如何在DolphinDB中检索每个周期内第N个和倒数第N个交易日的记录?

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英文:

How to retrieve the records of the Nth and the last Nth trading days within each period in DolphinDB?

问题

如何检索每个周期(如年度、季度或月份)的第N个交易日记录和最后第N个交易日记录?

英文:

How to retrieve the records of the Nth trading day and the last Nth trading day for each period (such as a year, quarter, or month)?

答案1

得分: 1

要检索第N个交易日的记录:

select * , rowNum - first(rowNum) as offset , quarterEnd(end_date) as q from tradingday_rowno(2020.01.01,2021.01.01) context by quarterEnd(end_date) csort end_date

要检索最后第N个交易日的记录:

select * , rowNum - last(rowNum) as offset , quarterEnd(end_date) as q from tradingday_rowno(2020.01.01,2021.01.01) context by quarterEnd(end_date) csort end_date
英文:

To retrieve records of the Nth trading day:

select * , rowNum-first(rowNum)  as  offset ,quarterEnd(end_date) as q from tradingday_rowno(2020.01.01,2021.01.01)  context by quarterEnd(end_date) csort end_date 

To retrieve records of the last Nth trading day:

select * , rowNum-last(rowNum)  as  offset ,quarterEnd(end_date) as q from tradingday_rowno(2020.01.01,2021.01.01)  context by quarterEnd(end_date) csort end_date 

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  • 本文由 发表于 2023年8月10日 09:55:25
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