{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "139fd1cb-aedf-4186-8408-4d630ba69599",
   "metadata": {},
   "outputs": [],
   "source": [
    "import dolphindb as ddb\n",
    "\n",
    "sess = ddb.session(\"192.168.1.167\", 8848)\n",
    "sess.login('admin', '123456')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 42,
   "id": "86d6ce04-b5ae-410b-af8d-9d9b5d87a959",
   "metadata": {},
   "outputs": [],
   "source": [
    "sess.run(\"\"\"\n",
    "    dropFunctionView('pit_at_date')\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "id": "5482fa63-23e7-48e7-9636-5628faef7b73",
   "metadata": {},
   "outputs": [],
   "source": [
    "sess.run(\"\"\"\n",
    "def pit_at_date(table_name, date, report_period_list, code_partition_id) {\n",
    "\tsource_table = loadTable(\"dfs://pit_stock_ts\", table_name);\n",
    "\t\n",
    "\tm_nDate = take(date, size(report_period_list));\n",
    "\treport_period = report_period_list;\n",
    "\t\n",
    "\tquery_table = table(report_period, m_nDate);\n",
    "\tquery_table_exp = select * from cj(query_table, select code from source_table where partition(code, code_partition_id) group by code map);\n",
    "\t\n",
    "\tsource_table_part = select source_table.* from ej(source_table, query_table_exp, `code`report_period) where partition(code, code_partition_id);\n",
    "\t\n",
    "\treturn select source_table_part.* from aj(query_table_exp, source_table_part, `code`report_period`m_nDate, `code`report_period`appear_at_date) where not isNull(source_table_part.code)\n",
    "}\n",
    "\n",
    "addFunctionView(pit_at_date)\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "id": "4e0eaa4d-80c9-4925-8496-a7d133fc0fda",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>appear_in_period</th>\n",
       "      <th>TOT_OPER_REV</th>\n",
       "      <th>OPER_REV</th>\n",
       "      <th>INT_INC</th>\n",
       "      <th>INSUR_PREM_UNEARNED</th>\n",
       "      <th>HANDLING_CHRG_COMM_INC</th>\n",
       "      <th>NET_INC_OTHER_OPS</th>\n",
       "      <th>PLUS_NET_INC_OTHER_BUS</th>\n",
       "      <th>PLUS_NET_GAIN_CHG_FV</th>\n",
       "      <th>PLUS_NET_INVEST_INC</th>\n",
       "      <th>...</th>\n",
       "      <th>OTHER_INCOME</th>\n",
       "      <th>MEMO</th>\n",
       "      <th>ASSET_DISPOSAL_INCOME</th>\n",
       "      <th>CONTINUED_NET_PROFIT</th>\n",
       "      <th>END_NET_PROFIT</th>\n",
       "      <th>CREDIT_IMPAIRMENT_LOSS</th>\n",
       "      <th>RD_EXPENSE</th>\n",
       "      <th>STMNOTE_FINEXP</th>\n",
       "      <th>FIN_EXP_INT_INC</th>\n",
       "      <th>TOT_OPER_COST2</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>code</th>\n",
       "      <th>report_period</th>\n",
       "      <th>appear_at_date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
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       "    <tr>\n",
       "      <th>000400.SZ</th>\n",
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       "    </tr>\n",
       "    <tr>\n",
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       "    <tr>\n",
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       "    <tr>\n",
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       "      <th>2018-12-31</th>\n",
       "      <th>2019-09-17</th>\n",
       "      <td>2018-12-31</td>\n",
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       "      <td>6568742.64</td>\n",
       "      <td>nan</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>688396.SH</th>\n",
       "      <th>2018-12-31</th>\n",
       "      <th>2020-01-31</th>\n",
       "      <td>2018-12-31</td>\n",
       "      <td>6.270797e+09</td>\n",
       "      <td>6.270797e+09</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>10592096.66</td>\n",
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       "      <td>10592096.66</td>\n",
       "      <td>...</td>\n",
       "      <td>91086261.29</td>\n",
       "      <td>nan</td>\n",
       "      <td>9434573.46</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4.497610e+08</td>\n",
       "      <td>0.00</td>\n",
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       "      <td>5.796301e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>831010.NE</th>\n",
       "      <th>2018-12-31</th>\n",
       "      <th>2020-07-01</th>\n",
       "      <td>2018-12-31</td>\n",
       "      <td>2.936331e+08</td>\n",
       "      <td>2.936331e+08</td>\n",
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       "      <td>262112.16</td>\n",
       "      <td>...</td>\n",
       "      <td>380000.00</td>\n",
       "      <td>nan</td>\n",
       "      <td>-258845.78</td>\n",
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>833874.NE</th>\n",
       "      <th>2018-12-31</th>\n",
       "      <th>2020-06-29</th>\n",
       "      <td>2018-12-31</td>\n",
       "      <td>1.974978e+08</td>\n",
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       "      <td>5841180.61</td>\n",
       "      <td>...</td>\n",
       "      <td>882100.00</td>\n",
       "      <td>nan</td>\n",
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       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>91 rows × 66 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                                       appear_in_period  TOT_OPER_REV  \\\n",
       "code      report_period appear_at_date                                  \n",
       "000400.SZ 2018-12-31    2019-03-29           2018-12-31  8.216559e+09   \n",
       "000558.SZ 2018-12-31    2019-04-26           2018-12-31  7.024741e+08   \n",
       "000677.SZ 2018-12-31    2019-03-29           2018-12-31  7.068198e+08   \n",
       "000731.SZ 2018-12-31    2019-04-16           2018-12-31  2.639920e+09   \n",
       "000752.SZ 2018-12-31    2019-05-16           2018-12-31  3.231171e+08   \n",
       "...                                                 ...           ...   \n",
       "688039.SH 2018-12-31    2019-11-22           2018-12-31  2.035519e+08   \n",
       "688368.SH 2018-12-31    2019-09-17           2018-12-31  7.665912e+08   \n",
       "688396.SH 2018-12-31    2020-01-31           2018-12-31  6.270797e+09   \n",
       "831010.NE 2018-12-31    2020-07-01           2018-12-31  2.936331e+08   \n",
       "833874.NE 2018-12-31    2020-06-29           2018-12-31  1.974978e+08   \n",
       "\n",
       "                                            OPER_REV  INT_INC  \\\n",
       "code      report_period appear_at_date                          \n",
