小修小补

modules/CalculationJobs.dos

@@ -32,7 +32,7 @@ scheduleJob('daily_nav_sync', "Sync NAV for fund and index", GetEntityNavTask{no
 
 // index and factor calculations go first
 scheduleJob('daily_market_index_performance', "Market Index return and indicator calculation", calFundPerformanceTask{'MI', now().temporalAdd(-3d)}, 22:00m, today(), today()+30, 'D');
-scheduleJob('daily_fundit_index_performance', "FundIT Index return and indicator calculation", calFundPerformanceTask{'FI', now().temporalAdd(-3d)}, 22:00m, today(), today()+30, 'D');
+scheduleJob('daily_fundit_index_performance', "FundIT Index return and indicator calculation", calFundPerformanceTask{'FI', now().temporalAdd(-3d)}, 22:30m, today(), today()+30, 'D');
 scheduleJob('daily_factor_performance', "Factor nav, return and indicator calculation", CalFactorPerformanceTask{now().temporalAdd(-3d)}, 23:00m, today(), today()+30, 'D');
 
 // standard return and indicator calculation
@@ -66,31 +66,31 @@ scheduleJob('weekly_portfolio_bfi_indicator', "Portfolio BFI indicator calculati
 /* -------------  MONTHLY JOBS ---------------------------*/
 
 // manager & company nav
-scheduleJob('monthly_manager_nav', "Manager NAV calculation", CalMCMonthlyNavTask{'PL', now().temporalAdd(-1M).temporalAdd(-2d)}, 18:00m, today(), today()+30, 'M', [2, 3]);
-scheduleJob('monthly_company_nav', "Company NAV calculation", CalMCMonthlyNavTask{'CO', now().temporalAdd(-1M).temporalAdd(-2d)}, 20:00m, today(), today()+30, 'M', [2, 3]);
+scheduleJob('monthly_manager_nav', "Manager NAV calculation", CalMCMonthlyNavTask{'PL', now().temporalAdd(-1M).temporalAdd(-2d)}, 18:00m, today(), today()+30, 'M', [5, 6]);
+scheduleJob('monthly_company_nav', "Company NAV calculation", CalMCMonthlyNavTask{'CO', now().temporalAdd(-1M).temporalAdd(-2d)}, 20:00m, today(), today()+30, 'M', [5, 6]);
 
 // manager & company indicator
-scheduleJob('monthly_manager_indicator', "Manager indicator calculation", CalMCIndicatorTask{'PL', now().temporalAdd(-1M).temporalAdd(-2d)}, 22:00m, today(), today()+30, 'M', [2, 3]);
-scheduleJob('monthly_company_indicator', "Company indicator calculation", CalMCIndicatorTask{'CO', now().temporalAdd(-1M).temporalAdd(-2d)}, 23:00m, today(), today()+30, 'M', [2, 3]);
+scheduleJob('monthly_manager_indicator', "Manager indicator calculation", CalMCIndicatorTask{'PL', now().temporalAdd(-1M).temporalAdd(-2d)}, 22:00m, today(), today()+30, 'M', [5, 6]);
+scheduleJob('monthly_company_indicator', "Company indicator calculation", CalMCIndicatorTask{'CO', now().temporalAdd(-1M).temporalAdd(-2d)}, 23:00m, today(), today()+30, 'M', [5, 6]);
 
 // manager BFI matching
-scheduleJob('monthly_manager_bfi_matching', "Manager bfi matching", MatchManagerBFITask{now().temporalAdd(-1M).temporalAdd(-2d)}, 00:00m, today(), today()+30, 'M', [3, 4]);
+scheduleJob('monthly_manager_bfi_matching', "Manager bfi matching", MatchManagerBFITask{now().temporalAdd(-1M).temporalAdd(-2d)}, 00:00m, today(), today()+30, 'M', [6, 7]);
 
 // manager BFI indicator
-scheduleJob('monthly_manager_bfi_indicator', "Manager bfi indicator calculation", CalManagerBfiIndicatorTask{now().temporalAdd(-1M).temporalAdd(-2d)}, 02:00m, today(), today()+30, 'M', [3, 4]);
+scheduleJob('monthly_manager_bfi_indicator', "Manager bfi indicator calculation", CalManagerBfiIndicatorTask{now().temporalAdd(-1M).temporalAdd(-2d)}, 02:00m, today(), today()+30, 'M', [6, 7]);
 
 // manager & company rankings
-scheduleJob('monthly_company_ranking', "Company PBI ranking calculation", CalEntityRankingTask{'CO', now().temporalAdd(-1M).month(), true}, 03:00m, today(), today()+30, 'M', [3, 4]);
-scheduleJob('monthly_manager_ranking', "Manager PBI ranking calculation", CalEntityRankingTask{'PL', now().temporalAdd(-1M).month(), true}, 04:00m, today(), today()+30, 'M', [3, 4]);
+scheduleJob('monthly_company_ranking', "Company PBI ranking calculation", CalEntityRankingTask{'CO', now().temporalAdd(-1M).month(), true}, 03:00m, today(), today()+30, 'M', [6, 7]);
+scheduleJob('monthly_manager_ranking', "Manager PBI ranking calculation", CalEntityRankingTask{'PL', now().temporalAdd(-1M).month(), true}, 04:00m, today(), today()+30, 'M', [6, 7]);
 
