支持基金经理和公司的排名

modules/rankingCalculator.dos

@@ -60,10 +60,15 @@ defg perRank(x, is_ASC) {
  *   TODO: bfi & category
  * 
  */
-def gen_ranking_sql(data_table, indicator_table) {
+def gen_ranking_sql(entity_type, data_table, indicator_table) {
 
-    ranking = create_entity_indicator_ranking();
-    ranking_num = create_entity_indicator_ranking_num();
+    ranking = iif(entity_type IN ['PL', 'CO'], create_mc_indicator_ranking(), create_entity_indicator_ranking());
+    ranking_num = iif(entity_type IN ['PL', 'CO'], create_mc_indicator_ranking_num(), create_entity_indicator_ranking_num());
+
+    if(entity_type IN ['PL', 'CO'])
+    	v_groupby = ['curve_type', 'category_id', 'end_date'];
+    else
+    	v_groupby = ['category_id', 'end_date'];
 
 	for(indicator in indicator_table) {
 
@@ -76,14 +81,14 @@ def gen_ranking_sql(data_table, indicator_table) {
 		}
 
         // 绝对排名和百分位排名
-	    t_ranking = sql(select = (sqlCol(['entity_id', 'end_date', 'category_id']), <indicator.id as indicator_id>,
+	    t_ranking = sql(select = (sqlCol(['entity_id'].join(v_groupby)), <indicator.id as indicator_id>,
 	                              sqlCol(indicator.name + '_' + v_trailing,, 'indicator_' + v_trailing),
 	                              sqlCol(indicator.name + '_' + v_trailing, rank{, indicator.is_ASC}, 'absrank_' + v_trailing),
 	                              sqlCol(indicator.name + '_' + v_trailing, perRank{, indicator.is_ASC}, 'perrank_' + v_trailing)
                                  ), 
 	                    from = data_table,
 	                    where = < category_id IS NOT NULL>,
-	                    groupBy = sqlCol(['category_id', 'end_date']),
+	                    groupBy = sqlCol(v_groupby),
 	                    groupFlag = 0 ).eval(); // context by
 
 	    // 为了满足表结构的要求, 非收益的指标要补上1m和3m的字段，虽然都是NULL
@@ -99,10 +104,10 @@ def gen_ranking_sql(data_table, indicator_table) {
 		t_ranking.reorderColumns!(ranking.colNames());
         ranking.tableInsert(t_ranking);
 
-
 	    // 平均值、集合数量、各分位的阈值
-        t_ranking_num = sql(select =(sqlCol(['end_date', 'category_id']),
-                                     sqlCol('raise_type', mean, 'raise_type'), <indicator.id as indicator_id>,
+        t_ranking_num = sql(select =(sqlCol(v_groupby),
+                                     iif(entity_type IN ['PL', 'CO'], <indicator.id as indicator_id>,  // 取消基金经理/公司的 raise_type 字段
+								                                      [sqlCol('raise_type', mean, 'raise_type'), <indicator.id as indicator_id>]),
                                      sqlCol(indicator.name + '_' + v_trailing, mean, 'avg_' + v_trailing),
                                      sqlCol(indicator.name + '_' + v_trailing, count, 'avg_' + v_trailing + '_cnt'),
                                      sqlCol(indicator.name + '_' + v_trailing, percentile{, iif(indicator.is_ASC, 5, 95)}, 'perrank_percent_5_' + v_trailing),
@@ -117,7 +122,7 @@ def gen_ranking_sql(data_table, indicator_table) {
                                     ),
         	                 from = data_table,
         	                 where = < category_id IS NOT NULL>,
-        	                 groupBy = sqlCol(['category_id', 'end_date']),
+        	                 groupBy = sqlCol(v_groupby),
         	                 groupFlag = 1).eval(); // group by
 
