DolphinDB/modules/dataSaver.dos

module fundit::dataSaver

use fundit::sqlUtilities



/*
 * 存数据表到mySQL或本地dolphindb，原数据表会被TRUNCATE
 *
 * save_table(tb_fund_performance, "raw_db.fund_performance", false)
 */

def save_table(tb, table_name, isToMySQL) {


    if(isToMySQL == true) {
    
        conn = connect_mysql('raw_db');
        
        odbc::execute(conn, "TRUNCATE TABLE " + table_name + "_dolphin");
        
        odbc::append(conn, tb, table_name + "_dolphin", false);
        
        conn.close();
    
    } else {
    
        db = get_local_database("fundit", table_name.split(".")[0]);

        //local_table = loadTable(db, table_name.split(".")[1]);

        saveTable(db, tb, table_name.split(".")[1]);
    }
    
}

/*
 *  【临时】 用于将dolphin table 存到 mysql
 * 
 */
def save_table2(tb, table_name, isCreateTable) {

    tb.addColumn(['creatorid', 'createtime', 'updaterid', 'updatetime'], [INT, DATETIME, INT, DATETIME]);

    conn = connect_mysql('raw_db');
        
    odbc::append(conn, tb, table_name , isCreateTable, false);
        
    conn.close()
    
}

/*
 * 存私募基金净值到本地dolphindb
 *
 * save_hedge_fund_nav_to_local(tb_nav)
 */
def save_hedge_fund_nav_to_local(tb_nav) {

    save_table(tb_nav, "mfdb.nav", false)

}

/*
 *  将数据存到本地，之后传回MySQL并同步至正式表
 *  
 * 
 */
def save_and_sync(table, source_table_name, target_table_name) {

    save_table(table, source_table_name, true);

    t_table_name = iif(target_table_name.isNothing(), source_table_name, target_table_name);

    s_query = "CALL raw_db.sp_sync_table_from_dolphin('" + source_table_name + "_dolphin', '" + t_table_name + "');"

    conn = connect_mysql('raw_db');

    odbc::execute(conn, s_query);

    conn.close();

}


/*
 *   建表 XXXX_nav
 */
def create_entity_nav(is_id_integer=false) {

    return table(1000:0, 
                ['entity_id', 'price_date', 'cumulative_nav'],
                [iif(is_id_integer, INT, SYMBOL), DATE, DOUBLE]);
}


/*
 *   建公司/经理净值表 XXXX_fitted_curve
 */
def create_mc_fitted_curve() {

    return table(1000:0, 
                ['entity_id', 'curve_type', 'strategy', 'end_date', 'cumulative_nav', 'fund_num'],
                [SYMBOL, INT, INT, STRING, DOUBLE, INT]);
}

/*
 *   建公司/经理业绩表 xxx_performance
 * 
 */
def create_mc_performance() {

    return table(1000:0, 
                ['entity_id', 'curve_type', 'strategy', '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, INT, INT, 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 XXXX_performance
 */
def create_entity_performance(is_id_integer=false) {

    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'],
                [iif(is_id_integer, INT, 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 XXX_indicator
 */
def create_entity_indicator(is_id_integer=false) {

    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'],
               [iif(is_id_integer, INT, 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]);
}


/*
 *   建公司/经理表 XXX_indicator
 */
def create_mc_indicator() {

    return table(1000:0,
               ['entity_id', 'curve_type', 'strategy', '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, INT, INT, 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 XXX_risk_stats
 *   
 *   NOTE: mfdb.fund_risk_stats 中 maxdrawdown_6m 和 maxdrawdown_ytd 因不明原因分别是 6m_maxdrawdown 和 ytd_maxdrawdown 的虚拟列！
 */
def create_entity_risk_stats(is_id_integer=false) {

    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'],
               [iif(is_id_integer, INT, 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]);

}


/*
 *   建基金经理/公司表 XXX_risk_stats
 *   
 */
def create_mc_risk_stats() {

    return table(1000:0,
               ['entity_id', 'curve_type', 'strategy', '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, INT, INT, 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 XXX_riskadjret_stats
 */
def create_entity_riskadjret_stats(is_id_integer=false) {

    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'],
               [iif(is_id_integer, INT, 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]);
}


/*
 *   建基金经理/公司表 XXX_riskadjret_stats
 */
def create_mc_riskadjret_stats() {

    return table(1000:0,
               ['entity_id', 'curve_type', 'strategy', '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, INT, INT, 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 XXX_style_stats
 */
def create_entity_style_stats(is_id_integer=false) {

    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'],
               [iif(is_id_integer, INT, 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]);
}


/*
 *   建基金经理/公司表 XXX_style_stats
 */
def create_mc_style_stats() {

    return table(1000:0,
               ['entity_id', 'curve_type', 'strategy', '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, INT, INT, 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]);
}

