Update, if you are running SQL Server 2012 see: https://stackoverflow.com/a/10309947
The problem is that the SQL Server implementation of the Over clause is somewhat limited.
Oracle (and ANSI-SQL) allow you to do things like:
SELECT somedate, somevalue,
SUM(somevalue) OVER(ORDER BY somedate
ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)
AS RunningTotal
FROM Table
SQL Server gives you no clean solution to this problem. My gut is telling me that this is one of those rare cases where a cursor is the fastest, though I will have to do some benchmarking on big results.
The update trick is handy but I feel its fairly fragile. It seems that if you are updating a full table then it will proceed in the order of the primary key. So if you set your date as a primary key ascending you will probably be safe. But you are relying on an undocumented SQL Server implementation detail (also if the query ends up being performed by two procs I wonder what will happen, see: MAXDOP):
Full working sample:
drop table #t
create table #t ( ord int primary key, total int, running_total int)
insert #t(ord,total) values (2,20)
-- notice the malicious re-ordering
insert #t(ord,total) values (1,10)
insert #t(ord,total) values (3,10)
insert #t(ord,total) values (4,1)
declare @total int
set @total = 0
update #t set running_total = @total, @total = @total + total
select * from #t
order by ord
ord total running_total
----------- ----------- -------------
1 10 10
2 20 30
3 10 40
4 1 41
You asked for a benchmark this is the lowdown.
The fastest SAFE way of doing this would be the Cursor, it is an order of magnitude faster than the correlated sub-query of cross-join.
The absolute fastest way is the UPDATE trick. My only concern with it is that I am not certain that under all circumstances the update will proceed in a linear way. There is nothing in the query that explicitly says so.
Bottom line, for production code I would go with the cursor.
Test data:
create table #t ( ord int primary key, total int, running_total int)
set nocount on
declare @i int
set @i = 0
begin tran
while @i < 10000
begin
insert #t (ord, total) values (@i, rand() * 100)
set @i = @i +1
end
commit
Test 1:
SELECT ord,total,
(SELECT SUM(total)
FROM #t b
WHERE b.ord <= a.ord) AS b
FROM #t a
-- CPU 11731, Reads 154934, Duration 11135
Test 2:
SELECT a.ord, a.total, SUM(b.total) AS RunningTotal
FROM #t a CROSS JOIN #t b
WHERE (b.ord <= a.ord)
GROUP BY a.ord,a.total
ORDER BY a.ord
-- CPU 16053, Reads 154935, Duration 4647
Test 3:
DECLARE @TotalTable table(ord int primary key, total int, running_total int)
DECLARE forward_cursor CURSOR FAST_FORWARD
FOR
SELECT ord, total
FROM #t
ORDER BY ord
OPEN forward_cursor
DECLARE @running_total int,
@ord int,
@total int
SET @running_total = 0
FETCH NEXT FROM forward_cursor INTO @ord, @total
WHILE (@@FETCH_STATUS = 0)
BEGIN
SET @running_total = @running_total + @total
INSERT @TotalTable VALUES(@ord, @total, @running_total)
FETCH NEXT FROM forward_cursor INTO @ord, @total
END
CLOSE forward_cursor
DEALLOCATE forward_cursor
SELECT * FROM @TotalTable
-- CPU 359, Reads 30392, Duration 496
Test 4:
declare @total int
set @total = 0
update #t set running_total = @total, @total = @total + total
select * from #t
-- CPU 0, Reads 58, Duration 139