上传文件至 'modules'

modules/returnCalculator.dos

@@ -119,30 +119,6 @@ def cal_fund_performance(fund_ids, month_end) {
  */
 def cal_mutual_fund_performance(fund_ids, isFromMySQL) {
 
-
-/*  找到不必用pivot table 填充数据的办法了
-
-    // NOTE: mySQL currently uses calendar day, while the codes below takes business day. it might cause a few different numbers calcuated
-    tb_monthly_nav = SELECT fund_id, businessMonthEnd(price_date).month().last() AS end_date, price_date.last() AS price_date, cumulative_nav.last() AS cumulative_nav
-                     FROM tb_nav
-                     GROUP BY fund_id, businessMonthEnd(price_date);
-    
-    // 补一下成立日净值
-    // NOTE: DolphinDB 遇见 EXISTS 语句时，似乎主表的 alias 失效，只好用全名
-    INSERT INTO tb_monthly_nav
-    SELECT businessMonthEnd(inception_date), fund_id, inception_date.month(), inception_date, ifNull(ini_value, 1)
-    FROM tb_fund_info
-    WHERE NOT EXISTS ( SELECT * FROM tb_monthly_nav n WHERE tb_fund_info.fund_id = n.fund_id AND tb_fund_info.inception_date = n.price_date);
-    
-    // 为了把不数据库里不存在的nav记录填空，不得不先做个pivot；然后才能正确计算ratios (ret_1m)
-    // TODO: much better way is to have a "full list" of dates, then LEFT JOIN nav table, then ffill()
-    tb_rets_1m = (SELECT cumulative_nav FROM tb_monthly_nav PIVOT BY end_date, fund_id).ffill!().ratios()-1
-    
-    // 取被pivot掉的fund_Ids
-    v_col_name = tb_rets_1m.columnNames()[1:]
-    tb_tmp = tb_rets_1m.unpivot("end_date", v_col_name).rename!("valueType" "value", "fund_id" "ret_1m")
-*/
-
     // 计算月收益
     tb_tmp = cal_hedge_fund_returns(fund_ids, isFromMySQL);