Z Oracle 12c możesz to zrobić za pomocą MATCH_RECOGNIZE
:
SELECT *
FROM table_name
MATCH_RECOGNIZE(
PARTITION BY stock
ORDER BY cdate
MEASURES
CLASSIFIER() AS pttrn
ALL ROWS PER MATCH
PATTERN (bullish|bearish|other)
DEFINE
bullish AS PREV(open) > PREV(close)
AND Close > Open
AND Close > PREV(High)
AND Open < PREV(Low),
bearish AS Close < Open
AND Close < PREV(Close)
AND Open < PREV(Close)
AND PREV(Open) < PREV(Close)
AND Close > PREV(Open)
AND Open < PREV(Close)
)
Co dla przykładowych danych:
CREATE TABLE table_name (Stock, Cdate, Open, High, Low, Close, Volume ) AS
SELECT 'XYZ', DATE '2021-01-01', 40.00, 40.50, 38.50, 38.80, 83057 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-02', 39.20, 39.20, 37.20, 37.80, 181814 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-03', 38.00, 38.50, 36.50, 37.00, 117378 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-04', 36.00, 36.10, 35.60, 35.70, 93737 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-05', 35.35, 36.80, 35.10, 36.60, 169106 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-06', 36.50, 38.50, 36.50, 38.00, 123179 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-07', 37.50, 39.50, 37.30, 39.40, 282986 FROM DUAL UNION ALL
SELECT 'XYZ', DATE '2021-01-08', 39.00, 40.50, 38.50, 40.00, 117437 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-01', 135.35, 136.80, 135.10, 136.60, 16454 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-02', 136.50, 138.50, 136.50, 138.00, 281461 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-03', 137.50, 139.50, 137.30, 139.40, 77334 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-04', 139.00, 140.50, 138.50, 140.00, 321684 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-05', 139.70, 139.80, 139.30, 139.40, 873009 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-06', 139.20, 139.20, 137.20, 137.80, 62522 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-07', 138.00, 138.50, 136.50, 137.00, 114826 FROM DUAL UNION ALL
SELECT 'DDD', DATE '2021-01-08', 136.60, 136.80, 135.10, 135.35, 27317 FROM DUAL;
Wyjścia:
Możesz także użyć LAG
funkcja analityczna (która była dostępna przed Oracle 12):
SELECT t.*,
CASE
WHEN LAG(open) OVER (PARTITION BY stock ORDER BY cdate)
> LAG(close) OVER (PARTITION BY stock ORDER BY cdate)
AND Close > Open
AND Close > LAG(high) OVER (PARTITION BY stock ORDER BY cdate)
AND Open < LAG(low) OVER (PARTITION BY stock ORDER BY cdate)
THEN 'BULLISH'
WHEN Close < Open
AND Close < LAG(close) OVER (PARTITION BY stock ORDER BY cdate)
AND Open < LAG(close) OVER (PARTITION BY stock ORDER BY cdate)
AND LAG(open) OVER (PARTITION BY stock ORDER BY cdate)
< LAG(close) OVER (PARTITION BY stock ORDER BY cdate)
AND Close > LAG(open) OVER (PARTITION BY stock ORDER BY cdate)
AND Open < LAG(close) OVER (PARTITION BY stock ORDER BY cdate)
THEN 'BEARISH'
ELSE 'OTHER'
END AS pttrn
FROM table_name t
(Co daje podobne wyniki.)
db<>fiddle tutaj
Aktualizacja:śledzenie W GÓRĘ i W DÓŁ:
Ponownie, oto, co MATCH_RECOGNIZE
jest dla:
SELECT *
FROM table_name
MATCH_RECOGNIZE(
PARTITION BY stock
ORDER BY cdate
MEASURES
CLASSIFIER() AS pttrn
ALL ROWS PER MATCH
PATTERN (^initial_value|bullish|bearish|up|down|other)
DEFINE
bullish AS PREV(open) > PREV(close)
AND Close > Open
AND Close > PREV(High)
AND Open < PREV(Low),
bearish AS Close < Open
AND Close < PREV(Close)
AND Open < PREV(Close)
AND PREV(Open) < PREV(Close)
AND Close > PREV(Open)
AND Open < PREV(Close),
up AS close > PREV(close)
AND open > PREV(open),
down AS close < PREV(close)
AND open < PREV(open)
)
Ale możesz zrobić to samo z LAG
:
SELECT t.*,
CASE
WHEN ROW_NUMBER() OVER (PARTITION BY stock ORDER BY cdate) = 1
THEN 'INITIAL_VALUE'
WHEN LAG(open) OVER (PARTITION BY stock ORDER BY cdate)
> LAG(close) OVER (PARTITION BY stock ORDER BY cdate)
AND Close > Open
AND Close > LAG(high) OVER (PARTITION BY stock ORDER BY cdate)
AND Open < LAG(low) OVER (PARTITION BY stock ORDER BY cdate)
THEN 'BULLISH'
WHEN Close < Open
AND Close < LAG(close) OVER (PARTITION BY stock ORDER BY cdate)
AND Open < LAG(close) OVER (PARTITION BY stock ORDER BY cdate)
AND LAG(open) OVER (PARTITION BY stock ORDER BY cdate)
< LAG(close) OVER (PARTITION BY stock ORDER BY cdate)
AND Close > LAG(open) OVER (PARTITION BY stock ORDER BY cdate)
AND Open < LAG(close) OVER (PARTITION BY stock ORDER BY cdate)
THEN 'BEARISH'
WHEN Close > LAG(Close) OVER (PARTITION BY stock ORDER BY cdate)
AND Open > LAG(Open) OVER (PARTITION BY stock ORDER BY cdate)
THEN 'UP'
WHEN Close < LAG(Close) OVER (PARTITION BY stock ORDER BY cdate)
AND Open < LAG(Open) OVER (PARTITION BY stock ORDER BY cdate)
THEN 'DOWN'
ELSE 'OTHER'
END AS pttrn
FROM table_name t
db<>fiddle tutaj