mysql五日均线_mysql – 如何在SQL中的某个日期范围内执行移动平均线？

下面的MySQL示例包含一个滑动的7天窗口：

select t1.`DATE`, AVG(t2.`VALUE`) as MV_AVG

from MyTable t1

left outer join MyTable t2

on t2.`DATE` between DATE_ADD(t1.`DATE`, INTERVAL -6 DAY)

and t1.`DATE`

group by t1.`DATE`

输出：

| DATE | MV_AVG |

------------------------------------------------

| August, 12 2012 20:00:00+0000 | 160 |

| August, 19 2012 20:00:00+0000 | 52 |

| August, 26 2012 20:00:00+0000 | 63 |

| September, 03 2012 20:00:00+0000 | 41 |

| September, 09 2012 20:00:00+0000 | 30.5 |

| September, 16 2012 20:00:00+0000 | 20 |

| September, 23 2012 20:00:00+0000 | 285 |

| September, 24 2012 20:00:00+0000 | 152.5 |

| September, 30 2012 20:00:00+0000 | 52.5 |

| October, 08 2012 20:00:00+0000 | 41 |