| 3605391 |
*(1) Project [CASE WHEN (date#93874242 = null) THEN null ELSE cast(date#93874242 as date) END AS date#93874435, CASE WHEN ((allret#93874243 = NA) OR (allret#93874243 = null)) THEN null ELSE cast(allret#93874243 as float) END AS allret#93874436, CASE WHEN ((allcum#93874244 = NA) OR (allcum#93874244 = null)) THEN null ELSE cast(allcum#93874244 as float) END AS allcum#93874442, CASE WHEN ((drawdown_gross#93874245 = NA) OR (drawdown_gross#93874245 = null)) THEN null ELSE cast(drawdown_gross#93874245 as float) END AS drawdown_gross#93874458, CASE WHEN ((drawdown_length_gross#93874246 = NA) OR (drawdown_length_gross#93874246 = null)) THEN null ELSE cast(drawdown_length_gross#93874246 as int) END AS drawdown_length_gross#93874459, CASE WHEN ((allretnet#93874247 = NA) OR (allretnet#93874247 = null)) THEN null ELSE cast(allretnet#93874247 as float) END AS allretnet#93874460, CASE WHEN ((allcumnet#93874248 = NA) OR (allcumnet#93874248 = null)) THEN null ELSE cast(allcumnet#93874248 as float) END AS allcumnet#9387446...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
498.9 KiB |
0.0 B |
| 3605403 |
*(2) Sort [date#93875234 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93875234 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7495285]
+- *(1) Project [date#93875234, allcum#93875238 AS cum_gross#93875568, allcumnet#93875242 AS cum_net#93875569]
+- InMemoryTableScan [allcum#93875238, allcumnet#93875242, date#93875234]
+- InMemoryRelation [date#93875234, allret#93875236, allcum#93875238, drawdown_gross#93875239, drawdown_length_gross#93875240, allretnet#93875241, allcumnet#93875242, drawdown_net#93875243, drawdown_length_net#93875301, numcos#93875303, largecum#93875305, largecumnet#93875307, largeret#93875309, largeretnet#93875311, midcum#93875313, midcumnet#93875315, midret#93875427, midretnet#93875451, smallcum#93875452, smallcumnet#93875475, smallret#93875476, smallretnet#93875477], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93874242 = null) THEN null ELSE cast(date#93874242 as date) END AS date#93874435, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3605424 |
*(2) Sort [date#93875478 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93875478 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7495310]
+- *(1) Project [date#93875478, allret#93875479 AS daily_gross#93875733, allretnet#93875483 AS daily_net#93875734]
+- InMemoryTableScan [allret#93875479, allretnet#93875483, date#93875478]
+- InMemoryRelation [date#93875478, allret#93875479, allcum#93875480, drawdown_gross#93875481, drawdown_length_gross#93875482, allretnet#93875483, allcumnet#93875484, drawdown_net#93875485, drawdown_length_net#93875486, numcos#93875487, largecum#93875488, largecumnet#93875489, largeret#93875490, largeretnet#93875514, midcum#93875515, midcumnet#93875516, midret#93875517, midretnet#93875518, smallcum#93875519, smallcumnet#93875520, smallret#93875521, smallretnet#93875522], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93874242 = null) THEN null ELSE cast(date#93874242 as date) END AS date#938744...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3605444 |
*(1) Sort [date#93874448 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93874448 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7495328]
+- InMemoryTableScan [date#93874448, drawdown_gross#93874451, drawdown_net#93874511]
+- InMemoryRelation [date#93874448, allret#93874449, allcum#93874450, drawdown_gross#93874451, drawdown_length_gross#93874452, allretnet#93874495, allcumnet#93874509, drawdown_net#93874511, drawdown_length_net#93874513, numcos#93874514, largecum#93874515, largecumnet#93874518, largeret#93874520, largeretnet#93874526, midcum#93874531, midcumnet#93874554, midret#93874603, midretnet#93874604, smallcum#93874607, smallcumnet#93874608, smallret#93874609, smallretnet#93874610], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93874242 = null) THEN null ELSE cast(date#93874242 as date) END AS date#93874435, CASE WHEN ((allret#93874243 = NA) OR (allret#93874243 = null)) THEN null ELSE cast(allret#93874243 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3605465 |
*(2) Sort [date#93874435 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93874435 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7495350]
+- *(1) Project [date#93874435, (drawdown_length_gross#93874459 * -1) AS drawdown_length_gross#93874555]
+- InMemoryTableScan [date#93874435, drawdown_length_gross#93874459]
+- InMemoryRelation [date#93874435, allret#93874436, allcum#93874442, drawdown_gross#93874458, drawdown_length_gross#93874459, allretnet#93874460, allcumnet#93874461, drawdown_net#93874462, drawdown_length_net#93874463, numcos#93874464, largecum#93874465, largecumnet#93874466, largeret#93874467, largeretnet#93874468, midcum#93874469, midcumnet#93874496, midret#93874498, midretnet#93874499, smallcum#93874500, smallcumnet#93874501, smallret#93874502, smallretnet#93874503], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93874242 = null) THEN null ELSE cast(date#93874242 as date) END AS date#93874435, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
81.2 KiB |
0.0 B |
| 3605479 |
*(1) Project [CASE WHEN ((fractile#93874230 = NA) OR (fractile#93874230 = null)) THEN null ELSE cast(fractile#93874230 as float) END AS fractile#93874428, CASE WHEN ((overall#93874231 = NA) OR (overall#93874231 = null)) THEN null ELSE cast(overall#93874231 as int) END AS overall#93874429, CASE WHEN ((annual_ret#93874232 = NA) OR (annual_ret#93874232 = null)) THEN null ELSE cast(annual_ret#93874232 as float) END AS annual_ret#93874497, CASE WHEN ((annual_resret#93874233 = NA) OR (annual_resret#93874233 = null)) THEN null ELSE cast(annual_resret#93874233 as float) END AS annual_resret#93874510, CASE WHEN ((numcos#93874234 = NA) OR (numcos#93874234 = null)) THEN null ELSE cast(numcos#93874234 as float) END AS numcos#93874512]
+- FileScan csv [fractile#93874230,overall#93874231,annual_ret#93874232,annual_resret#93874233,numcos#93874234] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/size/frac..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3605488 |
*(1) Project [CASE WHEN ((fractile#93874220 = NA) OR (fractile#93874220 = null)) THEN null ELSE cast(fractile#93874220 as float) END AS fractile#93874443, CASE WHEN ((cap#93874221 = NA) OR (cap#93874221 = null)) THEN null ELSE cast(cap#93874221 as float) END AS cap#93874444, CASE WHEN ((annual_ret#93874222 = NA) OR (annual_ret#93874222 = null)) THEN null ELSE cast(annual_ret#93874222 as float) END AS annual_ret#93874445, CASE WHEN ((annual_resret#93874223 = NA) OR (annual_resret#93874223 = null)) THEN null ELSE cast(annual_resret#93874223 as float) END AS annual_resret#93874446, CASE WHEN ((numcos#93874224 = NA) OR (numcos#93874224 = null)) THEN null ELSE cast(numcos#93874224 as float) END AS numcos#93874447]
+- FileScan csv [fractile#93874220,cap#93874221,annual_ret#93874222,annual_resret#93874223,numcos#93874224] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/size/frac..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1160.0 B |
0.0 B |
| 3605495 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#93874428, annual_ret#93874497, annual_resret#93874510, numcos#93874512]
: +- InMemoryRelation [fractile#93874428, overall#93874429, annual_ret#93874497, annual_resret#93874510, numcos#93874512], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#93874230 = NA) OR (fractile#93874230 = null)) THEN null ELSE cast(fractile#93874230 as float) END AS fractile#93874428, CASE WHEN ((overall#93874231 = NA) OR (overall#93874231 = null)) THEN null ELSE cast(overall#93874231 as int) END AS overall#93874429, CASE WHEN ((annual_ret#93874232 = NA) OR (annual_ret#93874232 = null)) THEN null ELSE cast(annual_ret#93874232 as float) END AS annual_ret#93874497, CASE WHEN ((annual_resret#93874233 = NA) OR (annual_resret#93874233 = null)) THEN null ELSE cast(annual_resret#93874233 as float) END AS annual_resret#93874510, CASE WHEN ((numcos#93874234 = NA) OR (numcos#93874234 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3605510 |
*(1) Project [CASE WHEN (group#93875754 = null) THEN null ELSE group#93875754 END AS group#93875766, CASE WHEN (Category#93875755 = null) THEN null ELSE Category#93875755 END AS Category#93875767, CASE WHEN (Label#93875756 = null) THEN null ELSE Label#93875756 END AS Label#93875768]
+- FileScan csv [group#93875754,Category#93875755,Label#93875756] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/common/map_stats.csv], PartitionFilters: [], PushedFilters: [], ReadSchema: struct<group:string,Category:string,Label:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.9 KiB |
0.0 B |
| 3605520 |
*(1) Project [CASE WHEN (group#93875120 = null) THEN null ELSE group#93875120 END AS group#93875235, CASE WHEN ((annual_bmret#93875121 = NA) OR (annual_bmret#93875121 = null)) THEN null ELSE cast(annual_bmret#93875121 as float) END AS annual_bmret#93875237, CASE WHEN ((annual_ret#93875122 = NA) OR (annual_ret#93875122 = null)) THEN null ELSE cast(annual_ret#93875122 as float) END AS annual_ret#93875245, CASE WHEN ((std_ret#93875123 = NA) OR (std_ret#93875123 = null)) THEN null ELSE cast(std_ret#93875123 as float) END AS std_ret#93875246, CASE WHEN ((Sharpe_ret#93875124 = NA) OR (Sharpe_ret#93875124 = null)) THEN null ELSE cast(Sharpe_ret#93875124 as float) END AS Sharpe_ret#93875247, CASE WHEN ((PctPos_ret#93875125 = NA) OR (PctPos_ret#93875125 = null)) THEN null ELSE cast(PctPos_ret#93875125 as float) END AS PctPos_ret#93875248, CASE WHEN ((TR_ret#93875126 = NA) OR (TR_ret#93875126 = null)) THEN null ELSE cast(TR_ret#93875126 as float) END AS TR_ret#93875249, CASE WHEN ((IR_ret#93875127 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
15.7 KiB |
0.0 B |
| 3605526 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#93875245, Sharpe_ret#93875247, PctPos_ret#93875248, annual_resret#93875273, Sharpe_resret#93875297, PctPos_resret#93875298, annual_retnet#93875302, Sharpe_retnet#93875306, PctPos_retnet#93875308]
