|
@@ -1,83 +1,6 @@
|
|
module fundit::dataPuller
|
|
module fundit::dataPuller
|
|
-
|
|
|
|
-/*
|
|
|
|
- * MySQL 连接,使用前应确保 loadPlugin("ODBC")已经被运行过
|
|
|
|
- *
|
|
|
|
- * Create 20240711 使用ODBC连接MySQL数据库 Joey
|
|
|
|
- *
|
|
|
|
- */
|
|
|
|
-def connect_mysql() {
|
|
|
|
-
|
|
|
|
- // 阿里云的mysql被魔改过,当前DolphinDB无法支持MySQL插件,只能用ODBC
|
|
|
|
- // loadPlugin("ODBC")
|
|
|
|
-
|
|
|
|
- // conn = odbc::connect("Driver={MySQL ODBC 9.0 UNICODE Driver};Server=funditdb-dev.mysql.rds.aliyuncs.com;Database=mfdb;User=pf_user;Password=MzBlMDA0OG", "MySQL")
|
|
|
|
-
|
|
|
|
- // 使用Windows的ODBC数据源事先设置号的连接
|
|
|
|
- // conn = odbc::connect("Dsn=FunditDB-mfdb")
|
|
|
|
- conn = odbc::connect("Dsn=FunditDB-dev-mfdb")
|
|
|
|
|
|
|
|
-// t = odbc::query(conn, "SELECT * FROM pfdb.pf_portfolio_nav LIMIT 100")
|
|
|
|
-
|
|
|
|
- return conn
|
|
|
|
-}
|
|
|
|
-
|
|
|
|
-/*
|
|
|
|
- * 取本地数据库
|
|
|
|
- *
|
|
|
|
- * get_local_database("fundit", "mfdb")
|
|
|
|
- */
|
|
|
|
-def get_local_database(server_name, db_name) {
|
|
|
|
-
|
|
|
|
- db = database(directory="D:/Program Files/DolphinDB/server/database/" + server_name + "/" + db_name + "/")
|
|
|
|
-
|
|
|
|
- return db
|
|
|
|
-}
|
|
|
|
-
|
|
|
|
-/*
|
|
|
|
- * 读本地dolphindb数据表
|
|
|
|
- *
|
|
|
|
- * load_table_from_local("fundit", mfdb.fund_performance")
|
|
|
|
- */
|
|
|
|
-def load_table_from_local(server_name, table_name) {
|
|
|
|
-
|
|
|
|
- db = get_local_database(server_name, table_name.split(".")[0])
|
|
|
|
-
|
|
|
|
- return loadTable(db, table_name.split(".")[1])
|
|
|
|
-
|
|
|
|
-}
|
|
|
|
-
|
|
|
|
-/*
|
|
|
|
- * 存数据表到mySQL或本地dolphindb,原数据会被替代!
|
|
|
|
- *
|
|
|
|
- * save_table(tb_fund_performance, "mfdb.fund_performance", false)
|
|
|
|
- */
|
|
|
|
-
|
|
|
|
-def save_table(tb, table_name, isToMySQL) {
|
|
|
|
-
|
|
|
|
-
|
|
|
|
- if(isToMySQL == true) {
|
|
|
|
-
|
|
|
|
- tb.addColumn("creatorid" "createtime" "updaterid" "updatetime" "isvalid", [INT, DATETIME, INT, DATETIME, INT])
|
|
|
|
-
|
|
|
|
- UPDATE tb SET creatorid = 888888, createtime = now(), updaterid = null, updatetime = null, isvalid = 1
|
|
|
|
-
|
|
|
|
- conn = connect_mysql()
|
|
|
|
-
|
|
|
|
- odbc::execute(conn, "TRUNCATE TABLE " + table_name + "_dolphin")
|
|
|
|
-
|
|
|
|
- odbc::append(conn, tb, table_name + "_dolphin", false)
|
|
|
|
-
|
|
|
|
- conn.close()
|
|
|
|
-
|
|
|
|
- } else {
|
|
|
|
-
|
|
|
|
- db = get_local_database("fundit", table_name.split(".")[0])
|
|
|
|
-
|
|
|
|
- saveTable(db, tb, table_name.split(".")[1])
|
|
|
|
- }
|
|
|
|
-
|
|
|
|
-}
|
|
|
|
|
|
+use fundit::sqlUtilities
|
|
|
|
|
|
/*
|
|
/*
|
|
* 取指数周收益
|
|
* 取指数周收益
|
|
@@ -429,59 +352,65 @@ def get_fund_list_by_nav_updatetime(fund_ids, updatetime) {
|
|
|
|
|
|
|
|
|
|
/*
|
|
/*
|
|
- * 存私募基金净值到本地dolphindb
|
|
|
|
- *
|
|
|
|
- * save_hedge_fund_nav_to_local(tb_nav)