/*
 *   建表 XXX_bfi_bm_indicator
 */
def create_entity_bfi_indicator(is_id_integer=false) {

	return table(1000:0,
			   ['entity_id', 'end_date', 'factor_id',
                'upsidecapture_ret_6m', 'downsidecapture_ret_6m', 'upsidecapture_ratio_6m', 'downsidecapture_ratio_6m',
                'alpha_6m', 'winrate_6m', 'beta_6m', 'info_ratio_6m', 'tracking_error_6m', 'jensen_6m',
                'upsidecapture_ret_1y', 'downsidecapture_ret_1y', 'upsidecapture_ratio_1y', 'downsidecapture_ratio_1y',
                'alpha_1y', 'winrate_1y', 'beta_1y', 'info_ratio_1y', 'tracking_error_1y', 'jensen_1y',
                'upsidecapture_ret_2y', 'downsidecapture_ret_2y', 'upsidecapture_ratio_2y', 'downsidecapture_ratio_2y',
                'alpha_2y', 'winrate_2y', 'beta_2y', 'info_ratio_2y', 'tracking_error_2y', 'jensen_2y',
                'upsidecapture_ret_3y', 'downsidecapture_ret_3y', 'upsidecapture_ratio_3y', 'downsidecapture_ratio_3y',
                'alpha_3y', 'winrate_3y', 'beta_3y', 'info_ratio_3y', 'tracking_error_3y', 'jensen_3y',
                'upsidecapture_ret_4y', 'downsidecapture_ret_4y', 'upsidecapture_ratio_4y', 'downsidecapture_ratio_4y',
                'alpha_4y', 'winrate_4y', 'beta_4y', 'info_ratio_4y', 'tracking_error_4y', 'jensen_4y',
                'upsidecapture_ret_5y', 'downsidecapture_ret_5y', 'upsidecapture_ratio_5y', 'downsidecapture_ratio_5y',
                'alpha_5y', 'winrate_5y', 'beta_5y', 'info_ratio_5y', 'tracking_error_5y', 'jensen_5y',
                'upsidecapture_ret_10y', 'downsidecapture_ret_10y', 'upsidecapture_ratio_10y', 'downsidecapture_ratio_10y',
                'alpha_10y', 'winrate_10y', 'beta_10y', 'info_ratio_10y', 'tracking_error_10y', 'jensen_10y',
                'upsidecapture_ret_ytd', 'downsidecapture_ret_ytd', 'upsidecapture_ratio_ytd', 'downsidecapture_ratio_ytd',
                'alpha_ytd', 'winrate_ytd', 'beta_ytd', 'info_ratio_ytd', 'tracking_error_ytd', 'jensen_ytd',
                'upsidecapture_ret_incep', 'downsidecapture_ret_incep', 'upsidecapture_ratio_incep', 'downsidecapture_ratio_incep',
                'alpha_incep', 'winrate_incep', 'beta_incep', 'info_ratio_incep', 'tracking_error_incep', 'jensen_incep'],
			   [iif(is_id_integer, INT, SYMBOL), MONTH, SYMBOL,
				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, DOUBLE, DOUBLE, DOUBLE, 
				DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE] );
}


/*
 *   建基金经理/公司表 XXX_bfi_bm_indicator
 */
def create_mc_bfi_indicator() {

	return table(1000:0,
			   ['entity_id', 'curve_type', 'strategy', 'end_date', 'factor_id',
                'upsidecapture_ret_6m', 'downsidecapture_ret_6m', 'upsidecapture_ratio_6m', 'downsidecapture_ratio_6m',
                'alpha_6m', 'winrate_6m', 'beta_6m', 'info_ratio_6m', 'tracking_error_6m', 'jensen_6m',
                'upsidecapture_ret_1y', 'downsidecapture_ret_1y', 'upsidecapture_ratio_1y', 'downsidecapture_ratio_1y',
                'alpha_1y', 'winrate_1y', 'beta_1y', 'info_ratio_1y', 'tracking_error_1y', 'jensen_1y',
                'upsidecapture_ret_2y', 'downsidecapture_ret_2y', 'upsidecapture_ratio_2y', 'downsidecapture_ratio_2y',
                'alpha_2y', 'winrate_2y', 'beta_2y', 'info_ratio_2y', 'tracking_error_2y', 'jensen_2y',
                'upsidecapture_ret_3y', 'downsidecapture_ret_3y', 'upsidecapture_ratio_3y', 'downsidecapture_ratio_3y',
                'alpha_3y', 'winrate_3y', 'beta_3y', 'info_ratio_3y', 'tracking_error_3y', 'jensen_3y',
                'upsidecapture_ret_4y', 'downsidecapture_ret_4y', 'upsidecapture_ratio_4y', 'downsidecapture_ratio_4y',
                'alpha_4y', 'winrate_4y', 'beta_4y', 'info_ratio_4y', 'tracking_error_4y', 'jensen_4y',
                'upsidecapture_ret_5y', 'downsidecapture_ret_5y', 'upsidecapture_ratio_5y', 'downsidecapture_ratio_5y',
                'alpha_5y', 'winrate_5y', 'beta_5y', 'info_ratio_5y', 'tracking_error_5y', 'jensen_5y',
                'upsidecapture_ret_10y', 'downsidecapture_ret_10y', 'upsidecapture_ratio_10y', 'downsidecapture_ratio_10y',
                'alpha_10y', 'winrate_10y', 'beta_10y', 'info_ratio_10y', 'tracking_error_10y', 'jensen_10y',
                'upsidecapture_ret_ytd', 'downsidecapture_ret_ytd', 'upsidecapture_ratio_ytd', 'downsidecapture_ratio_ytd',
                'alpha_ytd', 'winrate_ytd', 'beta_ytd', 'info_ratio_ytd', 'tracking_error_ytd', 'jensen_ytd',
                'upsidecapture_ret_incep', 'downsidecapture_ret_incep', 'upsidecapture_ratio_incep', 'downsidecapture_ratio_incep',
                'alpha_incep', 'winrate_incep', 'beta_incep', 'info_ratio_incep', 'tracking_error_incep', 'jensen_incep'],
			   [SYMBOL, INT, INT, MONTH, SYMBOL,
				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, DOUBLE, DOUBLE, DOUBLE, 
				DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE] );
}

