== Physical Plan ==
CollectLimit (19)
+- * ColumnarToRow (18)
+- InMemoryTableScan (1)
+- InMemoryRelation (2)
+- * Project (17)
+- * BroadcastNestedLoopJoin Cross BuildRight (16)
:- * Project (9)
: +- * Filter (8)
: +- * ColumnarToRow (7)
: +- InMemoryTableScan (3)
: +- InMemoryRelation (4)
: +- * Project (6)
: +- Scan csv (5)
+- BroadcastExchange (15)
+- * Project (14)
+- * Filter (13)
+- * ColumnarToRow (12)
+- InMemoryTableScan (10)
+- InMemoryRelation (11)
+- * Project (6)
+- Scan csv (5)
(1) InMemoryTableScan
Output [3]: [ret_large#94868013, ret_small#94868043, differential#94868132]
Arguments: [ret_large#94868013, ret_small#94868043, differential#94868132]
(2) InMemoryRelation
Arguments: [ret_large#94868013, ret_small#94868043, differential#94868132], CachedRDDBuilder(org.apache.spark.sql.execution.columnar.DefaultCachedBatchSerializer@208e3fd9,StorageLevel(disk, memory, deserialized, 1 replicas),*(2) Project [ret_large#94868013, ret_small#94868043, (ret_large#94868013 - ret_small#94868043) AS differential#94868132]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#94865505 AS ret_large#94868013]
: +- *(2) Filter (isnotnull(cap#94865473) AND (cap#94865473 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#94865505, cap#94865473], [isnotnull(cap#94865473), (cap#94865473 = 1.0)]
: +- InMemoryRelation [cap#94865473, retIC#94865475, resretIC#94865476, numcos#94865501, numdates#94865502, annual_bmret#94865504, annual_ret#94865505, std_ret#94865506, Sharpe_ret#94865507, PctPos_ret#94865508, TR_ret#94865520, IR_ret#94865533, annual_resret#94865534, std_resret#94865535, Sharpe_resret#94865726, PctPos_resret#94865727, TR_resret#94865740, IR_resret#94865741, annual_retnet#94865744, std_retnet#94865748, Sharpe_retnet#94865749, PctPos_retnet#94865776, TR_retnet#94865777, IR_retnet#94865778, ... 2 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((cap#94865297 = NA) OR (cap#94865297 = null)) THEN null ELSE cast(cap#94865297 as float) END AS cap#94865473, CASE WHEN ((retIC#94865298 = NA) OR (retIC#94865298 = null)) THEN null ELSE cast(retIC#94865298 as float) END AS retIC#94865475, CASE WHEN ((resretIC#94865299 = NA) OR (resretIC#94865299 = null)) THEN null ELSE cast(resretIC#94865299 as float) END AS resretIC#94865476, CASE WHEN ((numcos#94865300 = NA) OR (numcos#94865300 = null)) THEN null ELSE cast(numcos#94865300 as float) END AS numcos#94865501, CASE WHEN ((numdates#94865301 = NA) OR (numdates#94865301 = null)) THEN null ELSE cast(numdates#94865301 as int) END AS numdates#94865502, CASE WHEN ((annual_bmret#94865302 = NA) OR (annual_bmret#94865302 = null)) THEN null ELSE cast(annual_bmret#94865302 as float) END AS annual_bmret#94865504, CASE WHEN ((annual_ret#94865303 = NA) OR (annual_ret#94865303 = null)) THEN null ELSE cast(annual_ret#94865303 as float) END AS annual_ret#94865505, CASE WHEN ((std_ret#94865304 = NA) OR (std_ret#94865304 = null)) THEN null ELSE cast(std_ret#94865304 as float) END AS std_ret#94865506, CASE WHEN ((Sharpe_ret#94865305 = NA) OR (Sharpe_ret#94865305 = null)) THEN null ELSE