小修小补

modules/indicatorCalculator.dos

@@ -153,7 +153,7 @@ def cal_basic_performance(entity_info, ret, trailing_month) {
     }
 
     t1.addColumn('calmar', DOUBLE);
-    UPDATE t1 SET calmar =  iif(drawdown == 0, null, trailing_ret_a\drawdown);
+    UPDATE t1 SET calmar =  iif(drawdown.round(4) == 0, null, iif(trailing_ret_a\drawdown > 99999, null, trailing_ret_a\drawdown));
 
     return t1;
 
@@ -492,7 +492,7 @@ def cal_sharpe(ret, std_dev, risk_free, trailing_month) {
 
     if(trailing_month == 'incep') {
 
-        sharpe = SELECT t.entity_id, t.end_date, (t.ret - rfr.ret).cumavg() \ std.std_dev AS sharpe
+        sharpe = SELECT t.entity_id, t.end_date, iif(std.std_dev.round(4) == 0, null, (t.ret - rfr.ret).cumavg() \ std.std_dev) AS sharpe
                  FROM ret t
                  INNER JOIN std_dev std ON t.entity_id = std.entity_id AND t.end_date = std.end_date
                  INNER JOIN risk_free rfr ON t.end_date = rfr.end_date
@@ -501,7 +501,7 @@ def cal_sharpe(ret, std_dev, risk_free, trailing_month) {
                  
     } else if(trailing_month == 'ytd') {
 
-        sharpe = SELECT t.entity_id, t.end_date, (t.ret - rfr.ret).cumavg() \ std.std_dev AS sharpe
+        sharpe = SELECT t.entity_id, t.end_date, iif(std.std_dev.round(4) ==0, null, (t.ret - rfr.ret).cumavg() \ std.std_dev) AS sharpe
                  FROM ret t
                  INNER JOIN std_dev std ON t.entity_id = std.entity_id AND t.end_date = std.end_date
                  INNER JOIN risk_free rfr ON t.end_date = rfr.end_date
@@ -511,7 +511,7 @@ def cal_sharpe(ret, std_dev, risk_free, trailing_month) {
 
         win = trailing_month$STRING$INT;
 
-        sharpe = SELECT t.entity_id, t.end_date, (t.ret - rfr.ret).mavg(win) \ std.std_dev AS sharpe
+        sharpe = SELECT t.entity_id, t.end_date, iif(std.std_dev.round(4) == 0, null, (t.ret - rfr.ret).mavg(win) \ std.std_dev) AS sharpe
                  FROM ret t
                  INNER JOIN std_dev std ON t.entity_id = std.entity_id AND t.end_date = std.end_date
                  INNER JOIN risk_free rfr ON t.end_date = rfr.end_date
@@ -664,7 +664,7 @@ def cal_m2(ret, benchmarks, bmk_ret, risk_free, trailing_month) {
 
         m2 = SELECT t.entity_id, t.end_date,
                     iif(t.entity_id.mcount(win) > 5,
-                        iif(t.ret.mstd(win) == 0, NULL, (t.ret - rfr.ret).mavg(win) \ t.ret.mstd(win) * bmk.ret.mstd(win) + rfr.ret.mavg(win)),
+                        iif(t.ret.mstd(win).round(4) == 0, NULL, (t.ret - rfr.ret).mavg(win) \ t.ret.mstd(win) * bmk.ret.mstd(win) + rfr.ret.mavg(win)),
                         NULL) AS m2, bm.benchmark_id
              FROM ret t
              INNER JOIN benchmarks bm ON t.entity_id = bm.entity_id AND t.end_date = bm.end_date
@@ -781,8 +781,17 @@ def get_effective_benchmarks(benchmarks, end_day, trailing_month, isEffectiveOnl
  */
 def cal_indicators_with_benchmark(entity_info, benchmark_mapping, end_day, tb_ret, index_ret, risk_free, month) {
 
