用aggrTopN函数
tb=select *from loadText("/home/data.csv") tt=select aggrTopN(avg, funcArgs=yield, sortingCol=yield, top=0.4, ascending=true) as factor_value from tb group by trade_date,secu_code
如下,剔除大于percentile的取平均,结果不准确,该怎么写?
tb_2 = select secu_code,trade_date, avg(yield) as factor_value from tb_1 where yield <= percentile(yield,40) group by trade_date,secu_code order by trade_date,secu_code tt1= select * from tb_2 where trade_date = 2017.01.12 and secu_code =`600000 tt2= select secu_code,trade_date, avg(yield) as factor_value from tb_1 where trade_date = 2017.01.12 and secu_code =`600000 and yield <= percentile(yield,40) group by trade_date,secu_code trade_date,secu_code order by trade_date,secu_code unionAll(tt1, tt2)