/*
 *  建表 xxx_performance_weekly
 */
def create_entity_performance_weekly(is_id_integer=false) {

    return table(1000:0,
               ['entity_id', 'year_week', 'end_year', 'week_of_year', 'price_date', 'cumulative_nav', 'ret_1w'],
               [iif(is_id_integer, INT, SYMBOL), STRING, STRING, SHORT, DATE, DOUBLE, DOUBLE]);
	
}

/*
 *  建表 xxx_latest_performance
 */
def create_entity_latest_performance(is_id_integer=false) {

    return table(1000:0,
               ['entity_id', 'end_date', 'price_date', 'pre_price_date', 'nav', 'cumulative_nav',
                'net_value_change', 'ret_1d', 'ret_1w', 'ret_1m', 'ret_3m', 'ret_6m',
                'ret_1y', 'ret_2y', 'ret_3y', 'ret_4y', 'ret_5y', 'ret_10y', 'ret_ytd', 'ret_incep', 'ret_incep_a', 'ret_incep_a_all', 'ret_incep_a_gips',
                'maxdrawdown_1m', 'maxdrawdown_3m', 'maxdrawdown_1y', 'maxdrawdown_incep', 'calmarratio_incep',
                'ret_1y_a', 'ret_2y_a', 'ret_3y_a', 'ret_4y_a', 'ret_5y_a', 'ret_10y_a'],
               [iif(is_id_integer, INT, SYMBOL), STRING, DATE, DATE, 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 xxx_index_coe
 * 
 */
def create_entity_index_coe(is_id_integer=false) {

	return table(1000:0,
	            ['entity_id', 'end_date', 'index_id',
	             'coe_1y', 'coe_3y', 'coe_5y', //'info_ratio_1y', 'info_ratio_3y', 'info_ratio_5y',
	             't_value_1y', 't_value_3y', 't_value_5y', 'beta_1y', 'beta_3y', 'beta_5y'],
	            [iif(is_id_integer, INT, SYMBOL), MONTH, SYMBOL,
	             DOUBLE, DOUBLE, DOUBLE, //DOUBLE, DOUBLE, DOUBLE,
	             DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE]);
}


/*
 *   建表 xxx_index_coe
 * 
 */
def create_mc_index_coe(is_id_integer=false) {

	return table(1000:0,
	            ['entity_id', 'curve_type', 'strategy', 'end_date', 'index_id',
	             'coe_1y', 'coe_3y', 'coe_5y', //'info_ratio_1y', 'info_ratio_3y', 'info_ratio_5y',
	             't_value_1y', 't_value_3y', 't_value_5y', 'beta_1y', 'beta_3y', 'beta_5y'],
	            [SYMBOL, INT, INT, MONTH, SYMBOL,
	             DOUBLE, DOUBLE, DOUBLE, //DOUBLE, DOUBLE, DOUBLE,
	             DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE]);
}


/*
 *   建表 xxx_factor_bfi_max_r2
 * 
 */
def create_entity_bfi_max_r2(is_id_integer=false) {

	return table(1000:0,
	            ['entity_id', 'end_date', 'factor_id', 'coe', 'r2', 'performance_flag', 'rz_portrait'],
	            [iif(is_id_integer, INT, SYMBOL), MONTH, SYMBOL, DOUBLE, DOUBLE, STRING, STRING]);
}


