module fundit::task_portfolioPerformance

use fundit::sqlUtilities;
use fundit::operationDataPuller;
use fundit::performanceDataPuller;
use fundit::portfolioDataPuller;
use fundit::dataSaver;
use fundit::navCalculator;
use fundit::returnCalculator;
use fundit::indicatorCalculator;


/*
 *   计算组合历史净值（不存数据库）
 *   
 *   @param portfolio_ids <STRING|VECTOR>: 组合IDS，为空时跑全集（但不建议，因为可能会很吃内存）
 *   @param updatetime <DATETIME>: 持仓证券净值更新时间，忽略时跑全历史
 *   
 *   @return <TABLE>: portfolio_id, price_date, ret, nav
 * 
 *   Example：calPortfolioNAV([143109, 145041]);
 *            calPortfolioNAV([143109, 145041], 2024.10.28);
 */
def calPortfolioNAV(portfolio_ids, updatetime=1900.01.01) {
// portfolio_ids=[364743, 364744];
// updatetime=1900.01.01;
    port_info = get_portfolio_list_by_fund_nav_updatetime(portfolio_ids, updatetime, true);
    
    tb_nav = cal_portfolio_nav(port_info);

	return tb_nav;
}

/*
 *   计算组合历史收益和指标（不存数据库）
 *   
 *   @param navs <TABLE>: NEED COLUMNS portfolio_id, price_date, ret, nav
 *   
 *   @return <DICTIONARY>: 
 * 
 *   Example：calPortfolioPerformance(calPortfolioNAV([143109, 145041]));
 */
def calPortfolioPerformance(navs) {

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

    tb_navs = navs;
    tb_navs.rename!(['portfolio_id'], ['entity_id']);

    port_ids = EXEC DISTINCT entity_id from tb_navs;

    port_info = get_entity_info('PF', port_ids);

    // 这个函数会根据情况加入成立日当月的初始净值，比直接用navs表中可能带的ret更方便
    tb_navs.rename!('nav', 'cumulative_nav');
    tb_month_ret = cal_monthly_returns_by_nav(port_info, tb_navs);

    tb_month_ret.rename!('cumulative_nav', 'nav');
	indicators = cal_monthly_indicators('PF', 'PBI', tb_month_ret);

	return indicators;
}

/*
 *   计算组合历史收益和指标（不存数据库）
 *   
 *   @param navs <TABLE>: NEED COLUMNS entity_id, price_date, ret, nav
 *   
 *   @return <DICTIONARY>: 
 * 
 *   Example：calEntityPerformance('PF', calPortfolioNAV([143109, 145041]));
 */
def calEntityPerformance(entity_type, navs) {

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

    tb_navs = navs;
    //tb_navs.rename!(['portfolio_id'], ['entity_id']);

    entity_ids = EXEC DISTINCT entity_id from tb_navs;

    entity_info = get_entity_info(entity_type, entity_ids);

    // 这个函数会根据情况加入成立日当月的初始净值，比直接用navs表中可能带的ret更方便
    tb_navs.rename!('nav', 'cumulative_nav');
    tb_month_ret = cal_monthly_returns_by_nav(entity_info, tb_navs);

    tb_month_ret.rename!('cumulative_nav', 'nav');
	indicators = cal_monthly_indicators(entity_type, 'PBI', tb_month_ret);

	return indicators;
}


/*
 *   计算组合净值并存入数据库
 * 
 *   TODO: release 时改变同步目标表为正式表
 */
def cal_and_save_portfolio_nav(cal_portfolio_info, is_save_local) {

    rt = '';

    // 准备类似MySQL结构的数据表
    tb_portfolio_nav = create_entity_nav(true);