cast(Sharpe_ret#94865305 as float) END AS Sharpe_ret#94865507, CASE WHEN ((PctPos_ret#94865306 = NA) OR (PctPos_ret#94865306 = null)) THEN null ELSE cast(PctPos_ret#94865306 as float) END AS PctPos_ret#94865508, CASE WHEN ((TR_ret#94865307 = NA) OR (TR_ret#94865307 = null)) THEN null ELSE cast(TR_ret#94865307 as float) END AS TR_ret#94865520, CASE WHEN ((IR_ret#94865308 = NA) OR (IR_ret#94865308 = null)) THEN null ELSE cast(IR_ret#94865308 as float) END AS IR_ret#94865533, CASE WHEN ((annual_resret#94865309 = NA) OR (annual_resret#94865309 = null)) THEN null ELSE cast(annual_resret#94865309 as float) END AS annual_resret#94865534, CASE WHEN ((std_resret#94865310 = NA) OR (std_resret#94865310 = null)) THEN null ELSE cast(std_resret#94865310 as float) END AS std_resret#94865535, CASE WHEN ((Sharpe_resret#94865311 = NA) OR (Sharpe_resret#94865311 = null)) THEN null ELSE cast(Sharpe_resret#94865311 as float) END AS Sharpe_resret#94865726, CASE WHEN ((PctPos_resret#94865312 = NA) OR (PctPos_resret#94865312 = null)) THEN null ELSE cast(PctPos_resret#94865312 as float) END AS PctPos_resret#94865727, CASE WHEN ((TR_resret#94865313 = NA) OR (TR_resret#94865313 = null)) THEN null ELSE cast(TR_resret#94865313 as float) END AS TR_resret#94865740, CASE WHEN ((IR_resret#94865314 = NA) OR (IR_resret#94865314 = null)) THEN null ELSE cast(IR_resret#94865314 as float) END AS IR_resret#94865741, CASE WHEN ((annual_retnet#94865315 = NA) OR (annual_retnet#94865315 = null)) THEN null ELSE cast(annual_retnet#94865315 as float) END AS annual_retnet#94865744, CASE WHEN ((std_retnet#94865316 = NA) OR (std_retnet#94865316 = null)) THEN null ELSE cast(std_retnet#94865316 as float) END AS std_retnet#94865748, CASE WHEN ((Sharpe_retnet#94865317 = NA) OR (Sharpe_retnet#94865317 = null)) THEN null ELSE cast(Sharpe_retnet#94865317 as float) END AS Sharpe_retnet#94865749, CASE WHEN ((PctPos_retnet#94865318 = NA) OR (PctPos_retnet#94865318 = null)) THEN null ELSE cast(PctPos_retnet#94865318 as float) END AS PctPos_retnet#94865776, CASE WHEN ((TR_retnet#94865319 = NA) OR (TR_retnet#94865319 = null)) THEN null ELSE cast(TR_retnet#94865319 as float) END AS TR_retnet#94865777, CASE WHEN ((IR_retnet#94865320 = NA) OR (IR_retnet#94865320 = null)) THEN null ELSE cast(IR_retnet#94865320 as float) END AS IR_retnet#94865778, ... 2 more fields]
: +- FileScan csv [cap#94865297,retIC#94865298,resretIC#94865299,numcos#94865300,numdates#94865301,annual_bmret#94865302,annual_ret#94865303,std_ret#94865304,Sharpe_ret#94865305,PctPos_ret#94865306,TR_ret#94865307,IR_ret#94865308,annual_resret#94865309,std_resret#94865310,Sharpe_resret#94865311,PctPos_resret#94865312,TR_resret#94865313,IR_resret#94865314,annual_retnet#94865315,std_retnet#94865316,Sharpe_retnet#94865317,PctPos_retnet#94865318,TR_retnet#94865319,IR_retnet#94865320,... 2 more fields] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/momentum/..., PartitionFilters: [], PushedFilters: [], ReadSchema: struct<cap:string,retIC:string,resretIC:string,numcos:string,numdates:string,annual_bmret:string,...