+- *(2) BroadcastHashJoin [group#93875235], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#93875235)
: +- InMemoryTableScan [group#93875235, annual_ret#93875245, Sharpe_ret#93875247, PctPos_ret#93875248, annual_resret#93875273, Sharpe_resret#93875297, PctPos_resret#93875298, annual_retnet#93875302, Sharpe_retnet#93875306, PctPos_retnet#93875308], [isnotnull(group#93875235)]
: +- InMemoryRelation [group#93875235, annual_bmret#93875237, annual_ret#93875245, std_ret#93875246, Sharpe_ret#93875247, PctPos_ret#93875248, TR_ret#93875249, IR_ret#93875272, annual_resret#93875273, std_resret#93875296, Sharpe_resret#93875297, PctPos_resret#93875298, TR_resret#93875299, IR_resret#93875300, annual_retnet#93875302, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
8.0 KiB |
0.0 B |
| 3605597 |
*(1) Project [CASE WHEN ((sector_id#93880497 = NA) OR (sector_id#93880497 = null)) THEN null ELSE cast(sector_id#93880497 as int) END AS sector_id#93880529, CASE WHEN (sort#93880499 = null) THEN null ELSE sort#93880499 END AS sort#93880530, CASE WHEN (description#93880501 = null) THEN null ELSE description#93880501 END AS description#93880532, CASE WHEN ((universe#93880503 = NA) OR (universe#93880503 = null)) THEN null ELSE cast(universe#93880503 as int) END AS universe#93880534]
+- FileScan csv [sector_id#93880497,sort#93880499,description#93880501,universe#93880503] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/curate/curate_sector.csv], PartitionFilters: [], PushedFilters: [], ReadSchema: struct<sector_id:string,sort:string,description:string,universe:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
896.0 B |
0.0 B |
| 3605607 |
*(1) Project [CASE WHEN ((sector_id#93879608 = NA) OR (sector_id#93879608 = null)) THEN null ELSE cast(sector_id#93879608 as int) END AS sector_id#93879870, CASE WHEN ((retIC#93879609 = NA) OR (retIC#93879609 = null)) THEN null ELSE cast(retIC#93879609 as float) END AS retIC#93879872, CASE WHEN ((resretIC#93879610 = NA) OR (resretIC#93879610 = null)) THEN null ELSE cast(resretIC#93879610 as float) END AS resretIC#93879873, CASE WHEN ((numcos#93879611 = NA) OR (numcos#93879611 = null)) THEN null ELSE cast(numcos#93879611 as float) END AS numcos#93879874, CASE WHEN ((numdates#93879612 = NA) OR (numdates#93879612 = null)) THEN null ELSE cast(numdates#93879612 as int) END AS numdates#93879875, CASE WHEN ((annual_bmret#93879613 = NA) OR (annual_bmret#93879613 = null)) THEN null ELSE cast(annual_bmret#93879613 as float) END AS annual_bmret#93879876, CASE WHEN ((annual_ret#93879614 = NA) OR (annual_ret#93879614 = null)) THEN null ELSE cast(annual_ret#93879614 as float) END AS annual_ret#93879878, CASE WHEN ((std_...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.5 KiB |
0.0 B |
| 3605619 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7495682]
+- *(2) Project [sector_id#93879870, numcos#93879874, numdates#93879875, sort#93880530, description#93880532, universe#93880551, coverage#93880149]
+- *(2) BroadcastHashJoin [sector_id#93879870], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [sector_id#93879870, numcos#93879874, numdates#93879875, coverage#93880149, round((cast(numcos#93879874 as double) / cast(coverage#93880149 as double)), 0) AS universe#93880551]
: +- *(2) Filter isnotnull(sector_id#93879870)
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [coverage#93880149, numcos#93879874, numdates#93879875, sector_id#93879870], [isnotnull(sector_id#93879870)]
: +- InMemoryRelation [sector_id#93879870, retIC#93879872, resretIC#93879...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.5 KiB |
0.0 B |
| 3605633 |
*(1) Project [CASE WHEN ((cap#93880496 = NA) OR (cap#93880496 = null)) THEN null ELSE cast(cap#93880496 as int) END AS cap#93880528, CASE WHEN (sort#93880498 = null) THEN null ELSE sort#93880498 END AS sort#93880531, CASE WHEN (description#93880500 = null) THEN null ELSE description#93880500 END AS description#93880533, CASE WHEN ((universe#93880502 = NA) OR (universe#93880502 = null)) THEN null ELSE cast(universe#93880502 as int) END AS universe#93880535]
+- FileScan csv [cap#93880496,sort#93880498,description#93880500,universe#93880502] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/curate/curate_cap.csv], PartitionFilters: [], PushedFilters: [], ReadSchema: struct<cap:string,sort:string,description:string,universe:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
624.0 B |
0.0 B |
| 3605643 |
*(1) Project [CASE WHEN ((cap#93879634 = NA) OR (cap#93879634 = null)) THEN null ELSE cast(cap#93879634 as float) END AS cap#93879881, CASE WHEN ((retIC#93879635 = NA) OR (retIC#93879635 = null)) THEN null ELSE cast(retIC#93879635 as float) END AS retIC#93879884, CASE WHEN ((resretIC#93879636 = NA) OR (resretIC#93879636 = null)) THEN null ELSE cast(resretIC#93879636 as float) END AS resretIC#93879889, CASE WHEN ((numcos#93879637 = NA) OR (numcos#93879637 = null)) THEN null ELSE cast(numcos#93879637 as float) END AS numcos#93879892, CASE WHEN ((numdates#93879638 = NA) OR (numdates#93879638 = null)) THEN null ELSE cast(numdates#93879638 as int) END AS numdates#93879897, CASE WHEN ((annual_bmret#93879639 = NA) OR (annual_bmret#93879639 = null)) THEN null ELSE cast(annual_bmret#93879639 as float) END AS annual_bmret#93879899, CASE WHEN ((annual_ret#93879640 = NA) OR (annual_ret#93879640 = null)) THEN null ELSE cast(annual_ret#93879640 as float) END AS annual_ret#93879903, CASE WHEN ((std_ret#93879641 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3605655 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7495753]
+- *(2) Project [cap#93879881, numcos#93879892, numdates#93879897, sort#93880531, description#93880533, universe#93880535, (cast(numcos#93879892 as double) / cast(universe#93880535 as double)) AS coverage#93880606]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93879881))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildRight, false
:- *(2) Filter isnotnull(cap#93879881)
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [cap#93879881, numcos#93879892, numdates#93879897], [isnotnull(cap#93879881)]
: +- InMemoryRelation [cap#93879881, retIC#93879884, resretIC#93879889, numcos#93879892, numdates#93879897, annual_bmret#93879899, annual_ret#93879903, s...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3605669 |
*(1) Project [CASE WHEN (date#93879570 = null) THEN null ELSE cast(date#93879570 as date) END AS date#93879758, CASE WHEN ((overall#93879571 = NA) OR (overall#93879571 = null)) THEN null ELSE cast(overall#93879571 as int) END AS overall#93879869, CASE WHEN ((ret#93879572 = NA) OR (ret#93879572 = null)) THEN null ELSE cast(ret#93879572 as float) END AS ret#93879877, CASE WHEN ((resret#93879573 = NA) OR (resret#93879573 = null)) THEN null ELSE cast(resret#93879573 as float) END AS resret#93879883, CASE WHEN ((retnet#93879574 = NA) OR (retnet#93879574 = null)) THEN null ELSE cast(retnet#93879574 as float) END AS retnet#93879887, CASE WHEN ((turnover#93879575 = NA) OR (turnover#93879575 = null)) THEN null ELSE cast(turnover#93879575 as float) END AS turnover#93879891, CASE WHEN ((numcos#93879576 = NA) OR (numcos#93879576 = null)) THEN null ELSE cast(numcos#93879576 as float) END AS numcos#93879896, CASE WHEN ((benchmark#93879577 = NA) OR (benchmark#93879577 = null)) THEN null ELSE cast(benchmark#93879577 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
233.8 KiB |
0.0 B |
| 3605677 |
*(1) Project [CASE WHEN (date#93879558 = null) THEN null ELSE cast(date#93879558 as date) END AS date#93879759, CASE WHEN ((cap#93879559 = NA) OR (cap#93879559 = null)) THEN null ELSE cast(cap#93879559 as float) END AS cap#93879760, CASE WHEN ((ret#93879560 = NA) OR (ret#93879560 = null)) THEN null ELSE cast(ret#93879560 as float) END AS ret#93879813, CASE WHEN ((resret#93879561 = NA) OR (resret#93879561 = null)) THEN null ELSE cast(resret#93879561 as float) END AS resret#93879814, CASE WHEN ((retnet#93879562 = NA) OR (retnet#93879562 = null)) THEN null ELSE cast(retnet#93879562 as float) END AS retnet#93879815, CASE WHEN ((turnover#93879563 = NA) OR (turnover#93879563 = null)) THEN null ELSE cast(turnover#93879563 as float) END AS turnover#93879868, CASE WHEN ((numcos#93879564 = NA) OR (numcos#93879564 = null)) THEN null ELSE cast(numcos#93879564 as float) END AS numcos#93879871, CASE WHEN ((coverage#93879565 = NA) OR (coverage#93879565 = null)) THEN null ELSE cast(coverage#93879565 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
850.9 KiB |
0.0 B |
| 3605690 |
*(2) Sort [date#93879758 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93879758 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7495802]
+- Union
:- InMemoryTableScan [date#93879758, numcos#93879896]
: +- InMemoryRelation [date#93879758, overall#93879869, ret#93879877, resret#93879883, retnet#93879887, turnover#93879891, numcos#93879896, benchmark#93879900, excess_ret#93879902, excess_resret#93879918, excess_retnet#93879919], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#93879570 = null) THEN null ELSE cast(date#93879570 as date) END AS date#93879758, CASE WHEN ((overall#93879571 = NA) OR (overall#93879571 = null)) THEN null ELSE cast(overall#93879571 as int) END AS overall#93879869, CASE WHEN ((ret#93879572 = NA) OR (ret#93879572 = null)) THEN null ELSE cast(ret#93879572 as float) END AS ret#93879877, CASE WHEN ((resret#93879573 = NA) OR (resret#93879573 = null)) THEN null ELSE cast(resret#93879573 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
98.7 KiB |
0.0 B |
| 3605734 |
*(1) Project [CASE WHEN ((turnover#93883447 = NA) OR (turnover#93883447 = null)) THEN null ELSE cast(turnover#93883447 as float) END AS turnover#93883654, CASE WHEN ((turnover#93883447 = NA) OR (turnover#93883447 = null)) THEN null ELSE (1.0 / cast(cast(turnover#93883447 as float) as double)) END AS days_hold#93883717]