    // 分批跑
    i = 0;
    batch_size = 1000;

    all_portfolio_id = EXEC DISTINCT portfolio_id FROM cal_portfolio_info;

    do { // 先把净值算出来存入数据库，落袋为安

        portfolio_info = SELECT * FROM cal_portfolio_info
                         WHERE portfolio_id IN all_portfolio_id[i : min(all_portfolio_id.size(), i+batch_size)];

        if(portfolio_info.isVoid() || portfolio_info.size() == 0) break;

        // 30 sec per 1000 portfolios
        tb_ret = cal_portfolio_nav(portfolio_info);

        INSERT INTO tb_portfolio_nav SELECT entity_id, price_date, nav FROM tb_ret;

        i += batch_size;

    } while (i <= cal_portfolio_info.size());


    if(! tb_portfolio_nav.isVoid() && tb_portfolio_nav.size() > 0) {

        // save data to MySQL  (12 sec)
        try {

            tb_portfolio_nav.rename!('entity_id', 'portfolio_id');
            save_and_sync(tb_portfolio_nav, 'raw_db.pf_portfolio_nav', 'raw_db.pf_portfolio_nav');

            // 数据初始化时将指标存入本地
            if(is_save_local == true) {
            	save_table(tb_portfolio_nav, 'pfdb.pf_portfolio_nav', false);
            }

        } catch(ex) {

            //TODO: Log errors
            rt = ex;
        }
    }

    return rt;
}

/*
 *  计算组合标准指标并存入数据库
 * 
 *  TODO: release 时改变同步目标表为正式表
 */
def cal_and_save_portfolio_indicators(cal_portfolio_info, is_save_local) {

    rt = '';

    // 准备类似MySQL结构的数据表
    tb_portfolio_performance = create_entity_performance(true);

    tb_portfolio_indicator = create_entity_indicator(true);
    tb_portfolio_risk_stats = create_entity_risk_stats(true);
    tb_portfolio_riskadjret_stats = create_entity_riskadjret_stats(true);
    tb_portfolio_style_stats = create_entity_style_stats(true);

    tb_portfolio_performance_weekly = create_entity_performance_weekly(true);
    tb_portfolio_latest_performance = create_entity_latest_performance(true);


    // 分批跑
    i = 0;
    batch_size = 1000;

    all_portfolio_id = EXEC DISTINCT portfolio_id FROM cal_portfolio_info;

    do { 

        cal_port = SELECT * FROM cal_portfolio_info
                   WHERE portfolio_id IN all_portfolio_id[i : min(all_portfolio_id.size(), i+batch_size)];

        if(cal_port.isVoid() || cal_port.size() == 0) break;

        // 取数据库月度净值及前值 5 sec
        s_json = (SELECT portfolio_id, 1900.01.01 AS price_date FROM cal_port GROUP BY portfolio_id).rename!('portfolio_id', 'sec_id').toStdJson();
        tb_monthly_nav = get_nav_for_return_calculation('PF', 'm', s_json);

        // 把 portfolio id 字段从字符串换回整型，不然后面Join table的时候会出错
        v_portfolio_id = tb_monthly_nav.sec_id$INT;
        tb_monthly_nav.replaceColumn!('sec_id', v_portfolio_id);
        tb_monthly_nav.dropColumns!('nav').rename!(['sec_id', 'cumulative_nav'], ['portfolio_id', 'nav']);

        // 计算各标准指标
        indicators = calPortfolioPerformance(tb_monthly_nav);

        // 仿照MySQL的表结构准备好记录 （1s)
        port_info = (SELECT portfolio_id, start_cal_date.min() AS price_date FROM cal_port GROUP BY portfolio_id).rename!('portfolio_id', 'entity_id');
        
        generate_entity_performance(port_info, indicators, true, tb_portfolio_performance);
        generate_entity_indicator(port_info, indicators, true, tb_portfolio_indicator);
        generate_entity_risk_stats(port_info, indicators, true, tb_portfolio_risk_stats);
        generate_entity_riskadjret_stats(port_info, indicators, true, tb_portfolio_riskadjret_stats);
        generate_entity_style_stats(port_info, indicators, true, tb_portfolio_style_stats);