-    if(entity_info.isVoid() || entity_info.size() == 0 || benchmark_mapping.isVoid() || benchmark_mapping.size() == 0 ) return null;
-    if(tb_ret.isVoid() || tb_ret.size() == 0 || index_ret.isVoid() || index_ret.size() == 0 || risk_free.isVoid() || risk_free.size() == 0 ) return null;
+    r = table(1000:0,
+              ['entity_id', 'end_date', 'benchmark_id', 'winrate', 'track_error', 'info', 'beta', 'alpha', 'treynor', 'jensen', 'm2',
+               'upside_capture_ret', 'upside_capture_ratio', 'downside_capture_ret', 'downside_capture_ratio',
+               'alpha_a', 'jensen_a', 'track_error_a', 'info_a', 'm2_a'],
+              [entity_info.entity_id[0].type(), MONTH, SYMBOL, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+               DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+               DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE]);
+
+
+    if(entity_info.isVoid() || entity_info.size() == 0 || benchmark_mapping.isVoid() || benchmark_mapping.size() == 0 ) return r;
+    if(tb_ret.isVoid() || tb_ret.size() == 0 || index_ret.isVoid() || index_ret.size() == 0 || risk_free.isVoid() || risk_free.size() == 0 ) return r;
 
     // sorting for correct first() and last() value
     ret = SELECT * FROM tb_ret WHERE ret > -1 AND end_date <= end_day.month() ORDER BY entity_id, price_date;
@@ -790,7 +799,7 @@ def cal_indicators_with_benchmark(entity_info, benchmark_mapping, end_day, tb_re
     // get the effective benchmarks
     benchmarks = get_effective_benchmarks(benchmark_mapping, end_day, month, true);
 
-    if(ret.isVoid() || ret.size() == 0 || benchmarks.isVoid() || benchmarks.size() == 0) return null;
+    if(ret.isVoid() || ret.size() == 0 || benchmarks.isVoid() || benchmarks.size() == 0) return r;
 
     // alpha, beta
     alpha_beta = cal_alpha_beta(ret, benchmarks, index_ret, risk_free, month);
@@ -1014,7 +1023,7 @@ def cal_trailing_bfi_indicators(entity_info, benchmarks, end_day, tb_ret, bmk_re
  */
 def cal_monthly_indicators(entity_type, indicator_type, monthly_returns) {
 
-    if(find(['MF', 'HF', 'PF', 'MI', 'FI'], entity_type) < 0) return null;
+    if(find(['MF', 'HF', 'PF', 'MI', 'FI', 'FA'], entity_type) < 0) return null;
 
     if(monthly_returns.isVoid() || monthly_returns.size() < 1) return null;
 
@@ -1035,8 +1044,8 @@ def cal_monthly_indicators(entity_type, indicator_type, monthly_returns) {
                     FROM get_entity_bfi_factors(entity_type, v_entity_ids, oldest_date.month(), end_day.month());
 
     } else {
-        // 主基准， 对应 xxx_info 中的 primary_benchmark_id
-        benchmark = SELECT entity_id, end_date, iif(benchmark_id.isNull(), 'IN00000008', benchmark_id) AS benchmark_id 
+        // 主基准， 对应 xxx_info 中的 primary_benchmark_id; TODO: 没有基准用沪深300顶，哪怕很多情况下不那么正确
+        benchmark = SELECT entity_id, end_date, iif(benchmark_id.isVoid(), 'IN00000008', benchmark_id) AS benchmark_id
                     FROM get_entity_primary_benchmark(entity_type, v_entity_ids, oldest_date.temporalFormat('yyyy-MM'), end_day.temporalFormat('yyyy-MM')) ;
     	
     }
@@ -1044,7 +1053,7 @@ def cal_monthly_indicators(entity_type, indicator_type, monthly_returns) {
     // 取所有出现的基准月收益
     bmk_ret = get_benchmark_return(benchmark, end_day);
 
-    if(bmk_ret.isVoid() || bmk_ret.size() == 0) { return null; }
+    //if(bmk_ret.isVoid() || bmk_ret.size() == 0) { return null; }
 
     // TODO: risk free指数月收益存在fund_performance表，所以先将就用 fund_id 表示。之后统一改为更准确的名字
     risk_free_rate = SELECT entity_id AS fund_id, temporalParse(end_date, 'yyyy-MM') AS end_date, ret FROM get_risk_free_rate(oldest_date, end_day);
@@ -1069,238 +1078,6 @@ def cal_monthly_indicators(entity_type, indicator_type, monthly_returns) {
 	
