增加指标表们的存储

modules/task_fundPerformance.dos

@@ -8,7 +8,7 @@ use fundit::fundCalculator
 
 
 /*
- *   存 fund_performance 表
+ *   按照 fund_performance 表结构准备数据记录
  * 
  * 
  */
@@ -68,6 +68,396 @@ def generate_fund_performance(fund_info, indicators, isToMySQL, mutable fund_per
 }
 
 /*
+ *   按照 fund_risk_stats 表结构准备数据记录
+ * 
+ * 
+ */
+def generate_fund_risk_stats(fund_info, indicators, isToMySQL, mutable fund_risk_stats) {
+
+    t = null;
+
+    if(isToMySQL) {
+
+        t = SELECT entity_id, end_date, std_dev_a AS stddev_6m, ds_dev_a AS downsidedev_6m, alpha_a AS alpha_6m, winrate AS winrate_6m, beta AS beta_6m,
+                                        skewness AS skewness_6m, kurtosis AS kurtosis_6m, wrst_month AS worstmonth_6m, drawdown AS maxdrawdown_6m
+            FROM indicators['PBI-6M'] AS ind
+            INNER JOIN fund_info fi ON ind.entity_id = fi.entity_id
+            WHERE ind.end_date >= fi.price_date.month(); // 过滤掉不必更新的旧记录
+        
+        UPDATE t
+        SET stddev_1y = std_dev_a, downsidedev_1y = ds_dev_a, alpha_1y = alpha_a, winrate_1y = winrate, beta_1y = beta,
+            skewness_1y = skewness, kurtosis_1y = kurtosis, worstmonth_1y = wrst_month, maxdrawdown_1y = drawdown
+        FROM ej(t, indicators['PBI-1Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET stddev_2y = std_dev_a, downsidedev_2y = ds_dev_a, alpha_2y = alpha_a, winrate_2y = winrate, beta_2y = beta,
+            skewness_2y = skewness, kurtosis_2y = kurtosis, worstmonth_2y = wrst_month, maxdrawdown_2y = drawdown
+        FROM ej(t, indicators['PBI-2Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET stddev_3y = std_dev_a, downsidedev_3y = ds_dev_a, alpha_3y = alpha_a, winrate_3y = winrate, beta_3y = beta,
+            skewness_3y = skewness, kurtosis_3y = kurtosis, worstmonth_3y = wrst_month, maxdrawdown_3y = drawdown
+        FROM ej(t, indicators['PBI-3Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET stddev_4y = std_dev_a, downsidedev_4y = ds_dev_a, alpha_4y = alpha_a, winrate_4y = winrate, beta_4y = beta,
+            skewness_4y = skewness, kurtosis_4y = kurtosis, worstmonth_4y = wrst_month, maxdrawdown_4y = drawdown
+        FROM ej(t, indicators['PBI-4Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET stddev_5y = std_dev_a, downsidedev_5y = ds_dev_a, alpha_5y = alpha_a, winrate_5y = winrate, beta_5y = beta,
+            skewness_5y = skewness, kurtosis_5y = kurtosis, worstmonth_5y = wrst_month, maxdrawdown_5y = drawdown
+        FROM ej(t, indicators['PBI-5Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET stddev_10y = std_dev_a, downsidedev_10y = ds_dev_a, alpha_10y = alpha_a, winrate_10y = winrate, beta_10y = beta,
+            skewness_10y = skewness, kurtosis_10y = kurtosis, worstmonth_10y = wrst_month, maxdrawdown_10y = drawdown
+        FROM ej(t, indicators['PBI-10Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET stddev_ytd = std_dev_a, downsidedev_ytd = ds_dev_a, alpha_ytd = alpha_a, winrate_ytd = winrate, beta_ytd = beta,
+            skewness_ytd = skewness, kurtosis_ytd = kurtosis, worstmonth_ytd = wrst_month, maxdrawdown_ytd = drawdown
+        FROM ej(t, indicators['PBI-YTD'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET stddev_incep = std_dev_a, downsidedev_incep = ds_dev_a, alpha_incep = alpha_a, winrate_incep = winrate, beta_incep = beta,
+            skewness_incep = skewness, kurtosis_incep = kurtosis, worstmonth_incep = wrst_month, maxdrawdown_incep = drawdown
+        FROM ej(t, indicators['PBI-INCEP'], ['entity_id', 'end_date']);
+        
+        INSERT INTO fund_risk_stats SELECT * FROM t;
+
+    } else {
+        
+    }
+}
+
+/*
+ *   按照 fund_riskadjret_stats 表结构准备数据记录
+ * 
+ * 
+ */
