DolphinDB/modules/CalculationJobs.dos

module fundit::CalculationJobs
// login(`admin, `123456);
// clearCachedModules();

use fundit::task_fundPerformance;
use fundit::task_portfolioPerformance;
use fundit::task_monthlyPerformance;
use fundit::task_weeklyPerformance;

/* 
 *  定时任务
 *  
 *  TODO: 需要使此脚本每次自动加载
 *  
 * 查询任务运行； getRecentJobs()；
 * 查询任务列表：getScheduledJobs('weekly_%');
 * 删除任务：deleteScheduledJob('monthly_manager_nav');
 * 取消任务：cancelJob('daily_portfolio_performance20250120');
 * 
 * 任务全删除（用于重新Load本文件):
 *  v_jobId = EXEC jobId from getScheduledJobs('daily_%').append!(getScheduledJobs('weekly_%')).append!(getScheduledJobs('monthly_%'));
 *  for(jobId in v_jobId) deleteScheduledJob(jobId);
 *  
 *  
 */


/* -------------  DAILY JOBS ---------------------------*/

// nav sync
scheduleJob('daily_nav_sync', "Sync NAV for fund and index", GetEntityNavTask{now().temporalAdd(-3d)}, 20:00m, today(), today()+30, 'D');

// index and factor calculations go first
scheduleJob('daily_market_index_performance', "Market Index return and indicator calculation", calFundPerformanceTask{'MI', now().temporalAdd(-3d)}, 22:00m, today(), today()+30, 'D');
scheduleJob('daily_fundit_index_performance', "FundIT Index return and indicator calculation", calFundPerformanceTask{'FI', now().temporalAdd(-3d)}, 22:00m, today(), today()+30, 'D');
scheduleJob('daily_factor_performance', "Factor nav, return and indicator calculation", CalFactorPerformanceTask{now().temporalAdd(-3d)}, 23:00m, today(), today()+30, 'D');

// standard return and indicator calculation
scheduleJob('daily_mutual_fund_performance', "Mutual fund return and indicator calculation", calFundPerformanceTask{'MF', now().temporalAdd(-3d)}, 00:00m, today(), today()+30, 'D');
scheduleJob('daily_hedge_fund_performance', "Hedge fund return and indicator calculation", calFundPerformanceTask{'HF', now().temporalAdd(-3d)}, 00:30m, today(), today()+30, 'D');
scheduleJob('daily_portfolio_performance', "Portfolio nav, return and indicator calculation", CalPortfolioPerformanceTask{now().temporalAdd(-3d)}, 01:00m, today(), today()+30, 'D');


/* -------------  WEEKLY JOBS ---------------------------*/

// RBSA calculation 
scheduleJob('weekly_fund_rbsa', "Fund RBSA calculation", CalEntityRBSATask{'MF', NULL, now().temporalAdd(-7d)}, 07:00m, today(), today()+30, 'W', [6, 0]);
scheduleJob('weekly_portfolio_rbsa', "Portfolio RBSA calculation", CalEntityRBSATask{'PF', NULL, now().temporalAdd(-7d)}, 07:30m, today(), today()+30, 'W', [6, 0]);

// Category Average index weekly NAV
scheduleJob('weekly_category_avg_nav', "Category Average NAV calculation", CalCategoryAverageNavTask{now().temporalAdd(-7d)}, 08:00m, today(), today()+30, 'W', [6, 0]);

// manager & company nav
scheduleJob('weekly_manager_nav', "Manager NAV calculation", CalMCWeeklyNavTask{'PL', now().temporalAdd(-7d)}, 08:30m, today(), today()+30, 'W', [6, 0]);
scheduleJob('weekly_company_nav', "Company NAV calculation", CalMCWeeklyNavTask{'CO', now().temporalAdd(-7d)}, 09:00m, today(), today()+30, 'W', [6, 0]);