+- BroadcastExchange IdentityBroadcastMode, [id=#7574262]
+- *(1) Project [annual_ret#94865505 AS ret_small#94868043]
+- *(1) Filter (isnotnull(cap#94865473) AND (cap#94865473 = 3.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [annual_ret#94865505, cap#94865473], [isnotnull(cap#94865473), (cap#94865473 = 3.0)]
+- InMemoryRelation [cap#94865473, retIC#94865475, resretIC#94865476, numcos#94865501, numdates#94865502, annual_bmret#94865504, annual_ret#94865505, std_ret#94865506, Sharpe_ret#94865507, PctPos_ret#94865508, TR_ret#94865520, IR_ret#94865533, annual_resret#94865534, std_resret#94865535, Sharpe_resret#94865726, PctPos_resret#94865727, TR_resret#94865740, IR_resret#94865741, annual_retnet#94865744, std_retnet#94865748, Sharpe_retnet#94865749, PctPos_retnet#94865776, TR_retnet#94865777, IR_retnet#94865778, ... 2 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN ((cap#94865297 = NA) OR (cap#94865297 = null)) THEN null ELSE cast(cap#94865297 as float) END AS cap#94865473, CASE WHEN ((retIC#94865298 = NA) OR (retIC#94865298 = null)) THEN null ELSE cast(retIC#94865298 as float) END AS retIC#94865475, CASE WHEN ((resretIC#94865299 = NA) OR (resretIC#94865299 = null)) THEN null ELSE cast(resretIC#94865299 as float) END AS resretIC#94865476, CASE WHEN ((numcos#94865300 = NA) OR (numcos#94865300 = null)) THEN null ELSE cast(numcos#94865300 as float) END AS numcos#94865501, CASE WHEN ((numdates#94865301 = NA) OR (numdates#94865301 = null)) THEN null ELSE cast(numdates#94865301 as int) END AS numdates#94865502, CASE WHEN ((annual_bmret#94865302 = NA) OR (annual_bmret#94865302 = null)) THEN null ELSE cast(annual_bmret#94865302 as float) END AS annual_bmret#94865504, CASE WHEN ((annual_ret#94865303 = NA) OR (annual_ret#94865303 = null)) THEN null ELSE cast(annual_ret#94865303 as float) END AS annual_ret#94865505, CASE WHEN ((std_ret#94865304 = NA) OR (std_ret#94865304 = null)) THEN null ELSE cast(std_ret#94865304 as float) END AS std_ret#94865506, CASE WHEN ((Sharpe_ret#94865305 = NA) OR (Sharpe_ret#94865305 = null)) THEN null ELSE cast(Sharpe_ret#94865305 as float) END AS Sharpe_ret#94865507, CASE WHEN ((PctPos_ret#94865306 = NA) OR (PctPos_ret#94865306 = null)) THEN null ELSE cast(PctPos_ret#94865306 as float) END AS PctPos_ret#94865508, CASE WHEN ((TR_ret#94865307 = NA) OR (TR_ret#94865307 = null)) THEN null ELSE cast(TR_ret#94865307 as float) END AS TR_ret#94865520, CASE WHEN ((IR_ret#94865308 = NA) OR (IR_ret#94865308 = null)) THEN null ELSE cast(IR_ret#94865308 as float) END AS IR_ret#94865533, CASE WHEN ((annual_resret#94865309 = NA) OR (annual_resret#94865309 = null)) THEN null ELSE cast(annual_resret#94865309 as float) END AS annual_resret#94865534, CASE WHEN ((std_resret#94865310 = NA) OR (std_resret#94865310 = null)) THEN null ELSE cast(std_resret#94865310 as float) END AS std_resret#94865535, CASE WHEN ((Sharpe_resret#94865311 = NA) OR (Sharpe_resret#94865311 = null)) THEN null ELSE cast(Sharpe_resret#94865311 as float) END AS Sharpe_resret#94865726, CASE WHEN ((PctPos_resret#94865312 = NA) OR (PctPos_resret#94865312 = null)) THEN null ELSE cast(PctPos_resret#94865312 as float) END AS PctPos_resret#94865727, CASE WHEN ((TR_resret#94865313 = NA) OR (TR_resret#94865313 = null)) THEN null ELSE cast(TR_resret#94865313 as float) END AS TR_resret#94865740, CASE WHEN ((IR_resret#94865314 = NA) OR (IR_resret#94865314 = null)) THEN null ELSE cast(IR_resret#94865314 as float) END AS IR_resret#94865741, CASE WHEN ((annual_retnet#94865315 = NA) OR (annual_retnet#94865315 = null)) THEN null ELSE cast(annual_retnet#94865315 as float) END AS annual_retnet#94865744, CASE WHEN ((std_retnet#94865316 = NA) OR (std_retnet#94865316 = null)) THEN null ELSE cast(std_retnet#94865316 as float) END AS std_retnet#94865748, CASE WHEN ((Sharpe_retnet#94865317 = NA) OR (Sharpe_retnet#94865317 = null)) THEN null ELSE cast(Sharpe_retnet#94865317 as float) END AS Sharpe_retnet#94865749, CASE WHEN ((PctPos_retnet#94865318 = NA) OR (PctPos_retnet#94865318 = null)) THEN null ELSE cast(PctPos_retnet#94865318 as float) END AS PctPos_retnet#94865776, CASE WHEN ((TR_retnet#94865319 = NA) OR (TR_retnet#94865319 = null)) THEN null ELSE cast(TR_retnet#94865319 as float) END AS TR_retnet#94865777, CASE WHEN ((IR_retnet#94865320 = NA) OR (IR_retnet#94865320 = null)) THEN null ELSE cast(IR_retnet#94865320 as float) END AS IR_retnet#94865778, ... 2 more fields]
+- FileScan csv [cap#94865297,retIC#94865298,resretIC#94865299,numcos#94865300,numdates#94865301,annual_bmret#94865302,annual_ret#94865303,std_ret#94865304,Sharpe_ret#94865305,PctPos_ret#94865306,TR_ret#94865307,IR_ret#94865308,annual_resret#94865309,std_resret#94865310,Sharpe_resret#94865311,PctPos_resret#94865312,TR_resret#94865313,IR_resret#94865314,annual_retnet#94865315,std_retnet#94865316,Sharpe_retnet#94865317,PctPos_retnet#94865318,TR_retnet#94865319,IR_retnet#94865320,... 2 more fields] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/momentum/..., PartitionFilters: [], PushedFilters: [], ReadSchema: struct<cap:string,retIC:string,resretIC:string,numcos:string,numdates:string,annual_bmret:string,...
