交易數據
??A4: 依次計算 A2 中 2 個序表從第 2 條記錄到第 4 條記錄的漲幅,也就是 399006 和 399001 從 2018 年 3 月 6 日到 8 日的每天漲幅
??A5: 對位相減,即可算出每日相對收益率
有庫寫 SQL,沒庫寫 SPL
??用 Java 程序直接匯總計算數據,還是比較累的,代碼很長,并且不可復用,很多情況數據也不在數據庫里,有了 SPL,就能像在 Java 中用 SQL 一樣了,十分方便。
常用無憂,不花錢就能取得終身使用權的入門版
??如果要分析的數據是一次性或臨時性的,潤乾集算器每個月都提供免費試用授權,可以循環免費使用。但要和 Java 應用程序集成起來部署到服務器上長期使用,定期更換試用授權還是比較麻煩,潤乾提供了有終身使用權的入門版,解決了這個后顧之憂,獲得方式參考 如何免費使用潤乾集算器?
技術文檔和社區支持
??官方提供的集算器技術文檔本身就有很多現成的例子,常規問題從文檔里都能找到解決方法。如果獲得了入門版,不僅能夠使用 SPL 的常規功能,碰到任何問題都可以去乾學院上去咨詢,官方通過該社區對入門版用戶提供免費的技術支持。
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