 }
 
-/*
- *   Calculate historcial fund trailing indicators 
- * 
- *   @param entity_type <STRING>: MF, HF
- *   @param fund_ids <STRING>: 逗号和单引号分隔的fund_id
- *   @param end_day <DATE>: 要计算的日期
- *   @param isFromNav <BOOL>: 用净值实时计算还是从表中取月收益
- *   @param isFromSQL <BOOL>: TODO: 从MySQL还是本地DolphinDB取净值/收益数据
- *   
- *   @return <DICT TABLE>: ['PBI-INCEP', 'PBI-YTD', 'PBI-3M', 'PBI-6M', 'PBI-1Y', 'PBI-2Y', 'PBI-3Y', 'PBI-4Y', 'PBI-5Y', 'PBI-10Y', 'MS-3Y', 'MS-5Y', 'MS-10Y']
- *   
- * 
- *   Example: cal_fund_indicators('HF', "'HF000004KN','HF000103EU','HF00018WXG'", 2024.06.28, true);
- * 
- */
-def cal_fund_indicators(entity_type, fund_ids, end_day, isFromNav) {
-
-    very_old_date = 1990.01.01;
-
-    if(isFromNav == true) {
-
-        // 从净值开始计算收益
-        tb_ret = SELECT * FROM cal_fund_monthly_returns(entity_type, fund_ids, true) WHERE price_date <= end_day;
-        tb_ret.rename!(['fund_id', 'cumulative_nav'], ['entity_id', 'nav']);
-
-    } else {
-
-        // 从fund_performance表里读月收益
-        tb_ret = get_monthly_ret(entity_type, fund_ids, very_old_date, end_day, true);
-    
-        v_end_date = tb_ret.end_date.temporalParse('yyyy-MM');
-        tb_ret.replaceColumn!('end_date', v_end_date);
-
-    }
-
-    if(tb_ret.isVoid() || tb_ret.size() == 0) { return null; }
-
-    // 标准的指标
-    d = cal_monthly_indicators(entity_type, 'PBI', tb_ret);
-
-    return d;
-
-}
-
-/*
- *   Calculate historcial fund trailing BFI indicators 
- * 
- *   @param entity_type <STRING>: MF, HF
- *   @param fund_ids <STRING>: 逗号和单引号分隔的fund_id
- *   @param end_day <DATE>: 要计算的日期
- *   @param isFromNav <BOOL>: 用净值实时计算还是从表中取月收益
- *   @param isFromSQL <BOOL>: TODO: 从MySQL还是本地DolphinDB取净值/收益数据
- *   
- *   @return <DICT TABLE>: ['BFI-INCEP', 'BFI-YTD', 'BFI-3M', 'BFI-6M', 'BFI-1Y', 'BFI-2Y', 'BFI-3Y', 'BFI-4Y', 'BFI-5Y', 'BFI-10Y']
- *   
- * 
- *   Example: cal_fund_bfi_indicators('MF', "'MF00003PW2', 'MF00003PW1', 'MF00003PXO'", 2024.08.31, true);
- * 
- */
-def cal_fund_bfi_indicators(entity_type, fund_ids, end_day, isFromNav) {
-
-    very_old_date = 1990.01.01;
-
-    if(isFromNav == true) {
-
-        // 从净值开始计算收益
-        tb_ret = SELECT * FROM cal_fund_monthly_returns(entity_type, fund_ids, true) WHERE price_date <= end_day;
-        tb_ret.rename!(['fund_id', 'cumulative_nav'], ['entity_id', 'nav']);
-
-    } else {
-
-        // 从fund_performance表里读月收益
-        tb_ret = get_monthly_ret(entity_type, fund_ids, very_old_date, end_day, true);
-        tb_ret.rename!(['fund_id'], ['entity_id']);
-    
-        v_end_date = tb_ret.end_date.temporalParse('yyyy-MM');
-        tb_ret.replaceColumn!('end_date', v_end_date);
-
-    }
-
-    if(tb_ret.isVoid() || tb_ret.size() == 0) { return null; }
-
-    // BFI指标
-    d = cal_monthly_indicators(entity_type, 'BFI', tb_ret);
-
-    return d;
-}
-
-/*
- *   Calculate historcial portfolio trailing indicators 
- *  
- *  @param portfolio_ids <STRING>: comma-delimited portfolio ids
- *  @param end_day <DATE>: the date