+- *(1) Filter ((isnotnull(cap#93883416) AND NOT coalesce(((cap#93883416 = NA) OR (cap#93883416 = null)), false)) AND (cast(cap#93883416 as float) = 0.0))
+- FileScan csv [cap#93883416,turnover#93883447] Batched: false, DataFilters: [isnotnull(cap#93883416), NOT coalesce(((cap#93883416 = NA) OR (cap#93883416 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/size/stat..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3605741 |
*(1) Project [CASE WHEN ((year#93883364 = NA) OR (year#93883364 = null)) THEN null ELSE cast(year#93883364 as int) END AS year#93883597, CASE WHEN ((retIC#93883365 = NA) OR (retIC#93883365 = null)) THEN null ELSE cast(retIC#93883365 as float) END AS retIC#93883599, CASE WHEN ((resretIC#93883366 = NA) OR (resretIC#93883366 = null)) THEN null ELSE cast(resretIC#93883366 as float) END AS resretIC#93883601, CASE WHEN ((numcos#93883367 = NA) OR (numcos#93883367 = null)) THEN null ELSE cast(numcos#93883367 as float) END AS numcos#93883603, CASE WHEN ((numdates#93883368 = NA) OR (numdates#93883368 = null)) THEN null ELSE cast(numdates#93883368 as int) END AS numdates#93883605, CASE WHEN ((annual_bmret#93883369 = NA) OR (annual_bmret#93883369 = null)) THEN null ELSE cast(annual_bmret#93883369 as float) END AS annual_bmret#93883607, CASE WHEN ((annual_ret#93883370 = NA) OR (annual_ret#93883370 = null)) THEN null ELSE cast(annual_ret#93883370 as float) END AS annual_ret#93883609, CASE WHEN ((std_ret#93883371 = NA) O...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.5 KiB |
0.0 B |
| 3605765 |
*(3) Project [cap#93883295, turnover#93880150, (1.0 / cast(turnover#93880150 as double)) AS days_hold#93883323]
+- *(3) Sort [cap_sort#93883206 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#93883206 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7495993]
+- *(2) Project [turnover#93880150, cap_description#93883205 AS cap#93883295, cap_sort#93883206]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93879881))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7495985]
: +- *(1) Filter isnotnull(cap#93879881)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93879881, turnover#93880150], [isnotnull(cap#93879881)]
: +- InMemoryRelation [cap#93879881, retIC#938...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3605780 |
*(2) Project [ret_large#93883210, ret_small#93883212, (ret_large#93883210 - ret_small#93883212) AS differential#93883326]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#93879903 AS ret_large#93883210]
: +- *(2) Filter (isnotnull(cap#93879881) AND (cap#93879881 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#93879903, cap#93879881], [isnotnull(cap#93879881), (cap#93879881 = 1.0)]
: +- InMemoryRelation [cap#93879881, retIC#93879884, resretIC#93879889, numcos#93879892, numdates#93879897, annual_bmret#93879899, annual_ret#93879903, std_ret#93879916, Sharpe_ret#93879917, PctPos_ret#93879931, TR_ret#93879932, IR_ret#93879933, annual_resret#93879934, std_resret#93879937, Sharpe_resret#93879951, PctPos_resret#93879964, TR_resret#93879979, IR_resret#93880048, annual_retnet#93880062, std_retnet#93880066, Sharpe_retnet#93880080, PctPos_retnet#93880142, TR_retnet#93880146, IR_retnet#93880148, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3605792 |
*(2) Sort [year#93883597 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#93883597 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7495923]
+- *(1) Project [year#93883597, turnover#93883645, (1.0 / cast(turnover#93883645 as double)) AS days_hold#93883680]
+- *(1) Filter isnotnull(turnover#93883645)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#93883645, year#93883597], [isnotnull(turnover#93883645)]
+- InMemoryRelation [year#93883597, retIC#93883599, resretIC#93883601, numcos#93883603, numdates#93883605, annual_bmret#93883607, annual_ret#93883609, std_ret#93883611, Sharpe_ret#93883613, PctPos_ret#93883615, TR_ret#93883617, IR_ret#93883619, annual_resret#93883621, std_resret#93883623, Sharpe_resret#93883625, PctPos_resret#93883627, TR_resret#93883629, IR_resret#93883631, annual_retnet#93883633, std_retnet#93883635, Sharpe_retnet#93883637, PctPos_retnet#93883639, TR_retnet#93883641, IR_retnet#93883643, turnover#93883645], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
26 |
100% |
11.8 KiB |
0.0 B |
| 3605855 |
*(1) Project [CASE WHEN ((fractile#93887130 = NA) OR (fractile#93887130 = null)) THEN null ELSE cast(fractile#93887130 as int) END AS fractile#93887178, CASE WHEN (cap#93887131 = null) THEN null ELSE cap#93887131 END AS cap#93887179, CASE WHEN ((size#93887132 = NA) OR (size#93887132 = null)) THEN null ELSE cast(size#93887132 as float) END AS size#93887180, CASE WHEN ((value#93887133 = NA) OR (value#93887133 = null)) THEN null ELSE cast(value#93887133 as float) END AS value#93887181, CASE WHEN ((growth#93887134 = NA) OR (growth#93887134 = null)) THEN null ELSE cast(growth#93887134 as float) END AS growth#93887182, CASE WHEN ((leverage#93887135 = NA) OR (leverage#93887135 = null)) THEN null ELSE cast(leverage#93887135 as float) END AS leverage#93887183, CASE WHEN ((volatility#93887136 = NA) OR (volatility#93887136 = null)) THEN null ELSE cast(volatility#93887136 as float) END AS volatility#93887184, CASE WHEN ((momentum#93887137 = NA) OR (momentum#93887137 = null)) THEN null ELSE cast(momentum#93887137 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.1 KiB |
0.0 B |
| 3605867 |
*(3) Sort [fractile#93887178 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#93887178 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7496233]
+- *(2) Project [fractile#93887178, size#93887180, value#93887181, growth#93887182, leverage#93887183, volatility#93887184, momentum#93887185, yield#93887186, ##93887187, min_date#93887188, max_date#93887189]
+- *(2) BroadcastHashJoin [cap_description#93887202], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#93887178, cap#93887179 AS cap_description#93887202, size#93887180, value#93887181, growth#93887182, leverage#93887183, volatility#93887184, momentum#93887185, yield#93887186, ##93887187, min_date#93887188, max_date#93887189]
: +- *(2) Filter ((isnotnull(fractile#93887178) AND NOT (fractile#93887178 = -1)) AND isnotnull(cap#93887179))
: +- InMemoryTableScan [##93887187, cap#93887179, fractile#93887178, growth#93887182, leverage#93887183, max_date#93887189, min_date#93887188, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3605881 |
*(1) Project [CASE WHEN ((overall#93883415 = NA) OR (overall#93883415 = null)) THEN null ELSE cast(overall#93883415 as int) END AS overall#93883598, CASE WHEN ((cap#93883416 = NA) OR (cap#93883416 = null)) THEN null ELSE cast(cap#93883416 as float) END AS cap#93883600, CASE WHEN ((retIC#93883417 = NA) OR (retIC#93883417 = null)) THEN null ELSE cast(retIC#93883417 as float) END AS retIC#93883602, CASE WHEN ((resretIC#93883418 = NA) OR (resretIC#93883418 = null)) THEN null ELSE cast(resretIC#93883418 as float) END AS resretIC#93883604, CASE WHEN ((size#93883419 = NA) OR (size#93883419 = null)) THEN null ELSE cast(size#93883419 as float) END AS size#93883606, CASE WHEN ((value#93883420 = NA) OR (value#93883420 = null)) THEN null ELSE cast(value#93883420 as float) END AS value#93883608, CASE WHEN ((growth#93883421 = NA) OR (growth#93883421 = null)) THEN null ELSE cast(growth#93883421 as float) END AS growth#93883610, CASE WHEN ((leverage#93883422 = NA) OR (leverage#93883422 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3605887 |
*(1) Project [yield#93883618, volatility#93883614, momentum#93883616, size#93883606, value#93883608, growth#93883610, leverage#93883612]
+- *(1) Filter (isnotnull(cap#93883600) AND (cap#93883600 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#93883600, growth#93883610, leverage#93883612, momentum#93883616, size#93883606, value#93883608, volatility#93883614, yield#93883618], [isnotnull(cap#93883600), (cap#93883600 = 0.0)]
+- InMemoryRelation [overall#93883598, cap#93883600, retIC#93883602, resretIC#93883604, size#93883606, value#93883608, growth#93883610, leverage#93883612, volatility#93883614, momentum#93883616, yield#93883618, numcos#93883620, numdates#93883622, annual_bmret#93883624, annual_ret#93883626, std_ret#93883628, Sharpe_ret#93883630, PctPos_ret#93883632, TR_ret#93883634, IR_ret#93883636, annual_resret#93883638, std_resret#93883640, Sharpe_resret#93883642, PctPos_resret#93883644, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3605969 |
*(1) Project [CASE WHEN (date#93889030 = null) THEN null ELSE cast(date#93889030 as date) END AS date#93889144, CASE WHEN ((allret#93889031 = NA) OR (allret#93889031 = null)) THEN null ELSE cast(allret#93889031 as float) END AS allret#93889145, CASE WHEN ((allcum#93889032 = NA) OR (allcum#93889032 = null)) THEN null ELSE cast(allcum#93889032 as float) END AS allcum#93889146, CASE WHEN ((drawdown_gross#93889033 = NA) OR (drawdown_gross#93889033 = null)) THEN null ELSE cast(drawdown_gross#93889033 as float) END AS drawdown_gross#93889148, CASE WHEN ((drawdown_length_gross#93889034 = NA) OR (drawdown_length_gross#93889034 = null)) THEN null ELSE cast(drawdown_length_gross#93889034 as int) END AS drawdown_length_gross#93889150, CASE WHEN ((allretnet#93889035 = NA) OR (allretnet#93889035 = null)) THEN null ELSE cast(allretnet#93889035 as float) END AS allretnet#93889152, CASE WHEN ((allcumnet#93889036 = NA) OR (allcumnet#93889036 = null)) THEN null ELSE cast(allcumnet#93889036 as float) END AS allcumnet#9388915...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
351.3 KiB |
0.0 B |
| 3605981 |
*(2) Sort [date#93890156 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93890156 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7496487]
+- *(1) Project [date#93890156, allcum#93890160 AS cum_gross#93890406, allcumnet#93890284 AS cum_net#93890407]
+- InMemoryTableScan [allcum#93890160, allcumnet#93890284, date#93890156]