+def generate_fund_riskadjret_stats(fund_info, indicators, isToMySQL, mutable fund_riskadjret_stats) {
+
+    t = null;
+
+    if(isToMySQL) {
+
+        t = SELECT entity_id, end_date,
+                   sharpe_a AS sharperatio_6m, sortino_a AS sortinoratio_6m, treynor AS treynorratio_6m, jensen_a AS jensen_6m,
+                   calmar AS calmarratio_6m, omega AS omegaratio_6m, kappa AS kapparatio_6m
+            FROM indicators['PBI-6M'] AS ind
+            INNER JOIN fund_info fi ON ind.entity_id = fi.entity_id
+            WHERE ind.end_date >= fi.price_date.month(); // 过滤掉不必更新的旧记录
+        
+        UPDATE t
+        SET sharperatio_1y = sharpe_a, sortinoratio_1y = sortino_a, treynorratio_1y = treynor, jensen_1y = jensen_a,
+            calmarratio_1y = calmar, omegaratio_1y = omega, kapparatio_1y = kappa
+        FROM ej(t, indicators['PBI-1Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET sharperatio_2y = sharpe_a, sortinoratio_2y = sortino_a, treynorratio_2y = treynor, jensen_2y = jensen_a,
+            calmarratio_2y = calmar, omegaratio_2y = omega, kapparatio_2y = kappa
+        FROM ej(t, indicators['PBI-2Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET sharperatio_3y = sharpe_a, sortinoratio_3y = sortino_a, treynorratio_3y = treynor, jensen_3y = jensen_a,
+            calmarratio_3y = calmar, omegaratio_3y = omega, kapparatio_3y = kappa
+        FROM ej(t, indicators['PBI-3Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET sharperatio_4y = sharpe_a, sortinoratio_4y = sortino_a, treynorratio_4y = treynor, jensen_4y = jensen_a,
+            calmarratio_4y = calmar, omegaratio_4y = omega, kapparatio_4y = kappa
+        FROM ej(t, indicators['PBI-4Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET sharperatio_5y = sharpe_a, sortinoratio_5y = sortino_a, treynorratio_5y = treynor, jensen_5y = jensen_a,
+            calmarratio_5y = calmar, omegaratio_5y = omega, kapparatio_5y = kappa
+        FROM ej(t, indicators['PBI-5Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET sharperatio_10y = sharpe_a, sortinoratio_10y = sortino_a, treynorratio_10y = treynor, jensen_10y = jensen_a,
+            calmarratio_10y = calmar, omegaratio_10y = omega, kapparatio_10y = kappa
+        FROM ej(t, indicators['PBI-10Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET sharperatio_ytd = sharpe_a, sortinoratio_ytd = sortino_a, treynorratio_ytd = treynor, jensen_ytd = jensen_a,
+            calmarratio_ytd = calmar, omegaratio_ytd = omega, kapparatio_ytd = kappa
+        FROM ej(t, indicators['PBI-YTD'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET sharperatio_incep = sharpe_a, sortinoratio_incep = sortino_a, treynorratio_incep = treynor, jensen_incep = jensen_a,
+            calmarratio_incep = calmar, omegaratio_incep = omega, kapparatio_incep = kappa
+        FROM ej(t, indicators['PBI-INCEP'], ['entity_id', 'end_date']);
+        
+        INSERT INTO fund_riskadjret_stats SELECT * FROM t;
+
+    } else {
+        
+    }
+}
+
+/*
+ *   按照 fund_indicator 表结构准备数据记录
+ * 
+ * 
+ */
+def generate_fund_indicator(fund_info, indicators, isToMySQL, mutable fund_indicator) {
+
+    t = null;
+
+    if(isToMySQL) {
+
+        t = SELECT entity_id, end_date, info_a AS info_ratio_6m, m2_a AS m2_6m, track_error_a AS tracking_error_6m
+            FROM indicators['PBI-6M'] AS ind
+            INNER JOIN fund_info fi ON ind.entity_id = fi.entity_id
+            WHERE ind.end_date >= fi.price_date.month(); // 过滤掉不必更新的旧记录
+      
+        UPDATE t
+        SET info_ratio_1y = info_a, m2_1y = m2_a, tracking_error_1y = track_error_a
+        FROM ej(t, indicators['PBI-1Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET info_ratio_2y = info_a, m2_2y = m2_a, tracking_error_2y = track_error_a, var_2y = var, cvar_2y = cvar
