DolphinDB/modules/task_monthlyPerformance.dos

module fundit::task_monthlyPerformance

use fundit::dataPuller;
use fundit::dataSaver;
use fundit::bfiMatcher;
use fundit::rankingCalculator;

/*
 *   [定时任务] 计算基金一、二级分类排名并存入数据库
 * 
 *   @param entity_type <STRING>: 'MF', 'HF'
 *   @param end_date <MONTH>:
 *   @param isFromMySQL <BOOL>: false 时读取dolphin本地的收益及指标表，用于初始化数据
 *   
 * 
 *   Example: CalEntityRankingTask('MF', 2024.09M, true);
 */
def CalEntityRankingTask(entity_type, end_date, isFromMySQL=true) {

	if(!(entity_type in ['MF', 'HF'])) return NULL;
	
	entity_info = get_entity_info(entity_type, NULL);

	v_ranking_tables = cal_indicator_ranking('strategy', entity_type, entity_info, end_date, isFromMySQL);

    save_ranking_tables(entity_type, v_ranking_tables);

}

/*
 *   [定时任务] 计算基金BFI排名并存入数据库
 * 
 *   @param entity_type <STRING>: 'MF', 'HF'
 *   @param end_date <MONTH>:
 *   @param isFromMySQL <BOOL>: false 时读取dolphin本地的收益及指标表，用于初始化数据
 *   
 * 
 *   Example: CalEntityBfiRankingTask('MF', 2024.09M, true);
 */
def CalEntityBfiRankingTask(entity_type, end_date, isFromMySQL=true) {

	if(!(entity_type in ['MF', 'HF'])) return NULL;
	
	entity_info = get_entity_info(entity_type, NULL);

	v_ranking_tables = cal_indicator_ranking('bfi', entity_type, entity_info, end_date, isFromMySQL);
		
    save_ranking_tables(entity_type, v_ranking_tables);

}

/*
 *   Private Method: 计算相对排名并存入数据库
 * 
 * 
 */
def cal_and_save_relative_ranking(entity_type, benchmark_ranking, entity_ranking, ranking_by, isFromMySQL=true) {
// benchmark_ranking= tb_fund_ranking
    t_entity_ranking = entity_ranking;
    
    cal_relative_ranking(benchmark_ranking, t_entity_ranking, isFromMySQL);

    t_entity_ranking.rename!('category_id', iif(ranking_by=='bfi', 'factor_id', ranking_by));

    save_relative_ranking_table(entity_type, t_entity_ranking, ranking_by);
	
}


/*
 * 
 *   [定时任务] 以公募基金为评级参考，计算组合、私有基金收益及指标排名
 * 
 *   TODO: customer fund
 *   TODO: 计算单个组合时总耗时1.5min, 大部分时间用来获取Mysql数据
 * 
 *   Example: CalRelativeRankingTask('PF', NULL, 2024.09M, true);
 *            CalRelativeRankingTask('PF', 143109, 2024.09M, true); 
 */
def CalRelativeRankingTask(entity_type, entity_ids, end_date, isFromMySQL=true) {
// entity_type = 'PF'
// end_date = 2024.09M
// isFromMySQL = true
// ranking_by = 'bfi'
// entity_ids = 143109

	entity_info = get_entity_info(entity_type, entity_ids);

	if(entity_type == 'PF')
	    entity_info = SELECT * FROM entity_info WHERE portfolio_type IN (1, 2) // 1: 用户组合、2：客户真实组合，忽略客户推荐组合、总览综合等虚拟组合

    v_ranking_by = ['strategy', 'substrategy', 'bfi'];

    // 暂时以公募混合基金为排名参考
    for(ranking_by in v_ranking_by) {

    	if(ranking_by == 'strategy') {
        
        	v_category = EXEC DISTINCT strategy FROM entity_info WHERE strategy IS NOT NULL;
	        tb_fund_ranking = get_fund_indicator_ranking(NULL, end_date, v_category, isFromMySQL);

	        UPDATE tb_fund_ranking SET category_id = strategy$STRING;
        
    	} else if(ranking_by == 'substrategy') {

   			v_category = EXEC DISTINCT substrategy FROM entity_info WHERE substrategy IS NOT NULL;
	    	tb_fund_ranking = get_fund_indicator_substrategy_ranking(NULL, end_date, v_category, isFromMySQL);

	    	UPDATE tb_fund_ranking SET category_id = substrategy$STRING;
    	
    	} else if(ranking_by == 'bfi') {

			if(entity_ids != NULL || entity_ids != '')
				v_category = EXEC DISTINCT factor_id FROM get_portfolio_bfi_factors(entity_ids, end_date.temporalFormat('yyyy-MM'), end_date.temporalFormat('yyyy-MM'));
			else
			    v_category = NULL;

    		tb_fund_ranking = get_fund_bfi_bm_indicator_ranking(NULL, end_date, v_category, isFromMySQL);

    		UPDATE tb_fund_ranking SET category_id = factor_id;
	    }

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

    	entity_ranking = transform_data_for_ranking(entity_type, entity_info, end_date, ranking_by, isFromMySQL);

        cal_and_save_relative_ranking(entity_type, tb_fund_ranking, entity_ranking, ranking_by, isFromMySQL);

    }
	
}