+- InMemoryRelation [date#93890156, allret#93890158, allcum#93890160, drawdown_gross#93890162, drawdown_length_gross#93890280, allretnet#93890282, allcumnet#93890284, drawdown_net#93890286, drawdown_length_net#93890288, numcos#93890290, largecum#93890292, largecumnet#93890294, largeret#93890296, largeretnet#93890298, midcum#93890300, midcumnet#93890302, midret#93890304, midretnet#93890306, smallcum#93890308, smallcumnet#93890310, smallret#93890312, smallretnet#93890313], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93889030 = null) THEN null ELSE cast(date#93889030 as date) END AS date#93889144, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
120.6 KiB |
0.0 B |
| 3606002 |
*(2) Sort [date#93889305 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93889305 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7496512]
+- *(1) Project [date#93889305, allret#93889312 AS daily_gross#93889464, allretnet#93889324 AS daily_net#93889465]
+- InMemoryTableScan [allret#93889312, allretnet#93889324, date#93889305]
+- InMemoryRelation [date#93889305, allret#93889312, allcum#93889314, drawdown_gross#93889321, drawdown_length_gross#93889323, allretnet#93889324, allcumnet#93889326, drawdown_net#93889328, drawdown_length_net#93889329, numcos#93889330, largecum#93889331, largecumnet#93889332, largeret#93889333, largeretnet#93889334, midcum#93889336, midcumnet#93889338, midret#93889342, midretnet#93889345, smallcum#93889347, smallcumnet#93889348, smallret#93889351, smallretnet#93889352], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93889030 = null) THEN null ELSE cast(date#93889030 as date) END AS date#938891...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
120.6 KiB |
0.0 B |
| 3606022 |
*(1) Sort [date#93889144 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93889144 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7496530]
+- InMemoryTableScan [date#93889144, drawdown_gross#93889148, drawdown_net#93889156]
+- InMemoryRelation [date#93889144, allret#93889145, allcum#93889146, drawdown_gross#93889148, drawdown_length_gross#93889150, allretnet#93889152, allcumnet#93889153, drawdown_net#93889156, drawdown_length_net#93889158, numcos#93889159, largecum#93889160, largecumnet#93889161, largeret#93889167, largeretnet#93889169, midcum#93889304, midcumnet#93889311, midret#93889313, midretnet#93889315, smallcum#93889320, smallcumnet#93889322, smallret#93889325, smallretnet#93889327], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93889030 = null) THEN null ELSE cast(date#93889030 as date) END AS date#93889144, CASE WHEN ((allret#93889031 = NA) OR (allret#93889031 = null)) THEN null ELSE cast(allret#93889031 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
120.6 KiB |
0.0 B |
| 3606043 |
*(2) Sort [date#93890155 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93890155 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7496552]
+- *(1) Project [date#93890155, (drawdown_length_gross#93890163 * -1) AS drawdown_length_gross#93890358]
+- InMemoryTableScan [date#93890155, drawdown_length_gross#93890163]
+- InMemoryRelation [date#93890155, allret#93890157, allcum#93890159, drawdown_gross#93890161, drawdown_length_gross#93890163, allretnet#93890279, allcumnet#93890281, drawdown_net#93890283, drawdown_length_net#93890285, numcos#93890287, largecum#93890289, largecumnet#93890291, largeret#93890293, largeretnet#93890295, midcum#93890297, midcumnet#93890299, midret#93890301, midretnet#93890303, smallcum#93890305, smallcumnet#93890307, smallret#93890309, smallretnet#93890311], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93889030 = null) THEN null ELSE cast(date#93889030 as date) END AS date#93889144, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
72.0 KiB |
0.0 B |
| 3606057 |
*(1) Project [CASE WHEN ((fractile#93888963 = NA) OR (fractile#93888963 = null)) THEN null ELSE cast(fractile#93888963 as float) END AS fractile#93888983, CASE WHEN ((overall#93888964 = NA) OR (overall#93888964 = null)) THEN null ELSE cast(overall#93888964 as int) END AS overall#93888984, CASE WHEN ((annual_ret#93888965 = NA) OR (annual_ret#93888965 = null)) THEN null ELSE cast(annual_ret#93888965 as float) END AS annual_ret#93888985, CASE WHEN ((annual_resret#93888966 = NA) OR (annual_resret#93888966 = null)) THEN null ELSE cast(annual_resret#93888966 as float) END AS annual_resret#93888986, CASE WHEN ((numcos#93888967 = NA) OR (numcos#93888967 = null)) THEN null ELSE cast(numcos#93888967 as float) END AS numcos#93888987]
+- FileScan csv [fractile#93888963,overall#93888964,annual_ret#93888965,annual_resret#93888966,numcos#93888967] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/aqis_history/weight/fr..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3606066 |
*(1) Project [CASE WHEN ((fractile#93889101 = NA) OR (fractile#93889101 = null)) THEN null ELSE cast(fractile#93889101 as float) END AS fractile#93889147, CASE WHEN ((cap#93889102 = NA) OR (cap#93889102 = null)) THEN null ELSE cast(cap#93889102 as float) END AS cap#93889149, CASE WHEN ((annual_ret#93889103 = NA) OR (annual_ret#93889103 = null)) THEN null ELSE cast(annual_ret#93889103 as float) END AS annual_ret#93889151, CASE WHEN ((annual_resret#93889104 = NA) OR (annual_resret#93889104 = null)) THEN null ELSE cast(annual_resret#93889104 as float) END AS annual_resret#93889154, CASE WHEN ((numcos#93889105 = NA) OR (numcos#93889105 = null)) THEN null ELSE cast(numcos#93889105 as float) END AS numcos#93889157]
+- FileScan csv [fractile#93889101,cap#93889102,annual_ret#93889103,annual_resret#93889104,numcos#93889105] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/aqis_history/weight/fr..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1160.0 B |
0.0 B |
| 3606073 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#93888983, annual_ret#93888985, annual_resret#93888986, numcos#93888987]
: +- InMemoryRelation [fractile#93888983, overall#93888984, annual_ret#93888985, annual_resret#93888986, numcos#93888987], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#93888963 = NA) OR (fractile#93888963 = null)) THEN null ELSE cast(fractile#93888963 as float) END AS fractile#93888983, CASE WHEN ((overall#93888964 = NA) OR (overall#93888964 = null)) THEN null ELSE cast(overall#93888964 as int) END AS overall#93888984, CASE WHEN ((annual_ret#93888965 = NA) OR (annual_ret#93888965 = null)) THEN null ELSE cast(annual_ret#93888965 as float) END AS annual_ret#93888985, CASE WHEN ((annual_resret#93888966 = NA) OR (annual_resret#93888966 = null)) THEN null ELSE cast(annual_resret#93888966 as float) END AS annual_resret#93888986, CASE WHEN ((numcos#93888967 = NA) OR (numcos#93888967 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3606093 |
*(1) Project [CASE WHEN (group#93889691 = null) THEN null ELSE group#93889691 END AS group#93889784, CASE WHEN ((annual_bmret#93889692 = NA) OR (annual_bmret#93889692 = null)) THEN null ELSE cast(annual_bmret#93889692 as float) END AS annual_bmret#93889785, CASE WHEN ((annual_ret#93889693 = NA) OR (annual_ret#93889693 = null)) THEN null ELSE cast(annual_ret#93889693 as float) END AS annual_ret#93889786, CASE WHEN ((std_ret#93889694 = NA) OR (std_ret#93889694 = null)) THEN null ELSE cast(std_ret#93889694 as float) END AS std_ret#93889787, CASE WHEN ((Sharpe_ret#93889695 = NA) OR (Sharpe_ret#93889695 = null)) THEN null ELSE cast(Sharpe_ret#93889695 as float) END AS Sharpe_ret#93889788, CASE WHEN ((PctPos_ret#93889696 = NA) OR (PctPos_ret#93889696 = null)) THEN null ELSE cast(PctPos_ret#93889696 as float) END AS PctPos_ret#93889789, CASE WHEN ((TR_ret#93889697 = NA) OR (TR_ret#93889697 = null)) THEN null ELSE cast(TR_ret#93889697 as float) END AS TR_ret#93889790, CASE WHEN ((IR_ret#93889698 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
12.8 KiB |
0.0 B |
| 3606099 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#93889786, Sharpe_ret#93889788, PctPos_ret#93889789, annual_resret#93889792, Sharpe_resret#93889794, PctPos_resret#93889795, annual_retnet#93889799, Sharpe_retnet#93889801, PctPos_retnet#93889803]
+- *(2) BroadcastHashJoin [group#93889784], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#93889784)
: +- InMemoryTableScan [group#93889784, annual_ret#93889786, Sharpe_ret#93889788, PctPos_ret#93889789, annual_resret#93889792, Sharpe_resret#93889794, PctPos_resret#93889795, annual_retnet#93889799, Sharpe_retnet#93889801, PctPos_retnet#93889803], [isnotnull(group#93889784)]
: +- InMemoryRelation [group#93889784, annual_bmret#93889785, annual_ret#93889786, std_ret#93889787, Sharpe_ret#93889788, PctPos_ret#93889789, TR_ret#93889790, IR_ret#93889791, annual_resret#93889792, std_resret#93889793, Sharpe_resret#93889794, PctPos_resret#93889795, TR_resret#93889796, IR_resret#93889798, annual_retnet#93889799, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
6.6 KiB |
0.0 B |
| 3606155 |
*(1) Project [CASE WHEN ((sector_id#93894192 = NA) OR (sector_id#93894192 = null)) THEN null ELSE cast(sector_id#93894192 as int) END AS sector_id#93894382, CASE WHEN ((retIC#93894193 = NA) OR (retIC#93894193 = null)) THEN null ELSE cast(retIC#93894193 as float) END AS retIC#93894383, CASE WHEN ((resretIC#93894194 = NA) OR (resretIC#93894194 = null)) THEN null ELSE cast(resretIC#93894194 as float) END AS resretIC#93894384, CASE WHEN ((numcos#93894195 = NA) OR (numcos#93894195 = null)) THEN null ELSE cast(numcos#93894195 as float) END AS numcos#93894385, CASE WHEN ((numdates#93894196 = NA) OR (numdates#93894196 = null)) THEN null ELSE cast(numdates#93894196 as float) END AS numdates#93894398, CASE WHEN ((annual_bmret#93894197 = NA) OR (annual_bmret#93894197 = null)) THEN null ELSE cast(annual_bmret#93894197 as float) END AS annual_bmret#93894399, CASE WHEN ((annual_ret#93894198 = NA) OR (annual_ret#93894198 = null)) THEN null ELSE cast(annual_ret#93894198 as float) END AS annual_ret#93894412, CASE WHEN ((st...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.6 KiB |
0.0 B |
| 3606167 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7496830]
+- *(2) Project [sector_id#93894382, numcos#93894385, numdates#93894398, sort#93880530, description#93880532, universe#93894739, coverage#93894575]