+        FROM ej(t, indicators['PBI-2Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET info_ratio_3y = info_a, m2_3y = m2_a, tracking_error_3y = track_error_a, var_3y = var, cvar_3y = cvar
+        FROM ej(t, indicators['PBI-3Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET info_ratio_4y = info_a, m2_4y = m2_a, tracking_error_4y = track_error_a, var_4y = var, cvar_4y = cvar
+        FROM ej(t, indicators['PBI-4Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET info_ratio_5y = info_a, m2_5y = m2_a, tracking_error_5y = track_error_a, var_5y = var, cvar_5y = cvar
+        FROM ej(t, indicators['PBI-5Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET info_ratio_10y = info_a, m2_10y = m2_a, tracking_error_10y = track_error_a, var_10y = var, cvar_10y = cvar
+        FROM ej(t, indicators['PBI-10Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET info_ratio_ytd = info_a, m2_ytd = m2_a, tracking_error_ytd = track_error_a
+        FROM ej(t, indicators['PBI-YTD'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET info_ratio_incep = info_a, m2_incep = m2_a, tracking_error_incep = track_error_a, var_incep = var, cvar_incep = cvar
+        FROM ej(t, indicators['PBI-INCEP'], ['entity_id', 'end_date']);
+        
+        INSERT INTO fund_indicator SELECT * FROM t;
+
+    } else {
+        
+    }
+}
+
+/*
+ *   按照 fund_style_stats 表结构准备数据记录
+ * 
+ * 
+ */
+def generate_fund_style_stats(fund_info, indicators, isToMySQL, mutable fund_style_stats) {
+
+    t = null;
+
+    if(isToMySQL) {
+
+        t = SELECT entity_id, end_date, upside_capture_ret AS upsidecapture_ret_6m, downside_capture_ret AS downsidecapture_ret_6m,
+                                        upside_capture_ratio AS upsidecapture_ratio_6m, downside_capture_ratio AS downsidecapture_ratio_6m
+            FROM indicators['PBI-6M'] AS ind
+            INNER JOIN fund_info fi ON ind.entity_id = fi.entity_id
+            WHERE ind.end_date >= fi.price_date.month(); // 过滤掉不必更新的旧记录
+        
+        UPDATE t
+        SET upsidecapture_ret_1y = upside_capture_ret, downsidecapture_ret_1y = downside_capture_ret,
+            upsidecapture_ratio_1y = upside_capture_ratio, downsidecapture_ratio_1y = downside_capture_ratio
+        FROM ej(t, indicators['PBI-1Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET upsidecapture_ret_2y = upside_capture_ret, downsidecapture_ret_2y = downside_capture_ret,
+            upsidecapture_ratio_2y = upside_capture_ratio, downsidecapture_ratio_2y = downside_capture_ratio
+        FROM ej(t, indicators['PBI-2Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET upsidecapture_ret_3y = upside_capture_ret, downsidecapture_ret_3y = downside_capture_ret,
+            upsidecapture_ratio_3y = upside_capture_ratio, downsidecapture_ratio_3y = downside_capture_ratio
+        FROM ej(t, indicators['PBI-3Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET upsidecapture_ret_4y = upside_capture_ret, downsidecapture_ret_4y = downside_capture_ret,
+            upsidecapture_ratio_4y = upside_capture_ratio, downsidecapture_ratio_4y = downside_capture_ratio
+        FROM ej(t, indicators['PBI-4Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET upsidecapture_ret_5y = upside_capture_ret, downsidecapture_ret_5y = downside_capture_ret,
+            upsidecapture_ratio_5y = upside_capture_ratio, downsidecapture_ratio_5y = downside_capture_ratio
+        FROM ej(t, indicators['PBI-5Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET upsidecapture_ret_10y = upside_capture_ret, downsidecapture_ret_10y = downside_capture_ret,
+            upsidecapture_ratio_10y = upside_capture_ratio, downsidecapture_ratio_10y = downside_capture_ratio