       "000400.SZ 2018-12-31    2019-03-29      8.216559e+09      0.0   \n",
       "000558.SZ 2018-12-31    2019-04-26      7.024741e+08      0.0   \n",
       "000677.SZ 2018-12-31    2019-03-29      7.068198e+08      0.0   \n",
       "000731.SZ 2018-12-31    2019-04-16      2.639920e+09      0.0   \n",
       "000752.SZ 2018-12-31    2019-05-16      3.231171e+08      0.0   \n",
       "...                                              ...      ...   \n",
       "688039.SH 2018-12-31    2019-11-22      2.035519e+08      0.0   \n",
       "688368.SH 2018-12-31    2019-09-17      7.665912e+08      0.0   \n",
       "688396.SH 2018-12-31    2020-01-31      6.270797e+09      0.0   \n",
       "831010.NE 2018-12-31    2020-07-01      2.936331e+08      0.0   \n",
       "833874.NE 2018-12-31    2020-06-29      1.974978e+08      0.0   \n",
       "\n",
       "                                        INSUR_PREM_UNEARNED  \\\n",
       "code      report_period appear_at_date                        \n",
       "000400.SZ 2018-12-31    2019-03-29                      0.0   \n",
       "000558.SZ 2018-12-31    2019-04-26                      0.0   \n",
       "000677.SZ 2018-12-31    2019-03-29                      0.0   \n",
       "000731.SZ 2018-12-31    2019-04-16                      0.0   \n",
       "000752.SZ 2018-12-31    2019-05-16                      0.0   \n",
       "...                                                     ...   \n",
       "688039.SH 2018-12-31    2019-11-22                      0.0   \n",
       "688368.SH 2018-12-31    2019-09-17                      0.0   \n",
       "688396.SH 2018-12-31    2020-01-31                      0.0   \n",
       "831010.NE 2018-12-31    2020-07-01                      0.0   \n",
       "833874.NE 2018-12-31    2020-06-29                      0.0   \n",
       "\n",
       "                                        HANDLING_CHRG_COMM_INC  \\\n",
       "code      report_period appear_at_date                           \n",
       "000400.SZ 2018-12-31    2019-03-29                         0.0   \n",
       "000558.SZ 2018-12-31    2019-04-26                         0.0   \n",
       "000677.SZ 2018-12-31    2019-03-29                         0.0   \n",
       "000731.SZ 2018-12-31    2019-04-16                         0.0   \n",
       "000752.SZ 2018-12-31    2019-05-16                         0.0   \n",
       "...                                                        ...   \n",
       "688039.SH 2018-12-31    2019-11-22                         0.0   \n",
       "688368.SH 2018-12-31    2019-09-17                         0.0   \n",
       "688396.SH 2018-12-31    2020-01-31                         0.0   \n",
       "831010.NE 2018-12-31    2020-07-01                         0.0   \n",
       "833874.NE 2018-12-31    2020-06-29                         0.0   \n",
       "\n",
       "                                        NET_INC_OTHER_OPS  \\\n",
       "code      report_period appear_at_date                      \n",
       "000400.SZ 2018-12-31    2019-03-29               73932.94   \n",
       "000558.SZ 2018-12-31    2019-04-26            23984753.52   \n",
       "000677.SZ 2018-12-31    2019-03-29              220497.76   \n",
       "000731.SZ 2018-12-31    2019-04-16             4467512.66   \n",
       "000752.SZ 2018-12-31    2019-05-16           -43852162.57   \n",
       "...                                                   ...   \n",
       "688039.SH 2018-12-31    2019-11-22              156599.67   \n",
       "688368.SH 2018-12-31    2019-09-17              972435.31   \n",
       "688396.SH 2018-12-31    2020-01-31            10592096.66   \n",
       "831010.NE 2018-12-31    2020-07-01              262112.16   \n",
       "833874.NE 2018-12-31    2020-06-29             5841180.61   \n",
       "\n",
       "                                        PLUS_NET_INC_OTHER_BUS  \\\n",
       "code      report_period appear_at_date                           \n",
       "000400.SZ 2018-12-31    2019-03-29                         0.0   \n",
       "000558.SZ 2018-12-31    2019-04-26                         0.0   \n",
       "000677.SZ 2018-12-31    2019-03-29                         0.0   \n",
       "000731.SZ 2018-12-31    2019-04-16                         0.0   \n",
       "000752.SZ 2018-12-31    2019-05-16                         0.0   \n",
       "...                                                        ...   \n",
       "688039.SH 2018-12-31    2019-11-22                         0.0   \n",
       "688368.SH 2018-12-31    2019-09-17                         0.0   \n",
       "688396.SH 2018-12-31    2020-01-31                         0.0   \n",
       "831010.NE 2018-12-31    2020-07-01                         0.0   \n",
       "833874.NE 2018-12-31    2020-06-29                         0.0   \n",
       "\n",
       "                                        PLUS_NET_GAIN_CHG_FV  \\\n",
       "code      report_period appear_at_date                         \n",
       "000400.SZ 2018-12-31    2019-03-29                       0.0   \n",
       "000558.SZ 2018-12-31    2019-04-26                       0.0   \n",
       "000677.SZ 2018-12-31    2019-03-29                       0.0   \n",
       "000731.SZ 2018-12-31    2019-04-16                       0.0   \n",
       "000752.SZ 2018-12-31    2019-05-16                       0.0   \n",
       "...                                                      ...   \n",
       "688039.SH 2018-12-31    2019-11-22                       0.0   \n",
       "688368.SH 2018-12-31    2019-09-17                       0.0   \n",
       "688396.SH 2018-12-31    2020-01-31                       0.0   \n",
       "831010.NE 2018-12-31    2020-07-01                       0.0   \n",
       "833874.NE 2018-12-31    2020-06-29                       0.0   \n",
       "\n",
       "                                        PLUS_NET_INVEST_INC  ...  \\\n",
       "code      report_period appear_at_date                       ...   \n",
       "000400.SZ 2018-12-31    2019-03-29                 73932.94  ...   \n",
       "000558.SZ 2018-12-31    2019-04-26              23984753.52  ...   \n",
       "000677.SZ 2018-12-31    2019-03-29                220497.76  ...   \n",
       "000731.SZ 2018-12-31    2019-04-16               4467512.66  ...   \n",
       "000752.SZ 2018-12-31    2019-05-16             -43852162.57  ...   \n",
       "...                                                     ...  ...   \n",