|
|
|
|
|
|
+ * 取私募基金用于月末 fund_performance 表更新的净值
|
|
|
|
+ *
|
|
|
|
+ * @param fund_ids: 逗号分隔的ID字符串, 每个ID都有''
|
|
|
|
+ * @param month_end: 月末日期字符串 YYYY-MM
|
|
|
|
+ *
|
|
|
|
+ *
|
|
*/
|
|
*/
|
|
-def save_hedge_fund_nav_to_local(tb_nav) {
|
|
|
|
|
|
+def get_nav_for_hedge_fund_performance(fund_ids, month_end) {
|
|
|
|
+
|
|
|
|
+ s_query = "CALL pfdb.sp_get_nav_for_fund_performance(" + fund_ids + ", '" + month_end + "', 1);"
|
|
|
|
+
|
|
|
|
+ conn = connect_mysql()
|
|
|
|
|
|
- save_table(tb_nav, "mfdb.nav", false)
|
|
|
|
|
|
+ t = odbc::query(conn, s_query)
|
|
|
|
|
|
-}
|
|
|
|
|
|
+ conn.close()
|
|
|
|
+
|
|
|
|
+ return t
|
|
|
|
|
|
|
|
+}
|
|
|
|
|
|
/*
|
|
/*
|
|
- * 存私募基金净值到本地dolphindb
|
|
|
|
|
|
+ * 取组合交易表
|
|
|
|
+ *
|
|
*
|
|
*
|
|
- * get_portfolio_holding_history("166002,364640")
|
|
|
|
|
|
+ * Example: get_portfolio_holding_history("166002,364640")
|
|
*/
|
|
*/
|
|
def get_portfolio_holding_history(portfolio_ids) {
|
|
def get_portfolio_holding_history(portfolio_ids) {
|
|
|
|
|
|
- s_query = "SELECT portfolio_id, holding_date, fund_id, amount, fund_share, ROUND(amount/fund_share, 6) as nav
|
|
|
|
|
|
+ s_query = "SELECT portfolio_id, holding_date, fund_id, amount, fund_share, ROUND(amount/fund_share, 6) AS nav
|
|
FROM pfdb.pf_portfolio_fund_history
|
|
FROM pfdb.pf_portfolio_fund_history
|
|
WHERE portfolio_id IN (" + portfolio_ids + ")
|
|
WHERE portfolio_id IN (" + portfolio_ids + ")
|
|
AND isvalid = 1
|
|
AND isvalid = 1
|
|
- ORDER BY portfolio_id, holding_date"
|
|
|
|
|
|
+ ORDER BY portfolio_id, holding_date";
|
|
|
|
|
|
- conn = connect_mysql()
|
|
|
|
|
|
+ conn = connect_mysql();
|
|
|
|
|
|
- t = odbc::query(conn, s_query)
|
|
|
|
|
|
+ t = odbc::query(conn, s_query);
|
|
|
|
|
|
- conn.close()
|
|
|
|
|
|
+ conn.close();
|
|
|
|
|
|
- return t
|
|
|
|
|
|
+ return t;
|
|
|
|
|
|
}
|
|
}
|
|
|
|
|
|
/*
|
|
/*
|
|
- * 取私募基金用于月末 fund_performance 表更新的净值
|
|
|
|
- *
|
|
|
|
- * @param fund_ids: 逗号分隔的ID字符串, 每个ID都有''
|
|
|
|
- * @param month_end: 月末日期字符串 YYYY-MM
|
|
|
|
- *
|
|
|
|
|
|
+ * 取基金证券从某日期后的所有净值
|
|
|
|
+ * @param json_query <JSON>: [{sec_id:xxx, holding_date: yyyy-mm-dd}]
|
|
*
|
|
*
|
|
*/
|
|
*/
|
|
-def get_nav_for_hedge_fund_performance(fund_ids, month_end) {
|
|
|
|
-
|
|
|
|
- s_query = "CALL pfdb.sp_get_nav_for_fund_performance(" + fund_ids + ", '" + month_end + "', 1);"
|
|
|
|
|
|
+def get_holding_nav(json_query) {
|
|
|
|
|
|
- conn = connect_mysql()
|
|
|
|
|
|
+ s_query = "CALL pfdb.sp_get_nav_after_date('" + json_query + "')";
|
|
|
|
|
|
- t = odbc::query(conn, s_query)
|
|
|
|
|
|
+ conn = connect_mysql();
|
|
|
|
|
|
- conn.close()
|
|
|
|
-
|
|
|
|
- return t
|
|
|
|
|
|
+ t = odbc::query(conn, s_query);
|
|
|
|
|
|
|
|
+ conn.close();
|
|
|
|
|
|
|
|
+ return t;
|
|
}
|
|
}
|