我有两个表,我想使用SQL“外部”连接(然后获取)。确切的SQL查询(有问题)是:
SELECT
LEFT(a.cusip, 6) AS cusip6,
a.date, a.prc, a.ret, a.vol, a.spread, a.shrout,
b.epsf12, (b.seqq-b.pstkq) / b.cshoq AS bps
FROM
crsp.msf a
FULL JOIN
compa.fundq b ON (LEFT(a.cusip, 6) = LEFT(b.cusip, 6)
AND a.date = b.datadate)
WHERE
(b.datadate BETWEEN '2010-01-01' and '2015-12-31')
AND (a.date BETWEEN '2010-01-01' and '2015-12-31')
AND (b.cshoq > 0)
这将返回670'293行。
但是当我分别获取两个数据集并且(外部)通过R-merge()连接它们时,我得到1'182'093行。我使用的两个单独的查询是:
SELECT
LEFT(cusip, 6) AS cusip6, date, prc, ret, vol, spread, shrout
FROM
crsp.msf
WHERE
date BETWEEN '2010-01-01' and '2015-12-31'
SELECT
LEFT(cusip, 6) AS cusip6, datadate AS date, epsf12,
(seqq-pstkq)/cshoq AS bps
FROM
compa.fundq
WHERE
datadate BETWEEN '2010-01-01' and '2015-12-31'
AND cshoq > 0
然后我合并(外部联接)使用:
merge(x = data_1, y = data_2, by.x = c("cusip6", "date"), by.y = c("cusip6", "date"), all = T)
这将返回1'182'093行,这是正确的。因此,当我明确指定外部联接时,我的原始(第一个)SQL查询实际上正在执行“内部联接”。下面的R-merge()返回670'293行,重新验证从SQL获取的数据确实是内连接。
merge(x = data_1, y = data_2, by.x = c("cusip6", "date"), by.y = c("cusip6", "date"))
我的SQL查询出错了什么?
因为WHERE子句是在JOIN之后应用的。此时存在NULL值(由于'失败'JOIN),这些行无法通过WHERE子句。
如果需要OUTER JOIN和过滤器,请将过滤器放在JOIN或子查询中。
SELECT
LEFT(a.cusip, 6) AS cusip6,
a.date, a.prc, a.ret, a.vol, a.spread, a.shrout,
b.epsf12, (b.seqq-b.pstkq) / b.cshoq AS bps
FROM
(SELECT * FROM crsp.msf WHERE date BETWEEN '2010-01-01' and '2015-12-31') a
FULL JOIN
(SELECT * FROM compa.fundq WHERE datadate BETWEEN '2010-01-01' and '2015-12-31' AND cshoq > 0) b
ON LEFT(a.cusip, 6) = LEFT(b.cusip, 6)
AND a.date = b.datadate