,None)
(3) InMemoryTableScan
Output [2]: [annual_ret#94865505, cap#94865473]
Arguments: [annual_ret#94865505, cap#94865473], [isnotnull(cap#94865473), (cap#94865473 = 1.0)]
(4) InMemoryRelation
Arguments: [cap#94865473, retIC#94865475, resretIC#94865476, numcos#94865501, numdates#94865502, annual_bmret#94865504, annual_ret#94865505, std_ret#94865506, Sharpe_ret#94865507, PctPos_ret#94865508, TR_ret#94865520, IR_ret#94865533, annual_resret#94865534, std_resret#94865535, Sharpe_resret#94865726, PctPos_resret#94865727, TR_resret#94865740, IR_resret#94865741, annual_retnet#94865744, std_retnet#94865748, Sharpe_retnet#94865749, PctPos_retnet#94865776, TR_retnet#94865777, IR_retnet#94865778, ... 2 more fields], CachedRDDBuilder(org.apache.spark.sql.execution.columnar.DefaultCachedBatchSerializer@208e3fd9,StorageLevel(disk, memory, deserialized, 1 replicas),*(1) Project [CASE WHEN ((cap#94865297 = NA) OR (cap#94865297 = null)) THEN null ELSE cast(cap#94865297 as float) END AS cap#94865473, CASE WHEN ((retIC#94865298 = NA) OR (retIC#94865298 = null)) THEN null ELSE cast(retIC#94865298 as float) END AS retIC#94865475, CASE WHEN ((resretIC#94865299 = NA) OR (resretIC#94865299 = null)) THEN null ELSE cast(resretIC#94865299 as float) END AS resretIC#94865476, CASE WHEN ((numcos#94865300 = NA) OR (numcos#94865300 = null)) THEN null ELSE cast(numcos#94865300 as float) END AS numcos#94865501, CASE WHEN ((numdates#94865301 = NA) OR (numdates#94865301 = null)) THEN null ELSE cast(numdates#94865301 as int) END AS numdates#94865502, CASE WHEN ((annual_bmret#94865302 = NA) OR (annual_bmret#94865302 = null)) THEN null ELSE cast(annual_bmret#94865302 as float) END AS annual_bmret#94865504, CASE WHEN ((annual_ret#94865303 = NA) OR (annual_ret#94865303 = null)) THEN null ELSE cast(annual_ret#94865303 as float) END AS annual_ret#94865505, CASE WHEN ((std_ret#94865304 = NA) OR (std_ret#94865304 = null)) THEN null ELSE cast(std_ret#94865304 as float) END AS std_ret#94865506, CASE WHEN ((Sharpe_ret#94865305 = NA) OR (Sharpe_ret#94865305 = null)) THEN null ELSE cast(Sharpe_ret#94865305 as float) END AS Sharpe_ret#94865507, CASE WHEN ((PctPos_ret#94865306 = NA) OR (PctPos_ret#94865306 = null)) THEN null ELSE cast(PctPos_ret#94865306 as float) END AS PctPos_ret#94865508, CASE WHEN ((TR_ret#94865307 = NA) OR (TR_ret#94865307 = null)) THEN null ELSE cast(TR_ret#94865307 as float) END AS TR_ret#94865520, CASE WHEN ((IR_ret#94865308 = NA) OR (IR_ret#94865308 = null)) THEN null ELSE cast(IR_ret#94865308 as float) END AS IR_ret#94865533, CASE WHEN ((annual_resret#94865309 = NA) OR (annual_resret#94865309 = null)) THEN null ELSE cast(annual_resret#94865309 as float) END AS annual_resret#94865534, CASE WHEN ((std_resret#94865310 = NA) OR (std_resret#94865310 = null)) THEN null ELSE cast(std_resret#94865310 as float) END AS std_resret#94865535, CASE WHEN ((Sharpe_resret#94865311 = NA) OR (Sharpe_resret#94865311 = null)) THEN null ELSE cast(Sharpe_resret#94865311 as float) END AS Sharpe_resret#94865726, CASE WHEN ((PctPos_resret#94865312 = NA) OR (PctPos_resret#94865312 = null)) THEN null ELSE cast(PctPos_resret#94865312 as float) END AS PctPos_resret#94865727, CASE WHEN ((TR_resret#94865313 = NA) OR (TR_resret#94865313 = null)) THEN null ELSE cast(TR_resret#94865313 as float) END AS TR_resret#94865740, CASE WHEN ((IR_resret#94865314 = NA) OR (IR_resret#94865314 = null)) THEN null ELSE cast(IR_resret#94865314 