        // 计算周收益 (49s)
        port_info = SELECT * FROM ej(port_info, get_entity_info('PF', all_portfolio_id[i : min(all_portfolio_id.size(), i+batch_size)]), 'entity_id')
        rets_w = cal_weekly_returns('PF', port_info);

        if(! rets_w.isVoid() && rets_w.size() > 0) {
            // 把 portfolio id 字段从字符串换回整型，不然后面Join table的时候会出错
            v_portfolio_id = rets_w.entity_id$INT;
            rets_w.replaceColumn!('entity_id', v_portfolio_id);
            
            generate_entity_performance_weekly(port_info, rets_w, true, tb_portfolio_performance_weekly);
        }

        // 计算最新收益 (23s)
        perf_latest = cal_latest_performance('PF', port_info, true);

        if(! perf_latest.isVoid() && perf_latest.size() > 0) {
            generate_entity_latest_performance(port_info, perf_latest, true, tb_portfolio_latest_performance);
        }

        i += batch_size;

    } while (i <= cal_portfolio_info.size());


    if(! tb_portfolio_performance.isVoid() && tb_portfolio_performance.size() > 0) {

        // save data to MySQL  
        try {

            chg_columns_for_mysql(tb_portfolio_performance, 'portfolio_id');
            save_and_sync(tb_portfolio_performance, 'raw_db.pf_portfolio_performance', 'raw_db.pf_portfolio_performance');

            chg_columns_for_mysql(tb_portfolio_indicator, 'portfolio_id');
            save_and_sync(tb_portfolio_indicator, 'raw_db.pf_portfolio_indicator', 'raw_db.pf_portfolio_indicator');

            chg_columns_for_mysql(tb_portfolio_risk_stats, 'portfolio_id');
            save_and_sync(tb_portfolio_risk_stats, 'raw_db.pf_portfolio_risk_stats', 'raw_db.pf_portfolio_risk_stats');

            chg_columns_for_mysql(tb_portfolio_riskadjret_stats, 'portfolio_id');
            save_and_sync(tb_portfolio_riskadjret_stats, 'raw_db.pf_portfolio_riskadjret_stats', 'raw_db.pf_portfolio_riskadjret_stats');

            chg_columns_for_mysql(tb_portfolio_style_stats, 'portfolio_id');
            save_and_sync(tb_portfolio_style_stats, 'raw_db.pf_portfolio_style_stats', 'raw_db.pf_portfolio_style_stats');

            save_and_sync(tb_portfolio_performance_weekly, 'raw_db.pf_portfolio_performance_weekly', 'raw_db.pf_portfolio_performance_weekly');

            save_and_sync(tb_portfolio_latest_performance, 'raw_db.pf_portfolio_latest_performance', 'raw_db.pf_portfolio_latest_performance');

            // 数据初始化时将指标存入本地
            if(is_save_local == true) {
            	save_table(tb_portfolio_performance, 'pfdb.pf_portfolio_performance', false);
            	save_table(tb_portfolio_indicator, 'pfdb.pf_portfolio_indicator', false);
            	save_table(tb_portfolio_risk_stats, 'pfdb.pf_portfolio_risk_stats', false);
            	save_table(tb_portfolio_riskadjret_stats, 'pfdb.pf_portfolio_riskadjret_stats', false);
            	save_table(tb_portfolio_style_stats, 'pfdb.pf_portfolio_style_stats', false);
	           	save_table(tb_portfolio_performance_weekly, 'pfdb.pf_portfolio_performance_weekly', false);
            	save_table(tb_portfolio_latest_performance, 'pfdb.pf_portfolio_latest_performance', false);	
            }

        } catch(ex) {

            //TODO: Log errors
            rt = ex;
        }
    }

    return rt;

}


/*
 *  通用计算标准指标并存入数据库
 * 
 *  TODO: release 时改变同步目标表为正式表
 */
def cal_and_save_entity_indicators(entity_type, cal_entity_info, is_save_local) {

