Javascript JS UDF,带有来自bigquery标准sql的输入数据分区
我试图将两组按字段id划分的现金流传递给js udf IRRCalc,并为每个现金流集计算一个IRR数Javascript JS UDF,带有来自bigquery标准sql的输入数据分区,javascript,google-bigquery,user-defined-functions,Javascript,Google Bigquery,User Defined Functions,我试图将两组按字段id划分的现金流传递给js udf IRRCalc,并为每个现金流集计算一个IRR数 CREATE TEMPORARY FUNCTION IRRCalc(cash_flow ARRAY<FLOAT64>, date_delta ARRAY<INT64>) RETURNS FLOAT64 LANGUAGE js AS """ min = 0.0; max = 100.0; iter_cnt = 0;
CREATE TEMPORARY FUNCTION IRRCalc(cash_flow ARRAY<FLOAT64>, date_delta ARRAY<INT64>)
RETURNS FLOAT64
LANGUAGE js AS """
min = 0.0;
max = 100.0;
iter_cnt = 0;
do {
guess = (min + max) / 2;
NPV = 0.0;
for (var j=0; j<cash_flow.length; j++){
NPV += cash_flow[j]/Math.pow((1+guess),date_delta[j]/365);
}
if (cash_flow[0] > 0){
if (NPV > 0){
max = guess;
}
else {
min = guess;
}
}
if (cash_flow[0] < 0){
if (NPV > 0){
min = guess;
}
else {
max = guess;
}
}
iter_cnt = iter_cnt+1;
} while (Math.abs(NPV) > 0.00000001 && iter_cnt<8192);
return guess;
""";
WITH Input AS
(
select
id,
scenario_date,
cash_flow_date,
date_diff(cash_flow_date, min(cash_flow_date) over (partition by id),day) as date_delta,
sum(cash_flow) as cash_flow
from cash_flow_table
where id in ('1','2')
group by 1,2,3
order by 1,2,3
)
select
id,
IRRCalc(array(select cash_flow from input), array(select date_delta from input)) as IRR
from input
group by 1
理想情况下,我希望输出表如下所示:
Row id IRR
1 1 3.2
2 2 0.8
然而,我得出的结论如下:
Row id IRR
1 1 3.8
2 2 3.8
我认为问题来自于我调用IRRCalc时,所有内容都放在一个数组中,而不是按id进行分区。如果运行以下命令,您将看到我的意思:
select
array(select cash_flow from input),
array(select date_delta from input)
from input
从输入中选择日期增量,而不是IRRCALARRAYSELECT cash\ U flow from input。在将其传递给函数IRRCalc之前,请有人看一下并告诉我如何在两个数组cash\u flow和date\u delta上应用按id划分的逻辑吗?下面是您要查找的最外部select语句
SELECT
id,
IRRCalc(ARRAY_AGG(cash_flow), ARRAY_AGG(date_delta)) AS IRR
FROM input
GROUP BY id
它按id分组并形成各自的数组,这些数组被传递给您的UDF,所以结果是特定于id的
假设WITHINPUT AS的逻辑是正确的-您应该会得到预期的结果下面是您要查找的大多数外部select语句
SELECT
id,
IRRCalc(ARRAY_AGG(cash_flow), ARRAY_AGG(date_delta)) AS IRR
FROM input
GROUP BY id
它按id分组并形成各自的数组,这些数组被传递给您的UDF,所以结果是特定于id的
假设输入的逻辑是正确的,你应该像往常一样得到预期的结果——如果有帮助的话,考虑接受和投票——它应该是:OAS总是考虑如果它有帮助,就接受和投票。