如何转换外汇历史数据从M1到M2，M5和M15的时间表？

我有几年的FOREX历史数据，但是它是逐分列出的。 我想知道如何将其转换为M2，M5和M15。 我尝试了很多东西和方法，但都没有成功。

Excel函数或SQL脚本是受欢迎的。

下面列出了一些数据格式的示例。

Date Time Open High Low Close 2016.01.03 17:00 1.08701 1.08713 1.08701 1.08713 2016.01.03 17:01 1.08712 1.08712 1.08712 1.08712 2016.01.03 17:02 1.08708 1.08722 1.08708 1.08722 2016.01.03 17:03 1.08717 1.08723 1.08717 1.08723 2016.01.03 17:04 1.08718 1.08718 1.08711 1.08711 2016.01.03 17:05 1.08703 1.08716 1.08701 1.08712 2016.01.03 17:06 1.08721 1.08721 1.0871 1.0871 2016.01.03 17:07 1.08712 1.08715 1.08712 1.08712 2016.01.03 17:08 1.08711 1.0872 1.08711 1.08713 2016.01.03 17:09 1.08716 1.08723 1.08708 1.08708 

Answer 1

这里是一个M2的例子。 应该很容易看到如何改变M5和M15

 declare @forexDate table ( recDate datetime, openVal float, highVal float, lowVal float, closeVal float ) INSERT INTO @forexDate VALUES('2016.01.03 17:00', 1.08701, 1.08713, 1.08701, 1.08713) INSERT INTO @forexDate VALUES('2016.01.03 17:01', 1.08712, 1.08712, 1.08712, 1.08712) INSERT INTO @forexDate VALUES('2016.01.03 17:02', 1.08708, 1.08722, 1.08708, 1.08722) INSERT INTO @forexDate VALUES('2016.01.03 17:03', 1.08717, 1.08723, 1.08717, 1.08723) INSERT INTO @forexDate VALUES('2016.01.03 17:04', 1.08718, 1.08718, 1.08711, 1.08711) INSERT INTO @forexDate VALUES('2016.01.03 17:05', 1.08703, 1.08716, 1.08701, 1.08712) INSERT INTO @forexDate VALUES('2016.01.03 17:06', 1.08721, 1.08721, 1.0871, 1.0871) INSERT INTO @forexDate VALUES('2016.01.03 17:07', 1.08712, 1.08715, 1.08712, 1.08712) INSERT INTO @forexDate VALUES('2016.01.03 17:08', 1.08711, 1.0872, 1.08711, 1.08713) INSERT INTO @forexDate VALUES('2016.01.03 17:09', 1.08716, 1.08723, 1.08708, 1.08708) SELECT o.recDate, o.openVal, c.closeVal, mx.highVal, mn.lowVal FROM (SELECT recDate, openVal, highVal, lowVal, closeVal, CAST((RowNum + 1) / 2 as int) AS Batch, (RowNum + 1) % 2 AS BatchPos FROM (SELECT *, ROW_NUMBER() OVER (ORDER BY recDate) AS RowNum FROM @forexDate) x) o inner join (SELECT recDate, openVal, highVal, lowVal, closeVal, CAST((RowNum + 1) / 2 as int) AS Batch, (RowNum + 1) % 2 AS BatchPos FROM (SELECT *, ROW_NUMBER() OVER (ORDER BY recDate) AS RowNum FROM @forexDate) x) c on o.Batch = c.Batch inner join (SELECT Batch, MAX(highVal) as highVal FROM (SELECT recDate, openVal, highVal, lowVal, closeVal, CAST((RowNum + 1) / 2 as int) AS Batch, (RowNum + 1) % 2 AS BatchPos FROM (SELECT *, ROW_NUMBER() OVER (ORDER BY recDate) AS RowNum FROM @forexDate) x) mxpre GROUP BY Batch) mx on mx.Batch = o.Batch inner join (SELECT Batch, MIN(lowVal) as lowVal FROM (SELECT recDate, openVal, highVal, lowVal, closeVal, CAST((RowNum + 1) / 2 as int) AS Batch, (RowNum + 1) % 2 AS BatchPos FROM (SELECT *, ROW_NUMBER() OVER (ORDER BY recDate) AS RowNum FROM @forexDate) x) mnpre GROUP BY Batch) mn on mn.Batch = o.Batch WHERE o.BatchPos = 0 AND c.BatchPos = 1 

结果应该是这样的：

 recDate openVal closeVal highVal lowVal 2016-01-03 17:00:00.000 1.08701 1.08712 1.08713 1.08701 2016-01-03 17:02:00.000 1.08708 1.08723 1.08723 1.08708 2016-01-03 17:04:00.000 1.08718 1.08712 1.08718 1.08701 2016-01-03 17:06:00.000 1.08721 1.08712 1.08721 1.0871 2016-01-03 17:08:00.000 1.08711 1.08708 1.08723 1.08708 

我希望这是你以后的样子！

实际上，您可能希望将批处理和批处理预处理结果插入临时表中，然后执行一系列自连接，而不是像上面那样进行一切操作！

Answer 2

我认为一个数据透视表会为你做这个工作，但是由于“自动”select组的大小限制在几天（我不知道为什么），所以需要一些黑客给出一些需要仔细解释的结果，尽pipe改变分组将很容易：

ColumnA在B2中被拷贝下来以适应：

 =INT(B2)-42372+MOD(B2,1)*60*24 

所select的单元格可以被重新解释回VLOOKUP的时间间隔的开始，但是对于没有现有数据点的任何范围开始的任何范围来说都不那么简单。

这取得了每个间隔的所有可用读数的平均值，而不是第一个。