// cal_entity_info = tb_cal_factors
// entity_type = 'FA'

    rt = '';

	is_id_interger = iif(entity_type == 'PF', true, false);
    
    // 准备类似MySQL结构的数据表
    tb_entity_performance = create_entity_performance(is_id_interger);

    tb_entity_indicator = create_entity_indicator(is_id_interger);
    tb_entity_risk_stats = create_entity_risk_stats(is_id_interger);
    tb_entity_riskadjret_stats = create_entity_riskadjret_stats(is_id_interger);
    tb_entity_style_stats = create_entity_style_stats(is_id_interger);

    tb_entity_performance_weekly = create_entity_performance_weekly(is_id_interger);
    tb_entity_latest_performance = create_entity_latest_performance(is_id_interger);


    // 分批跑
    i = 0;
    batch_size = 1000;

    all_entity_id = EXEC DISTINCT entity_id FROM cal_entity_info;

    do { 

        cal_entity = SELECT * FROM cal_entity_info
                     WHERE entity_id IN all_entity_id[i : min(all_entity_id.size(), i+batch_size)];

        if(cal_entity.isVoid() || cal_entity.size() == 0) break;

        // 取数据库月度净值及前值 5 sec
        s_json = (SELECT entity_id, 1900.01.01 AS price_date FROM cal_entity GROUP BY entity_id).rename!('entity_id', 'sec_id').toStdJson();
        tb_monthly_nav = get_nav_for_return_calculation(entity_type, 'm', s_json);

        // 把组合 entity id 字段从字符串换回整型，不然后面Join table的时候会出错
		if(entity_type=='PF') {
	        v_entity_id = tb_monthly_nav.sec_id$INT;
	        tb_monthly_nav.replaceColumn!('sec_id', v_entity_id);
		}
		
		tb_monthly_nav.dropColumns!('nav').rename!(['sec_id', 'cumulative_nav'], ['entity_id', 'nav']);

        // 计算各标准指标
        indicators = calEntityPerformance(entity_type, tb_monthly_nav);

        // 仿照MySQL的表结构准备好记录 （1s)
        entity_info = (SELECT entity_id, start_cal_date.min() AS price_date FROM cal_entity GROUP BY entity_id);

        generate_entity_performance(entity_info, indicators, true, tb_entity_performance);
        generate_entity_indicator(entity_info, indicators, true, tb_entity_indicator);
        generate_entity_risk_stats(entity_info, indicators, true, tb_entity_risk_stats);
        generate_entity_riskadjret_stats(entity_info, indicators, true, tb_entity_riskadjret_stats);
        generate_entity_style_stats(entity_info, indicators, true, tb_entity_style_stats);



        // 计算周收益 (49s)
        entity_info = SELECT * FROM ej(entity_info, get_entity_info(entity_type, all_entity_id[i : min(all_entity_id.size(), i+batch_size)]), 'entity_id')
        rets_w = cal_weekly_returns(entity_type, entity_info);

        if(! rets_w.isVoid() && rets_w.size() > 0) {
            // 把 entity id 字段从字符串换回整型，不然后面Join table的时候会出错
            if(entity_type == 'PF') {
	            v_entity_id = rets_w.entity_id$INT;
    	        rets_w.replaceColumn!('entity_id', v_entity_id);
            }
            generate_entity_performance_weekly(entity_info, rets_w, true, tb_entity_performance_weekly);
        }

        // 计算最新收益 (23s)
        perf_latest = cal_latest_performance(entity_type, entity_info, true);

        if(! perf_latest.isVoid() && perf_latest.size() > 0) {
            generate_entity_latest_performance(entity_info, perf_latest, true, tb_entity_latest_performance);
        }

        i += batch_size;