 	    // 为了满足表结构的要求, 非收益的指标要补上1m和3m的字段，虽然都是NULL
@@ -151,10 +156,9 @@ def gen_ranking_sql(data_table, indicator_table) {
  * 
  *
  */
-def run_ranking_sql(ranking_by, mutable data_table, indicator_table) {
+def run_ranking_sql(entity_type, ranking_by, mutable data_table, indicator_table) {
 
 // data_table = t
-// v_tables = v_ranking_tables
 // ranking_by = 'strategy'
 
     ret = array(ANY, 0);
@@ -163,7 +167,7 @@ def run_ranking_sql(ranking_by, mutable data_table, indicator_table) {
 
         UPDATE data_table SET category_id = factor_id;
 
-		v_ranking = gen_ranking_sql(data_table, indicator_table);
+		v_ranking = gen_ranking_sql(entity_type, data_table, indicator_table);
 		
 	    ret.append!(v_ranking[0]); // ranking table
 		ret.append!(v_ranking[1]); // ranking_num table
@@ -173,18 +177,22 @@ def run_ranking_sql(ranking_by, mutable data_table, indicator_table) {
         // 策略排名
         UPDATE data_table SET category_id = strategy$STRING;
 
-		v_ranking = gen_ranking_sql(data_table, indicator_table);
+		v_ranking = gen_ranking_sql(entity_type, data_table, indicator_table);
 
 	    ret.append!(v_ranking[0]); // ranking table
 		ret.append!(v_ranking[1]); // ranking_num table
 
-        // 子策略排名
-		UPDATE data_table SET category_id = substrategy$STRING;
+		// 基金经理和公司没有子策略排名
+		if(! (entity_type IN ['PL', 'CO']) ) {
 
-	    v_ranking = gen_ranking_sql(data_table, indicator_table);
-	    
-	    ret.append!(v_ranking[0]); // ranking table
-		ret.append!(v_ranking[1]); // ranking_num table
+	        // 子策略排名
+			UPDATE data_table SET category_id = substrategy$STRING;
+	
+		    v_ranking = gen_ranking_sql(entity_type, data_table, indicator_table);
+		    
+		    ret.append!(v_ranking[0]); // ranking table
+			ret.append!(v_ranking[1]); // ranking_num table
+		}
 	}
 
 	return ret;
@@ -215,7 +223,10 @@ def prepare_data_for_ranking(ranking_by, entity_type, entity_info, end_date, isF
 	tb_data_indicator_stats = get_monthly_indicator_data(table_desc.table_name[0], end_date, isFromMySQL);
 
     // 做个大宽表
-	matchingCols = [entity_id_name, 'end_date'];
+    if(entity_type IN ['PL', 'CO'])
+    	matchingCols = [entity_id_name, 'curve_type', 'strategy', 'end_date'];
+    else
+		matchingCols = [entity_id_name, 'end_date'];
 	tb_data = lj(lj(lj(tb_data_return, tb_data_indicator_stats, matchingCols), tb_data_risk_stats, matchingCols), tb_data_riskadjret_stats, matchingCols);
 
 	if(ranking_by == 'bfi') {
@@ -266,9 +277,14 @@ def prepare_data_for_ranking(ranking_by, entity_type, entity_info, end_date, isF
 
 	tb_data.rename!(entity_id_name, 'entity_id');
 
-	t = SELECT * FROM entity_info en
-        INNER JOIN tb_data d ON en.entity_id = d.entity_id
-	    WHERE en.strategy IS NOT NULL;
+	if(entity_type IN ['PL', 'CO'])
+		t = SELECT * FROM entity_info en
+	        INNER JOIN tb_data d ON en.entity_id = d.entity_id AND en.curve_type = d.curve_type AND en.strategy = d.strategy
+		    WHERE en.strategy IS NOT NULL;
+	else
+		t = SELECT * FROM entity_info en
+	        INNER JOIN tb_data d ON en.entity_id = d.entity_id
+		    WHERE en.strategy IS NOT NULL;
 
 	if(ranking_by == 'bfi')
 		UPDATE t SET category_id = factor_id;
@@ -292,11 +308,11 @@ def prepare_data_for_ranking(ranking_by, entity_type, entity_info, end_date, isF
 def cal_indicator_ranking(ranking_by, entity_type, entity_info, end_date, isFromMySQL=true) {
 
