最后，使用以下mysql查询解决了该问题：

select min(a.mydate),max(a.myhigh) as high,min(a.mylow) as low, 
min(case when rn_asc = 1 then a.myopen end) as open,
min(case when rn_desc = 1 then b.myclose end) as close

from(

select 
@i := if((@lastdate) != (Floor(unix_timestamp(mydate)/300 )), 1, @i + 1) as rn_asc,
          mydate, myhigh, mylow, myopen, myclose,
          @lastdate := (Floor(unix_timestamp(mydate)/300 ))

from
  onemindata_1,
  (select @i := 0) vt1,
  (select @lastdate := null) vt2 order by mydate

) a

inner join(

select 
@j := if((@lastdate1) != (Floor(unix_timestamp(mydate)/300 )), 1, @j + 1) as rn_desc,
          mydate,myclose,
          @lastdate1 := (Floor(unix_timestamp(mydate)/300 ))

from
  onemindata_1,
  (select @j := 0) vt1,
  (select @lastdate1 := null) vt2 order by mydate desc

)b
on a.mydate=b.mydate
group by (Floor(unix_timestamp(a.mydate)/300 ))

最困难的部分是获取“特定时间间隔”的打开和关闭。我正在对’date’进行’high，low，open’和’close’的内部联接。我可以通过更改（Floor（unix_timestamp（mydate）/
300））中的分母来切换时间间隔。目前不担心性能，只要它可以工作:)。