+- *(2) BroadcastHashJoin [sector_id#93894382], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [sector_id#93894382, numcos#93894385, numdates#93894398, coverage#93894575, round((cast(numcos#93894385 as double) / cast(coverage#93894575 as double)), 0) AS universe#93894739]
: +- *(2) Filter isnotnull(sector_id#93894382)
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [coverage#93894575, numcos#93894385, numdates#93894398, sector_id#93894382], [isnotnull(sector_id#93894382)]
: +- InMemoryRelation [sector_id#93894382, retIC#93894383, resretIC#93894...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.4 KiB |
0.0 B |
| 3606181 |
*(1) Project [CASE WHEN ((cap#93894245 = NA) OR (cap#93894245 = null)) THEN null ELSE cast(cap#93894245 as float) END AS cap#93894560, CASE WHEN ((retIC#93894246 = NA) OR (retIC#93894246 = null)) THEN null ELSE cast(retIC#93894246 as float) END AS retIC#93894562, CASE WHEN ((resretIC#93894247 = NA) OR (resretIC#93894247 = null)) THEN null ELSE cast(resretIC#93894247 as float) END AS resretIC#93894576, CASE WHEN ((numcos#93894248 = NA) OR (numcos#93894248 = null)) THEN null ELSE cast(numcos#93894248 as float) END AS numcos#93894577, CASE WHEN ((numdates#93894249 = NA) OR (numdates#93894249 = null)) THEN null ELSE cast(numdates#93894249 as int) END AS numdates#93894579, CASE WHEN ((annual_bmret#93894250 = NA) OR (annual_bmret#93894250 = null)) THEN null ELSE cast(annual_bmret#93894250 as float) END AS annual_bmret#93894580, CASE WHEN ((annual_ret#93894251 = NA) OR (annual_ret#93894251 = null)) THEN null ELSE cast(annual_ret#93894251 as float) END AS annual_ret#93894593, CASE WHEN ((std_ret#93894252 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3606198 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7496902]
+- *(2) Project [cap#93894560, numcos#93894577, numdates#93894579, sort#93880531, description#93880533, universe#93880535, (cast(numcos#93894577 as double) / cast(universe#93880535 as double)) AS coverage#93894825]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93894560))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7496895]
: +- *(1) Filter isnotnull(cap#93894560)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93894560, numcos#93894577, numdates#93894579], [isnotnull(cap#93894560)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3606212 |
*(1) Project [CASE WHEN (date#93894142 = null) THEN null ELSE cast(date#93894142 as date) END AS date#93894319, CASE WHEN ((overall#93894143 = NA) OR (overall#93894143 = null)) THEN null ELSE cast(overall#93894143 as int) END AS overall#93894320, CASE WHEN ((ret#93894144 = NA) OR (ret#93894144 = null)) THEN null ELSE cast(ret#93894144 as float) END AS ret#93894321, CASE WHEN ((resret#93894145 = NA) OR (resret#93894145 = null)) THEN null ELSE cast(resret#93894145 as float) END AS resret#93894322, CASE WHEN ((retnet#93894146 = NA) OR (retnet#93894146 = null)) THEN null ELSE cast(retnet#93894146 as float) END AS retnet#93894323, CASE WHEN ((turnover#93894147 = NA) OR (turnover#93894147 = null)) THEN null ELSE cast(turnover#93894147 as float) END AS turnover#93894324, CASE WHEN ((numcos#93894148 = NA) OR (numcos#93894148 = null)) THEN null ELSE cast(numcos#93894148 as float) END AS numcos#93894325, CASE WHEN ((benchmark#93894149 = NA) OR (benchmark#93894149 = null)) THEN null ELSE cast(benchmark#93894149 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
164.7 KiB |
0.0 B |
| 3606220 |
*(1) Project [CASE WHEN (date#93894165 = null) THEN null ELSE cast(date#93894165 as date) END AS date#93894415, CASE WHEN ((cap#93894166 = NA) OR (cap#93894166 = null)) THEN null ELSE cast(cap#93894166 as float) END AS cap#93894427, CASE WHEN ((ret#93894167 = NA) OR (ret#93894167 = null)) THEN null ELSE cast(ret#93894167 as float) END AS ret#93894429, CASE WHEN ((resret#93894168 = NA) OR (resret#93894168 = null)) THEN null ELSE cast(resret#93894168 as float) END AS resret#93894431, CASE WHEN ((retnet#93894169 = NA) OR (retnet#93894169 = null)) THEN null ELSE cast(retnet#93894169 as float) END AS retnet#93894434, CASE WHEN ((turnover#93894170 = NA) OR (turnover#93894170 = null)) THEN null ELSE cast(turnover#93894170 as float) END AS turnover#93894436, CASE WHEN ((numcos#93894171 = NA) OR (numcos#93894171 = null)) THEN null ELSE cast(numcos#93894171 as float) END AS numcos#93894438, CASE WHEN ((coverage#93894172 = NA) OR (coverage#93894172 = null)) THEN null ELSE cast(coverage#93894172 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
598.7 KiB |
0.0 B |
| 3606233 |
*(2) Sort [date#93894319 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93894319 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7496951]
+- Union
:- InMemoryTableScan [date#93894319, numcos#93894325]
: +- InMemoryRelation [date#93894319, overall#93894320, ret#93894321, resret#93894322, retnet#93894323, turnover#93894324, numcos#93894325, benchmark#93894326, excess_ret#93894353, excess_resret#93894354, excess_retnet#93894355], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#93894142 = null) THEN null ELSE cast(date#93894142 as date) END AS date#93894319, CASE WHEN ((overall#93894143 = NA) OR (overall#93894143 = null)) THEN null ELSE cast(overall#93894143 as int) END AS overall#93894320, CASE WHEN ((ret#93894144 = NA) OR (ret#93894144 = null)) THEN null ELSE cast(ret#93894144 as float) END AS ret#93894321, CASE WHEN ((resret#93894145 = NA) OR (resret#93894145 = null)) THEN null ELSE cast(resret#93894145 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
85.3 KiB |
0.0 B |
| 3606277 |
*(1) Project [CASE WHEN ((turnover#93897956 = NA) OR (turnover#93897956 = null)) THEN null ELSE cast(turnover#93897956 as float) END AS turnover#93898140, CASE WHEN ((turnover#93897956 = NA) OR (turnover#93897956 = null)) THEN null ELSE (1.0 / cast(cast(turnover#93897956 as float) as double)) END AS days_hold#93898299]
+- *(1) Filter ((isnotnull(cap#93897925) AND NOT coalesce(((cap#93897925 = NA) OR (cap#93897925 = null)), false)) AND (cast(cap#93897925 as float) = 0.0))
+- FileScan csv [cap#93897925,turnover#93897956] Batched: false, DataFilters: [isnotnull(cap#93897925), NOT coalesce(((cap#93897925 = NA) OR (cap#93897925 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/aqis_history/weight/st..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3606290 |
*(2) Project [ret_large#93897667, ret_small#93897752, (ret_large#93897667 - ret_small#93897752) AS differential#93897786]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#93894593 AS ret_large#93897667]
: +- *(2) Filter (isnotnull(cap#93894560) AND (cap#93894560 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#93894593, cap#93894560], [isnotnull(cap#93894560), (cap#93894560 = 1.0)]
: +- InMemoryRelation [cap#93894560, retIC#93894562, resretIC#93894576, numcos#93894577, numdates#93894579, annual_bmret#93894580, annual_ret#93894593, std_ret#93894594, Sharpe_ret#93894595, PctPos_ret#93894607, TR_ret#93894609, IR_ret#93894610, annual_resret#93894611, std_resret#93894612, Sharpe_resret#93894625, PctPos_resret#93894626, TR_resret#93894627, IR_resret#93894628, annual_retnet#93894629, std_retnet#93894690, Sharpe_retnet#93894691, PctPos_retnet#93894692, TR_retnet#93894719, IR_retnet#93894732, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3606301 |
*(1) Project [CASE WHEN ((year#93897821 = NA) OR (year#93897821 = null)) THEN null ELSE cast(year#93897821 as float) END AS year#93897922, CASE WHEN ((retIC#93897822 = NA) OR (retIC#93897822 = null)) THEN null ELSE cast(retIC#93897822 as float) END AS retIC#93897923, CASE WHEN ((resretIC#93897823 = NA) OR (resretIC#93897823 = null)) THEN null ELSE cast(resretIC#93897823 as float) END AS resretIC#93897957, CASE WHEN ((numcos#93897824 = NA) OR (numcos#93897824 = null)) THEN null ELSE cast(numcos#93897824 as float) END AS numcos#93897958, CASE WHEN ((numdates#93897825 = NA) OR (numdates#93897825 = null)) THEN null ELSE cast(numdates#93897825 as int) END AS numdates#93897992, CASE WHEN ((annual_bmret#93897826 = NA) OR (annual_bmret#93897826 = null)) THEN null ELSE cast(annual_bmret#93897826 as float) END AS annual_bmret#93897993, CASE WHEN ((annual_ret#93897827 = NA) OR (annual_ret#93897827 = null)) THEN null ELSE cast(annual_ret#93897827 as float) END AS annual_ret#93898027, CASE WHEN ((std_ret#93897828 = NA)...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.0 KiB |
0.0 B |
| 3606321 |
*(3) Project [cap#93897724, turnover#93894733, (1.0 / cast(turnover#93894733 as double)) AS days_hold#93897753]
+- *(3) Sort [cap_sort#93897663 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#93897663 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7497142]
+- *(2) Project [turnover#93894733, cap_description#93897662 AS cap#93897724, cap_sort#93897663]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93894560))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7497134]
: +- *(1) Filter isnotnull(cap#93894560)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93894560, turnover#93894733], [isnotnull(cap#93894560)]
: +- InMemoryRelation [cap#93894560, retIC#938...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3606335 |
*(2) Sort [year#93897922 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#93897922 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7497072]
+- *(1) Project [year#93897922, turnover#93898088, (1.0 / cast(turnover#93898088 as double)) AS days_hold#93898134]
+- *(1) Filter isnotnull(turnover#93898088)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#93898088, year#93897922], [isnotnull(turnover#93898088)]
+- InMemoryRelation [year#93897922, retIC#93897923, resretIC#93897957, numcos#93897958, numdates#93897992, annual_bmret#93897993, annual_ret#93898027, std_ret#93898028, Sharpe_ret#93898029, PctPos_ret#93898030, TR_ret#93898064, IR_ret#93898065, annual_resret#93898066, std_resret#93898067, Sharpe_resret#93898068, PctPos_resret#93898070, TR_resret#93898072, IR_resret#93898074, annual_retnet#93898076, std_retnet#93898078, Sharpe_retnet#93898080, PctPos_retnet#93898082, TR_retnet#93898084, IR_retnet#93898086, turnover#93898088], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