     // 当前只对基金做排名， 其它类型参考基金排名做相对排名
-    if(!(entity_type in ['MF', 'HF'])) return null;
+    if(!(entity_type in ['MF', 'HF', 'PL', 'CO'])) return null;
 
 	v = prepare_data_for_ranking(ranking_by, entity_type, entity_info, end_date, isFromMySQL);
 
-    v_ranking_tables = run_ranking_sql(ranking_by, v[0], v[1]);
+    v_ranking_tables = run_ranking_sql(entity_type, ranking_by, v[0], v[1]);
 
     return v_ranking_tables;
 }
@@ -438,21 +454,24 @@ def cal_relative_ranking(benchmark_ranking, mutable entity_ranking, isFromMySQL=
  *  @param ranking_tables <VECTOR>: 当 ranking_by = 'strategy' 时包含4个数据表的向量，分别是一级策略排名，一级策略排名阈值，二级策略排名，二级策略排名阈值
  *                                     ranking_by = 'bfi' 时包含2个数据表的向量，分别是bfi策略排名，bfi策略排名阈值
  */
-def save_ranking_tables(ranking_by, ranking_tables) {
+def save_ranking_tables(entity_type, ranking_by, ranking_tables) {
 
     if(ranking_tables.isVoid()) return;
 
-    entity_id_col = 'fund_id';
+	des_strategy = get_indicator_ranking_table_description(entity_type)[0];
+	des_bfi = get_indicator_ranking_table_description(entity_type)[0];
+
+    entity_id_col = des_strategy.sec_id_col;
     
 	if(ranking_by == 'bfi') {
 
-	  	source_table = 'raw_db.pf_fund_bfi_bm_indicator_ranking';
-   		target_table = 'raw_db.pf_fund_bfi_bm_indicator_ranking';
+	  	source_table = des_bfi.table_name.strReplace('pfdb', 'raw_db');
+   		target_table = des_bfi.table_name.strReplace('pfdb', 'raw_db');
    		category_id_col = 'factor_id';
 		
 	} else {
-	  	source_table = 'raw_db.pf_fund_indicator_ranking';
-   		target_table = 'raw_db.pf_fund_indicator_ranking';
+	  	source_table = des_strategy.table_name.strReplace('pfdb', 'raw_db');
+   		target_table = des_strategy.table_name.strReplace('pfdb', 'raw_db');
    		category_id_col = 'strategy';
 	}
 
@@ -462,7 +481,7 @@ def save_ranking_tables(ranking_by, ranking_tables) {
     t = ranking_tables[1];
     save_and_sync(t.rename!('category_id', category_id_col), source_table + '_num', target_table + '_num');
 
-    if(ranking_by == 'strategy') {
+    if(ranking_by == 'strategy' && entity_type IN ['HF', 'MF']) {
 
 	    source_table = source_table.strReplace('_ranking', '_substrategy_ranking');
 	    target_table = target_table.strReplace('_ranking', '_substrategy_ranking');

modules/sqlUtilities.dos

@@ -347,6 +347,50 @@ def get_bfi_by_category_group_table_description(entity_type) {
 
