Untuk interval 15 menit, gunakan contoh Anda:
SELECT DISTINCT
, date_trunc('hour', t) AS h
, floor(EXTRACT(minute FROM t) / 15) AS m15
, min(price) OVER w
, max(price) OVER w
, first_value(price) OVER w
, last_value(price) OVER w
FROM ticker
WINDOW w AS (PARTITION BY date_trunc('hour', t)
, floor(extract(minute FROM t) / 15));
Bekerja selama 5 menit juga.
Lebih solusi umum untuk interval waktu reguler apa pun, dalam periode waktu apa pun:
WITH x AS (
SELECT t1, t1 + interval '5min' AS t2
FROM generate_series(timestamp '2012-07-18 00:00'
, timestamp '2012-07-18 23:55'
, interval '5 min') AS t1
)
SELECT DISTINCT ON (1)
x.t1
, min(price) OVER w
, max(price) OVER w
, first_value(price) OVER w
, last_value(price) OVER w
FROM x
JOIN ticker y ON y.t >= x.t1 -- use LEFT JOIN to include empty intervals
AND y.t < x.t2 -- don't use BETWEEN
WINDOW w AS (PARTITION BY x.t1)
ORDER BY x.t1;
Jawaban terkait dengan penjelasan lebih lanjut:
- Cara terbaik untuk menghitung catatan dengan interval waktu sewenang-wenang di Rails+Postgres
- Pilih dulu baris di setiap grup GROUP BY?
