小修小补，<TAB>变空格

modules/returnCalculator.dos

@@ -9,60 +9,60 @@ use fundit::dataPuller
  *                    TODO: missing pulling data from local
  *                    TODO: ONLY support month return now
  *                    
- *  @param fund_ids: 基金ID STRING VECTOR
- *  @param isFromMySQL: 净值来源 1 - 远程MySQL、 0 - 本地 DolphinDB
+ *  @param fund_ids <STRING VECTOR>: 基金ID
+ *  @param isFromMySQL <BOOL>: 净值来源 1 - 远程MySQL、 0 - 本地 DolphinDB
  *  
  */
-def cal_hedge_fund_returns(fund_ids, isFromMySQL){
+def cal_fund_monthly_returns(entity_type, fund_ids, isFromMySQL){
 
     tb_rets = null;
+
+    // 暂时只支持公募和私募基金
+    if(entity_type != 'HF' && entity_type != 'MF' ) return tb_rets;
     
     // 用于保证老基金也能取到所有历史净值
     very_old_price_date = 1990.01.01;
 
-    if(isFromMySQL){
-    	
         // 基金基本信息，包括初始净值
         tb_fund_info = get_fund_info(fund_ids);
 
         // 基金净值
-        tb_nav = SELECT * FROM get_hedge_fund_nav_by_price_date(fund_ids, very_old_price_date, true);
-
-	    tb_month_end = table(100:0, ['fund_id', 'price_date'], [STRING, DATE]);
-    	// 填充好各基金有效期内所有月份的最后一天
-	    for( f in tb_fund_info )
-    	{
-    		INSERT INTO tb_month_end SELECT fund_id, price_date FROM table(f.fund_id.take(1) AS fund_id).cj(table(temporalSeq(f.inception_date, today(), 'M') AS price_date)) ;
-	    }
+        tb_nav = SELECT * FROM get_nav_by_price_date(entity_type, fund_ids, very_old_price_date, isFromMySQL);
+
+        tb_month_end = table(100:0, ['fund_id', 'price_date'], [STRING, DATE]);
+        // 填充好各基金有效期内所有月份的最后一天
+        for( f in tb_fund_info )
+        {
+            INSERT INTO tb_month_end SELECT fund_id, price_date FROM table(f.fund_id.take(1) AS fund_id).cj(table(temporalSeq(f.inception_date, today(), 'M') AS price_date)) ;
+        }
     
-    	UPDATE tb_month_end SET end_date = price_date.month();
+        UPDATE tb_month_end SET end_date = price_date.month();
     
-	    tb_monthly_nav = SELECT fund_id, monthEnd(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, monthEnd(price_date);
+        tb_monthly_nav = SELECT fund_id, monthEnd(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, monthEnd(price_date);
 
-	    // 完整月末日期的净值序列（包括缺失数据为NULL）
-    	tb_monthly_nav = SELECT me.fund_id, me.end_date, n.price_date, n.cumulative_nav
-        	             FROM tb_month_end me
-            	         LEFT JOIN tb_monthly_nav n ON me.fund_id = n.fund_id AND me.end_date = n.end_date
-                	     ORDER BY me.fund_id, me.end_date;
+        // 完整月末日期的净值序列（包括缺失数据为NULL）
+        tb_monthly_nav = SELECT me.fund_id, me.end_date, n.price_date, n.cumulative_nav
+                         FROM tb_month_end me
+                         LEFT JOIN tb_monthly_nav n ON me.fund_id = n.fund_id AND me.end_date = n.end_date
+                         ORDER BY me.fund_id, me.end_date;
 
-	    // 补一下成立日的初始净值
-    	// 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 fund_id, inception_date.month(), inception_date, ifNull(ini_value, 1)
-		    FROM tb_fund_info fi
-    		WHERE NOT EXISTS ( SELECT * FROM tb_monthly_nav n WHERE fund_id = tb_fund_info.fund_id AND n.price_date = tb_fund_info.inception_date);
+        // 补一下成立日的初始净值
+        // 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 fund_id, inception_date.month(), inception_date, ifNull(ini_value, 1)
+            FROM tb_fund_info fi
+            WHERE NOT EXISTS ( SELECT * FROM tb_monthly_nav n WHERE fund_id = tb_fund_info.fund_id AND n.price_date = tb_fund_info.inception_date);
 
-	    // 算 ratios 之前先把时间顺序排好
-    	tb_monthly_nav.sortBy!(['fund_id', 'end_date', 'price_date'], [1, 1, 1]);
+        // 算 ratios 之前先把时间顺序排好
+        tb_monthly_nav.sortBy!(['fund_id', 'end_date', 'price_date'], [1, 1, 1]);
 
-	    // 计算月收益
-    	tb_rets = SELECT fund_id, end_date, price_date, cumulative_nav, cumulative_nav.ratios() - 1 AS ret
-        	      FROM tb_monthly_nav
-            	  CONTEXT BY fund_id;
+        // 计算月收益
+        tb_rets = SELECT fund_id, end_date, price_date, cumulative_nav, cumulative_nav.ratios() - 1 AS ret
+                  FROM tb_monthly_nav
+                  CONTEXT BY fund_id;
 
-    }
 
     // the records without return calculated but do have nav are still useful for some calculations
     return ( SELECT * FROM tb_rets WHERE cumulative_nav > 0 );
@@ -120,7 +120,7 @@ def cal_fund_performance(fund_ids, month_end) {
 def cal_mutual_fund_performance(fund_ids, isFromMySQL) {
 
     // 计算月收益
-    tb_tmp = cal_hedge_fund_returns(fund_ids, isFromMySQL);
+    tb_tmp = cal_fund_monthly_returns('MF', fund_ids, isFromMySQL);
 
     tb_rets = SELECT fund_id, end_date, ret_1m,
                      (1 + ret_1m).mprod(3) - 1 AS ret_3m, (1 + ret_1m).mprod(6) - 1 AS ret_6m, (1 + ret_1m).mprod(12) - 1 AS ret_1y,
@@ -188,7 +188,7 @@ def cal_hedge_fund_weekly_returns(fund_ids, isFromMySQL) {
     // 用于保证老基金也能取到所有历史净值
     very_old_price_date = 1990.01.01
 
-    tb_nav = get_hedge_fund_nav_by_price_date(fund_ids, very_old_price_date, isFromMySQL)
+    tb_nav = get_nav_by_price_date('HF', fund_ids, very_old_price_date, isFromMySQL)
 
     UPDATE tb_nav SET year_week = price_date.year()$STRING + (price_date.weekOfYear()$STRING).lpad(2, "0")
     
@@ -240,7 +240,7 @@ def cal_hedge_fund_latest_returns(fund_ids, isFromMySQL) {
     // 用于保证老基金也能取到所有历史净值
     very_old_price_date = 1990.01.01
 
-    tb_nav = get_hedge_fund_nav_by_price_date(fund_ids, very_old_price_date, isFromMySQL)
+    tb_nav = get_nav_by_price_date('HF', fund_ids, very_old_price_date, isFromMySQL)
     
     tb_last_nav = SELECT fund_id, price_date.last() AS price_date, cumulative_nav.last() AS cumulative_nav
                   FROM tb_nav