context by 加上 trade_date 字段,按照 secu_code 和 trade_date 两个字段分组,即可保证不会参照昨日尾盘的最后5根计算,但要注意move()取不到值时,/计算为NULL,可用iif判断修改为0
n_move=5
t1=
select concatDateTime(trade_date,trade_time) as time,secu_code,
iif(close/close.move(n_move)!=NULL, (close/close.move(n_move))-1, 0)as r_close,
iif(volume/volume.move(n_move)!=NULL, (volume/volume.move(n_move))-1, 0) as r_volume,
iif(turnover/turnover.move(n_move)!=NULL, (turnover/turnover.move(n_move))-1, 0) as r_turnover
from quote_1min
where trade_date between date_begin:date_end
context by secu_code, trade_date