-- 校验使用复权因子计算出的前复权价格，与直接从接口读取的前复权价格的差异
select a.code, a.time_key, a.close, b.qfq_close, a.close - b.qfq_close as diff 
from stockdb.sp500_qfq_his_202410 a, stockdb.sp500_ajust_kline_202410 b
WHERE a.code = b.code and a.time_key = b.time_key 

-- 校验使用复权因子计算出的前复权价格，与直接从接口读取的前复权价格的差异
select a.code, a.time_key, a.close, b.qfq_close, a.close - b.qfq_close as diff 
from stockdb.hs300_qfq_his a, stockdb.hs300_ajust_kline_202410 b
WHERE a.code = b.code and a.time_key = b.time_key 


-- 统计 year_diff = 10000 的所有记录中， win_rate 在不同区间的分布情况，给出每个区间的 行数，以及占整体的比例
WITH filtered_data AS (
    SELECT win_rate
    FROM hs300_5years_yield_stats_2410
    WHERE year_diff = 10000
)
SELECT 
    CASE 
        WHEN win_rate >= 0.99995 THEN '100%'
        WHEN win_rate >= 0.9 AND win_rate < 0.99995 THEN '90%～100%'
        WHEN win_rate >= 0.5 AND win_rate < 0.9 THEN '50% ~ 90%'
        WHEN win_rate >= 0.2 AND win_rate < 0.5 THEN '20% ~ 50%'
        ELSE '20% 以下'
    END AS win_rate_range,
    ROUND(COUNT(*) / (SELECT COUNT(*) FROM filtered_data) * 100, 2) AS percentage,
    COUNT(*) AS count
FROM filtered_data
GROUP BY win_rate_range
ORDER BY 
    CASE win_rate_range
        WHEN '100%' THEN 1
        WHEN '90%～100%' THEN 2
        WHEN '50% ~ 90%' THEN 3
        WHEN '20% ~ 50%' THEN 4
        ELSE 5
    END;
;

-- annual_median_yield_rate 代表了投资的年化回报率的中位数，我们想要统计在 year_diff = 10000 的所有记录中，中位数的分布情况。
-- 首先把所有记录按照中位数降序排列，然后把所有记录的条数分成10等份，我们要输出的是 每一个等份下面，中位数的区间，以及等份的记录条数。
WITH ranked_data AS (
    SELECT 
        annual_median_yield_rate,
        NTILE(10) OVER (ORDER BY annual_median_yield_rate DESC) AS tile_rank
    FROM sp500_5years_yield_stats_2410
    WHERE year_diff = 10000
)
SELECT 
    MAX(annual_median_yield_rate) AS max_yield_rate,
    MIN(annual_median_yield_rate) AS min_yield_rate,
    COUNT(*) AS record_count
FROM ranked_data
GROUP BY tile_rank
ORDER BY tile_rank;

-- max_deficit_days 是买入即亏损的最大时长。我们统计在 year_diff = 10000 的所有记录中，按照之前定义的胜率分布下，每一个胜率分布区间内，max_deficit_days 的最大值，最小值，和平均值。
WITH filtered_data AS (
    SELECT win_rate, max_deficit_days
    FROM sp500_5years_yield_stats_2410
    WHERE year_diff = 10000
)
SELECT 
    CASE 
        WHEN win_rate >= 0.99995 THEN '100%'
        WHEN win_rate >= 0.9 AND win_rate < 0.99995 THEN '90%～100%'
        WHEN win_rate >= 0.5 AND win_rate < 0.9 THEN '50% ~ 90%'
        WHEN win_rate >= 0.2 AND win_rate < 0.5 THEN '20% ~ 50%'
        ELSE '20% 以下'
    END AS win_rate_range,
    MAX(max_deficit_days) AS max_deficit,
    MIN(max_deficit_days) AS min_deficit,
    ROUND(AVG(max_deficit_days), 2) AS avg_deficit
FROM filtered_data
GROUP BY win_rate_range
ORDER BY 
    CASE win_rate_range
        WHEN '100%' THEN 1
        WHEN '90%～100%' THEN 2
        WHEN '50% ~ 90%' THEN 3
        WHEN '20% ~ 50%' THEN 4
        ELSE 5
    END;


-- 提取  year_diff = 10000 的所有记录中，win_rate >= 0.99995 的所有记录的 code, name, max_yield_rate, median_yield_rate, annual_max_yield_rate, annual_median_yield_rate, max_deficit_days
SELECT 
    code, 
    name, 
    max_yield_rate, 
    median_yield_rate, 
    annual_max_yield_rate, 
    annual_median_yield_rate, 
    max_deficit_days
FROM hs300_5years_yield_stats_2410
WHERE year_diff = 10000
  AND win_rate >= 0.99995;


-- 对每个不同的 code，统计不同 year_diff （year_diff != 10000）下的最大 annual_median_yield_rate 对应的 year_diff ，我们就得到了 code , 最优 year_diff 的结果；然后对 year_diff 进行分组统计对应的行数，以及占总行数的比例。
WITH best_year_diff_per_code AS (
    SELECT code, 
           year_diff,
           annual_median_yield_rate,
           RANK() OVER (PARTITION BY code ORDER BY annual_median_yield_rate DESC) AS rank_by_yield
    FROM sp500_5years_yield_stats_2410
    WHERE year_diff != 10000
)
SELECT 
    year_diff,
    ROUND(COUNT(*) / (SELECT COUNT(*) FROM best_year_diff_per_code WHERE rank_by_yield = 1) * 100, 2) AS percentage,
    COUNT(*) AS record_count
FROM best_year_diff_per_code
WHERE rank_by_yield = 1
GROUP BY year_diff
ORDER BY year_diff;



-- 对每个不同的 code，统计不同 year_diff （year_diff != 10000）下的最大 annual_median_yield_rate 对应的 year_diff ，我们就得到了 code , 最优 year_diff 的结果；输出这个结果。
WITH best_year_diff_per_code AS (
    SELECT 
        code,
        year_diff,
        annual_median_yield_rate,
        RANK() OVER (PARTITION BY code ORDER BY annual_median_yield_rate DESC) AS rank_by_yield
    FROM sp500_5years_yield_stats_2410
    WHERE year_diff != 10000
)
SELECT 
    code, 
    year_diff AS best_year_diff, 
    annual_median_yield_rate AS max_annual_median_yield_rate
FROM best_year_diff_per_code
WHERE rank_by_yield = 1
ORDER BY code;