as float) END AS IR_resret#94865741, CASE WHEN ((annual_retnet#94865315 = NA) OR (annual_retnet#94865315 = null)) THEN null ELSE cast(annual_retnet#94865315 as float) END AS annual_retnet#94865744, CASE WHEN ((std_retnet#94865316 = NA) OR (std_retnet#94865316 = null)) THEN null ELSE cast(std_retnet#94865316 as float) END AS std_retnet#94865748, CASE WHEN ((Sharpe_retnet#94865317 = NA) OR (Sharpe_retnet#94865317 = null)) THEN null ELSE cast(Sharpe_retnet#94865317 as float) END AS Sharpe_retnet#94865749, CASE WHEN ((PctPos_retnet#94865318 = NA) OR (PctPos_retnet#94865318 = null)) THEN null ELSE cast(PctPos_retnet#94865318 as float) END AS PctPos_retnet#94865776, CASE WHEN ((TR_retnet#94865319 = NA) OR (TR_retnet#94865319 = null)) THEN null ELSE cast(TR_retnet#94865319 as float) END AS TR_retnet#94865777, CASE WHEN ((IR_retnet#94865320 = NA) OR (IR_retnet#94865320 = null)) THEN null ELSE cast(IR_retnet#94865320 as float) END AS IR_retnet#94865778, ... 2 more fields]
+- FileScan csv [cap#94865297,retIC#94865298,resretIC#94865299,numcos#94865300,numdates#94865301,annual_bmret#94865302,annual_ret#94865303,std_ret#94865304,Sharpe_ret#94865305,PctPos_ret#94865306,TR_ret#94865307,IR_ret#94865308,annual_resret#94865309,std_resret#94865310,Sharpe_resret#94865311,PctPos_resret#94865312,TR_resret#94865313,IR_resret#94865314,annual_retnet#94865315,std_retnet#94865316,Sharpe_retnet#94865317,PctPos_retnet#94865318,TR_retnet#94865319,IR_retnet#94865320,... 2 more fields] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/momentum/..., PartitionFilters: [], PushedFilters: [], ReadSchema: struct<cap:string,retIC:string,resretIC:string,numcos:string,numdates:string,annual_bmret:string,...
,None)
(5) Scan csv
Output [26]: [cap#94865297, retIC#94865298, resretIC#94865299, numcos#94865300, numdates#94865301, annual_bmret#94865302, annual_ret#94865303, std_ret#94865304, Sharpe_ret#94865305, PctPos_ret#94865306, TR_ret#94865307, IR_ret#94865308, annual_resret#94865309, std_resret#94865310, Sharpe_resret#94865311, PctPos_resret#94865312, TR_resret#94865313, IR_resret#94865314, annual_retnet#94865315, std_retnet#94865316, Sharpe_retnet#94865317, PctPos_retnet#94865318, TR_retnet#94865319, IR_retnet#94865320, turnover#94865321, coverage#94865322]
Batched: false
Location: InMemoryFileIndex [file:/srv/plusamp/data/default/ea-market/output/risk_factors/momentum/stats_cap.csv]
ReadSchema: struct<cap:string,retIC:string,resretIC:string,numcos:string,numdates:string,annual_bmret:string,annual_ret:string,std_ret:string,Sharpe_ret:string,PctPos_ret:string,TR_ret:string,IR_ret:string,annual_resret:string,std_resret:string,Sharpe_resret:string,PctPos_resret:string,TR_resret:string,IR_resret:string,annual_retnet:string,std_retnet:string,Sharpe_retnet:string,PctPos_retnet:string,TR_retnet:string,IR_retnet:string,turnover:string,coverage:string>
(6) Project [codegen id : 1]
Output [26]: [CASE WHEN ((cap#94865297 = NA) OR (cap#94865297 = null)) THEN null ELSE cast(cap#94865297 as float) END AS cap#94865473, CASE WHEN ((retIC#94865298 = NA) OR (retIC#94865298 = null)) THEN null ELSE cast(retIC#94865298 as float) END AS retIC#94865475, CASE WHEN ((resretIC#94865299 = NA) OR (resretIC#94865299 = null)) THEN null ELSE cast(resretIC#94865299 as float) END AS resretIC#94865476, CASE WHEN ((numcos#94865300 = NA) OR (numcos#94865300 = null)) THEN null ELSE cast(numcos#94865300 as float) END AS