+        FROM ej(t, indicators['PBI-10Y'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET upsidecapture_ret_ytd = upside_capture_ret, downsidecapture_ret_ytd = downside_capture_ret,
+            upsidecapture_ratio_ytd = upside_capture_ratio, downsidecapture_ratio_ytd = downside_capture_ratio
+        FROM ej(t, indicators['PBI-YTD'], ['entity_id', 'end_date']);
+        
+        UPDATE t
+        SET upsidecapture_ret_incep = upside_capture_ret, downsidecapture_ret_incep = downside_capture_ret,
+            upsidecapture_ratio_incep = upside_capture_ratio, downsidecapture_ratio_incep = downside_capture_ratio
+        FROM ej(t, indicators['PBI-INCEP'], ['entity_id', 'end_date']);
+        
+        INSERT INTO fund_style_stats SELECT * FROM t;
+
+    } else {
+        
+    }
+}
+
+/*
+ *   建表 fund_performance
+ */
+def create_fund_performance() {
+
+    return table(1000:0, 
+                ['entity_id', 'end_date', 'price_date', 'cumulative_nav',
+                 'ret_1m', 'ret_1m_a', 'ret_3m', 'ret_3m_a', 'ret_6m', 'ret_6m_a',
+                 'ret_1y', 'ret_1y_a', 'ret_2y', 'ret_2y_a', 'ret_3y', 'ret_3y_a', 'ret_4y', 'ret_4y_a', 
+                 'ret_5y', 'ret_5y_a', 'ret_10y', 'ret_10y_a', 'ret_ytd', 'ret_ytd_a', 'ret_incep', 'ret_incep_a'],
+                [SYMBOL, MONTH, DATE, DOUBLE,
+                 DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                 DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                 DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE]);
+}
+
+/*
+ *   建表 fund_indicator
+ */
+def create_fund_indicator() {
+
+    return table(1000:0,
+               ['entity_id', 'end_date',
+                'info_ratio_6m', 'm2_6m', 'tracking_error_6m',
+                'info_ratio_1y', 'm2_1y', 'tracking_error_1y',
+                'info_ratio_2y', 'm2_2y', 'tracking_error_2y', 'var_2y', 'cvar_2y', 
+                'info_ratio_3y', 'm2_3y', 'tracking_error_3y', 'var_3y', 'cvar_3y', 
+                'info_ratio_4y', 'm2_4y', 'tracking_error_4y', 'var_4y', 'cvar_4y', 
+                'info_ratio_5y', 'm2_5y', 'tracking_error_5y', 'var_5y', 'cvar_5y', 
+                'info_ratio_10y', 'm2_10y', 'tracking_error_10y', 'var_10y', 'cvar_10y', 
+                'info_ratio_ytd', 'm2_ytd', 'tracking_error_ytd', 
+                'info_ratio_incep', 'm2_incep','tracking_error_incep', 'var_incep', 'cvar_incep'],
+               [SYMBOL, MONTH,
+                DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE]);
+}
+
+/*
+ *   建表 fund_risk_stats
+ */
+def create_fund_risk_stats() {
+
+    return table(1000:0,
+               ['entity_id', 'end_date',
+                'stddev_6m', 'downsidedev_6m', 'alpha_6m', 'winrate_6m', 'beta_6m', 'skewness_6m', 'kurtosis_6m', 'worstmonth_6m', 'maxdrawdown_6m', 
+                'stddev_1y', 'downsidedev_1y', 'alpha_1y', 'winrate_1y', 'beta_1y', 'skewness_1y', 'kurtosis_1y', 'worstmonth_1y', 'maxdrawdown_1y', 
+                'stddev_2y', 'downsidedev_2y', 'alpha_2y', 'winrate_2y', 'beta_2y', 'skewness_2y', 'kurtosis_2y', 'worstmonth_2y', 'maxdrawdown_2y', 
+                'stddev_3y', 'downsidedev_3y', 'alpha_3y', 'winrate_3y', 'beta_3y', 'skewness_3y', 'kurtosis_3y', 'worstmonth_3y', 'maxdrawdown_3y', 
+                'stddev_4y', 'downsidedev_4y', 'alpha_4y', 'winrate_4y', 'beta_4y', 'skewness_4y', 'kurtosis_4y', 'worstmonth_4y', 'maxdrawdown_4y', 
+                'stddev_5y', 'downsidedev_5y', 'alpha_5y', 'winrate_5y', 'beta_5y', 'skewness_5y', 'kurtosis_5y', 'worstmonth_5y', 'maxdrawdown_5y', 
+                'stddev_10y', 'downsidedev_10y','alpha_10y', 'winrate_10y', 'beta_10y', 'skewness_10y', 'kurtosis_10y', 'worstmonth_10y', 'maxdrawdown_10y', 
+                'stddev_ytd', 'downsidedev_ytd', 'alpha_ytd', 'winrate_ytd', 'beta_ytd', 'skewness_ytd', 'kurtosis_ytd', 'worstmonth_ytd', 'maxdrawdown_ytd', 