/*
 *   建表 xxx_factor_bfi
 * 
 */
def create_entity_factor_bfi(is_id_integer=false) {

		return table(1000:0,
	            ['entity_id', 'end_date', 'factor_id',
	             'coe', 'r2', 'performance_flag', 't_value_1y', 'beta_1y'],
	            [iif(is_id_integer, INT, SYMBOL), MONTH, SYMBOL,
	             DOUBLE, DOUBLE, STRING, DOUBLE, DOUBLE]);
}

/*
 *   建基金经理/公司 bfi连接表 xxx_factor_bfi
 * 
 */
def create_mc_factor_bfi(is_id_integer=false) {

		return table(1000:0,
	            ['entity_id', 'curve_type', 'strategy', 'end_date', 'factor_id',
	             'coe', 'r2', 'performance_flag', 't_value_1y', 'beta_1y'],
	            [SYMBOL, INT, INT, MONTH, SYMBOL,
	             DOUBLE, DOUBLE, STRING, DOUBLE, DOUBLE]);
}

/*
 *   建表 XXXX_indicator_ranking
 */
def create_entity_indicator_ranking(is_id_integer=false) {

    return table(1000:0, 
                ['entity_id', 'end_date', 'category_id', 'indicator_id',
                 'indicator_1m', 'absrank_1m', 'perrank_1m', 'indicator_3m', 'absrank_3m', 'perrank_3m', 
                 'indicator_6m', 'absrank_6m', 'perrank_6m', 'indicator_1y', 'absrank_1y', 'perrank_1y', 
                 'indicator_2y', 'absrank_2y', 'perrank_2y', 'indicator_3y', 'absrank_3y', 'perrank_3y', 
                 'indicator_5y', 'absrank_5y', 'perrank_5y', 
                 'indicator_10y', 'absrank_10y', 'perrank_10y', 'indicator_ytd', 'absrank_ytd', 'perrank_ytd'],
                [iif(is_id_integer, INT, SYMBOL), STRING, SYMBOL, INT,
                 DOUBLE, INT, INT, DOUBLE, INT, INT,
                 DOUBLE, INT, INT, DOUBLE, INT, INT,
                 DOUBLE, INT, INT, DOUBLE, INT, INT,
                 DOUBLE, INT, INT,
                 DOUBLE, INT, INT, DOUBLE, INT, INT]);
}

/*
 *   建表 XXXX_indicator_ranking_num， raise_type 没有用
 */
def create_entity_indicator_ranking_num() {

    return table(1000:0, 
                ['end_date', 'category_id', 'raise_type', 'indicator_id',
                 'avg_1m', 'avg_1m_cnt', 'perrank_percent_5_1m', 'perrank_percent_10_1m', 'perrank_percent_25_1m', 'perrank_percent_50_1m',
                 'perrank_percent_75_1m', 'perrank_percent_90_1m', 'perrank_percent_95_1m', 'best_1m', 'worst_1m',
                 'avg_3m', 'avg_3m_cnt', 'perrank_percent_5_3m', 'perrank_percent_10_3m', 'perrank_percent_25_3m', 'perrank_percent_50_3m',
                 'perrank_percent_75_3m', 'perrank_percent_90_3m', 'perrank_percent_95_3m', 'best_3m', 'worst_3m',
                 'avg_6m', 'avg_6m_cnt', 'perrank_percent_5_6m', 'perrank_percent_10_6m', 'perrank_percent_25_6m', 'perrank_percent_50_6m',
                 'perrank_percent_75_6m', 'perrank_percent_90_6m', 'perrank_percent_95_6m', 'best_6m', 'worst_6m',
                 'avg_1y', 'avg_1y_cnt', 'perrank_percent_5_1y', 'perrank_percent_10_1y', 'perrank_percent_25_1y', 'perrank_percent_50_1y',
                 'perrank_percent_75_1y', 'perrank_percent_90_1y', 'perrank_percent_95_1y', 'best_1y', 'worst_1y',
                 'avg_2y', 'avg_2y_cnt', 'perrank_percent_5_2y', 'perrank_percent_10_2y', 'perrank_percent_25_2y', 'perrank_percent_50_2y',
                 'perrank_percent_75_2y', 'perrank_percent_90_2y', 'perrank_percent_95_2y', 'best_2y', 'worst_2y',
                 'avg_3y', 'avg_3y_cnt', 'perrank_percent_5_3y', 'perrank_percent_10_3y', 'perrank_percent_25_3y', 'perrank_percent_50_3y',
                 'perrank_percent_75_3y', 'perrank_percent_90_3y', 'perrank_percent_95_3y', 'best_3y', 'worst_3y',
                 'avg_5y', 'avg_5y_cnt', 'perrank_percent_5_5y', 'perrank_percent_10_5y', 'perrank_percent_25_5y', 'perrank_percent_50_5y',
                 'perrank_percent_75_5y', 'perrank_percent_90_5y', 'perrank_percent_95_5y', 'best_5y', 'worst_5y',
                 'avg_10y', 'avg_10y_cnt', 'perrank_percent_5_10y', 'perrank_percent_10_10y', 'perrank_percent_25_10y', 'perrank_percent_50_10y',
                 'perrank_percent_75_10y', 'perrank_percent_90_10y', 'perrank_percent_95_10y', 'best_10y', 'worst_10y',
                 'avg_ytd', 'avg_ytd_cnt', 'perrank_percent_5_ytd', 'perrank_percent_10_ytd', 'perrank_percent_25_ytd', 'perrank_percent_50_ytd',
                 'perrank_percent_75_ytd', 'perrank_percent_90_ytd', 'perrank_percent_95_ytd', 'best_ytd', 'worst_ytd'],
                [STRING, SYMBOL, INT, INT,
                 DOUBLE, INT, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, INT, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, INT, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, INT, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, INT, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, INT, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, INT, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, INT, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE,
                 DOUBLE, INT, 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, id_col_name) {