       "688039.SH 2018-12-31    2019-11-22                156599.67  ...   \n",
       "688368.SH 2018-12-31    2019-09-17                972435.31  ...   \n",
       "688396.SH 2018-12-31    2020-01-31              10592096.66  ...   \n",
       "831010.NE 2018-12-31    2020-07-01                262112.16  ...   \n",
       "833874.NE 2018-12-31    2020-06-29               5841180.61  ...   \n",
       "\n",
       "                                        OTHER_INCOME  MEMO  \\\n",
       "code      report_period appear_at_date                       \n",
       "000400.SZ 2018-12-31    2019-03-29       72773000.86   nan   \n",
       "000558.SZ 2018-12-31    2019-04-26       10174473.66   nan   \n",
       "000677.SZ 2018-12-31    2019-03-29        1157100.00   nan   \n",
       "000731.SZ 2018-12-31    2019-04-16        3477372.43   nan   \n",
       "000752.SZ 2018-12-31    2019-05-16         136549.44   nan   \n",
       "...                                              ...   ...   \n",
       "688039.SH 2018-12-31    2019-11-22       15702563.93   nan   \n",
       "688368.SH 2018-12-31    2019-09-17        6568742.64   nan   \n",
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       "831010.NE 2018-12-31    2020-07-01         380000.00   nan   \n",
       "833874.NE 2018-12-31    2020-06-29         882100.00   nan   \n",
       "\n",
       "                                        ASSET_DISPOSAL_INCOME  \\\n",
       "code      report_period appear_at_date                          \n",
       "000400.SZ 2018-12-31    2019-03-29                       0.00   \n",
       "000558.SZ 2018-12-31    2019-04-26               -12902036.23   \n",
       "000677.SZ 2018-12-31    2019-03-29                -1852690.97   \n",
       "000731.SZ 2018-12-31    2019-04-16                 1992627.87   \n",
       "000752.SZ 2018-12-31    2019-05-16                       0.00   \n",
       "...                                                       ...   \n",
       "688039.SH 2018-12-31    2019-11-22                       0.00   \n",
       "688368.SH 2018-12-31    2019-09-17                       0.00   \n",
       "688396.SH 2018-12-31    2020-01-31                 9434573.46   \n",
       "831010.NE 2018-12-31    2020-07-01                 -258845.78   \n",
       "833874.NE 2018-12-31    2020-06-29                    9554.96   \n",
       "\n",
       "                                        CONTINUED_NET_PROFIT  END_NET_PROFIT  \\\n",
       "code      report_period appear_at_date                                         \n",
       "000400.SZ 2018-12-31    2019-03-29              2.737097e+08             0.0   \n",
       "000558.SZ 2018-12-31    2019-04-26             -5.424955e+07             0.0   \n",
       "000677.SZ 2018-12-31    2019-03-29              6.403690e+06             0.0   \n",
       "000731.SZ 2018-12-31    2019-04-16              2.228619e+08             0.0   \n",
       "000752.SZ 2018-12-31    2019-05-16             -3.830619e+08             0.0   \n",
       "...                                                      ...             ...   \n",
       "688039.SH 2018-12-31    2019-11-22              6.389806e+07             0.0   \n",
       "688368.SH 2018-12-31    2019-09-17              0.000000e+00             0.0   \n",
       "688396.SH 2018-12-31    2020-01-31              0.000000e+00             0.0   \n",
       "831010.NE 2018-12-31    2020-07-01              4.129632e+07             0.0   \n",
       "833874.NE 2018-12-31    2020-06-29              9.051358e+07             0.0   \n",
       "\n",
       "                                        CREDIT_IMPAIRMENT_LOSS    RD_EXPENSE  \\\n",
       "code      report_period appear_at_date                                         \n",
       "000400.SZ 2018-12-31    2019-03-29                         0.0  3.350267e+08   \n",
       "000558.SZ 2018-12-31    2019-04-26                         0.0  0.000000e+00   \n",
       "000677.SZ 2018-12-31    2019-03-29                         0.0  3.514984e+05   \n",
       "000731.SZ 2018-12-31    2019-04-16                         0.0  1.653546e+06   \n",
       "000752.SZ 2018-12-31    2019-05-16                         0.0  0.000000e+00   \n",
       "...                                                        ...           ...   \n",
       "688039.SH 2018-12-31    2019-11-22                         0.0  3.660990e+07   \n",
       "688368.SH 2018-12-31    2019-09-17                         0.0  6.081719e+07   \n",
       "688396.SH 2018-12-31    2020-01-31                         0.0  4.497610e+08   \n",
       "831010.NE 2018-12-31    2020-07-01                         0.0  5.236440e+05   \n",
       "833874.NE 2018-12-31    2020-06-29                         0.0  1.092805e+07   \n",
       "\n",
       "                                        STMNOTE_FINEXP  FIN_EXP_INT_INC  \\\n",
       "code      report_period appear_at_date                                    \n",
       "000400.SZ 2018-12-31    2019-03-29         45075829.77              0.0   \n",
       "000558.SZ 2018-12-31    2019-04-26         39309311.59              0.0   \n",
       "000677.SZ 2018-12-31    2019-03-29          5234360.37              0.0   \n",
       "000731.SZ 2018-12-31    2019-04-16         46581902.65              0.0   \n",
       "000752.SZ 2018-12-31    2019-05-16                0.00              0.0   \n",
       "...                                                ...              ...   \n",
       "688039.SH 2018-12-31    2019-11-22                0.00              0.0   \n",
       "688368.SH 2018-12-31    2019-09-17                0.00              0.0   \n",
       "688396.SH 2018-12-31    2020-01-31                0.00              0.0   \n",
       "831010.NE 2018-12-31    2020-07-01           254556.29              0.0   \n",
       "833874.NE 2018-12-31    2020-06-29                0.00              0.0   \n",
       "\n",
       "                                        TOT_OPER_COST2  \n",
       "code      report_period appear_at_date                  \n",
       "000400.SZ 2018-12-31    2019-03-29        7.967406e+09  \n",
       "000558.SZ 2018-12-31    2019-04-26        6.444387e+08  \n",
       "000677.SZ 2018-12-31    2019-03-29        6.821367e+08  \n",
       "000731.SZ 2018-12-31    2019-04-16        2.367904e+09  \n",
       "000752.SZ 2018-12-31    2019-05-16        3.135966e+08  \n",
       "...                                                ...  \n",
       "688039.SH 2018-12-31    2019-11-22        1.511902e+08  \n",