+                'stddev_incep', 'downsidedev_incep', 'alpha_incep', 'winrate_incep', 'beta_incep', 'skewness_incep', 'kurtosis_incep', 'worstmonth_incep', 'maxdrawdown_incep'],
+               [SYMBOL, MONTH,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE]);
+
+}
+
+/*
+ *   建表 fund_riskadjret_stats
+ */
+def create_fund_riskadjret_stats() {
+
+    return table(1000:0,
+               ['entity_id', 'end_date',
+                'sharperatio_6m', 'sortinoratio_6m', 'treynorratio_6m', 'jensen_6m', 'calmarratio_6m', 'omegaratio_6m', 'kapparatio_6m',
+                'sharperatio_1y', 'sortinoratio_1y', 'treynorratio_1y', 'jensen_1y', 'calmarratio_1y', 'omegaratio_1y', 'kapparatio_1y',
+                'sharperatio_2y', 'sortinoratio_2y', 'treynorratio_2y', 'jensen_2y', 'calmarratio_2y', 'omegaratio_2y', 'kapparatio_2y',
+                'sharperatio_3y', 'sortinoratio_3y', 'treynorratio_3y', 'jensen_3y', 'calmarratio_3y', 'omegaratio_3y', 'kapparatio_3y',
+                'sharperatio_4y', 'sortinoratio_4y', 'treynorratio_4y', 'jensen_4y', 'calmarratio_4y', 'omegaratio_4y', 'kapparatio_4y',
+                'sharperatio_5y', 'sortinoratio_5y', 'treynorratio_5y', 'jensen_5y', 'calmarratio_5y', 'omegaratio_5y', 'kapparatio_5y',
+                'sharperatio_10y', 'sortinoratio_10y', 'treynorratio_10y', 'jensen_10y', 'calmarratio_10y', 'omegaratio_10y', 'kapparatio_10y',
+                'sharperatio_ytd', 'sortinoratio_ytd', 'treynorratio_ytd', 'jensen_ytd', 'calmarratio_ytd', 'omegaratio_ytd', 'kapparatio_ytd',
+                'sharperatio_incep', 'sortinoratio_incep', 'treynorratio_incep', 'jensen_incep', 'calmarratio_incep', 'omegaratio_incep', 'kapparatio_incep'],
+               [SYMBOL, MONTH,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE]);
+}
+
+/*
+ *   建表 fund_style_stats
+ */
+def create_fund_style_stats() {
+
+    return table(1000:0,
+               ['entity_id', 'end_date',
+                'upsidecapture_ret_6m', 'downsidecapture_ret_6m', 'upsidecapture_ratio_6m', 'downsidecapture_ratio_6m',
+                'upsidecapture_ret_1y', 'downsidecapture_ret_1y', 'upsidecapture_ratio_1y', 'downsidecapture_ratio_1y',
+                'upsidecapture_ret_2y', 'downsidecapture_ret_2y', 'upsidecapture_ratio_2y', 'downsidecapture_ratio_2y',
+                'upsidecapture_ret_3y', 'downsidecapture_ret_3y', 'upsidecapture_ratio_3y', 'downsidecapture_ratio_3y',
+                'upsidecapture_ret_4y', 'downsidecapture_ret_4y', 'upsidecapture_ratio_4y', 'downsidecapture_ratio_4y',
+                'upsidecapture_ret_5y', 'downsidecapture_ret_5y', 'upsidecapture_ratio_5y', 'downsidecapture_ratio_5y',
+                'upsidecapture_ret_10y', 'downsidecapture_ret_10y', 'upsidecapture_ratio_10y', 'downsidecapture_ratio_10y',
+                'upsidecapture_ret_ytd', 'downsidecapture_ret_ytd', 'upsidecapture_ratio_ytd', 'downsidecapture_ratio_ytd',
+                'upsidecapture_ret_incep', 'downsidecapture_ret_incep', 'upsidecapture_ratio_incep', 'downsidecapture_ratio_incep'],
+               [SYMBOL, MONTH,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE,
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE, 
+                DOUBLE, DOUBLE, DOUBLE, DOUBLE]);
+}
+
+/*
+ *   根据 mysql 表改动某些字段
+ */
+def chg_columns_for_mysql(mutable tb_mysql) {
+
+    tb_mysql.rename!('entity_id', 'fund_id');
+
+    // 将 dolphinDB 的 MONTH 换成 MySQL 的 YYYY-MM 格式
+    v_end_date = EXEC end_date.temporalFormat('yyyy-MM') FROM tb_mysql;
+    tb_mysql.replaceColumn!('end_date', v_end_date);
+}
+
+
+/*
  *   定时任务：最新净值触发的业绩指标计算
  * 
  *   @param entityType <STRING>: 'MF', 'HF'...
@@ -88,18 +478,17 @@ def calFundPerformance(entityType, date) {
 