numcos#94865501, CASE WHEN ((numdates#94865301 = NA) OR (numdates#94865301 = null)) THEN null ELSE cast(numdates#94865301 as int) END AS numdates#94865502, CASE WHEN ((annual_bmret#94865302 = NA) OR (annual_bmret#94865302 = null)) THEN null ELSE cast(annual_bmret#94865302 as float) END AS annual_bmret#94865504, CASE WHEN ((annual_ret#94865303 = NA) OR (annual_ret#94865303 = null)) THEN null ELSE cast(annual_ret#94865303 as float) END AS annual_ret#94865505, CASE WHEN ((std_ret#94865304 = NA) OR (std_ret#94865304 = null)) THEN null ELSE cast(std_ret#94865304 as float) END AS std_ret#94865506, CASE WHEN ((Sharpe_ret#94865305 = NA) OR (Sharpe_ret#94865305 = null)) THEN null ELSE cast(Sharpe_ret#94865305 as float) END AS Sharpe_ret#94865507, CASE WHEN ((PctPos_ret#94865306 = NA) OR (PctPos_ret#94865306 = null)) THEN null ELSE cast(PctPos_ret#94865306 as float) END AS PctPos_ret#94865508, CASE WHEN ((TR_ret#94865307 = NA) OR (TR_ret#94865307 = null)) THEN null ELSE cast(TR_ret#94865307 as float) END AS TR_ret#94865520, CASE WHEN ((IR_ret#94865308 = NA) OR (IR_ret#94865308 = null)) THEN null ELSE cast(IR_ret#94865308 as float) END AS IR_ret#94865533, CASE WHEN ((annual_resret#94865309 = NA) OR (annual_resret#94865309 = null)) THEN null ELSE cast(annual_resret#94865309 as float) END AS annual_resret#94865534, CASE WHEN ((std_resret#94865310 = NA) OR (std_resret#94865310 = null)) THEN null ELSE cast(std_resret#94865310 as float) END AS std_resret#94865535, CASE WHEN ((Sharpe_resret#94865311 = NA) OR (Sharpe_resret#94865311 = null)) THEN null ELSE cast(Sharpe_resret#94865311 as float) END AS Sharpe_resret#94865726, CASE WHEN ((PctPos_resret#94865312 = NA) OR (PctPos_resret#94865312 = null)) THEN null ELSE cast(PctPos_resret#94865312 as float) END AS PctPos_resret#94865727, CASE WHEN ((TR_resret#94865313 = NA) OR (TR_resret#94865313 = null)) THEN null ELSE cast(TR_resret#94865313 as float) END AS TR_resret#94865740, CASE WHEN ((IR_resret#94865314 = NA) OR (IR_resret#94865314 = null)) THEN null ELSE cast(IR_resret#94865314 as float) END AS IR_resret#94865741, CASE WHEN ((annual_retnet#94865315 = NA) OR (annual_retnet#94865315 = null)) THEN null ELSE cast(annual_retnet#94865315 as float) END AS annual_retnet#94865744, CASE WHEN ((std_retnet#94865316 = NA) OR (std_retnet#94865316 = null)) THEN null ELSE cast(std_retnet#94865316 as float) END AS std_retnet#94865748, CASE WHEN ((Sharpe_retnet#94865317 = NA) OR (Sharpe_retnet#94865317 = null)) THEN null ELSE cast(Sharpe_retnet#94865317 as float) END AS Sharpe_retnet#94865749, CASE WHEN ((PctPos_retnet#94865318 = NA) OR (PctPos_retnet#94865318 = null)) THEN null ELSE cast(PctPos_retnet#94865318 as float) END AS PctPos_retnet#94865776, CASE WHEN ((TR_retnet#94865319 = NA) OR (TR_retnet#94865319 = null)) THEN null ELSE cast(TR_retnet#94865319 as float) END AS TR_retnet#94865777, CASE WHEN ((IR_retnet#94865320 = NA) OR (IR_retnet#94865320 = null)) THEN null ELSE cast(IR_retnet#94865320 as float) END AS IR_retnet#94865778, CASE WHEN ((turnover#94865321 = NA) OR (turnover#94865321 = null)) THEN null ELSE cast(turnover#94865321 as float) END AS turnover#94865779, CASE WHEN ((coverage#94865322 = NA) OR (coverage#94865322 = null)) THEN null ELSE cast(coverage#94865322 as float) END AS coverage#94865780]