 
 /*
+ *  根据不同类型的主体返回其主策略排名表名、字段名
+ * 
+ *  Example: get_indicator_ranking_table_description('HF');
+ */
+
+def get_indicator_ranking_table_description(entity_type) {
+
+    tmp_universe = table(100:0, 
+                         ['type', 'table_name', 'sec_id_col'],
+                         [STRING, STRING, STRING]);
+
+    // 分别对应：私募，公募，私有基金，组合, 基金经理, 基金公司
+    INSERT INTO tmp_universe VALUES ( 
+        ['HF', 'MF', 'CF', 'PF', 'PL', 'CO'],
+        ['pfdb.pf_fund_indicator_ranking', 'pfdb.pf_fund_indicator_ranking', 'pf_cus_fund_indicator_ranking', 'pfdb.pf_portfolio_indicator_ranking', 'pfdb.pf_manager_indicator_ranking', 'pfdb.pf_company_indicator_ranking'],
+        ['fund_id', 'fund_id', 'fund_id', 'portfolio_id', 'manager_id', 'company_id'] );
+
+    return (SELECT * FROM tmp_universe u WHERE u.type = entity_type);
+}
+
+/*
+ *  根据不同类型的主体返回其BFI排名表名、字段名
+ * 
+ *  Example: get_bfi_bm_indicator_ranking_table_description('HF');
+ */
+
+def get_bfi_bm_indicator_ranking_table_description(entity_type) {
+
+    tmp_universe = table(100:0, 
+                         ['type', 'table_name', 'sec_id_col'],
+                         [STRING, STRING, STRING]);
+
+    // 分别对应：私募，公募，组合, 基金经理
+    INSERT INTO tmp_universe VALUES ( 
+        ['HF', 'MF', 'PF', 'PL'],
+        ['pfdb.pf_fund_bfi_bm_indicator_ranking', 'pfdb.pf_fund_bfi_bm_indicator_ranking', 'pfdb.pf_portfolio_bfi_bm_indicator_ranking', 'pfdb.pf_manager_bfi_bm_indicator_ranking'],
+        ['fund_id', 'fund_id', 'portfolio_id', 'manager_id'] );
+
+    return (SELECT * FROM tmp_universe u WHERE u.type = entity_type);
+}
+
+
+
+/*
  *  Annulized multiple
  */
 def get_annulization_multiple(freq) {

modules/task_monthlyPerformance.dos

@@ -20,15 +20,17 @@ use fundit::navCalculator;
  * 
  *   Example: CalEntityRankingTask('MF', 2024.09M, true);
  */
-def CalEntityRankingTask(entity_type, end_date, isFromMySQL=true) {
-
-	if(!(entity_type in ['MF', 'HF'])) return NULL;
+def CalEntityRankingTask(entityType, endDate, isFromMySQL=true) {
+//entityType='PL'
+//endDate = 2024.10M
+//isFromMySQL = true
+	if(!(entityType in ['MF', 'HF', 'PL', 'CO'])) return NULL;
 	
-	entity_info = get_entity_info(entity_type, NULL);
+	entity_info = get_entity_info(entityType, NULL);
 
-	v_ranking_tables = cal_indicator_ranking('strategy', entity_type, entity_info, end_date, isFromMySQL);
+	v_ranking_tables = cal_indicator_ranking('strategy', entityType, entity_info, endDate, isFromMySQL);
 
-    save_ranking_tables(entity_type, v_ranking_tables);
+    save_ranking_tables(entityType, 'strategy', v_ranking_tables);
 
 }
 
@@ -223,54 +225,55 @@ def cal_and_save_mc_nav(entity_type, entity_date, is_save_local) {
 
 /*
  *   计算并存储基金经理/公司的月度收益及指标
- * 
- * 
+ *   
+ *   @param entity_date <TABLE>: entity_id, curve_type, strategy, price_date
+ *   @param monthly_returns <TABLE>: entity_id, curve_type, strategy, end_date, price_date, nav, ret
+ *   @param indicator_type <STRING>: PBI, BFI
+ *   
  */
-def cal_and_save_mc_indicator(entity_type, entity_date, monthly_returns, is_save_local) {
+def cal_and_save_mc_indicator(entity_type, entity_date, monthly_returns, indicator_type, is_save_local) {
 
     rt = '';
 
-	if(!(entity_type IN ['PL', 'CO'])) return rt;
+	if(!(entity_type IN ['PL', 'CO'] && indicator_type IN ['PBI', 'BFI'])) return rt;
 	if(entity_date.isVoid() || entity_date.size() == 0) return rt;
 
