错误 [HY000] 错误：聚合函数调用不能嵌套 */

Posted 2023-05-08

【中文标题】错误 [HY000] 错误：聚合函数调用不能嵌套 */

【英文标题】：ERROR [HY000] ERROR: Aggregate function calls may not be nested */

【发布时间】：2017-05-22 01:50:43

【问题描述】：

添加到我的查询时，我无法使以下行正常工作，有什么想法吗？ stddev(stat) 偏差

with c as (
    SELECT A.ENGINE_ASOF_CALENDAR_DATE, A.LEVEL_1_CODE CURR, CNTR_TO_ACTIVE_RISK, A.PRICE, a.ACTIVE_WEIGHT_PCT,
           lag(a.PRICE, 1) over(partition by a.LEVEL_1_CODE order by a.ENGINE_ASOF_CALENDAR_DATE) price_lag,

           lag(CNTR_TO_ACTIVE_RISK, 1) over(partition by a.LEVEL_1_CODE order by a.ENGINE_ASOF_CALENDAR_DATE) risk_lag,

           price_lag/a.PRICE - 1 rtn,
           a.ACTIVE_WEIGHT_PCT * rtn wgt_rtn
    FROM DBS_APPL_RISK_DATAMART.USR_OWNR_RISK_DATAMART.VWC_FOREIGNEXCHANGE_FUND_EXPOSURE A
    WHERE A.PORTFOLIO_CODE = 'Sunsuper Active - SUKHH3_Active'
)

SELECT c.*,
       sum(wgt_rtn) over(partition by c.ENGINE_ASOF_CALENDAR_DATE)sum_rtn,
       sum(risk_lag) over(partition by c.ENGINE_ASOF_CALENDAR_DATE)sum_risk_lag,
       sum_risk_lag/sqrt(260) over(partition by c.ENGINE_ASOF_CALENDAR_DATE)sum_lag_risk2,
       sum_rtn/nullif(sum_lag_risk2,0) stat,
       stddev(stat) bias


FROM c

order by c.ENGINE_ASOF_CALENDAR_DATE desc

【参考方案1】：

您在定义它们的同一选择中的表达式中使用列别名。您还在没有 group by 的 select 中混合聚合函数。

也许这会解决你的问题：

WITH . . .
SELECT c.*, sum_rtn / nullif(sum_lag_risk2, 0) as stat,
       stddev(sum_rtn / nullif(sum_lag_risk2, 0)) over () as bias
FROM (SELECT c.*,
             sum(wgt_rtn) over (partition by c.ENGINE_ASOF_CALENDAR_DATE) as sum_rtn,
             sum(risk_lag) over (partition by c.ENGINE_ASOF_CALENDAR_DATE) as sum_risk_lag,
             sum_risk_lag/sqrt(260) over (partition by c.ENGINE_ASOF_CALENDAR_DATE) as sum_lag_risk2
      FROM c
     ) c
ORDER BY c.ENGINE_ASOF_CALENDAR_DATE desc

我不确定标准差应该按什么划分。这是所有数据。

【讨论】：

感谢 Gordon，这在 c.ENGINE_ASOF_CALENDAR_DATE 分区时有效。

有没有办法让标准差数字（偏差）滞后 30 天？

@TimCooper。 . .我建议你再问一个问题。如果您只关注bias，请尽量简化查询。