Home Explore Help
Register Sign In
FundIt
/
DolphinDB
5
0
Fork 0
Files Issues 0 Pull Requests 0 Wiki
Tree: feba9c4cdf
Branches Tags
DolphinDB
/
codes
/
CalculationJobs.dos

CalculationJobs.dos 3.1 KB
History Raw

1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253 
  1. login(`admin, `123456);
    2. 

  2. 

  3. use fundit::task_fundPerformance;
    4. 

  4. use fundit::task_portfolioPerformance;
    5. 

  5. use fundit::task_weeklyPerformance;
    6. 

  6. use fundit::task_monthlyPerformance;
    7. 

  7. 

  8. 

  9. /* 
    10. 

  10.  *  定时任务
    11. 

  11.  *  
    12. 

  12.  * 查询任务运行； getRecentJobs()；
    13. 

  13.  * 查询任务列表：getScheduledJobs('daily_%');
    14. 

  14.  * 删除任务：deleteScheduledJob('daily_fund_performance');
    15. 

  15.  * 
    16. 

  16.  */
    17. 

  17. 

  18. 

  19. /* -------------  DAILY JOBS ---------------------------*/
    20. 

  20. 

  21. // index and factor calculations go first
    22. 

  22. scheduleJob('daily_market_index_performance', "Market Index return and indicator calculation", calFundPerformanceTask{'MI', now().temporalAdd(-3d)}, 22:00m, today(), today()+30, 'D');
    23. 

  23. scheduleJob('daily_factor_performance', "Factor nav, return and indicator calculation", CalFactorPerformanceTask{now().temporalAdd(-3d)}, 23:00m, today(), today()+30, 'D');
    24. 

  24. 

  25. // standard return and indicator calculation
    26. 

  26. scheduleJob('daily_mutual_fund_performance', "Mutual fund return and indicator calculation", calFundPerformanceTask{'MF', now().temporalAdd(-3d)}, 00:00m, today(), today()+30, 'D');
    27. 

  27. scheduleJob('daily_hedge_fund_performance', "Hedge fund return and indicator calculation", calFundPerformanceTask{'HF', now().temporalAdd(-3d)}, 00:30m, today(), today()+30, 'D');
    28. 

  28. scheduleJob('daily_portfolio_performance', "Portfolio nav, return and indicator calculation", CalPortfolioPerformanceTask{now().temporalAdd(-3d)}, 01:00m, today(), today()+30, 'D');
    29. 

  29. 

  30. 

  31. /* -------------  WEEKLY JOBS ---------------------------*/
    32. 

  32. 

  33. // RBSA calculation  (TODO: change them to weekly)
    34. 

  34. scheduleJob('weekly_fund_rbsa', "Fund RBSA calculation", CalFundRBSATask{'MF', NULL, now().temporalAdd(-3d)}, 07:00m, today(), today()+30, 'D');
    35. 

  35. //scheduleJob('weekly_fund_rbsa', "Fund RBSA calculation", CalFundRBSATask{'MF', NULL, now().temporalAdd(-3d)}, 07:00m, today(), today()+30, 'W', 6);
    36. 

  36. 

  37. // BFI MATCHING HERE
    38. 

  38. scheduleJob('weekly_fund_bfi_matching', "Fund bfi matching", MatchEntityBFITask{'MF', now().temporalAdd(-3d)}, 01:30m, today(), today()+30, 'D');
    39. 

  39. scheduleJob('weekly_portfolio_bfi_matching', "Portfolio bfi matching", MatchEntityBFITask{'PF', now().temporalAdd(-3d)}, 06:00m, today(), today()+30, 'D');
    40. 

  40. 

  41. // BFI indicator calculation
    42. 

  42. scheduleJob('weekly_fund_bfi_indicator', "Fund BFI indicator calculation", calEntityBfiIndicatorTask{'MF', now().temporalAdd(-3d)}, 07:00m, today(), today()+30, 'D');
    43. 

  43. scheduleJob('weekly_portfolio_bfi_indicator', "Portfolio BFI indicator calculation", calEntityBfiIndicatorTask{'PF', now().temporalAdd(-3d)}, 08:00m, today(), today()+30, 'D');
    44. 

  44. 

  45. /* -------------  MONTHLY JOBS ---------------------------*/
    46. 

  46. 

  47. // fund rankings
    48. 

  48. scheduleJob('monthly_fund_ranking', "Fund PBI ranking calculation", CalEntityRankingTask{'MF', now().temporalAdd(-1m).month(), true}, 19:00m, today(), today()+30, 'M', [5, 6]);
    49. 

  49. scheduleJob('monthly_fund_bfi_ranking', "Fund BFI ranking calculation", CalEntityBfiRankingTask{'MF', now().temporalAdd(-1m).month(), true}, 20:00m, today(), today()+30, 'M', [5, 6]);
    50. 

  50. 

  51. // portfolio rankings (strategy, substrategy, bfi included)
    52. 

  52. scheduleJob('monthly_portfolio_ranking', "Portfolio ranking calculation", CalRelativeRankingTask{'PF', NULL, now().temporalAdd(-1m).month(), true}, 21:00m, today(), today()+30, 'M', [5, 6]);
    53. 

  53.