    tb_mysql.rename!('entity_id', id_col_name);

    // 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);
}

/*
 *   按照 XXX_performance 表结构准备数据记录
 * 
 *   @param entity_info <TABLE>: [COLUMNS] entity_id, end_date (用于筛掉不必要的老记录), [curve_type, strategy]
 *   @param indicators <DICT>: 指标类型-区间：数据表
 *   @param entity_performance <TABLE>: 被更新的数据表
 *   @param extra_keys <VECTOR>: 只有基金经理和公司会用到，对应 [curve_type, strategy]
 * 
 *   TODO: price_date is NULL for some records
 */
def generate_entity_performance(entity_info, indicators, isToMySQL, mutable entity_performance, extra_keys=[]) {

    t = null;

    if(extra_keys.isNothing() || extra_keys.isVoid()) v_extra_keys = array(STRING);
    else v_extra_keys = extra_keys;

    if(isToMySQL) {

       if(indicators['PBI-3M'].isVoid() || indicators['PBI-3M'].size() == 0) return;

        t = sql(select =(sqlCol('entity_id'),
         				 sqlCol(extra_keys.join('end_date')),
        				 sqlCol('price_date'), 
                         sqlCol(['nav', 'ret', 'ret', 'trailing_ret', 'trailing_ret_a'], , ['cumulative_nav', 'ret_1m', 'ret_1m_a', 'ret_3m', 'ret_3m_a'])
                        ),
        		from = ej(indicators['PBI-3M'] AS a, entity_info AS fi, ['entity_id'].join(v_extra_keys)),
        		where = < end_date >= fi_price_date.month()> // 过滤掉不必更新的旧记录, 这里用系统字段的别名 fi_price_date 有点脏，但目前没办法
        	   ).eval();
        	

        v_trailing = ['6m', '1y', '2y', '3y', '4y', '5y', '10y', 'ytd', 'incep'];
        for(tr in v_trailing) {

			col_name = 'ret_' + tr;
			col_a_name = 'ret_' + tr + '_a';

			t.addColumn([col_name, col_a_name], [DOUBLE, DOUBLE]);

			if(!indicators['PBI-'+tr.upper()].isVoid()) {

				sqlUpdate(table = t,
				          updates = [<trailing_ret as _$col_name>, <trailing_ret_a as _$col_a_name>],
				          from = <ej(t, indicators['PBI-'+tr.upper()], ['entity_id'].join(v_extra_keys).join(['end_date']))>
						 ).eval();
			}
	    }

        INSERT INTO entity_performance SELECT * FROM t;

    } else {
        
    }
}


/*
 *   按照 XXX_risk_stats 表结构准备数据记录
 * 
 * 
 */
def generate_entity_risk_stats(entity_info, indicators, isToMySQL, mutable entity_risk_stats, extra_keys=[]) {

    t = null;

    if(extra_keys.isNothing() || extra_keys.isVoid()) v_extra_keys = array(STRING);
    else v_extra_keys = extra_keys;

	if(indicators['PBI-6M'].isVoid() || indicators['PBI-6M'].size() == 0) return;

    if(isToMySQL) {

        t = sql(select =(sqlCol('entity_id'),
         				 sqlCol(extra_keys.join('end_date')),
                         sqlCol(['std_dev_a', 'ds_dev_a', 'alpha_a', 'winrate', 'beta', 'skewness', 'kurtosis', 'wrst_month', 'drawdown'],
                         , ['stddev_6m', 'downsidedev_6m', 'alpha_6m', 'winrate_6m', 'beta_6m', 'skewness_6m', 'kurtosis_6m', 'worstmonth_6m', 'maxdrawdown_6m'])
                        ),
        		from = ej(indicators['PBI-6M'] AS a, entity_info AS fi, ['entity_id'].join(v_extra_keys)),
        		where = < end_date >= fi_price_date.month()> // 过滤掉不必更新的旧记录
        	   ).eval();


