完善一下

codes/Sample_cal_indicators.dos

@@ -26,6 +26,7 @@ fund_ids = "'" + fund_ids + "'";
 d_indicators = fundit::indicatorCalculator::cal_fund_indicators('HF', fund_ids, end_day, true);
 d_bfi_indicators = fundit::indicatorCalculator::cal_fund_bfi_indicators('HF', fund_ids, end_day, true);
 
+                     
 d_indicators['PBI-INCEP']
 d_indicators['PBI-YTD']
 d_indicators['PBI-3Y']
@@ -33,10 +34,10 @@ d_indicators['PBI-5Y']
 d_indicators['MS-3Y']
 d_bfi_indicators['BFI-INCEP']
 
-/* TEST CASE 3
+/* TEST CASE 3 */
 
-d_bfi_indicators = cal_fund_bfi_indicators('MF', "'MF00003PW2', 'MF00003PW1', 'MF00003PXO'", 2024.08.31, true);
-d_bfi_indicators['BFI-2Y']
 
-*/
+d_bfi_indicators = cal_fund_bfi_indicators('MF', "'MF00003RS0'", 2024.08.31, true);
+//d_bfi_indicators = cal_fund_bfi_indicators('MF', "'MF00003PW2', 'MF00003PW1', 'MF00003PXO'", 2024.08.31, true);
+SELECT * FROM d_bfi_indicators['BFI-1Y'] ORDER BY entity_id, benchmark_id, end_date
 

codes/Test_indicatorCalculator.dos

@@ -89,9 +89,9 @@ assert (select (rtn.std_dev * sqrt(12)).round(4) as std_dev_a
 @testing: case = 'skewness'
 assert (select rtn.skewness.round(2) as skewness 
         from rtn where entity_id in entity_ids and end_date in (2024.07M, 2024.08M)).skewness == [-1.007946, -0.748978, -0.150076, 0.186127].round(2);
-@testing: case = 'ytd kurtosis'  // [FAIL]
-assert (select rtn.kurtosis.round(2) as kurtosis
-        from rtn where entity_id in entity_ids and end_date in (2024.07M, 2024.08M)).kurtosis == [3.206713, 2.737161, 1.998417, 1.046022].round(2);
+@testing: case = 'ytd kurtosis' 
+assert (select rtn.kurtosis.round(3) as kurtosis
+        from rtn where entity_id in entity_ids and end_date in (2024.07M, 2024.08M)).kurtosis == [3.206713, 2.737161, 1.998417, 1.046022].round(3);
 @testing: case = 'ytd wrst_month'
 assert (select rtn.wrst_month.round(4) as wrst_month 
         from rtn where entity_id in entity_ids and end_date in (2024.07M, 2024.08M)).wrst_month == [-0.134443, -0.134443, -0.026231, -0.026231].round(4);
@@ -369,8 +369,8 @@ assert (select (m2*12).round(4) as m2_a
         from m2 where entity_id in entity_ids and end_date in (2024.07M, 2024.08M)).m2_a == [0.064601,0.063365,0.026901,0.025155].round(4);
 
 
-// 
-ms = cal_ms_return(tb_ret, risk_free_rate);
+/* Tests for BFI indicators. CURRENTLY IT IS UN-TESTABLE BECAUSE LOGIC OF BENCHMARK COMPARING IS CHANGED */
+
 
 /* codes from cal_fund_bfi_indicators  */
     start_month = 1990.01M;
@@ -381,19 +381,4 @@ ms = cal_ms_return(tb_ret, risk_free_rate);
 
     bfi_bmk_ret = get_benchmark_return(bfi_benchmark, end_day);
 
-/* Tests for BFI indicators */
-
-        
-bfi_bmk_tracking = cal_benchmark_tracking(tb_ret, bfi_benchmark, bfi_bmk_ret);
-
-bfi_alpha_beta = cal_alpha_beta(tb_ret, bfi_benchmark, bfi_bmk_ret, risk_free_rate);
-
-bfi_treynor = cal_treynor(tb_ret, risk_free_rate, bfi_alpha_beta);
-
-bfi_indicators = cal_indicators_with_benchmark(tb_ret, bfi_benchmark, bfi_bmk_ret, risk_free_rate);
-
-dic_bfi = cal_fund_bfi_indicators(entity_type, fund_ids, end_day, isFromNav)
-
-SELECT * FROM bfi_indicators ORDER BY entity_id, end_date desc, benchmark_id
 
-SELECT * from dic_bfi['BFI-1Y'] 

codes/Test_indicatorCalculator.sql

@@ -54,4 +54,3 @@ FROM mfdb.`fund_riskadjret_stats` WHERE fund_id IN ('MF00003PW1', 'MF00003RS0')
 SELECT fund_id, end_date, m2_ytd, m2_2y, m2_incep
 FROM mfdb.`fund_indicator` WHERE fund_id IN ('MF00003PW1', 'MF00003RS0') AND end_date IN ('2024-07', '2024-08') ORDER BY fund_id, end_date
 
-