       "688368.SH 2018-12-31    2019-09-17        6.890894e+08  \n",
       "688396.SH 2018-12-31    2020-01-31        5.796301e+09  \n",
       "831010.NE 2018-12-31    2020-07-01        2.437095e+08  \n",
       "833874.NE 2018-12-31    2020-06-29        1.021658e+08  \n",
       "\n",
       "[91 rows x 66 columns]"
      ]
     },
     "execution_count": 44,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "#sess.run(\"\"\"\n",
    "#    is_common_ori = loadTable(\"dfs://pit_stock_ts\", \"is_common_ori\")\n",
    "#\"\"\")\n",
    "\n",
    "# pit_report_period_at_date(table_name, date, report_period_list, code_partition_id)\n",
    "sess.run(\"\"\"\n",
    "    select * from pit_at_date(\"is_common_ori\", 2021.03.14, [2018.12.31], 0) order by code\n",
    "\"\"\").set_index(['code', 'report_period', 'appear_at_date'])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 70,
   "id": "4cd4cd6e-f34e-43a8-98de-c468a54d8081",
   "metadata": {},
   "outputs": [],
   "source": [
    "sess.run(\"\"\"\n",
    "    dropFunctionView('pit_col_at_date');\n",
    "\"\"\")\n",
    "\n",
    "sess.run(\"\"\"\n",
    "def pit_col_at_date(table_name, col_name, date, report_period_list, code_partition_id){\n",
    "\tsource_table = loadTable(\"dfs://pit_stock_ts\", table_name);\n",
    "\t\n",
    "\tm_nDate = take(date, size(report_period_list));\n",
    "\treport_period = report_period_list;\n",
    "\t\n",
    "\tquery_table = table(report_period, m_nDate);\n",
    "\tquery_table_exp = select * from cj(\n",
    "            query_table, \n",
    "            select code from source_table where partition(code, code_partition_id\n",
    "        ) group by code map);\n",
    "\t\n",
    "\tcol_list = sqlCol(['code', 'report_period', 'appear_at_date', col_name]);\n",
    "    from_tbl = <ej(source_table, query_table_exp, `code`report_period)>;\n",
    "    where_conditions = [<partition(code, code_partition_id)>];\n",
    "    source_table_part = sql(select=col_list, from=from_tbl, where=where_conditions).eval();\n",
    "\t\n",
    "\treturn select source_table_part.* from aj(query_table_exp, source_table_part, `code`report_period`m_nDate, `code`report_period`appear_at_date) where not isNull(source_table_part.code)\n",
    "}\n",
    "\n",
    "addFunctionView(pit_col_at_date);\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 71,
   "id": "943b760a-ab39-4291-8a93-81b3e38a70b7",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>TOT_OPER_REV</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>code</th>\n",
       "      <th>report_period</th>\n",
       "      <th>appear_at_date</th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>000400.SZ</th>\n",
       "      <th>2019-09-30</th>\n",
       "      <th>2020-10-29</th>\n",
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       "    <tr>\n",
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       "    <tr>\n",
       "      <th>000677.SZ</th>\n",
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       "      <th>2020-10-21</th>\n",
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       "    <tr>\n",
       "      <th>000731.SZ</th>\n",
       "      <th>2019-09-30</th>\n",
       "      <th>2020-10-27</th>\n",
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>000752.SZ</th>\n",
       "      <th>2019-09-30</th>\n",
       "      <th>2020-10-29</th>\n",
       "      <td>2.330136e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>688039.SH</th>\n",
       "      <th>2019-09-30</th>\n",
       "      <th>2020-10-28</th>\n",
       "      <td>1.185143e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>688368.SH</th>\n",
       "      <th>2019-09-30</th>\n",
       "      <th>2020-10-28</th>\n",
       "      <td>6.139719e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>688396.SH</th>\n",
       "      <th>2019-09-30</th>\n",
       "      <th>2020-10-20</th>\n",
       "      <td>4.131915e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>831010.NE</th>\n",
       "      <th>2019-09-30</th>\n",
       "      <th>2020-10-29</th>\n",
       "      <td>2.276040e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>833874.NE</th>\n",
       "      <th>2019-09-30</th>\n",
       "      <th>2020-10-26</th>\n",
       "      <td>1.303494e+08</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>91 rows × 1 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                                        TOT_OPER_REV\n",
       "code      report_period appear_at_date              \n",
       "000400.SZ 2019-09-30    2020-10-29      5.658881e+09\n",
       "000558.SZ 2019-09-30    2020-10-29      8.322244e+07\n",
       "000677.SZ 2019-09-30    2020-10-21      6.020088e+08\n",
       "000731.SZ 2019-09-30    2020-10-27      2.311672e+09\n",
       "000752.SZ 2019-09-30    2020-10-29      2.330136e+08\n",
       "...                                              ...\n",
       "688039.SH 2019-09-30    2020-10-28      1.185143e+08\n",
       "688368.SH 2019-09-30    2020-10-28      6.139719e+08\n",
       "688396.SH 2019-09-30    2020-10-20      4.131915e+09\n",
       "831010.NE 2019-09-30    2020-10-29      2.276040e+08\n",
       "833874.NE 2019-09-30    2020-10-26      1.303494e+08\n",
       "\n",
       "[91 rows x 1 columns]"
      ]
     },
     "execution_count": 71,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "    select * from pit_col_at_date(\"is_common_adj\", \"TOT_OPER_REV\", 2021.03.14, [2019.09.30], 0) order by code\n",
    "\"\"\").set_index(['code', 'report_period', 'appear_at_date'])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 59,
   "id": "2fea0f1e-5105-4d28-9c36-c5542a5389ba",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>report_period</th>\n",
       "      <th>appear_in_period</th>\n",
       "      <th>appear_at_date</th>\n",
       "      <th>TOT_OPER_REV</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2020-04-10</td>\n",
       "      <td>1.015608e+10</td>\n",
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       "      <td>000558.SZ</td>\n",
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       "    <tr>\n",
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       "      <td>000558.SZ</td>\n",
       "      <td>2019-12-31</td>\n",
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       "      <td>2020-08-25</td>\n",
       "      <td>1.378479e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
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       "      <td>000677.SZ</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019-12-31</td>\n",