- *  @param cal_method <INT>: calculate based on cumulative nav (1) or nav (2)
- *  @param isFromNav <BOOL>: calculate returns from NAV on-the-fly (true) or get from monthly return table (false)
- *  
- *  Example: cal_portfolio_indicators('166002,166114', 2024.08.31, 1, true);
- * 
- 
-def cal_portfolio_indicators(portfolio_ids, end_day, cal_method, isFromNav) {
-
-    very_old_date = 1990.01.01;
-    start_month = very_old_date.month();
-
-    portfolio_info = get_portfolio_info(portfolio_ids);
-
-    if(portfolio_info.isVoid() || portfolio_info.size() == 0) { return null };
-    
-    portfolio_info.rename!('portfolio_id', 'entity_id');
-
-    if(isFromNav == true) {
-        // 从净值开始计算收益
-        tb_raw_ret = SELECT * FROM cal_portfolio_nav(portfolio_ids, very_old_date, cal_method) WHERE price_date <= end_day;
-
-        if(tb_raw_ret.isVoid() || tb_raw_ret.size() == 0) return null;
-
-        // funky thing is you can't use "AS" for the grouping columns?
-        tb_ret = SELECT portfolio_id, price_date.month(), price_date.last() AS price_date, (1+ret).prod()-1 AS ret, nav.last() AS nav
-                 FROM tb_raw_ret
-                 WHERE price_date <= end_day
-                 GROUP BY portfolio_id, price_date.month();
-        tb_ret.rename!(['portfolio_id', 'month_price_date'], ['entity_id', 'end_date']);
-
-    } else {
-        // 从pf_portfolio_performance表里读月收益
-        tb_ret = get_monthly_ret('PF', portfolio_ids, very_old_date, end_day, true);
-        tb_ret.rename!(['portfolio_id'], ['entity_id']);
-        v_end_date = tb_ret.end_date.temporalParse('yyyy-MM');
-        tb_ret.replaceColumn!('end_date', v_end_date);
-    }
-
-    if(tb_ret.isVoid() || tb_ret.size() == 0) return null;
-
-    // 混合因子做基准，同SQL保持一致
-    t_dates = table(start_month..end_day.month() AS end_date);
-    primary_benchmark = SELECT ei.entity_id, dt.end_date, 'FA00000VNB' AS benchmark_id 
-                        FROM portfolio_info ei JOIN t_dates dt
-                        WHERE dt.end_date >= ei.inception_date.month();
-
-    if(primary_benchmark.isVoid() || primary_benchmark.size() == 0) { return null; }
-
-    // 取所有出现的基准月收益
-    bmk_ret = get_benchmark_return(primary_benchmark, end_day);
-
-    if(bmk_ret.isVoid() || bmk_ret.size() == 0) { return null; }
-
-    // TODO: risk free指数月收益存在fund_performance表，所以先将就用 fund_id 表示。之后统一改为更准确的名字
-    risk_free_rate = SELECT entity_id AS fund_id, temporalParse(end_date, 'yyyy-MM') AS end_date, ret FROM get_risk_free_rate(very_old_date, end_day);
-
-    if(risk_free_rate.isVoid() || risk_free_rate.size() == 0) { return null; }
-
-    t0 = cal_trailing_indicators(portfolio_info, primary_benchmark, end_day, tb_ret, bmk_ret, risk_free_rate);
-
-    v_table_name = ['PBI-INCEP', 'PBI-YTD', 'PBI-6M', 'PBI-1Y', 'PBI-2Y', 'PBI-3Y', 'PBI-4Y', 'PBI-5Y', 'PBI-10Y'];
-    
-    return dict(v_table_name, t0);
-
-}
-
-
-
- *   Calculate historcial portfolio trailing BFI indicators 
- *  