        v_trailing = ['1y', '2y', '3y', '4y', '5y', '10y', 'ytd', 'incep'];
        for(tr in v_trailing) {

			col_std_dev = 'stddev_' + tr;
			col_ds_dev = 'downsidedev_' + tr;
			col_alpha = 'alpha_' + tr;
			col_winrate = 'winrate_' + tr;
			col_beta = 'beta_' + tr;
			col_skewness = 'skewness_' + tr;
			col_kurtosis = 'kurtosis_' + tr;
			col_wrst_month = 'worstmonth_' + tr;
			col_drawdown = 'maxdrawdown_' + tr;

			t.addColumn([col_std_dev, col_ds_dev, col_alpha, col_winrate, col_beta, col_skewness, col_kurtosis, col_wrst_month, col_drawdown],
						[DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE]);

			if(!indicators['PBI-'+tr.upper()].isVoid()) {

				sqlUpdate(table = t,
				          updates = [<std_dev_a as _$col_std_dev>, <ds_dev_a as _$col_ds_dev>, <alpha_a as _$col_alpha>,
				                     <winrate as _$col_winrate>, <beta as _$col_beta>, <skewness as _$col_skewness>,
				                     <kurtosis as _$col_kurtosis>, <wrst_month as _$col_wrst_month>, <drawdown as _$col_drawdown>],
				          from = <ej(t, indicators['PBI-'+tr.upper()], ['entity_id'].join(v_extra_keys).join(['end_date']))>
						 ).eval();
			}
	    }
        
        INSERT INTO entity_risk_stats SELECT * FROM t;

    } else {
        
    }
}

/*
 *   按照 XXX_riskadjret_stats 表结构准备数据记录
 * 
 * 
 */
def generate_entity_riskadjret_stats(entity_info, indicators, isToMySQL, mutable entity_riskadjret_stats, extra_keys=[]) {

    t = null;

    if(extra_keys.isNothing() || extra_keys.isVoid()) v_extra_keys = array(STRING);
    else v_extra_keys = extra_keys;

   if(indicators['PBI-6M'].isVoid() || indicators['PBI-6M'].size() == 0) return;

    if(isToMySQL) {

        t = sql(select =(sqlCol('entity_id'),
         				 sqlCol(extra_keys.join('end_date')),
                         sqlCol(['sharpe_a', 'sortino_a', 'treynor', 'jensen_a', 'calmar', 'omega', 'kappa'],
                         , ['sharperatio_6m', 'sortinoratio_6m', 'treynorratio_6m', 'jensen_6m', 'calmarratio_6m', 'omegaratio_6m', 'kapparatio_6m'])
                        ),
        		from = ej(indicators['PBI-6M'] AS a, entity_info AS fi, ['entity_id'].join(v_extra_keys)),
        		where = < end_date >= fi_price_date.month()> // 过滤掉不必更新的旧记录
        	   ).eval();
        	   
        v_trailing = ['1y', '2y', '3y', '4y', '5y', '10y', 'ytd', 'incep'];
        for(tr in v_trailing) {

			col_sharpe = 'sharperatio_' + tr;
			col_sortino = 'sortinoratio_' + tr;
			col_treynor = 'treynorratio_' + tr;
			col_jensen = 'jensen_' + tr;
			col_calmar = 'calmarratio_' + tr;
			col_omega = 'omegaratio_' + tr;
			col_kappa = 'kapparatio_' + tr;

			t.addColumn([col_sharpe, col_sortino, col_treynor, col_jensen, col_calmar, col_omega, col_kappa],
						[DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE, DOUBLE]);

			if(!indicators['PBI-'+tr.upper()].isVoid()) {
				sqlUpdate(table = t,
				          updates = [<sharpe_a as _$col_sharpe>, <sortino_a as _$col_sortino>, <treynor as _$col_treynor>,
				                     <jensen_a as _$col_jensen>, <calmar as _$col_calmar>, <omega as _$col_omega>,
				                     <kappa as _$col_kappa>],
				          from = <ej(t, indicators['PBI-'+tr.upper()], ['entity_id'].join(v_extra_keys).join(['end_date']))>
						 ).eval();
				
			}
	    }
        
        INSERT INTO entity_riskadjret_stats SELECT * FROM t;