Input [26]: [cap#94865297, retIC#94865298, resretIC#94865299, numcos#94865300, numdates#94865301, annual_bmret#94865302, annual_ret#94865303, std_ret#94865304, Sharpe_ret#94865305, PctPos_ret#94865306, TR_ret#94865307, IR_ret#94865308, annual_resret#94865309, std_resret#94865310, Sharpe_resret#94865311, PctPos_resret#94865312, TR_resret#94865313, IR_resret#94865314, annual_retnet#94865315, std_retnet#94865316, Sharpe_retnet#94865317, PctPos_retnet#94865318, TR_retnet#94865319, IR_retnet#94865320, turnover#94865321, coverage#94865322]
(7) ColumnarToRow [codegen id : 2]
Input [2]: [annual_ret#94865505, cap#94865473]
(8) Filter [codegen id : 2]
Input [2]: [annual_ret#94865505, cap#94865473]
Condition : (isnotnull(cap#94865473) AND (cap#94865473 = 1.0))
(9) Project [codegen id : 2]
Output [1]: [annual_ret#94865505 AS ret_large#94868013]
Input [2]: [annual_ret#94865505, cap#94865473]
(10) InMemoryTableScan
Output [2]: [annual_ret#94865505, cap#94865473]
Arguments: [annual_ret#94865505, cap#94865473], [isnotnull(cap#94865473), (cap#94865473 = 3.0)]
(11) InMemoryRelation
Arguments: [cap#94865473, retIC#94865475, resretIC#94865476, numcos#94865501, numdates#94865502, annual_bmret#94865504, annual_ret#94865505, std_ret#94865506, Sharpe_ret#94865507, PctPos_ret#94865508, TR_ret#94865520, IR_ret#94865533, annual_resret#94865534, std_resret#94865535, Sharpe_resret#94865726, PctPos_resret#94865727, TR_resret#94865740, IR_resret#94865741, annual_retnet#94865744, std_retnet#94865748, Sharpe_retnet#94865749, PctPos_retnet#94865776, TR_retnet#94865777, IR_retnet#94865778, ... 2 more fields], CachedRDDBuilder(org.apache.spark.sql.execution.columnar.DefaultCachedBatchSerializer@208e3fd9,StorageLevel(disk, memory, deserialized, 1 replicas),*(1) Project [CASE WHEN ((cap#94865297 = NA) OR (cap#94865297 = null)) THEN null ELSE cast(cap#94865297 as float) END AS cap#94865473, CASE WHEN ((retIC#94865298 = NA) OR (retIC#94865298 = null)) THEN null ELSE cast(retIC#94865298 as float) END AS retIC#94865475, CASE WHEN ((resretIC#94865299 = NA) OR (resretIC#94865299 = null)) THEN null ELSE cast(resretIC#94865299 as float) END AS resretIC#94865476, CASE WHEN ((numcos#94865300 = NA) OR (numcos#94865300 = null)) THEN null ELSE cast(numcos#94865300 as float) END AS numcos#94865501, CASE WHEN ((numdates#94865301 = NA) OR (numdates#94865301 = null)) THEN null ELSE cast(numdates#94865301 as int) END AS numdates#94865502, CASE WHEN ((annual_bmret#94865302 = NA) OR (annual_bmret#94865302 = null)) THEN null ELSE cast(annual_bmret#94865302 as float) END AS annual_bmret#94865504, CASE WHEN ((annual_ret#94865303 = NA) OR (annual_ret#94865303 = null)) THEN null ELSE cast(annual_ret#94865303 as float) END AS annual_ret#94865505, CASE WHEN ((std_ret#94865304 = NA) OR (std_ret#94865304 = null)) THEN null ELSE cast(std_ret#94865304 as float) END AS std_ret#94865506, CASE WHEN ((Sharpe_ret#94865305 = NA) OR (Sharpe_ret#94865305 = null)) THEN null ELSE cast(Sharpe_ret#94865305 as float) END AS Sharpe_ret#94865507, CASE WHEN ((PctPos_ret#94865306 = NA) OR (PctPos_ret#94865306 = null)) THEN null ELSE cast(PctPos_ret#94865306 as float) END AS PctPos_ret#94865508, CASE WHEN ((TR_ret#94865307 = NA) OR (TR_ret#94865307 = null)) THEN null ELSE cast(TR_ret#94865307 as float) END AS TR_ret#94865520, CASE WHEN ((IR_ret#94865308 = NA) OR (IR_ret#94865308 = null)) THEN null ELSE cast(IR_ret#94865308 as float) END AS IR_ret#94865533, CASE WHEN ((annual_resret#94865309 = NA) OR (annual_resret#94865309 = null)) THEN null ELSE cast(annual_resret#94865309 