- *  @param portfolio_ids <STRING>: comma-delimited portfolio ids
- *  @param end_day <DATE>: the date
- *  @param cal_method <INT>: calculate based on cumulative nav (1) or nav (2)
- *  @param isFromNav <BOOL>: calculate returns from NAV on-the-fly (true) or get from monthly return table (false)
- *  
- *  TODO: intergrate with cal_portfolio_indicators
- *   
- *  Example: cal_portfolio_bfi_indicators('166002,166114', 2024.08.31, 1, true);
- * 
- 
-def cal_portfolio_bfi_indicators(portfolio_ids, end_day, cal_method, isFromNav) {
-
-    very_old_date = 1990.01.01;
-
-    start_month = 1990.01M;
-
-    portfolio_info = get_portfolio_info(portfolio_ids);
-
-    if(portfolio_info.isVoid() || portfolio_info.size() == 0) { return null };
-    
-    portfolio_info.rename!('portfolio_id', 'entity_id');
-
-    if(isFromNav == true) {
-        // 从净值开始计算收益
-        tb_raw_ret = SELECT * FROM cal_portfolio_nav(portfolio_ids, very_old_date, cal_method) WHERE price_date <= end_day;
-
-        if(tb_raw_ret.isVoid() || tb_raw_ret.size() == 0) return null;
-       
-        // funky thing is you can't use "AS" for the grouping columns?
-        tb_ret = SELECT portfolio_id, price_date.month(), price_date.last() AS price_date, (1+ret).prod()-1 AS ret, nav.last() AS nav
-                 FROM tb_raw_ret
-                 WHERE price_date <= end_day
-                 GROUP BY portfolio_id, price_date.month();
-        tb_ret.rename!(['portfolio_id', 'month_price_date'], ['entity_id', 'end_date']);
-
-    } else {
-        // 从pf_portfolio_performance表里读月收益
-        tb_ret = get_monthly_ret('PF', portfolio_ids, very_old_date, end_day, true);
-        tb_ret.rename!(['portfolio_id'], ['entity_id']);
-        v_end_date = tb_ret.end_date.temporalParse('yyyy-MM');
-        tb_ret.replaceColumn!('end_date', v_end_date);
-    }
-
-    if(tb_ret.isVoid() || tb_ret.size() == 0) return null;
-
-    // 取组合和基准的对照表
-    bfi_benchmark = SELECT portfolio_id AS entity_id, end_date.temporalParse('yyyy-MM') AS end_date, factor_id AS benchmark_id 
-                    FROM get_portfolio_bfi_factors(portfolio_ids, start_month.temporalFormat('yyyy-MM'), end_day.temporalFormat('yyyy-MM'));
-
-    if(bfi_benchmark.isVoid() || bfi_benchmark.size() == 0) { return null; }
-
-    bmk_ret = get_benchmark_return(bfi_benchmark, end_day);
-
-    if(bmk_ret.isVoid() || bmk_ret.size() == 0) { return null; }
-
-    // TODO: risk free指数月收益存在fund_performance表，所以先将就用 fund_id 表示。之后统一改为更准确的名字
-    risk_free_rate = SELECT entity_id AS fund_id, temporalParse(end_date, 'yyyy-MM') AS end_date, ret FROM get_risk_free_rate(very_old_date, end_day);
-
-    if(risk_free_rate.isVoid() || risk_free_rate.size() == 0) { return null; }
-    
-    t0 = cal_trailing_bfi_indicators(portfolio_info, bfi_benchmark, end_day, tb_ret, bmk_ret, risk_free_rate);
-
-    v_table_name = ['PBI-INCEP', 'PBI-YTD', 'PBI-6M', 'PBI-1Y', 'PBI-2Y', 'PBI-3Y', 'PBI-4Y', 'PBI-5Y', 'PBI-10Y'];
-    
-    return dict(v_table_name, t0);
-
-}
-
-*/
 