    } else {
        
    }
}

/*
 *   按照 XXX_indicator 表结构准备数据记录
 * 
 * 
 */
def generate_entity_indicator(entity_info, indicators, isToMySQL, mutable entity_indicator, extra_keys=[]) {

    t = null;

    if(extra_keys.isNothing() || extra_keys.isVoid()) v_extra_keys = array(STRING);
    else v_extra_keys = extra_keys;

   if(indicators['PBI-6M'].isVoid() || indicators['PBI-6M'].size() == 0) return;

    if(isToMySQL) {

        t = sql(select =(sqlCol('entity_id'),
         				 sqlCol(extra_keys.join('end_date')),
                         sqlCol(['info_a', 'm2_a', 'track_error_a'],
                         , ['info_ratio_6m', 'm2_6m', 'tracking_error_6m'])
                        ),
        		from = ej(indicators['PBI-6M'] AS a, entity_info AS fi, ['entity_id'].join(v_extra_keys)),
        		where = < end_date >= fi_price_date.month()> // 过滤掉不必更新的旧记录
        	   ).eval();
        	   
        v_trailing = ['1y', '2y', '3y', '4y', '5y', '10y', 'ytd', 'incep'];
        for(tr in v_trailing) {

			col_info = 'info_ratio_' + tr;
			col_m2 = 'm2_' + tr;
			col_track_error = 'tracking_error_' + tr;
			col_var = 'var_' + tr;
			col_cvar = 'cvar_' + tr;

			t.addColumn([col_info, col_m2, col_track_error],
						[DOUBLE, DOUBLE, DOUBLE]);

			if(tr != 'ytd') // YTD 没有 VAR, CVAR
				t.addColumn([col_var, col_cvar], [DOUBLE, DOUBLE]);

			if(!indicators['PBI-'+tr.upper()].isVoid()) {

				sqlUpdate(table = t,
				          updates = iif(tr != 'ytd', [<info_a as _$col_info>, <m2_a as _$col_m2>, <track_error_a as _$col_track_error>,
				          			 <var as _$col_var>, <cvar as _$col_cvar>], [<info_a as _$col_info>, <m2_a as _$col_m2>, <track_error_a as _$col_track_error>]),
				          from = <ej(t, indicators['PBI-'+tr.upper()], ['entity_id'].join(v_extra_keys).join(['end_date']))>
						 ).eval();
			}
	    }
        // var, cvar 只有2年及更长时间才计算
        t.dropColumns!(['var_1y', 'cvar_1y']);
        INSERT INTO entity_indicator SELECT * FROM t;

    } else {
        
    }
}

/*
 *   按照 XXX_style_stats 表结构准备数据记录
 * 
 * 
 */
def generate_entity_style_stats(entity_info, indicators, isToMySQL, mutable entity_style_stats, extra_keys=[]) {

    t = null;

    if(extra_keys.isNothing() || extra_keys.isVoid()) v_extra_keys = array(STRING);
    else v_extra_keys = extra_keys;

   if(indicators['PBI-6M'].isVoid() || indicators['PBI-6M'].size() == 0) return;

    if(isToMySQL) {

        t = sql(select =(sqlCol('entity_id'),
         				 sqlCol(extra_keys.join('end_date')),
                         sqlCol(['upside_capture_ret', 'downside_capture_ret', 'upside_capture_ratio', 'downside_capture_ratio'],
                         , ['upsidecapture_ret_6m', 'downsidecapture_ret_6m', 'upsidecapture_ratio_6m', 'downsidecapture_ratio_6m'])
                        ),
        		from = ej(indicators['PBI-6M'] AS a, entity_info AS fi, ['entity_id'].join(v_extra_keys)),
        		where = < end_date >= fi_price_date.month()> // 过滤掉不必更新的旧记录
        	   ).eval();
        	   
        v_trailing = ['1y', '2y', '3y', '4y', '5y', '10y', 'ytd', 'incep'];
        for(tr in v_trailing) {

			col_upside_capture_ret = 'upsidecapture_ret_' + tr;
			col_downside_capture_ret = 'downsidecapture_ret_' + tr;
			col_upside_capture_ratio = 'upsidecapture_ratio_' + tr;
			col_downside_capture_ratio = 'downsidecapture_ratio_' + tr;

			t.addColumn([col_upside_capture_ret, col_downside_capture_ret, col_upside_capture_ratio, col_downside_capture_ratio],
						[DOUBLE, DOUBLE, DOUBLE, DOUBLE]);

			if(!indicators['PBI-'+tr.upper()].isVoid()) {

				sqlUpdate(table = t,
				          updates = [<upside_capture_ret as _$col_upside_capture_ret>, <downside_capture_ret as _$col_downside_capture_ret>,
				                     <upside_capture_ratio as _$col_upside_capture_ratio>, <downside_capture_ratio as _$col_downside_capture_ratio>],
				          from = <ej(t, indicators['PBI-'+tr.upper()], ['entity_id'].join(v_extra_keys).join(['end_date']))>
						 ).eval();
			}
	    }

        INSERT INTO entity_style_stats SELECT * FROM t;