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>000731.SZ</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019-12-31</td>\n",
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>109</th>\n",
       "      <td>688396.SH</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2020-04-23</td>\n",
       "      <td>5.742784e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>110</th>\n",
       "      <td>831010.NE</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2020-04-13</td>\n",
       "      <td>3.552313e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>111</th>\n",
       "      <td>831010.NE</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2020-07-01</td>\n",
       "      <td>3.552313e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>112</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2020-03-18</td>\n",
       "      <td>1.785113e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>113</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2020-06-29</td>\n",
       "      <td>1.785113e+08</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>114 rows × 5 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "          code report_period appear_in_period appear_at_date  TOT_OPER_REV\n",
       "0    000400.SZ    2019-12-31       2019-12-31     2020-04-10  1.015608e+10\n",
       "1    000558.SZ    2019-12-31       2019-12-31     2020-04-27  1.378479e+08\n",
       "2    000558.SZ    2019-12-31       2019-12-31     2020-08-25  1.378479e+08\n",
       "3    000677.SZ    2019-12-31       2019-12-31     2020-04-25  7.906742e+08\n",
       "4    000731.SZ    2019-12-31       2019-12-31     2020-04-24  2.929131e+09\n",
       "..         ...           ...              ...            ...           ...\n",
       "109  688396.SH    2019-12-31       2019-12-31     2020-04-23  5.742784e+09\n",
       "110  831010.NE    2019-12-31       2019-12-31     2020-04-13  3.552313e+08\n",
       "111  831010.NE    2019-12-31       2019-12-31     2020-07-01  3.552313e+08\n",
       "112  833874.NE    2019-12-31       2019-12-31     2020-03-18  1.785113e+08\n",
       "113  833874.NE    2019-12-31       2019-12-31     2020-06-29  1.785113e+08\n",
       "\n",
       "[114 rows x 5 columns]"
      ]
     },
     "execution_count": 59,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "    source_table = loadTable(\"dfs://pit_stock_ts\", \"is_common_ori\");\n",
    "    m_nDate = [2022.03.04]\n",
    "    report_period = [2019.12.31]\n",
    "\tquery_table = table(report_period, m_nDate);\n",
    "\tquery_table_exp = select * from cj(query_table, select code from source_table where partition(code, 0) group by code map);\n",
    "\t\n",
    "    \n",
    "    col_list = sqlCol(['code', 'report_period', 'appear_in_period', 'appear_at_date', 'TOT_OPER_REV']);\n",
    "    from_tbl = <ej(source_table, query_table_exp, `code`report_period)>;\n",
    "    where_conditions = [<partition(code, 0)>];\n",
    "    source_table_part = sql(select=col_list, from=from_tbl, where=where_conditions).eval();\n",
    "\tsource_table_part\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 181,
   "id": "3c246940-1ad6-414f-b461-2d8ca7cd87f1",
   "metadata": {},
   "outputs": [],
   "source": [
    "sess.run(\"\"\"\n",
    "    def single_quarter(table_name, col_list) {\n",
    "    \n",
    "        sel_col = array(ANY, 4 + size(col_list));\n",
    "        sel_col[0] = sqlCol('code');\n",
    "        sel_col[2] = sqlColAlias(<year(report_period)>, 'year');\n",
    "        \n",
    "        for (i in 0..(size(col_list) - 1)) {\n",
    "            sel_col[i + 4] = sqlCol(col_list[i]);\n",
    "        }\n",
    "\n",
    "        // 当季累计数据，作为下一季基准\n",
    "        sel_col[1] = sqlColAlias(sqlCol('report_period'), 'base_report_period');\n",
    "        sel_col[3] = sqlColAlias(<quarterOfYear(report_period) + 1>, 'quarter_of_year');\n",
    "        tbl_quarter_accum_base = sql(\n",
    "                select = sel_col,\n",
    "                from = table_name,\n",
    "                where = <quarterOfYear(report_period) < 4>\n",
    "            ).eval();\n",
    "\n",
    "        // 从第二季开始，需要去匹配前一季累计基数\n",
    "        sel_col[1] = sqlColAlias(sqlCol('report_period'), 'current_report_period');\n",
    "        sel_col[3] = sqlColAlias(<quarterOfYear(report_period)>, 'quarter_of_year');\n",
    "        tbl_quarter_accum = sql(\n",
    "                    select = sel_col,\n",
    "                    from = table_name,\n",
    "                    where = <quarterOfYear(report_period) > 1>\n",
    "                ).eval();\n",
    "\n",
    "        // 单季流量，把非第一季的季报都要扣除前一季度的基数\n",
    "        sel_col[1] = sqlColAlias(sqlCol('current_report_period'), 'report_period');\n",
    "        sel_col[2] = sqlCol('year');\n",
    "        sel_col[3] = sqlCol('quarter_of_year');\n",
    "        for (i in 0..(size(col_list) - 1)) {\n",
    "            sel_col[i + 4] = sqlColAlias(\n",
    "                expr(\n",
    "                    sqlCol('tbl_quarter_accum_' + col_list[i]),\n",
    "                    -,\n",
    "                    sqlCol(col_list[i])\n",
    "                )\n",
    "            , col_list[i] + '_flux');\n",
    "        }\n",
    "        from_obj = ej(\n",
    "                    tbl_quarter_accum_base, \n",
    "                    tbl_quarter_accum, \n",
    "                    `code`year`quarter_of_year, \n",
    "                    `code`year`quarter_of_year);\n",
    "        tbl_quarter_flux = sql(\n",
    "                select = sel_col, \n",
    "                from = from_obj\n",
    "            ).eval();\n",
    "\n",
    "        // 每年第一个季度\n",
    "        sel_col[1] = sqlCol('report_period');\n",
    "        sel_col[2] = sqlColAlias(<year(report_period)>, 'year');\n",
    "        sel_col[3] = sqlColAlias(<quarterOfYear(report_period)>, 'quarter_of_year');\n",
    "        for (i in 0..(size(col_list) - 1)) {\n",
    "            sel_col[i + 4] = sqlColAlias(sqlCol(col_list[i]), col_list[i] + '_flux');\n",
    "        }\n",
    "        tbl_quarter1 = sql(\n",
    "                select = sel_col,\n",
    "                from = table_name,\n",
    "                where = <quarterOfYear(report_period) == 1>\n",
    "            ).eval();\n",
    "        \n",
    "        // 再拼接回第一季度（无需扣除基数的数据）\n",
    "        tbl_quarter_flux = unionAll(\n",
    "                tbl_quarter1, \n",
    "                tbl_quarter_flux\n",