 /*
  *   【Morningstar Integration】通用月度指标计算
@@ -1314,7 +1091,7 @@ def cal_portfolio_bfi_indicators(portfolio_ids, end_day, cal_method, isFromNav)
  */
 def ms_cal_monthly_indicators(entity_type, indicator_type, monthly_returns) {
 
-    if(find(['MF', 'HF', 'PF'], entity_type) < 0) return null;
+    if(find(['MF', 'HF', 'PF', 'FA'], entity_type) < 0) return null;
 
     if(monthly_returns.isVoid() || monthly_returns.size() < 1) return null;
 
@@ -1340,7 +1117,7 @@ def ms_cal_monthly_indicators(entity_type, indicator_type, monthly_returns) {
                     FROM ms_get_fund_category_average(v_entity_ids, oldest_date.temporalFormat('yyyy-MM'), end_day.temporalFormat('yyyy-MM'));
 
     } else {
-        // 主基准， 对应 xxx_info 中的 primary_benchmark_id
+        // 主基准， 对应 xxx_info 中的 primary_benchmark_id, TODO: 没有基准用沪深300顶，哪怕很多情况下不那么正确
         benchmark = SELECT entity_id, end_date, iif(benchmark_id.isNull(), 'IN00000008', benchmark_id) AS benchmark_id 
                     FROM ms_get_entity_primary_benchmark(entity_type, v_entity_ids, oldest_date.temporalFormat('yyyy-MM'), end_day.temporalFormat('yyyy-MM')) ;
     	
@@ -1349,7 +1126,7 @@ def ms_cal_monthly_indicators(entity_type, indicator_type, monthly_returns) {
     // 取所有出现的基准月收益
     bmk_ret = get_benchmark_return(benchmark, end_day);
 
-    if(bmk_ret.isVoid() || bmk_ret.size() == 0) { return null; }
+    //if(bmk_ret.isVoid() || bmk_ret.size() == 0) { return null; }
 
     // TODO: risk free指数月收益存在fund_performance表，所以先将就用 fund_id 表示。之后统一改为更准确的名字
     risk_free_rate = SELECT entity_id AS fund_id, temporalParse(end_date, 'yyyy-MM') AS end_date, ret FROM ms_get_risk_free_rate(oldest_date, end_day);

modules/sqlUtilities.dos

@@ -82,6 +82,20 @@ def ids_to_string(ids) {
 }
 
 /*
+ *  【初始化数据专用】 返回初始化数据时的各类常数
+ * 
+ *   
+ */
+def get_ini_data_const() {
+
+    d = dict(STRING, ANY);
+
+    d['date'] = 1989.01.01;
+
+	return d;
+}
+
+/*
  *   返回ID的规律(前缀)
  * 
  */
@@ -176,6 +190,27 @@ def get_performance_weekly_table_description(entity_type) {
     
 }
 
+
+/*
+ *  根据不同类型的主体返回其业绩表的表名、字段名和ID前两位特征字符
+ */
+def get_latest_performance_table_description(entity_type) {
+
+    tmp_universe = table(100:0, 
+                         ['type', 'table_name', 'sec_id_col', 'cumulative_nav_col'],
+                         [STRING, STRING, STRING, STRING]);
+
+    // 分别对应：私募，公募，私有基金，股票，市场指数，图译指数，私有指数，图译因子，组合
+    INSERT INTO tmp_universe VALUES ( 
+        ['HF', 'MF', 'CF', 'EQ', 'MI', 'FI', 'CI', 'FA', 'PF'],
+        ['mfdb.fund_latest_nav_performance', 'mfdb.fund_latest_nav_performance', 'pfdb.pf_cus_fund_latest_nav_performance', 'mfdb.stock_latest_nav_performance', 'mfdb.fund_latest_nav_performance', 'mfdb.fund_latest_nav_performance', 'pfdb.cm_udf_index_latest_nav_performance', 'pfdb.pf_factor_latest_nav_performance', 'pfdb.pf_portfolio_latest_nav_performance'],
+        ['fund_id', 'fund_id', 'fund_id', 'sec_id', 'fund_id', 'fund_id', 'index_id', 'factor_id', 'portfolio_id'],
+        ['cumulative_nav', 'cumulative_nav', 'cumulative_nav', 'cumulative_nav', 'cumulative_nav', 'cumulative_nav', 'cumulative_nav', 'factor_value', 'cumulative_nav'] );
+
+    return (SELECT * FROM tmp_universe u WHERE u.type = entity_type);
+    
+}
+
 /*
  *  根据不同类型的主体返回其杂项指标的表名、字段名
  * 
@@ -328,3 +363,17 @@ def get_annulization_multiple(freq) {
   
   return ret;
 }
+
+/*
+ *   计算MySQL中常用的 year_week, 周一为一个星期的第一天，相当于 YEARWEEK(date, 1)
+ *   
+ *   
+ *   Example: get_year_week(2024.10.27);
+ *            get_year_week(2024.11.01);
+ *   
+ */
+def get_year_week(date) {
+
+	// 当12月31日是周四、五、六时，该周为第52周，所以次年前几天有可能是上一年的第52，53周
+	return iif(date.weekOfYear() >= 52 && date.monthOfYear() == 1, date.year()-1, date.year())$STRING + (date.weekOfYear()$STRING).lpad(2, "0");
+}