-	i = 0;
-	batch_size = 1000;
-	v_entity_id = entity_date.entity_id.distinct();
-	max_cnt = v_entity_id.size();
+	d_indicators = cal_mc_monthly_indicators(entity_type, indicator_type, monthly_returns);
 
-	do {
+	if(d_indicators.isVoid() || d_indicators["7"].isVoid()) break;
 
-		t_monthly_ret = SELECT * FROM monthly_returns WHERE entity_id IN v_entity_id[i : min(i+batch_size, max_cnt)];
+	// cal_mc_monthly_indicators 返回个两重字典，分别对应 curve_type 和不同区间的数据表，将同样区间的数据表（但不同curve_type)合并
+	// curve_type: 1:私募，4：公募，7：公私募综合
+	trailing_num = d_indicators["7"].keys().size();
+	for(k in d_indicators["7"].keys()) {
+		if(!d_indicators["1"].isVoid())
+			d_indicators["7"][k].append!(d_indicators["1"][k]);
+		if(!d_indicators["4"].isVoid())
+			d_indicators["7"][k].append!(d_indicators["4"][k]);
+	}
+	indicators = d_indicators["7"];
+	d_indicators = null;
 
-		d_indicators = cal_mc_monthly_indicators(entity_type, 'PBI', t_monthly_ret);
+	// 
+	
 
-		if(d_indicators.isVoid()) break;
+    // 按照 MySQL 建好各表
+    if(indicator_type == 'PBI') {
 
-		// cal_mc_monthly_indicators 返回个两重字典，分别对应 curve_type 和不同区间的数据表，将同样区间的数据表（但不同curve_type)合并
-		// curve_type: 1:私募，4：公募，7：公私募综合
-		trailing_num = d_indicators["7"].keys().size();
-		for(k in d_indicators["7"].keys()) {
-			d_indicators["7"][k].append!(d_indicators["1"][k]);
-			d_indicators["7"][k].append!(d_indicators["4"][k]);
-		}
-		indicators = d_indicators["7"];
-		d_indicators = null;
+		entity_info = SELECT entity_id, curve_type, strategy, price_date.temporalParse('yyyy-MM') AS price_date FROM entity_date;
 
-	    // 按照 MySQL 建好各表
 	    tb_mc_performance = create_mc_performance();
 	    tb_mc_indicator = create_mc_indicator();
 	    tb_mc_risk_stats = create_mc_risk_stats();
 	    tb_mc_riskadjret_stats = create_mc_riskadjret_stats();
 	    tb_mc_style_stats = create_mc_style_stats();
-	
-		// 仿照MySQL的表结构准备好记录 （1s)
-		entity_info = SELECT entity_id, curve_type, strategy, price_date.temporalParse('yyyy-MM') AS price_date FROM entity_date;
 
+	    // 写入数据
 	    generate_entity_performance(entity_info, indicators, true, tb_mc_performance, ['curve_type', 'strategy']);
-        generate_entity_indicator(entity_info, indicators, true, tb_mc_indicator, ['curve_type', 'strategy']);
-        generate_entity_risk_stats(entity_info, indicators, true, tb_mc_risk_stats, ['curve_type', 'strategy']);
-        generate_entity_riskadjret_stats(entity_info, indicators, true, tb_mc_riskadjret_stats, ['curve_type', 'strategy']);
-        generate_entity_style_stats(entity_info, indicators, true, tb_mc_style_stats, ['curve_type', 'strategy']);
+	    generate_entity_indicator(entity_info, indicators, true, tb_mc_indicator, ['curve_type', 'strategy']);
+	    generate_entity_risk_stats(entity_info, indicators, true, tb_mc_risk_stats, ['curve_type', 'strategy']);
+	    generate_entity_riskadjret_stats(entity_info, indicators, true, tb_mc_riskadjret_stats, ['curve_type', 'strategy']);
+	    generate_entity_style_stats(entity_info, indicators, true, tb_mc_style_stats, ['curve_type', 'strategy']);
 