     if(tb_cal_funds.isVoid() || tb_cal_funds.size() == 0 ) return;
 
+
+    tb_fund_performance = create_fund_performance();
+    tb_fund_indicator = create_fund_indicator();
+    tb_fund_risk_stats = create_fund_risk_stats();
+    tb_fund_riskadjret_stats = create_fund_riskadjret_stats();
+    tb_fund_style_stats = create_fund_style_stats();
+
     // 分批跑
     i = 0;
     batch_size = 1000;
-    tb_fund_performance = table(1000:0, 
-                              ['entity_id', 'end_date', 'price_date', 'cumulative_nav',
-                               'ret_1m', 'ret_1m_a', 'ret_3m', 'ret_3m_a', 'ret_6m', 'ret_6m_a',
-                               'ret_1y', 'ret_1y_a', 'ret_2y', 'ret_2y_a', 'ret_3y', 'ret_3y_a', 'ret_4y', 'ret_4y_a', 
-                               'ret_5y', 'ret_5y_a', 'ret_10y', 'ret_10y_a', 'ret_ytd', 'ret_ytd_a', 'ret_incep', 'ret_incep_a'],
-                              [SYMBOL, MONTH, DATE, DOUBLE,
-                               DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
-                               DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
-                               DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE]);
+
 
     do {
 
@@ -117,20 +506,35 @@ def calFundPerformance(entityType, date) {
 
         // TODO: 最新更新的指标存入数据库
         generate_fund_performance(fund_info, indicators, true, tb_fund_performance);
+        generate_fund_indicator(fund_info, indicators, true, tb_fund_indicator);
+        generate_fund_risk_stats(fund_info, indicators, true, tb_fund_risk_stats);
+        generate_fund_riskadjret_stats(fund_info, indicators, true, tb_fund_riskadjret_stats);
+        generate_fund_style_stats(fund_info, indicators, true, tb_fund_style_stats);
 
         i += batch_size;
 
     } while (i < batch_size);
 //    } while (i <= tb_cal_funds.size());
 
-    tb_fund_performance.rename!('entity_id', 'fund_id');
-    // 将 dolphinDB 的 MONTH 换成 MySQL 的 YYYY-MM 格式
-    v_end_date = EXEC end_date.temporalFormat('yyyy-MM') FROM tb_fund_performance;
-    tb_fund_performance.replaceColumn!('end_date', v_end_date);
 
+    // saverisk_stats
     try {
+
+        chg_columns_for_mysql(tb_fund_performance);
         save_table(tb_fund_performance, 'mfdb.fund_performance', true);
 
+        chg_columns_for_mysql(tb_fund_indicator);
+        save_table(tb_fund_indicator, 'mfdb.fund_indicator', true);
+
+        chg_columns_for_mysql(tb_fund_risk_stats);
+        save_table(tb_fund_risk_stats, 'mfdb.fund_risk_stats', true);
+
+        chg_columns_for_mysql(tb_fund_riskadjret_stats);
+        save_table(tb_fund_riskadjret_stats, 'mfdb.fund_riskadjret_stats', true);
+
+        chg_columns_for_mysql(tb_fund_style_stats);
+        save_table(tb_fund_style_stats, 'mfdb.fund_style_stats', true);
+
     } catch(ex) {
 
         //TODO: Log errors