FactorCalc.dos

module FactorCalc

//generate the factor cacuclate sql
def generate_factor_sql(factor_name,factor_col_list,start_date,end_date){
    factor_str=concat(factor_name,'(')
    for(col in factor_col_list){
        factor_str=factor_str.concat(col).concat(',')
    }
    factor_str=substr(factor_str,0,factor_str.strlen()-1).concat(')')
    factor_sql=parseExpr(factor_str)
    whereConditions = [expr(sqlCol('tradetime'),>=,start_date),expr(sqlCol('tradetime'),<=,end_date)]
    k_day=loadTable("dfs://k_day_level","k_day")

    final_factor_sql=sql(select=(sqlCol(`securityid),sqlCol(`tradetime),sqlColAlias(factor_sql, factor_name)), from=k_day, where=whereConditions);
    return final_factor_sql
}
// save the factor caculate result to factor  result table
def calc_factor_single_and_savewide(factor_name,factors_basic_info,start_date,end_date){
	factor_sql =generate_factor_sql(factor_name,factors_basic_info['factor_col_list'],start_date,end_date)
	res=eval(factor_sql)

             pivot_sql=sql(select=sqlCol(`fac2), from=res, groupBy=[sqlCol(`tradetime),sqlCol(`securityid)],groupFlag=2);
	tmp =eval(pivot_sql)
	
	tmp[`factorname]=`fac2
	reorderColumns!(tmp,`tradetime`factorname)
	
	dbName = "dfs://K_FACTOR_WIDE"
	day_factor=loadTable(dbName,'factor_k_wide')
	day_factor.upsert!(tmp,keyColNames=`tradetime`factorname)
	
	return true;	
}
// return factor calculate reuslt
def calc_factor_single_and_return(factor_name,factors_basic_info,start_date,end_date){
	factor_sql =generate_factor_sql(factor_name,factors_basic_info['factor_col_list'],start_date,end_date)
	res=eval(factor_sql)
	return res;	
}