DolphinDB/modules/task_portfolioPerformance.dos

module fundit::task_portfolioPerformance

use fundit::dataPuller;
use fundit::dataSaver;
use fundit::navCalculator;


/*
 *   多个组合计算全历史净值
 * 
 *   Example：calPortfolioNAV([143109, 145041]);
 */
def calPortfolioNAV(portfolio_ids) {

    very_old_date = '1900-01-01';

    port_info = get_portfolio_list_by_fund_nav_updatetime(portfolio_ids, very_old_date, true);
    
    tb_ret = fundit::navCalculator::cal_portfolio_nav(port_info);

	
}

/*
 *   [定时任务]批量计算组合净值
 * 
 * 
 *   Example: calPortfolioPerformance(2024.10.28);
 */
def calPortfolioPerformance(date) {

    rt = '';
    // 2.5 min
    tb_cal_ports = get_portfolio_list_by_fund_nav_updatetime(NULL, date, true);

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

    // 分批跑
    i = 0;
    batch_size = 1000;
    tb_portfolio_nav = fundit::dataSaver::create_entity_nav();

    all_portfolio_id = EXEC DISTINCT portfolio_id FROM tb_cal_ports;

    do {

        portfolio_info = SELECT * FROM tb_cal_ports
                         WHERE portfolio_id IN all_portfolio_id[i : min(all_portfolio_id.size(), i+batch_size)];

        if(portfolio_info.isVoid() || portfolio_info.size() == 0) break;

        // 30 sec
        tb_ret = fundit::navCalculator::cal_portfolio_nav(portfolio_info);

        INSERT INTO tb_portfolio_nav SELECT portfolio_id$STRING, price_date, nav FROM tb_ret;

        i += batch_size;

    } while (i <= tb_cal_ports.size());


    if(! tb_portfolio_nav.isVoid() && tb_portfolio_nav.size() > 0) {

        // save data to MySQL  (12 sec)
        try {

            tb_portfolio_nav.rename!('entity_id', 'portfolio_id');
            save_and_sync(tb_portfolio_nav, 'raw_db.pf_portfolio_nav', 'raw_db.pf_portfolio_nav');

        } catch(ex) {

            //TODO: Log errors
            rt = ex;
        }
    }
}