19 |
100% |
8.6 KiB |
0.0 B |
| 3606398 |
*(1) Project [CASE WHEN ((fractile#93901587 = NA) OR (fractile#93901587 = null)) THEN null ELSE cast(fractile#93901587 as int) END AS fractile#93901635, CASE WHEN (cap#93901588 = null) THEN null ELSE cap#93901588 END AS cap#93901636, CASE WHEN ((size#93901589 = NA) OR (size#93901589 = null)) THEN null ELSE cast(size#93901589 as float) END AS size#93901637, CASE WHEN ((value#93901590 = NA) OR (value#93901590 = null)) THEN null ELSE cast(value#93901590 as float) END AS value#93901638, CASE WHEN ((growth#93901591 = NA) OR (growth#93901591 = null)) THEN null ELSE cast(growth#93901591 as float) END AS growth#93901639, CASE WHEN ((leverage#93901592 = NA) OR (leverage#93901592 = null)) THEN null ELSE cast(leverage#93901592 as float) END AS leverage#93901640, CASE WHEN ((volatility#93901593 = NA) OR (volatility#93901593 = null)) THEN null ELSE cast(volatility#93901593 as float) END AS volatility#93901641, CASE WHEN ((momentum#93901594 = NA) OR (momentum#93901594 = null)) THEN null ELSE cast(momentum#93901594 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3606410 |
*(3) Sort [fractile#93901635 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#93901635 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7497382]
+- *(2) Project [fractile#93901635, size#93901637, value#93901638, growth#93901639, leverage#93901640, volatility#93901641, momentum#93901642, yield#93901643, ##93901644, min_date#93901645, max_date#93901646]
+- *(2) BroadcastHashJoin [cap_description#93901659], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#93901635, cap#93901636 AS cap_description#93901659, size#93901637, value#93901638, growth#93901639, leverage#93901640, volatility#93901641, momentum#93901642, yield#93901643, ##93901644, min_date#93901645, max_date#93901646]
: +- *(2) Filter ((isnotnull(fractile#93901635) AND NOT (fractile#93901635 = -1)) AND isnotnull(cap#93901636))
: +- InMemoryTableScan [##93901644, cap#93901636, fractile#93901635, growth#93901639, leverage#93901640, max_date#93901646, min_date#93901645, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3606424 |
*(1) Project [CASE WHEN ((overall#93897924 = NA) OR (overall#93897924 = null)) THEN null ELSE cast(overall#93897924 as int) END AS overall#93898069, CASE WHEN ((cap#93897925 = NA) OR (cap#93897925 = null)) THEN null ELSE cast(cap#93897925 as float) END AS cap#93898071, CASE WHEN ((retIC#93897926 = NA) OR (retIC#93897926 = null)) THEN null ELSE cast(retIC#93897926 as float) END AS retIC#93898073, CASE WHEN ((resretIC#93897927 = NA) OR (resretIC#93897927 = null)) THEN null ELSE cast(resretIC#93897927 as float) END AS resretIC#93898075, CASE WHEN ((size#93897928 = NA) OR (size#93897928 = null)) THEN null ELSE cast(size#93897928 as float) END AS size#93898077, CASE WHEN ((value#93897929 = NA) OR (value#93897929 = null)) THEN null ELSE cast(value#93897929 as float) END AS value#93898079, CASE WHEN ((growth#93897930 = NA) OR (growth#93897930 = null)) THEN null ELSE cast(growth#93897930 as float) END AS growth#93898081, CASE WHEN ((leverage#93897931 = NA) OR (leverage#93897931 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3606430 |
*(1) Project [yield#93898089, volatility#93898085, momentum#93898087, size#93898077, value#93898079, growth#93898081, leverage#93898083]
+- *(1) Filter (isnotnull(cap#93898071) AND (cap#93898071 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#93898071, growth#93898081, leverage#93898083, momentum#93898087, size#93898077, value#93898079, volatility#93898085, yield#93898089], [isnotnull(cap#93898071), (cap#93898071 = 0.0)]
+- InMemoryRelation [overall#93898069, cap#93898071, retIC#93898073, resretIC#93898075, size#93898077, value#93898079, growth#93898081, leverage#93898083, volatility#93898085, momentum#93898087, yield#93898089, numcos#93898090, numdates#93898091, annual_bmret#93898092, annual_ret#93898093, std_ret#93898094, Sharpe_ret#93898095, PctPos_ret#93898096, TR_ret#93898097, IR_ret#93898098, annual_resret#93898099, std_resret#93898100, Sharpe_resret#93898101, PctPos_resret#93898102, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3606512 |
*(1) Project [CASE WHEN (date#93903449 = null) THEN null ELSE cast(date#93903449 as date) END AS date#93903632, CASE WHEN ((allret#93903450 = NA) OR (allret#93903450 = null)) THEN null ELSE cast(allret#93903450 as float) END AS allret#93903633, CASE WHEN ((allcum#93903451 = NA) OR (allcum#93903451 = null)) THEN null ELSE cast(allcum#93903451 as float) END AS allcum#93903634, CASE WHEN ((drawdown_gross#93903452 = NA) OR (drawdown_gross#93903452 = null)) THEN null ELSE cast(drawdown_gross#93903452 as float) END AS drawdown_gross#93903640, CASE WHEN ((drawdown_length_gross#93903453 = NA) OR (drawdown_length_gross#93903453 = null)) THEN null ELSE cast(drawdown_length_gross#93903453 as int) END AS drawdown_length_gross#93903646, CASE WHEN ((allretnet#93903454 = NA) OR (allretnet#93903454 = null)) THEN null ELSE cast(allretnet#93903454 as float) END AS allretnet#93903652, CASE WHEN ((allcumnet#93903455 = NA) OR (allcumnet#93903455 = null)) THEN null ELSE cast(allcumnet#93903455 as float) END AS allcumnet#9390368...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
391.1 KiB |
0.0 B |
| 3606524 |
*(2) Sort [date#93903632 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93903632 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7497636]
+- *(1) Project [date#93903632, allcum#93903634 AS cum_gross#93903853, allcumnet#93903684 AS cum_net#93903854]
+- InMemoryTableScan [allcum#93903634, allcumnet#93903684, date#93903632]
+- InMemoryRelation [date#93903632, allret#93903633, allcum#93903634, drawdown_gross#93903640, drawdown_length_gross#93903646, allretnet#93903652, allcumnet#93903684, drawdown_net#93903685, drawdown_length_net#93903686, numcos#93903687, largecum#93903692, largecumnet#93903698, largeret#93903703, largeretnet#93903709, midcum#93903714, midcumnet#93903717, midret#93903724, midretnet#93903731, smallcum#93903738, smallcumnet#93903750, smallret#93903783, smallretnet#93903785], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93903449 = null) THEN null ELSE cast(date#93903449 as date) END AS date#93903632, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
125.0 KiB |
0.0 B |
| 3606545 |
*(2) Sort [date#93903658 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93903658 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7497661]
+- *(1) Project [date#93903658, allret#93903689 AS daily_gross#93904031, allretnet#93903712 AS daily_net#93904032]
+- InMemoryTableScan [allret#93903689, allretnet#93903712, date#93903658]
+- InMemoryRelation [date#93903658, allret#93903689, allcum#93903694, drawdown_gross#93903701, drawdown_length_gross#93903705, allretnet#93903712, allcumnet#93903716, drawdown_net#93903718, drawdown_length_net#93903725, numcos#93903732, largecum#93903744, largecumnet#93903752, largeret#93903784, largeretnet#93903786, midcum#93903787, midcumnet#93903788, midret#93903793, midretnet#93903794, smallcum#93903795, smallcumnet#93903796, smallret#93903797, smallretnet#93903798], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93903449 = null) THEN null ELSE cast(date#93903449 as date) END AS date#939036...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
125.0 KiB |
0.0 B |
| 3606565 |
*(1) Sort [date#93904624 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93904624 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7497679]
+- InMemoryTableScan [date#93904624, drawdown_gross#93904627, drawdown_net#93904631]
+- InMemoryRelation [date#93904624, allret#93904625, allcum#93904626, drawdown_gross#93904627, drawdown_length_gross#93904628, allretnet#93904629, allcumnet#93904630, drawdown_net#93904631, drawdown_length_net#93904632, numcos#93904633, largecum#93904634, largecumnet#93904635, largeret#93904636, largeretnet#93904637, midcum#93904638, midcumnet#93904639, midret#93904663, midretnet#93904664, smallcum#93904665, smallcumnet#93904666, smallret#93904667, smallretnet#93904668], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93903449 = null) THEN null ELSE cast(date#93903449 as date) END AS date#93903632, CASE WHEN ((allret#93903450 = NA) OR (allret#93903450 = null)) THEN null ELSE cast(allret#93903450 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
125.0 KiB |
0.0 B |
| 3606586 |
*(2) Sort [date#93904240 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93904240 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7497701]
+- *(1) Project [date#93904240, (drawdown_length_gross#93904244 * -1) AS drawdown_length_gross#93904376]
+- InMemoryTableScan [date#93904240, drawdown_length_gross#93904244]
+- InMemoryRelation [date#93904240, allret#93904241, allcum#93904242, drawdown_gross#93904243, drawdown_length_gross#93904244, allretnet#93904245, allcumnet#93904246, drawdown_net#93904247, drawdown_length_net#93904248, numcos#93904249, largecum#93904250, largecumnet#93904251, largeret#93904252, largeretnet#93904253, midcum#93904254, midcumnet#93904255, midret#93904256, midretnet#93904257, smallcum#93904258, smallcumnet#93904259, smallret#93904260, smallretnet#93904261], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93903449 = null) THEN null ELSE cast(date#93903449 as date) END AS date#93903632, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
71.2 KiB |
0.0 B |
| 3606600 |
