Jelajahi Sumber

跟随 modules 升级而调整

Joey 1 Minggu lalu
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371dba46bf
2 mengubah file dengan 20 tambahan dan 9 penghapusan
  1. 14 2
      codes/Sample_cal_indicators.dos
  2. 6 7
      codes/sample_cal_portfolio.dos

+ 14 - 2
codes/Sample_cal_indicators.dos

@@ -23,6 +23,18 @@ fund_ids = tb_updated_funds.fund_id[0:1000].concat("','")$STRING;
 fund_ids = "'" + fund_ids + "'";
 */
 
-tb_indicators = cal_fund_indicators('HF', fund_ids, end_day, true);
+d_indicators = fundit::indicatorCalculator::cal_fund_indicators('HF', fund_ids, end_day, true);
+d_bfi_indicators = fundit::indicatorCalculator::cal_fund_bfi_indicators('HF', fund_ids, end_day, true);
+
+d_indicators['PBI-1Y']
+d_indicators['MS-3Y']
+d_bfi_indicators['BFI-2Y']
+
+/* TEST CASE 3
+
+d_bfi_indicators = cal_fund_bfi_indicators('MF', "'MF00003PW2', 'MF00003PW1', 'MF00003PXO'", 2024.08.31, true);
+d_bfi_indicators['BFI-2Y']
+
+*/
+
 
-SELECT * FROM tb_indicators[0];

+ 6 - 7
codes/sample_cal_portfolio.dos

@@ -23,13 +23,12 @@ cal_method = 2;
 */
 
 // calculate navs
-tb_portfolio_ret = cal_portfolio_return(portfolio_ids, very_old_date, cal_method);
-tb_portfolio_ret.sortBy!(['portfolio_id', 'price_date'], [1, 1]);
+tb_portfolio_nav = cal_portfolio_nav(portfolio_ids, very_old_date, cal_method);
+tb_portfolio_nav.sortBy!(['portfolio_id', 'price_date'], [1, 1]);
 
 // calculate indicators
-end_day = 2024.08.31
-
-tb_indicators = cal_portfolio_indicators(portfolio_ids, end_day, cal_method, true);
-
-select * from tb_indicators[0]
+d_indicators = cal_portfolio_indicators(portfolio_ids, 2024.08.31, cal_method, true);
+d_bfi_indicators = cal_portfolio_bfi_indicators(portfolio_ids, 2024.08.31, cal_method, true);
 
+select * from d_indicators['PBI-1Y']
+select * from d_bfi_indicators['PBI-INCEP']