    "            );\n",
    "            \n",
    "        return tbl_quarter_flux;\n",
    "    }\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 182,
   "id": "981c8b85-a750-4d6b-bed9-c2567a95b2a3",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>report_period</th>\n",
       "      <th>year</th>\n",
       "      <th>quarter_of_year</th>\n",
       "      <th>TOT_OPER_REV_flux</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2019-03-31</td>\n",
       "      <td>2019</td>\n",
       "      <td>1</td>\n",
       "      <td>1.032565e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>82</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2019-06-30</td>\n",
       "      <td>2019</td>\n",
       "      <td>2</td>\n",
       "      <td>2.021923e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>81</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2019-09-30</td>\n",
       "      <td>2019</td>\n",
       "      <td>3</td>\n",
       "      <td>2.183729e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>80</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019</td>\n",
       "      <td>4</td>\n",
       "      <td>4.917866e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>000558.SZ</td>\n",
       "      <td>2019-03-31</td>\n",
       "      <td>2019</td>\n",
       "      <td>1</td>\n",
       "      <td>2.361816e+07</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>321</th>\n",
       "      <td>688396.SH</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019</td>\n",
       "      <td>4</td>\n",
       "      <td>1.610869e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>79</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2019-03-31</td>\n",
       "      <td>2019</td>\n",
       "      <td>1</td>\n",
       "      <td>3.720237e+07</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>325</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2019-06-30</td>\n",
       "      <td>2019</td>\n",
       "      <td>2</td>\n",
       "      <td>4.538674e+07</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>324</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2019-09-30</td>\n",
       "      <td>2019</td>\n",
       "      <td>3</td>\n",
       "      <td>4.776034e+07</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>323</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019</td>\n",
       "      <td>4</td>\n",
       "      <td>4.816188e+07</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>326 rows × 5 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "          code report_period  year  quarter_of_year  TOT_OPER_REV_flux\n",
       "0    000400.SZ    2019-03-31  2019                1       1.032565e+09\n",
       "82   000400.SZ    2019-06-30  2019                2       2.021923e+09\n",
       "81   000400.SZ    2019-09-30  2019                3       2.183729e+09\n",
       "80   000400.SZ    2019-12-31  2019                4       4.917866e+09\n",
       "1    000558.SZ    2019-03-31  2019                1       2.361816e+07\n",
       "..         ...           ...   ...              ...                ...\n",
       "321  688396.SH    2019-12-31  2019                4       1.610869e+09\n",
       "79   833874.NE    2019-03-31  2019                1       3.720237e+07\n",
       "325  833874.NE    2019-06-30  2019                2       4.538674e+07\n",
       "324  833874.NE    2019-09-30  2019                3       4.776034e+07\n",
       "323  833874.NE    2019-12-31  2019                4       4.816188e+07\n",
       "\n",
       "[326 rows x 5 columns]"
      ]
     },
     "execution_count": 182,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"single_quarter(tmp_table, ['TOT_OPER_REV'])\").sort_values(['code', 'report_period'])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 144,
   "id": "1ceea0a7-7218-4aa7-be8a-ebb655dcbc93",
   "metadata": {},
   "outputs": [],
   "source": [
    "sess.run(\"\"\"\n",
    "    tmp_table = select * from pit_col_at_date(\n",
    "            \"is_common_ori\", \n",
    "            \"TOT_OPER_REV\", \n",
    "            2021.03.14, \n",
    "            [2019.12.31, 2019.09.30, 2019.06.30, 2019.03.31], \n",
    "            0) order by code\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 145,
   "id": "d01d6fc2-15ed-4e40-9181-0f3e3a96d2cb",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>report_period</th>\n",
       "      <th>appear_at_date</th>\n",
       "      <th>TOT_OPER_REV</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2020-04-10</td>\n",
       "      <td>1.015608e+10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2019-09-30</td>\n",
       "      <td>2019-10-12</td>\n",
       "      <td>5.238217e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2019-06-30</td>\n",
       "      <td>2019-08-24</td>\n",
       "      <td>3.054488e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2019-03-31</td>\n",
       "      <td>2019-04-26</td>\n",
       "      <td>1.032565e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>000558.SZ</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2020-08-25</td>\n",
       "      <td>1.378479e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>333</th>\n",
       "      <td>831010.NE</td>\n",
       "      <td>2019-06-30</td>\n",
       "      <td>2019-08-09</td>\n",
       "      <td>1.970813e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>334</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2020-06-29</td>\n",
       "      <td>1.785113e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>335</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2019-09-30</td>\n",
       "      <td>2019-10-22</td>\n",
       "      <td>1.303494e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>336</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2019-06-30</td>\n",
       "      <td>2019-08-16</td>\n",
       "      <td>8.258911e+07</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>337</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2019-03-31</td>\n",
       "      <td>2019-04-30</td>\n",
       "      <td>3.720237e+07</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>338 rows × 4 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "          code report_period appear_at_date  TOT_OPER_REV\n",
       "0    000400.SZ    2019-12-31     2020-04-10  1.015608e+10\n",
       "1    000400.SZ    2019-09-30     2019-10-12  5.238217e+09\n",
       "2    000400.SZ    2019-06-30     2019-08-24  3.054488e+09\n",