    } while (i <= cal_entity_info.size());


    if(! tb_entity_performance.isVoid() && tb_entity_performance.size() > 0) {

        // save data to MySQL  
        try {

			des = get_performance_table_description(entity_type)[0];
            chg_columns_for_mysql(tb_entity_performance, des.sec_id_col);
            tb_entity_performance.rename!('cumulative_nav', des.cumulative_nav_col);
            save_and_sync(tb_entity_performance, des.table_name.strReplace('pfdb', 'raw_db').strReplace('mfdb', 'raw_db'), );
            if(is_save_local == true) save_table(tb_entity_performance, des.table_name, false);

			des = get_indicator_table_description(entity_type)[0];
            chg_columns_for_mysql(tb_entity_indicator, des.sec_id_col);
            save_and_sync(tb_entity_indicator, des.table_name.strReplace('pfdb', 'raw_db').strReplace('mfdb', 'raw_db'), );
            if(is_save_local == true) save_table(tb_entity_indicator, des.table_name, false);

			des = get_risk_stats_table_description(entity_type)[0];
            chg_columns_for_mysql(tb_entity_risk_stats, des.sec_id_col);
            save_and_sync(tb_entity_risk_stats, des.table_name.strReplace('pfdb', 'raw_db').strReplace('mfdb', 'raw_db'), );
            if(is_save_local == true) save_table(tb_entity_risk_stats, des.table_name, false);

			des = get_riskadjret_stats_table_description(entity_type)[0];
            chg_columns_for_mysql(tb_entity_riskadjret_stats, des.sec_id_col);
            save_and_sync(tb_entity_riskadjret_stats, des.table_name.strReplace('pfdb', 'raw_db').strReplace('mfdb', 'raw_db'), );
            if(is_save_local == true) save_table(tb_entity_riskadjret_stats, des.table_name, false);

			des = get_capture_style_table_description(entity_type)[0];
            chg_columns_for_mysql(tb_entity_style_stats, des.sec_id_col);
            save_and_sync(tb_entity_style_stats, des.table_name.strReplace('pfdb', 'raw_db').strReplace('mfdb', 'raw_db'), );
            if(is_save_local == true) save_table(tb_entity_style_stats, des.table_name, false);

			des = get_performance_weekly_table_description(entity_type)[0];
			tb_entity_performance_weekly.rename!('cumulative_nav', des.cumulative_nav_col);
            save_and_sync(tb_entity_performance_weekly, des.table_name.strReplace('pfdb', 'raw_db').strReplace('mfdb', 'raw_db'), );
            if(is_save_local == true) save_table(tb_entity_performance_weekly, des.table_name, false);

			des = get_latest_performance_table_description(entity_type)[0];
			tb_entity_latest_performance.rename!('cumulative_nav', des.cumulative_nav_col);
            save_and_sync(tb_entity_latest_performance, des.table_name.strReplace('pfdb', 'raw_db').strReplace('mfdb', 'raw_db'), );
            if(is_save_local == true) save_table(tb_entity_latest_performance, des.table_name, false);


        } catch(ex) {

            //TODO: Log errors
            rt = ex;
        }
    }

    return rt;
}

/*
 *   [定时任务]批量计算组合净值、收益及指标
 *   
 *   @param updatetime <DATETIME>: 持仓证券净值更新时间，忽略或传入1989.01.01及更早的日期被认为在做数据初始化
 * 
 * 
 *   Example: CalPortfolioPerformanceTask(2024.10.28);
 *            CalPortfolioPerformanceTask(1989.01.01);  -- 【初始化专用】 (45min)
 */
def CalPortfolioPerformanceTask(updatetime) {

    rt = '';
    // 3 min
    tb_cal_ports = get_portfolio_list_by_fund_nav_updatetime(NULL, updatetime, true);

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

    is_save_local = iif(updatetime <= get_ini_data_const()['date'], true, false);

