《BI那點兒事》Microsoft 邏輯回歸算法——預測股票的漲跌

數據准備：
一組股票歷史成交數據（股票代碼：601106 中國一重），起止日期：2011-01-04至今，其中變量有“開盤”、“最高”、“最低”、“收盤”、“總手”、“金額”、“漲跌”等

UPDATE  FactStock
SET     [漲跌] = N'漲'
WHERE   [漲幅] > 0

UPDATE  FactStock
SET     [漲跌] = N'跌'
WHERE   [漲幅] < 0

UPDATE  FactStock
SET     [漲跌] = N'持平'
WHERE   [漲幅] = 0

SELECT  [漲跌] ,
        COUNT(*) AS Cnt
FROM    FactStock
GROUP BY [漲跌]

SELECT  *
FROM    FactStock
WHERE   [漲跌] = N'持平'

SELECT  MAX(收盤) ,
        MIN(收盤) ,
        AVG(收盤)
FROM    FactStock

UPDATE  FactStock
SET     序列 = CAST(REPLACE(CONVERT(CHAR(10), SUBSTRING([時間], 1, 10), 120), '-',
                          '') AS INT)

SELECT  *
FROM    FactStock

 

分析過程：