 // manager bfi ranking
-scheduleJob('monthly_manager_bfi_ranking', "Manager BFI ranking calculation", CalEntityBfiRankingTask{'PL', now().temporalAdd(-1M).month(), true}, 06:00m, today(), today()+30, 'M', [3, 4]);
+scheduleJob('monthly_manager_bfi_ranking', "Manager BFI ranking calculation", CalEntityBfiRankingTask{'PL', now().temporalAdd(-1M).month(), true}, 06:00m, today(), today()+30, 'M', [10, 11]);
 
 
 // fund rankings
-scheduleJob('monthly_fund_ranking', "Fund PBI ranking calculation", CalEntityRankingTask{'MF', now().temporalAdd(-1M).month(), true}, 19:00m, today(), today()+30, 'M', [5, 6]);
-scheduleJob('monthly_fund_bfi_ranking', "Fund BFI ranking calculation", CalEntityBfiRankingTask{'MF', now().temporalAdd(-1M).month(), true}, 20:00m, today(), today()+30, 'M', [5, 6]);
+scheduleJob('monthly_fund_ranking', "Fund PBI ranking calculation", CalEntityRankingTask{'MF', now().temporalAdd(-1M).month(), true}, 19:00m, today(), today()+30, 'M', [10, 11]);
+scheduleJob('monthly_fund_bfi_ranking', "Fund BFI ranking calculation", CalEntityBfiRankingTask{'MF', now().temporalAdd(-1M).month(), true}, 20:00m, today(), today()+30, 'M', [10, 11]);
 
 // portfolio rankings (strategy, substrategy, bfi included)
-scheduleJob('monthly_portfolio_ranking', "Portfolio ranking calculation", CalRelativeRankingTask{'PF', NULL, now().temporalAdd(-1M).month(), true}, 21:00m, today(), today()+30, 'M', [5, 6]);
+scheduleJob('monthly_portfolio_ranking', "Portfolio ranking calculation", CalRelativeRankingTask{'PF', NULL, now().temporalAdd(-1M).month(), true}, 21:00m, today(), today()+30, 'M', [10, 11]);
 

modules/bfiMatcher.dos

@@ -45,6 +45,11 @@ defg regressionT(y, x) {
  */
 def cal_monthly_closity(entity, nav1, nav2, win) {
 
+	rt = table(100:0, ['entity_id', 'end_date', 'price_date', 'corr', /* 'info', */ 't_value', 'beta'], 
+			          [entity.entity_id.type(), STRING, DATE, DOUBLE, /* DOUBLE, */ DOUBLE, DOUBLE]);
+
+	if(nav1.isVoid() || nav1.size() == 0 || nav2.isVoid() || nav2.size() == 0 ) return rt;
+
     n1 = nav1;
     n1.sortBy!(['entity_id', 'price_date'], [1, 1]);
     n2 = nav2;
@@ -77,13 +82,15 @@ def cal_monthly_closity(entity, nav1, nav2, win) {
 	}
 
 	// 将每月各周的数据平均值作为月度数据返回
-    return SELECT entity_id, price_date.month().last() AS end_date, price_date.last() AS price_date,
-                  corr.avg() AS corr,
-                  // info.avg() AS info,
-                  t_value.avg() AS t_value,
-                  beta.avg() AS beta
-           FROM t_rt
-           GROUP BY entity_id, price_date.month();
+    rt = SELECT entity_id, price_date.month().last() AS end_date, price_date.last() AS price_date,
+                corr.avg() AS corr,
+                // info.avg() AS info,
+                t_value.avg() AS t_value,
+                beta.avg() AS beta
+         FROM t_rt
+         GROUP BY entity_id, price_date.month();
+
+    return rt;
 }
 
 
@@ -124,6 +131,8 @@ def cal_index_coe(entity_info, nav_entity, nav_index, mutable entity_coe) {
             closity_3y = cal_monthly_closity(entity, nav1, nav2, 3y);
             closity_5y = cal_monthly_closity(entity, nav1, nav2, 5y);
 
+			if(closity_1y.size() == 0) continue;
+
     		INSERT INTO entity_coe
         	    SELECT c1.entity_id, c1.end_date, index,
         	    	   c1.corr AS coe_1y, c3.corr AS coe_3y, c5.corr AS coe_5y, 

modules/task_fundPerformance.dos

@@ -73,7 +73,7 @@ def GetEntityNavTask(date) {
  *   NOTE: 1) 与Java不同的是当月indicator计算每日触发，不必等到Month-end production
  *         2) latest performance 尝试用 dolphin 本地数据
  *   
- *   Example: calFundPerformanceTask('HF', 2025.01.23);
+ *   Example: calFundPerformanceTask('MF', 2025.02.06);
  *            calFundPerformanceTask('MI', 2025.01.23);
  *            calFundPerformanceTask('FI', 2025.01.23);
  *            calFundPerformanceTask('MF', get_ini_data_const()['date']);  -- 【初始化数据专用】(100min)

modules/task_monthlyPerformance.dos

@@ -401,7 +401,7 @@ def CalMCMonthlyNavTask(entity_type, updatetime) {
  */
 def CalMCIndicatorTask(entity_type, updatetime) {
 //	entity_type = 'CO';
-// updatetime = 2024.12.01
+// updatetime = 2025.02.03
 
 	rt = '';