*(1) Project [CASE WHEN ((fractile#93903635 = NA) OR (fractile#93903635 = null)) THEN null ELSE cast(fractile#93903635 as int) END AS fractile#93903688, CASE WHEN ((overall#93903636 = NA) OR (overall#93903636 = null)) THEN null ELSE cast(overall#93903636 as int) END AS overall#93903695, CASE WHEN ((annual_ret#93903637 = NA) OR (annual_ret#93903637 = null)) THEN null ELSE cast(annual_ret#93903637 as float) END AS annual_ret#93903704, CASE WHEN ((annual_resret#93903638 = NA) OR (annual_resret#93903638 = null)) THEN null ELSE cast(annual_resret#93903638 as float) END AS annual_resret#93903710, CASE WHEN ((numcos#93903639 = NA) OR (numcos#93903639 = null)) THEN null ELSE cast(numcos#93903639 as float) END AS numcos#93903715]
+- FileScan csv [fractile#93903635,overall#93903636,annual_ret#93903637,annual_resret#93903638,numcos#93903639] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/cam1/cam1_score/fracti..., PartitionFilters: []...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
656.0 B |
0.0 B |
| 3606609 |
*(1) Project [CASE WHEN ((fractile#93903422 = NA) OR (fractile#93903422 = null)) THEN null ELSE cast(fractile#93903422 as int) END AS fractile#93903445, CASE WHEN ((cap#93903423 = NA) OR (cap#93903423 = null)) THEN null ELSE cast(cap#93903423 as float) END AS cap#93903446, CASE WHEN ((annual_ret#93903424 = NA) OR (annual_ret#93903424 = null)) THEN null ELSE cast(annual_ret#93903424 as float) END AS annual_ret#93903447, CASE WHEN ((annual_resret#93903425 = NA) OR (annual_resret#93903425 = null)) THEN null ELSE cast(annual_resret#93903425 as float) END AS annual_resret#93903448, CASE WHEN ((numcos#93903426 = NA) OR (numcos#93903426 = null)) THEN null ELSE cast(numcos#93903426 as float) END AS numcos#93903493]
+- FileScan csv [fractile#93903422,cap#93903423,annual_ret#93903424,annual_resret#93903425,numcos#93903426] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/cam1/cam1_score/fracti..., PartitionFilters: [], PushedFilters: [...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1080.0 B |
0.0 B |
| 3606616 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#93903688, annual_ret#93903704, annual_resret#93903710, numcos#93903715]
: +- InMemoryRelation [fractile#93903688, overall#93903695, annual_ret#93903704, annual_resret#93903710, numcos#93903715], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#93903635 = NA) OR (fractile#93903635 = null)) THEN null ELSE cast(fractile#93903635 as int) END AS fractile#93903688, CASE WHEN ((overall#93903636 = NA) OR (overall#93903636 = null)) THEN null ELSE cast(overall#93903636 as int) END AS overall#93903695, CASE WHEN ((annual_ret#93903637 = NA) OR (annual_ret#93903637 = null)) THEN null ELSE cast(annual_ret#93903637 as float) END AS annual_ret#93903704, CASE WHEN ((annual_resret#93903638 = NA) OR (annual_resret#93903638 = null)) THEN null ELSE cast(annual_resret#93903638 as float) END AS annual_resret#93903710, CASE WHEN ((numcos#93903639 = NA) OR (numcos#93903639 = null)) THEN null ELSE cast(numco...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
608.0 B |
0.0 B |
| 3606636 |
*(1) Project [CASE WHEN (group#93904264 = null) THEN null ELSE group#93904264 END AS group#93904447, CASE WHEN ((annual_bmret#93904266 = NA) OR (annual_bmret#93904266 = null)) THEN null ELSE cast(annual_bmret#93904266 as float) END AS annual_bmret#93904448, CASE WHEN ((annual_ret#93904268 = NA) OR (annual_ret#93904268 = null)) THEN null ELSE cast(annual_ret#93904268 as float) END AS annual_ret#93904449, CASE WHEN ((std_ret#93904270 = NA) OR (std_ret#93904270 = null)) THEN null ELSE cast(std_ret#93904270 as float) END AS std_ret#93904450, CASE WHEN ((Sharpe_ret#93904272 = NA) OR (Sharpe_ret#93904272 = null)) THEN null ELSE cast(Sharpe_ret#93904272 as float) END AS Sharpe_ret#93904451, CASE WHEN ((PctPos_ret#93904274 = NA) OR (PctPos_ret#93904274 = null)) THEN null ELSE cast(PctPos_ret#93904274 as float) END AS PctPos_ret#93904452, CASE WHEN ((TR_ret#93904276 = NA) OR (TR_ret#93904276 = null)) THEN null ELSE cast(TR_ret#93904276 as float) END AS TR_ret#93904453, CASE WHEN ((IR_ret#93904278 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
13.6 KiB |
0.0 B |
| 3606642 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#93904449, Sharpe_ret#93904451, PctPos_ret#93904452, annual_resret#93904455, Sharpe_resret#93904457, PctPos_resret#93904458, annual_retnet#93904461, Sharpe_retnet#93904463, PctPos_retnet#93904464]
+- *(2) BroadcastHashJoin [group#93904447], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#93904447)
: +- InMemoryTableScan [group#93904447, annual_ret#93904449, Sharpe_ret#93904451, PctPos_ret#93904452, annual_resret#93904455, Sharpe_resret#93904457, PctPos_resret#93904458, annual_retnet#93904461, Sharpe_retnet#93904463, PctPos_retnet#93904464], [isnotnull(group#93904447)]
: +- InMemoryRelation [group#93904447, annual_bmret#93904448, annual_ret#93904449, std_ret#93904450, Sharpe_ret#93904451, PctPos_ret#93904452, TR_ret#93904453, IR_ret#93904454, annual_resret#93904455, std_resret#93904456, Sharpe_resret#93904457, PctPos_resret#93904458, TR_resret#93904459, IR_resret#93904460, annual_retnet#93904461, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
6.9 KiB |
0.0 B |
| 3606698 |
*(1) Project [CASE WHEN ((sector_id#93908702 = NA) OR (sector_id#93908702 = null)) THEN null ELSE cast(sector_id#93908702 as int) END AS sector_id#93908915, CASE WHEN ((retIC#93908703 = NA) OR (retIC#93908703 = null)) THEN null ELSE cast(retIC#93908703 as float) END AS retIC#93908917, CASE WHEN ((resretIC#93908704 = NA) OR (resretIC#93908704 = null)) THEN null ELSE cast(resretIC#93908704 as float) END AS resretIC#93908919, CASE WHEN ((numcos#93908705 = NA) OR (numcos#93908705 = null)) THEN null ELSE cast(numcos#93908705 as float) END AS numcos#93908922, CASE WHEN ((numdates#93908706 = NA) OR (numdates#93908706 = null)) THEN null ELSE cast(numdates#93908706 as int) END AS numdates#93908936, CASE WHEN ((annual_bmret#93908707 = NA) OR (annual_bmret#93908707 = null)) THEN null ELSE cast(annual_bmret#93908707 as float) END AS annual_bmret#93908949, CASE WHEN ((annual_ret#93908708 = NA) OR (annual_ret#93908708 = null)) THEN null ELSE cast(annual_ret#93908708 as float) END AS annual_ret#93909012, CASE WHEN ((std_...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.5 KiB |
0.0 B |
| 3606710 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7497979]
+- *(2) Project [sector_id#93908915, numcos#93908922, numdates#93908936, sort#93880530, description#93880532, universe#93909153, coverage#93909050]
+- *(2) BroadcastHashJoin [sector_id#93908915], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [sector_id#93908915, numcos#93908922, numdates#93908936, coverage#93909050, round((cast(numcos#93908922 as double) / cast(coverage#93909050 as double)), 0) AS universe#93909153]
: +- *(2) Filter isnotnull(sector_id#93908915)
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [coverage#93909050, numcos#93908922, numdates#93908936, sector_id#93908915], [isnotnull(sector_id#93908915)]
: +- InMemoryRelation [sector_id#93908915, retIC#93908917, resretIC#93908...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.5 KiB |
0.0 B |
| 3606724 |
*(1) Project [CASE WHEN ((cap#93908649 = NA) OR (cap#93908649 = null)) THEN null ELSE cast(cap#93908649 as float) END AS cap#93908842, CASE WHEN ((retIC#93908650 = NA) OR (retIC#93908650 = null)) THEN null ELSE cast(retIC#93908650 as float) END AS retIC#93908843, CASE WHEN ((resretIC#93908651 = NA) OR (resretIC#93908651 = null)) THEN null ELSE cast(resretIC#93908651 as float) END AS resretIC#93908870, CASE WHEN ((numcos#93908652 = NA) OR (numcos#93908652 = null)) THEN null ELSE cast(numcos#93908652 as float) END AS numcos#93908871, CASE WHEN ((numdates#93908653 = NA) OR (numdates#93908653 = null)) THEN null ELSE cast(numdates#93908653 as int) END AS numdates#93908872, CASE WHEN ((annual_bmret#93908654 = NA) OR (annual_bmret#93908654 = null)) THEN null ELSE cast(annual_bmret#93908654 as float) END AS annual_bmret#93908899, CASE WHEN ((annual_ret#93908655 = NA) OR (annual_ret#93908655 = null)) THEN null ELSE cast(annual_ret#93908655 as float) END AS annual_ret#93908900, CASE WHEN ((std_ret#93908656 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3606741 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7498051]
+- *(2) Project [cap#93908842, numcos#93908871, numdates#93908872, sort#93880531, description#93880533, universe#93880535, (cast(numcos#93908871 as double) / cast(universe#93880535 as double)) AS coverage#93909249]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93908842))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7498044]
: +- *(1) Filter isnotnull(cap#93908842)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93908842, numcos#93908871, numdates#93908872], [isnotnull(cap#93908842)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3606755 |
*(1) Project [CASE WHEN (date#93908601 = null) THEN null ELSE cast(date#93908601 as date) END AS date#93908950, CASE WHEN ((overall#93908602 = NA) OR (overall#93908602 = null)) THEN null ELSE cast(overall#93908602 as int) END AS overall#93909013, CASE WHEN ((ret#93908603 = NA) OR (ret#93908603 = null)) THEN null ELSE cast(ret#93908603 as float) END AS ret#93909016, CASE WHEN ((resret#93908604 = NA) OR (resret#93908604 = null)) THEN null ELSE cast(resret#93908604 as float) END AS resret#93909019, CASE WHEN ((retnet#93908605 = NA) OR (retnet#93908605 = null)) THEN null ELSE cast(retnet#93908605 as float) END AS retnet#93909022, CASE WHEN ((turnover#93908606 = NA) OR (turnover#93908606 = null)) THEN null ELSE cast(turnover#93908606 as float) END AS turnover#93909025, CASE WHEN ((numcos#93908607 = NA) OR (numcos#93908607 = null)) THEN null ELSE cast(numcos#93908607 as float) END AS numcos#93909029, CASE WHEN ((benchmark#93908608 = NA) OR (benchmark#93908608 = null)) THEN null ELSE cast(benchmark#93908608 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
183.3 KiB |
0.0 B |
| 3606763 |