    // 26 min
    rt = cal_and_save_portfolio_nav(tb_cal_ports, is_save_local);
    // 9 min
    rt = rt + '; ' + cal_and_save_entity_indicators('PF', tb_cal_ports, is_save_local);

    return rt;
}

/*
 *   批量计算BFI因子净值
 * 
 *   Example: cal_and_save_factor_nav(get_bfi_factor_list_by_index_nav_updatetime(['FA00000VMJ'], updatetime, true);, false);
 * 
 */
def cal_and_save_factor_nav(cal_factor_info, is_save_local) {

	ret = ''

	t_factor_value = table(100:0, ['factor_id', 'price_date', 'factor_value'], [SYMBOL, DATE, DOUBLE]);

	// 因子个数有限，用循环更简便
	for(factor in cal_factor_info) {

        v_factor_id = array(STRING, 0).append!(factor.factor_id);
		// 取因子成分指数
		tb_holdings = get_fixed_weight_portfolio_holding('FA', v_factor_id);

		UPDATE tb_holdings SET first_cal_date = first_cal_date, latest_cal_date = latest_cal_date
		FROM ej(tb_holdings, cal_factor_info, 'entity_id', 'factor_id');

		s_json = (SELECT sec_id, first_cal_date.min() AS price_date FROM tb_holdings GROUP BY sec_id).toStdJson();

		// 取含前值的成分指数点位
		tb_nav = get_nav_for_return_calculation('MI', 'd', s_json).sortBy!(['sec_id', 'price_date'], [1, 1]);

		// 计算每期收益
		UPDATE tb_nav SET ret = cumulative_nav.ratios() - 1 CONTEXT BY sec_id;

		t = SELECT h.entity_id, n.price_date, h.sec_id, n.ret, h.weight/100 AS weight
		    FROM tb_holdings AS h
		    INNER JOIN tb_nav AS n ON h.sec_id = n.sec_id
	     	ORDER BY h.entity_id, h.sec_id, n.price_date;

		t_factor = SELECT factor_id AS entity_id, first_cal_date, latest_cal_date FROM cal_factor_info WHERE factor_id = factor.factor_id;

		t_tmp = cal_nav_by_return('FA', t_factor, t);

		if(!t_tmp.isVoid() && t_tmp.size() > 0) {
	    	INSERT INTO t_factor_value 
	        	SELECT entity_id AS factor_id, price_date, nav AS factor_value FROM cal_nav_by_return('FA', t_factor, t);
		}
	}

	if(! t_factor_value.isVoid() && t_factor_value.size() > 0) {
		save_and_sync(t_factor_value, 'raw_db.cm_factor_value', 'raw_db.cm_factor_value');

		if(is_save_local == true) {
			save_table(t_factor_value, 'pfdb.cm_factor_value', false);
		}
	}
}



/*
 *   [定时任务]批量计算bfi因子净值、收益及指标
 *   
 *   @param updatetime <DATETIME>: 成分指数净值更新时间，忽略或传入1989.01.01及更早的日期被认为在做数据初始化
 * 
 * 
 *   Example: CalFactorPerformanceTask(2024.10.28);
 *            CalFactorPerformanceTask(1989.01.01);  -- 【初始化专用】 (1.3 min)
 */
def CalFactorPerformanceTask(updatetime) {

	rt = '';

	// 根据成分指数净值更新日期，取有影响的因子
	tb_cal_factors = get_bfi_factor_list_by_index_nav_updatetime(NULL, updatetime, true);

    if(tb_cal_factors.isVoid() || tb_cal_factors.size() == 0) return rt;

    is_save_local = iif(updatetime <= get_ini_data_const()['date'], true, false);

    // 26 min
    rt = cal_and_save_factor_nav(tb_cal_factors, is_save_local);
    // 9 min
    tb_cal_factors.rename!(['factor_id', 'first_cal_date', 'latest_cal_date'], ['entity_id', 'start_cal_date', 'end_cal_date']);
    rt = rt + '; ' + cal_and_save_entity_indicators('FA', tb_cal_factors, is_save_local);

    return rt;
}