    } else {
        
    }
}


/*
 *   按照 XXX_bfi_bm_indicator 表结构准备数据记录
 * 
 *   TODO: why we need isToMySQL here?
 *         其它的指标恐怕也要按这个改，因为私募可能会有近6月没有数据但近2年之类的周期有数据的情况！
 */
def generate_entity_bfi_indicator(entity_info, indicators, isToMySQL, mutable entity_bfi_indicator, extra_keys=[]) {

    t = null;

    if(extra_keys.isNothing() || extra_keys.isVoid()) v_extra_keys = array(STRING);
    else v_extra_keys = extra_keys;

	v_cols_from = ['upside_capture_ret', 'downside_capture_ret', 'upside_capture_ratio', 'downside_capture_ratio', 'alpha_a', 'winrate', 'beta', 'info_a', 'track_error_a', 'jensen_a'];
	v_cols_to = ['upsidecapture_ret', 'downsidecapture_ret', 'upsidecapture_ratio', 'downsidecapture_ratio', 'alpha', 'winrate', 'beta', 'info_ratio', 'tracking_error', 'jensen'];
	v_cols_useless = ['track_error', 'info', 'alpha', 'treynor', 'jensen', 'm2', 'm2_a']; // 标准指标中不被当前表覆盖的数据点

	v_join_key = ['entity_id', 'benchmark_id', 'end_date'].join(v_extra_keys);

    if(isToMySQL) {

		t = lj(
				lj(
					lj(
						lj(
							lj(
								lj(
									lj(
										lj(
											lj(entity_info,
											   indicators['BFI-6M'] AS t_6m, v_join_key).dropColumns!(v_cols_useless),
											indicators['BFI-1Y'] AS t_1y, v_join_key).dropColumns!(v_cols_useless),
										indicators['BFI-2Y'] AS t_2y, v_join_key).dropColumns!(v_cols_useless),
									indicators['BFI-3Y'] AS t_3y, v_join_key).dropColumns!(v_cols_useless),
								indicators['BFI-4Y'] AS t_4y, v_join_key).dropColumns!(v_cols_useless),
							indicators['BFI-5Y'] AS t_5y, v_join_key).dropColumns!(v_cols_useless),
						indicators['BFI-10Y'] AS t_10y, v_join_key).dropColumns!(v_cols_useless),
					indicators['BFI-YTD'] AS t_ytd, v_join_key).dropColumns!(v_cols_useless),
				indicators['BFI-INCEP'] AS t_incep, v_join_key).dropColumns!(v_cols_useless);
				
		t.rename!(v_cols_from, v_cols_to + '_6m');
		t.rename!('t_1y_' + v_cols_from, v_cols_to + '_1y');
		t.rename!('t_2y_' + v_cols_from, v_cols_to + '_2y');
		t.rename!('t_3y_' + v_cols_from, v_cols_to + '_3y');
		t.rename!('t_4y_' + v_cols_from, v_cols_to + '_4y');
		t.rename!('t_5y_' + v_cols_from, v_cols_to + '_5y');
		t.rename!('t_10y_' + v_cols_from, v_cols_to + '_10y');
		t.rename!('t_ytd_' + v_cols_from, v_cols_to + '_ytd');
		t.rename!('t_incep_' + v_cols_from, v_cols_to + '_incep');
		t.dropColumns!(['inception_date', 'ini_value']).rename!('benchmark_id', 'factor_id');

        entity_bfi_indicator.tableInsert(t.reorderColumns!(entity_bfi_indicator.colNames()));

    } else {
        
    }
}

/*
 *   按照 XXX_performance_weekly 表结构准备数据记录
 * 
 * 
 */
def generate_entity_performance_weekly(entity_info, ret_w, isToMySQL, mutable entity_performance_weekly) {

    t = null;

   if(ret_w.isVoid() || ret_w.size() == 0) return;

    if(isToMySQL) {

        t = SELECT entity_id, year_week, year_week.left(4)$INT AS end_year, year_week.right(2)$INT AS week_of_year, price_date,
                   cumulative_nav, ret_1w
            FROM ret_w r
            INNER JOIN entity_info fi ON r.entity_id = fi.entity_id
            WHERE r.price_date >= fi.price_date; // 过滤掉不必更新的旧记录
        
        INSERT INTO entity_performance_weekly SELECT * FROM t;

    } else {
        
    }
}

/*
 *   按照 XXX_latest_performance 表结构准备数据记录
 * 
 * 
 */
def generate_entity_latest_performance(entity_info, perf_latest, isToMySQL, mutable entity_latest_performance) {

    t = null;

   if(perf_latest.isVoid() || perf_latest.size() == 0) return;

    if(isToMySQL) {

        t = SELECT r.*
            FROM perf_latest r
            INNER JOIN entity_info fi ON r.entity_id = fi.entity_id
            WHERE r.price_date >= fi.price_date; // 过滤掉不必更新的旧记录
        
        INSERT INTO entity_latest_performance SELECT * FROM t;

    } else {
        
    }
}