 	    if(! tb_mc_performance.isVoid() && tb_mc_performance.size() > 0) {
 	
@@ -279,7 +282,7 @@ def cal_and_save_mc_indicator(entity_type, entity_date, monthly_returns, is_save
 	
 	            chg_columns_for_mysql(tb_mc_performance, iif(entity_type == 'PL', 'manager_id', 'company_id'));
 	            save_and_sync(tb_mc_performance, iif(entity_type == 'PL', 'raw_db.manager_performance', 'raw_db.company_performance'), );
-
+	
 	            chg_columns_for_mysql(tb_mc_indicator, iif(entity_type == 'PL', 'manager_id', 'company_id'));
 	            save_and_sync(tb_mc_indicator, iif(entity_type == 'PL', 'raw_db.manager_indicator', 'raw_db.company_indicator'), );
 	
@@ -308,14 +311,37 @@ def cal_and_save_mc_indicator(entity_type, entity_date, monthly_returns, is_save
 	            rt += ex + '\n';
 	        }
 	    }
+    } else {
 
-    	i += batch_size;
+    	entity_info = SELECT entity_id, curve_type, strategy, end_date.temporalParse('yyyy-MM') AS end_date, factor_id AS benchmark_id FROM entity_date;
+    	
+    	tb_mc_bfi_indicator = create_mc_bfi_indicator();
 
-	} while (i < max_cnt);
-    
-    return rt;
+    	//tb_mc_bfi_indicator.rename!('factor_id', 'benchmark_id');
+
+    	generate_entity_bfi_indicator(entity_info, indicators, true, tb_mc_bfi_indicator, ['curve_type', 'strategy']);
 
+	    if(! tb_mc_bfi_indicator.isVoid() && tb_mc_bfi_indicator.size() > 0) {
+	
+	        // save data to MySQL
+	        try {
 	
+	            chg_columns_for_mysql(tb_mc_bfi_indicator, iif(entity_type == 'PL', 'manager_id', 'company_id'));
+	            save_and_sync(tb_mc_bfi_indicator, iif(entity_type == 'PL', 'raw_db.manager_ty_bfi_bm_indicator', 'raw_db.company_ty_bfi_bm_indicator'), );
+	
+	            // 数据初始化时将指标存入本地
+	            if(is_save_local == true)
+	            	save_table(tb_mc_bfi_indicator, iif(entity_type == 'PL', 'mfdb.manager_ty_bfi_bm_indicator', 'mfdb.company_ty_bfi_bm_indicator'), false);
+	
+	        } catch(ex) {
+	
+	            //TODO: Log errors
+	            rt = ex;
+	        }
+	    }
+    }
+    
+    return rt;
 }
 
 /*
@@ -348,13 +374,17 @@ def CalMCNavTask(entity_type, updatetime) {
 }
 
 /*
- *   [定时任务]: 基金经理/公司月收益及指标计算
+ *   [定时任务]: 基金经理/公司月收益及指标（含标准及BFI)计算
+ * 
+ *   @param entity_type <STRING>: PL, CO
  * 
  *   Example: CalMCIndicatorTask('CO', 2024.11.04);
+ *   		  CalMCIndicatorTask('PL', 2024.11.04);
  */
 def CalMCIndicatorTask(entity_type, updatetime) {
 //	entity_type = 'PL';
 // updatetime = 2024.11.01
+
 	rt = '';
 
 	is_save_local = iif(updatetime <= get_ini_data_const()['updatetime'], true, false);
@@ -362,20 +392,83 @@ def CalMCIndicatorTask(entity_type, updatetime) {
 	// 3 sec
 	entity_date = get_entity_list_by_nav_updatetime(entity_type, NULL, updatetime, true);
 