// BFI MATCHING HERE
scheduleJob('weekly_fund_bfi_matching', "Fund bfi matching", MatchEntityBFITask{'MF', now().temporalAdd(-3d)}, 01:30m, today(), today()+30, 'W', [6, 0]);
scheduleJob('weekly_portfolio_bfi_matching', "Portfolio bfi matching", MatchEntityBFITask{'PF', now().temporalAdd(-3d)}, 06:00m, today(), today()+30, 'W', [6, 0]);

// BFI indicator calculation
scheduleJob('weekly_fund_bfi_indicator', "Fund BFI indicator calculation", calEntityBfiIndicatorTask{'MF', now().temporalAdd(-3d)}, 07:00m, today(), today()+30, 'W', [6, 0]);
scheduleJob('weekly_portfolio_bfi_indicator', "Portfolio BFI indicator calculation", calEntityBfiIndicatorTask{'PF', now().temporalAdd(-3d)}, 08:00m, today(), today()+30, 'W', [6, 0]);

/* -------------  MONTHLY JOBS ---------------------------*/

// manager & company nav
scheduleJob('monthly_manager_nav', "Manager NAV calculation", CalMCMonthlyNavTask{'PL', now().temporalAdd(-1m).temporalAdd(-2d)}, 18:00m, today(), today()+30, 'M', [2, 3]);
scheduleJob('monthly_company_nav', "Company NAV calculation", CalMCMonthlyNavTask{'CO', now().temporalAdd(-1m).temporalAdd(-2d)}, 20:00m, today(), today()+30, 'M', [2, 3]);

// manager & company indicator
scheduleJob('monthly_manager_indicator', "Manager indicator calculation", CalMCIndicatorTask{'PL', now().temporalAdd(-1m).temporalAdd(-2d)}, 22:00m, today(), today()+30, 'M', [2, 3]);
scheduleJob('monthly_company_indicator', "Company indicator calculation", CalMCIndicatorTask{'CO', now().temporalAdd(-1m).temporalAdd(-2d)}, 23:00m, today(), today()+30, 'M', [2, 3]);

// manager BFI matching
scheduleJob('monthly_manager_bfi_matching', "Manager bfi matching", MatchManagerBFITask{now().temporalAdd(-1m).temporalAdd(-2d)}, 00:00m, today(), today()+30, 'M', [3, 4]);

// manager BFI indicator
scheduleJob('monthly_manager_bfi_indicator', "Manager bfi indicator calculation", CalManagerBfiIndicatorTask{now().temporalAdd(-1m).temporalAdd(-2d)}, 02:00m, today(), today()+30, 'M', [3, 4]);

// manager & company rankings
scheduleJob('monthly_company_ranking', "Company PBI ranking calculation", CalEntityRankingTask{'CO', now().temporalAdd(-1m).month(), true}, 03:00m, today(), today()+30, 'M', [3, 4]);
scheduleJob('monthly_manager_ranking', "Manager PBI ranking calculation", CalEntityRankingTask{'PL', now().temporalAdd(-1m).month(), true}, 04:00m, today(), today()+30, 'M', [3, 4]);

// manager bfi ranking
scheduleJob('monthly_manager_bfi_ranking', "Manager BFI ranking calculation", CalEntityBfiRankingTask{'PL', now().temporalAdd(-1m).month(), true}, 06:00m, today(), today()+30, 'M', [3, 4]);


// fund rankings
scheduleJob('monthly_fund_ranking', "Fund PBI ranking calculation", CalEntityRankingTask{'MF', now().temporalAdd(-1m).month(), true}, 19:00m, today(), today()+30, 'M', [5, 6]);
scheduleJob('monthly_fund_bfi_ranking', "Fund BFI ranking calculation", CalEntityBfiRankingTask{'MF', now().temporalAdd(-1m).month(), true}, 20:00m, today(), today()+30, 'M', [5, 6]);

// portfolio rankings (strategy, substrategy, bfi included)
scheduleJob('monthly_portfolio_ranking', "Portfolio ranking calculation", CalRelativeRankingTask{'PF', NULL, now().temporalAdd(-1m).month(), true}, 21:00m, today(), today()+30, 'M', [5, 6]);