       "3    000400.SZ    2019-03-31     2019-04-26  1.032565e+09\n",
       "4    000558.SZ    2019-12-31     2020-08-25  1.378479e+08\n",
       "..         ...           ...            ...           ...\n",
       "333  831010.NE    2019-06-30     2019-08-09  1.970813e+08\n",
       "334  833874.NE    2019-12-31     2020-06-29  1.785113e+08\n",
       "335  833874.NE    2019-09-30     2019-10-22  1.303494e+08\n",
       "336  833874.NE    2019-06-30     2019-08-16  8.258911e+07\n",
       "337  833874.NE    2019-03-31     2019-04-30  3.720237e+07\n",
       "\n",
       "[338 rows x 4 columns]"
      ]
     },
     "execution_count": 145,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"tmp_table\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 50,
   "id": "5ac22809-9ba9-4a01-b76a-591558c4cc52",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'< select symbol,date,cumsum(volume) as cumVol from tmp_tablef0e858a3837f0000 >'"
      ]
     },
     "execution_count": 50,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "sql(select=sqlCol(['symbol', 'date', 'cumsum(volume) as cumVol']), from = tmp_table)\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "id": "dc36ca56-07e0-4912-b5d2-da192a1c3c62",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'< select symbol,date,cumsum(volume) as cumVol from tmp_tablef0e858a3837f0000 >'"
      ]
     },
     "execution_count": 51,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "sql(select=(sqlCol(`symbol),sqlCol(`date),sqlColAlias(<cumsum(volume)>, `cumVol)), from=tmp_table)\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 211,
   "id": "c3be05b5-c9b9-4df5-8481-b3092c25125e",
   "metadata": {},
   "outputs": [],
   "source": [
    "sess.run(\"\"\"\n",
    "    def yoy(table_name, col_list) {\n",
    "        sel_col = array(ANY, 4 + size(col_list));\n",
    "        sel_col[0] = sqlCol('code');\n",
    "        sel_col[3] = sqlColAlias(<quarterOfYear(report_period)>, 'quarter_of_year');\n",
    "        \n",
    "        // 上一年数据\n",
    "        for (i in 0..(size(col_list) - 1)) {\n",
    "            sel_col[i + 4] = sqlColAlias(sqlCol(col_list[i]), col_list[i] + '_base');\n",
    "        }\n",
    "        sel_col[1] = sqlColAlias(sqlCol('report_period'), 'report_period_last_year');\n",
    "        sel_col[2] = sqlColAlias(<year(report_period) + 1>, 'year');\n",
    "        tbl_last_year = sql(\n",
    "                select = sel_col,\n",
    "                from = table_name\n",
    "            ).eval();\n",
    "\n",
    "        // 本年度数据\n",
    "        for (i in 0..(size(col_list) - 1)) {\n",
    "            sel_col[i + 4] = sqlCol(col_list[i]);\n",
    "        }\n",
    "        sel_col[1] = sqlColAlias(sqlCol('report_period'), 'report_period_current_year');\n",
    "        sel_col[2] = sqlColAlias(<year(report_period)>, 'year');\n",
    "        tbl_this_year = sql(\n",
    "                select = sel_col,\n",
    "                from = table_name\n",
    "            ).eval();\n",
    "        \n",
    "        // 计算同比增长率\n",
    "        sel_col = array(ANY, 4 + (3 * size(col_list)));\n",
    "\n",
    "        sel_col[0] = sqlCol('code');\n",
    "        sel_col[1] = sqlColAlias(sqlCol('report_period_current_year'), 'report_period');\n",
    "        sel_col[2] = sqlCol('year');\n",
    "        sel_col[3] = sqlCol('quarter_of_year');\n",
    "        \n",
    "        for (i in 0..(size(col_list) - 1)) {\n",
    "            sel_col[3 * i + 4] = sqlCol(col_list[i] + '_base');\n",
    "            sel_col[3 * i + 5] = sqlCol(col_list[i]);\n",
    "            sel_col[3 * i + 6] = sqlColAlias(\n",
    "                expr(expr(sqlCol(col_list[i]), -, sqlCol(col_list[i] + '_base')), /, expr(abs, sqlCol(col_list[i] + '_base'))), \n",
    "                col_list[i] + '_yoy');\n",
    "        }\n",
    "        from_obj = ej(\n",
    "                tbl_last_year, \n",
    "                tbl_this_year, \n",
    "                `code`year`quarter_of_year, \n",
    "                `code`year`quarter_of_year);\n",
    "                \n",
    "        return sql(\n",
    "                select = sel_col,\n",
    "                from = from_obj).eval();\n",
    "    }\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 212,
   "id": "63492d0c-c348-4e8b-a08b-5feb279cee5e",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>report_period</th>\n",
       "      <th>year</th>\n",
       "      <th>quarter_of_year</th>\n",
       "      <th>TOT_OPER_REV_base</th>\n",
       "      <th>TOT_OPER_REV</th>\n",
       "      <th>TOT_OPER_REV_yoy</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019</td>\n",
       "      <td>4</td>\n",
       "      <td>8.216559e+09</td>\n",
       "      <td>1.015608e+10</td>\n",
       "      <td>0.236051</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2018-12-31</td>\n",
       "      <td>2018</td>\n",
       "      <td>4</td>\n",
       "      <td>1.033072e+10</td>\n",
       "      <td>8.216559e+09</td>\n",
       "      <td>-0.204648</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>000558.SZ</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019</td>\n",
       "      <td>4</td>\n",
       "      <td>7.024741e+08</td>\n",
       "      <td>1.378479e+08</td>\n",
       "      <td>-0.803768</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>000558.SZ</td>\n",
       "      <td>2018-12-31</td>\n",
       "      <td>2018</td>\n",
       "      <td>4</td>\n",
       "      <td>1.324249e+09</td>\n",
       "      <td>7.024741e+08</td>\n",
       "      <td>-0.469530</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>000677.SZ</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019</td>\n",
       "      <td>4</td>\n",
       "      <td>7.068198e+08</td>\n",
       "      <td>7.906742e+08</td>\n",
       "      <td>0.118636</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>177</th>\n",
       "      <td>688396.SH</td>\n",
       "      <td>2018-12-31</td>\n",
       "      <td>2018</td>\n",
       "      <td>4</td>\n",
       "      <td>5.875590e+09</td>\n",
       "      <td>6.270797e+09</td>\n",
       "      <td>0.067262</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>178</th>\n",
       "      <td>831010.NE</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019</td>\n",
       "      <td>4</td>\n",
       "      <td>2.936331e+08</td>\n",
       "      <td>3.552313e+08</td>\n",
       "      <td>0.209780</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>179</th>\n",
