在 SQL Server 2012 中，我可以使用 Rows Preceding 中的参数来计算动态移动平均线吗？

问题描述

计算指定股票和天数的动态移动平均线的存储过程：

ALTER PROCEDURE sp_MovAvg 
    (@ticker NVARCHAR(6),@days INT)
AS
  SELECT 
      @ticker AS Ticker,[Date],AVG ([px_Close]) OVER (ORDER BY @ticker,[Date] 
                             ROWS BETWEEN @days PRECEDING AND CURRENT ROW) AS moving_avg
  FROM 
      daily_data
  WHERE 
      Ticker LIKE @ticker
  ORDER BY
      Ticker ASC,[Date] DESC

我在使用 @days 时收到 avg 函数的错误消息

解决方法

不幸的是，ROWS BETWEEN needs literals：

<window frame preceding> ::=   
{  
    UNBOUNDED PRECEDING  
  | <unsigned_value_specification> PRECEDING  
  | CURRENT ROW  
}  
<unsigned value specification> ::=   
{  <unsigned integer literal> }  

您可以通过使用 LAG 和许多 CASE 表达式或自连接来解决此问题。
但最简单的可能是动态 SQL。

• 不要忘记参数化 @ticker

CREATE OR ALTER PROCEDURE MovAvg 
    (@ticker NVARCHAR(6),@days INT)
AS

DECLARE @sql nvarchar(max) = N'
  SELECT 
      @ticker AS Ticker,[Date],AVG ([px_Close]) OVER (ORDER BY @ticker,[Date]  -- Did you mean Ticker,[Date]??
                             ROWS BETWEEN ' + CAST(@days AS nvarchar(10)) + N' PRECEDING AND CURRENT ROW) AS moving_avg
  FROM 
      daily_data
  WHERE 
      Ticker LIKE @ticker
  ORDER BY
      Ticker ASC,[Date] DESC;
';

EXEC sp_executesql
    @sql,N'@ticker NVARCHAR(6)',@ticker = @ticker;