as float) END AS annual_resret#94865534, CASE WHEN ((std_resret#94865310 = NA) OR (std_resret#94865310 = null)) THEN null ELSE cast(std_resret#94865310 as float) END AS std_resret#94865535, CASE WHEN ((Sharpe_resret#94865311 = NA) OR (Sharpe_resret#94865311 = null)) THEN null ELSE cast(Sharpe_resret#94865311 as float) END AS Sharpe_resret#94865726, CASE WHEN ((PctPos_resret#94865312 = NA) OR (PctPos_resret#94865312 = null)) THEN null ELSE cast(PctPos_resret#94865312 as float) END AS PctPos_resret#94865727, CASE WHEN ((TR_resret#94865313 = NA) OR (TR_resret#94865313 = null)) THEN null ELSE cast(TR_resret#94865313 as float) END AS TR_resret#94865740, CASE WHEN ((IR_resret#94865314 = NA) OR (IR_resret#94865314 = null)) THEN null ELSE cast(IR_resret#94865314 as float) END AS IR_resret#94865741, CASE WHEN ((annual_retnet#94865315 = NA) OR (annual_retnet#94865315 = null)) THEN null ELSE cast(annual_retnet#94865315 as float) END AS annual_retnet#94865744, CASE WHEN ((std_retnet#94865316 = NA) OR (std_retnet#94865316 = null)) THEN null ELSE cast(std_retnet#94865316 as float) END AS std_retnet#94865748, CASE WHEN ((Sharpe_retnet#94865317 = NA) OR (Sharpe_retnet#94865317 = null)) THEN null ELSE cast(Sharpe_retnet#94865317 as float) END AS Sharpe_retnet#94865749, CASE WHEN ((PctPos_retnet#94865318 = NA) OR (PctPos_retnet#94865318 = null)) THEN null ELSE cast(PctPos_retnet#94865318 as float) END AS PctPos_retnet#94865776, CASE WHEN ((TR_retnet#94865319 = NA) OR (TR_retnet#94865319 = null)) THEN null ELSE cast(TR_retnet#94865319 as float) END AS TR_retnet#94865777, CASE WHEN ((IR_retnet#94865320 = NA) OR (IR_retnet#94865320 = null)) THEN null ELSE cast(IR_retnet#94865320 as float) END AS IR_retnet#94865778, ... 2 more fields]
+- FileScan csv [cap#94865297,retIC#94865298,resretIC#94865299,numcos#94865300,numdates#94865301,annual_bmret#94865302,annual_ret#94865303,std_ret#94865304,Sharpe_ret#94865305,PctPos_ret#94865306,TR_ret#94865307,IR_ret#94865308,annual_resret#94865309,std_resret#94865310,Sharpe_resret#94865311,PctPos_resret#94865312,TR_resret#94865313,IR_resret#94865314,annual_retnet#94865315,std_retnet#94865316,Sharpe_retnet#94865317,PctPos_retnet#94865318,TR_retnet#94865319,IR_retnet#94865320,... 2 more fields] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/momentum/..., PartitionFilters: [], PushedFilters: [], ReadSchema: struct<cap:string,retIC:string,resretIC:string,numcos:string,numdates:string,annual_bmret:string,...
,None)
(12) ColumnarToRow [codegen id : 1]
Input [2]: [annual_ret#94865505, cap#94865473]
(13) Filter [codegen id : 1]
Input [2]: [annual_ret#94865505, cap#94865473]
Condition : (isnotnull(cap#94865473) AND (cap#94865473 = 3.0))
(14) Project [codegen id : 1]
Output [1]: [annual_ret#94865505 AS ret_small#94868043]
Input [2]: [annual_ret#94865505, cap#94865473]
(15) BroadcastExchange
Input [1]: [ret_small#94868043]
Arguments: IdentityBroadcastMode, [id=#7574262]
(16) BroadcastNestedLoopJoin [codegen id : 2]
Join condition: None
(17) Project [codegen id : 2]
Output [3]: [ret_large#94868013, ret_small#94868043, (ret_large#94868013 - ret_small#94868043) AS differential#94868132]
Input [2]: [ret_large#94868013, ret_small#94868043]
(18) ColumnarToRow [codegen id : 1]
Input [3]: [ret_large#94868013, ret_small#94868043, differential#94868132]
(19) CollectLimit
Input [3]: [ret_large#94868013, ret_small#94868043, differential#94868132]
Arguments: 1000000