       "      <td>831010.NE</td>\n",
       "      <td>2018-12-31</td>\n",
       "      <td>2018</td>\n",
       "      <td>4</td>\n",
       "      <td>2.209252e+08</td>\n",
       "      <td>2.936331e+08</td>\n",
       "      <td>0.329106</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>180</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2019</td>\n",
       "      <td>4</td>\n",
       "      <td>1.974978e+08</td>\n",
       "      <td>1.785113e+08</td>\n",
       "      <td>-0.096135</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>181</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2018-12-31</td>\n",
       "      <td>2018</td>\n",
       "      <td>4</td>\n",
       "      <td>1.986075e+08</td>\n",
       "      <td>1.974978e+08</td>\n",
       "      <td>-0.005588</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>182 rows × 7 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "          code report_period  year  quarter_of_year  TOT_OPER_REV_base  \\\n",
       "0    000400.SZ    2019-12-31  2019                4       8.216559e+09   \n",
       "1    000400.SZ    2018-12-31  2018                4       1.033072e+10   \n",
       "2    000558.SZ    2019-12-31  2019                4       7.024741e+08   \n",
       "3    000558.SZ    2018-12-31  2018                4       1.324249e+09   \n",
       "4    000677.SZ    2019-12-31  2019                4       7.068198e+08   \n",
       "..         ...           ...   ...              ...                ...   \n",
       "177  688396.SH    2018-12-31  2018                4       5.875590e+09   \n",
       "178  831010.NE    2019-12-31  2019                4       2.936331e+08   \n",
       "179  831010.NE    2018-12-31  2018                4       2.209252e+08   \n",
       "180  833874.NE    2019-12-31  2019                4       1.974978e+08   \n",
       "181  833874.NE    2018-12-31  2018                4       1.986075e+08   \n",
       "\n",
       "     TOT_OPER_REV  TOT_OPER_REV_yoy  \n",
       "0    1.015608e+10          0.236051  \n",
       "1    8.216559e+09         -0.204648  \n",
       "2    1.378479e+08         -0.803768  \n",
       "3    7.024741e+08         -0.469530  \n",
       "4    7.906742e+08          0.118636  \n",
       "..            ...               ...  \n",
       "177  6.270797e+09          0.067262  \n",
       "178  3.552313e+08          0.209780  \n",
       "179  2.936331e+08          0.329106  \n",
       "180  1.785113e+08         -0.096135  \n",
       "181  1.974978e+08         -0.005588  \n",
       "\n",
       "[182 rows x 7 columns]"
      ]
     },
     "execution_count": 212,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"yoy(tmp_table, ['TOT_OPER_REV'])\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 183,
   "id": "5273ebfc-25bd-4b38-9605-d3109cf2280f",
   "metadata": {},
   "outputs": [],
   "source": [
    "sess.run(\"\"\"\n",
    "    tmp_table = select * from pit_col_at_date(\n",
    "            \"is_common_ori\", \n",
    "            \"TOT_OPER_REV\", \n",
    "            2021.03.14, \n",
    "            [2019.12.31, 2018.12.31, 2017.12.31], \n",
    "            0) order by code\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 184,
   "id": "99af13cd-5918-4d21-9067-d3da86d19c15",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>report_period</th>\n",
       "      <th>appear_at_date</th>\n",
       "      <th>TOT_OPER_REV</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2020-04-10</td>\n",
       "      <td>1.015608e+10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2018-12-31</td>\n",
       "      <td>2019-03-29</td>\n",
       "      <td>8.216559e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2017-12-31</td>\n",
       "      <td>2018-03-24</td>\n",
       "      <td>1.033072e+10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>000558.SZ</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2020-08-25</td>\n",
       "      <td>1.378479e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>000558.SZ</td>\n",
       "      <td>2018-12-31</td>\n",
       "      <td>2019-04-26</td>\n",
       "      <td>7.024741e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>268</th>\n",
       "      <td>831010.NE</td>\n",
       "      <td>2018-12-31</td>\n",
       "      <td>2020-07-01</td>\n",
       "      <td>2.936331e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>269</th>\n",
       "      <td>831010.NE</td>\n",
       "      <td>2017-12-31</td>\n",
       "      <td>2020-07-01</td>\n",
       "      <td>2.209252e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>270</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2019-12-31</td>\n",
       "      <td>2020-06-29</td>\n",
       "      <td>1.785113e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>271</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2018-12-31</td>\n",
       "      <td>2020-06-29</td>\n",
       "      <td>1.974978e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>272</th>\n",
       "      <td>833874.NE</td>\n",
       "      <td>2017-12-31</td>\n",
       "      <td>2020-06-29</td>\n",
       "      <td>1.986075e+08</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>273 rows × 4 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "          code report_period appear_at_date  TOT_OPER_REV\n",
       "0    000400.SZ    2019-12-31     2020-04-10  1.015608e+10\n",
       "1    000400.SZ    2018-12-31     2019-03-29  8.216559e+09\n",
       "2    000400.SZ    2017-12-31     2018-03-24  1.033072e+10\n",
       "3    000558.SZ    2019-12-31     2020-08-25  1.378479e+08\n",
       "4    000558.SZ    2018-12-31     2019-04-26  7.024741e+08\n",
       "..         ...           ...            ...           ...\n",
       "268  831010.NE    2018-12-31     2020-07-01  2.936331e+08\n",
       "269  831010.NE    2017-12-31     2020-07-01  2.209252e+08\n",
       "270  833874.NE    2019-12-31     2020-06-29  1.785113e+08\n",
       "271  833874.NE    2018-12-31     2020-06-29  1.974978e+08\n",
       "272  833874.NE    2017-12-31     2020-06-29  1.986075e+08\n",
       "\n",
       "[273 rows x 4 columns]"
      ]
     },
     "execution_count": 184,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"tmp_table\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "87820a2a-1ddf-4950-b0d4-a3e7d4a61b16",
   "metadata": {},
   "outputs": [],
   "source": []
  }
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