-	// 取完整月收益  1+ min 
-	tb_monthly_ret = get_monthly_ret(entity_type, entity_date.entity_id, 1900.01.01, today(), true);
-	v_end_date = tb_monthly_ret.end_date.temporalParse('yyyy-MM');
-	tb_monthly_ret.replaceColumn!('end_date', v_end_date);
-	UPDATE tb_monthly_ret SET price_date = end_date.temporalFormat('yyyy-MM-dd').temporalParse('yyyy-MM-dd').businessMonthEnd() WHERE price_date IS NULL;
+	i = 0;
+	batch_size = 1000;
+	v_entity_id = entity_date.entity_id.distinct();
+	max_cnt = v_entity_id.size();
+	ver_old_month = 1900.01M;
+
+	do {
+
+		// 取完整月净值
+		tb_entity_date = SELECT entity_id, curve_type, strategy, ver_old_month AS end_date
+		                 FROM entity_date WHERE entity_id in v_entity_id[i : min(i + batch_size, max_cnt)];
+
+		if(tb_entity_date.isVoid() || tb_entity_date.size() == 0) break;
 
-	// 40+ min
-	cal_and_save_mc_indicator(entity_type, entity_date, tb_monthly_ret, is_save_local);
+		s_json = tb_entity_date.toStdJson();
+		tb_nav = get_mc_nav_for_return_calculation('PL', s_json, 0);
 
-	tb_monthly_ret = null;
+		v_end_date = tb_nav.end_date.temporalParse('yyyy-MM');
+		tb_nav.replaceColumn!('end_date', v_end_date);
+		tb_nav.join!(v_end_date.temporalFormat('yyyy-MM-dd').temporalParse('yyyy-MM-dd').businessMonthEnd() AS price_date);
+		tb_nav.sortBy!(['entity_id', 'curve_type', 'strategy', 'end_date']);
+
+		// 计算月度收益
+		tb_monthly_ret = SELECT entity_id, curve_type, strategy, end_date, price_date, cumulative_nav AS nav, cumulative_nav.ratios()-1 AS ret 
+						 FROM tb_nav
+						 CONTEXT BY entity_id, curve_type, strategy;
+		
+		// 40+ min
+		cal_and_save_mc_indicator(entity_type, entity_date, tb_monthly_ret, 'PBI', is_save_local);
+
+		i += batch_size;
+
+	} while (i < max_cnt);
 
 }
 
+/*
+ *   [定时任务]: 基金经理月BFI指标计算
+ * 
+ * 
+ *   Example: CalManagerBfiIndicatorTask(2024.11.04);
+ */
+def CalManagerBfiIndicatorTask(updatetime) {
+
+// updatetime = 2024.11.01
+
+	rt = '';
 
+	entity_type = 'PL';
+
+	is_save_local = iif(updatetime <= get_ini_data_const()['updatetime'], true, false);
+
+	// BFI indicator 计算由 bfi matching 表更新驱动
+	entity_date = get_mc_bfi_factors(entity_type, NULL, 1990.01M, today().month(), updatetime);
+	entity_date.join!(entity_date.end_date AS price_date);
+
+	i = 0;
+	batch_size = 1000;
+	v_entity_id = entity_date.entity_id.distinct();
+	max_cnt = v_entity_id.size();
+
+	do {
+
+		// 取完整月收益  1+ min 
+		tb_monthly_ret = get_monthly_ret(entity_type, v_entity_id[i : min(i + batch_size, max_cnt)], 1900.01.01, today(), true);
+		v_end_date = tb_monthly_ret.end_date.temporalParse('yyyy-MM');
+		tb_monthly_ret.replaceColumn!('end_date', v_end_date);
+		UPDATE tb_monthly_ret SET price_date = end_date.temporalFormat('yyyy-MM-dd').temporalParse('yyyy-MM-dd').businessMonthEnd() WHERE price_date IS NULL;
+	
+		// 40+ min
+		cal_and_save_mc_indicator(entity_type, entity_date, tb_monthly_ret, 'BFI', is_save_local);
+
+		i += batch_size;
+
+	} while (i < max_cnt);
+
+}
 /*
  * 
  *  [定时任务]: 基金经理的BFI MATCHING