*(1) Project [CASE WHEN (date#93908612 = null) THEN null ELSE cast(date#93908612 as date) END AS date#93908778, CASE WHEN ((cap#93908613 = NA) OR (cap#93908613 = null)) THEN null ELSE cast(cap#93908613 as float) END AS cap#93908779, CASE WHEN ((ret#93908614 = NA) OR (ret#93908614 = null)) THEN null ELSE cast(ret#93908614 as float) END AS ret#93908780, CASE WHEN ((resret#93908615 = NA) OR (resret#93908615 = null)) THEN null ELSE cast(resret#93908615 as float) END AS resret#93908781, CASE WHEN ((retnet#93908616 = NA) OR (retnet#93908616 = null)) THEN null ELSE cast(retnet#93908616 as float) END AS retnet#93908782, CASE WHEN ((turnover#93908617 = NA) OR (turnover#93908617 = null)) THEN null ELSE cast(turnover#93908617 as float) END AS turnover#93908783, CASE WHEN ((numcos#93908618 = NA) OR (numcos#93908618 = null)) THEN null ELSE cast(numcos#93908618 as float) END AS numcos#93908784, CASE WHEN ((coverage#93908619 = NA) OR (coverage#93908619 = null)) THEN null ELSE cast(coverage#93908619 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
666.7 KiB |
0.0 B |
| 3606776 |
*(2) Sort [date#93908950 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93908950 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7498100]
+- Union
:- InMemoryTableScan [date#93908950, numcos#93909029]
: +- InMemoryRelation [date#93908950, overall#93909013, ret#93909016, resret#93909019, retnet#93909022, turnover#93909025, numcos#93909029, benchmark#93909032, excess_ret#93909034, excess_resret#93909038, excess_retnet#93909040], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#93908601 = null) THEN null ELSE cast(date#93908601 as date) END AS date#93908950, CASE WHEN ((overall#93908602 = NA) OR (overall#93908602 = null)) THEN null ELSE cast(overall#93908602 as int) END AS overall#93909013, CASE WHEN ((ret#93908603 = NA) OR (ret#93908603 = null)) THEN null ELSE cast(ret#93908603 as float) END AS ret#93909016, CASE WHEN ((resret#93908604 = NA) OR (resret#93908604 = null)) THEN null ELSE cast(resret#93908604 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
87.5 KiB |
0.0 B |
| 3606820 |
*(1) Project [CASE WHEN ((turnover#93912361 = NA) OR (turnover#93912361 = null)) THEN null ELSE cast(turnover#93912361 as float) END AS turnover#93912597, CASE WHEN ((turnover#93912361 = NA) OR (turnover#93912361 = null)) THEN null ELSE (1.0 / cast(cast(turnover#93912361 as float) as double)) END AS days_hold#93912756]
+- *(1) Filter ((isnotnull(cap#93912330) AND NOT coalesce(((cap#93912330 = NA) OR (cap#93912330 = null)), false)) AND (cast(cap#93912330 as float) = 0.0))
+- FileScan csv [cap#93912330,turnover#93912361] Batched: false, DataFilters: [isnotnull(cap#93912330), NOT coalesce(((cap#93912330 = NA) OR (cap#93912330 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/cam1/cam1_score/stats_..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3606835 |
*(1) Project [CASE WHEN ((year#93912279 = NA) OR (year#93912279 = null)) THEN null ELSE cast(year#93912279 as float) END AS year#93912445, CASE WHEN ((retIC#93912280 = NA) OR (retIC#93912280 = null)) THEN null ELSE cast(retIC#93912280 as float) END AS retIC#93912446, CASE WHEN ((resretIC#93912281 = NA) OR (resretIC#93912281 = null)) THEN null ELSE cast(resretIC#93912281 as float) END AS resretIC#93912447, CASE WHEN ((numcos#93912282 = NA) OR (numcos#93912282 = null)) THEN null ELSE cast(numcos#93912282 as float) END AS numcos#93912448, CASE WHEN ((numdates#93912283 = NA) OR (numdates#93912283 = null)) THEN null ELSE cast(numdates#93912283 as int) END AS numdates#93912449, CASE WHEN ((annual_bmret#93912284 = NA) OR (annual_bmret#93912284 = null)) THEN null ELSE cast(annual_bmret#93912284 as float) END AS annual_bmret#93912450, CASE WHEN ((annual_ret#93912285 = NA) OR (annual_ret#93912285 = null)) THEN null ELSE cast(annual_ret#93912285 as float) END AS annual_ret#93912451, CASE WHEN ((std_ret#93912286 = NA)...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.2 KiB |
0.0 B |
| 3606852 |
*(2) Project [ret_large#93912124, ret_small#93912126, (ret_large#93912124 - ret_small#93912126) AS differential#93912184]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#93908900 AS ret_large#93912124]
: +- *(2) Filter (isnotnull(cap#93908842) AND (cap#93908842 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#93908900, cap#93908842], [isnotnull(cap#93908842), (cap#93908842 = 1.0)]
: +- InMemoryRelation [cap#93908842, retIC#93908843, resretIC#93908870, numcos#93908871, numdates#93908872, annual_bmret#93908899, annual_ret#93908900, std_ret#93908901, Sharpe_ret#93908914, PctPos_ret#93908916, TR_ret#93908918, IR_ret#93908920, annual_resret#93908921, std_resret#93908923, Sharpe_resret#93908924, PctPos_resret#93908948, TR_resret#93909011, IR_resret#93909014, annual_retnet#93909017, std_retnet#93909020, Sharpe_retnet#93909023, PctPos_retnet#93909026, TR_retnet#93909028, IR_retnet#93909031, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3606864 |
*(3) Project [cap#93912215, turnover#93909035, (1.0 / cast(turnover#93909035 as double)) AS days_hold#93912243]
+- *(3) Sort [cap_sort#93912120 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#93912120 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7498291]
+- *(2) Project [turnover#93909035, cap_description#93912119 AS cap#93912215, cap_sort#93912120]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93908842))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7498283]
: +- *(1) Filter isnotnull(cap#93908842)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93908842, turnover#93909035], [isnotnull(cap#93908842)]
: +- InMemoryRelation [cap#93908842, retIC#939...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3606878 |
*(2) Sort [year#93912445 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#93912445 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7498221]
+- *(1) Project [year#93912445, turnover#93912502, (1.0 / cast(turnover#93912502 as double)) AS days_hold#93912576]
+- *(1) Filter isnotnull(turnover#93912502)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#93912502, year#93912445], [isnotnull(turnover#93912502)]
+- InMemoryRelation [year#93912445, retIC#93912446, resretIC#93912447, numcos#93912448, numdates#93912449, annual_bmret#93912450, annual_ret#93912451, std_ret#93912452, Sharpe_ret#93912453, PctPos_ret#93912454, TR_ret#93912455, IR_ret#93912456, annual_resret#93912457, std_resret#93912458, Sharpe_resret#93912459, PctPos_resret#93912460, TR_resret#93912461, IR_resret#93912462, annual_retnet#93912463, std_retnet#93912464, Sharpe_retnet#93912465, PctPos_retnet#93912466, TR_retnet#93912500, IR_retnet#93912501, turnover#93912502], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
21 |
100% |
9.5 KiB |
0.0 B |
| 3606941 |
*(1) Project [CASE WHEN ((fractile#93916044 = NA) OR (fractile#93916044 = null)) THEN null ELSE cast(fractile#93916044 as int) END AS fractile#93916092, CASE WHEN (cap#93916045 = null) THEN null ELSE cap#93916045 END AS cap#93916093, CASE WHEN ((size#93916046 = NA) OR (size#93916046 = null)) THEN null ELSE cast(size#93916046 as float) END AS size#93916094, CASE WHEN ((value#93916047 = NA) OR (value#93916047 = null)) THEN null ELSE cast(value#93916047 as float) END AS value#93916095, CASE WHEN ((growth#93916048 = NA) OR (growth#93916048 = null)) THEN null ELSE cast(growth#93916048 as float) END AS growth#93916096, CASE WHEN ((leverage#93916049 = NA) OR (leverage#93916049 = null)) THEN null ELSE cast(leverage#93916049 as float) END AS leverage#93916097, CASE WHEN ((volatility#93916050 = NA) OR (volatility#93916050 = null)) THEN null ELSE cast(volatility#93916050 as float) END AS volatility#93916098, CASE WHEN ((momentum#93916051 = NA) OR (momentum#93916051 = null)) THEN null ELSE cast(momentum#93916051 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3606953 |
*(3) Sort [fractile#93916092 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#93916092 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7498531]
+- *(2) Project [fractile#93916092, size#93916094, value#93916095, growth#93916096, leverage#93916097, volatility#93916098, momentum#93916099, yield#93916100, ##93916101, min_date#93916102, max_date#93916103]
+- *(2) BroadcastHashJoin [cap_description#93916116], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#93916092, cap#93916093 AS cap_description#93916116, size#93916094, value#93916095, growth#93916096, leverage#93916097, volatility#93916098, momentum#93916099, yield#93916100, ##93916101, min_date#93916102, max_date#93916103]
: +- *(2) Filter ((isnotnull(fractile#93916092) AND NOT (fractile#93916092 = -1)) AND isnotnull(cap#93916093))
: +- InMemoryTableScan [##93916101, cap#93916093, fractile#93916092, growth#93916096, leverage#93916097, max_date#93916103, min_date#93916102, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3606967 |
*(1) Project [CASE WHEN ((overall#93912329 = NA) OR (overall#93912329 = null)) THEN null ELSE cast(overall#93912329 as int) END AS overall#93912536, CASE WHEN ((cap#93912330 = NA) OR (cap#93912330 = null)) THEN null ELSE cast(cap#93912330 as float) END AS cap#93912537, CASE WHEN ((retIC#93912331 = NA) OR (retIC#93912331 = null)) THEN null ELSE cast(retIC#93912331 as float) END AS retIC#93912538, CASE WHEN ((resretIC#93912332 = NA) OR (resretIC#93912332 = null)) THEN null ELSE cast(resretIC#93912332 as float) END AS resretIC#93912539, CASE WHEN ((size#93912333 = NA) OR (size#93912333 = null)) THEN null ELSE cast(size#93912333 as float) END AS size#93912540, CASE WHEN ((value#93912334 = NA) OR (value#93912334 = null)) THEN null ELSE cast(value#93912334 as float) END AS value#93912541, CASE WHEN ((growth#93912335 = NA) OR (growth#93912335 = null)) THEN null ELSE cast(growth#93912335 as float) END AS growth#93912542, CASE WHEN ((leverage#93912336 = NA) OR (leverage#93912336 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3606973 |
*(1) Project [yield#93912546, volatility#93912544, momentum#93912545, size#93912540, value#93912541, growth#93912542, leverage#93912543]
+- *(1) Filter (isnotnull(cap#93912537) AND (cap#93912537 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#93912537, growth#93912542, leverage#93912543, momentum#93912545, size#93912540, value#93912541, volatility#93912544, yield#93912546], [isnotnull(cap#93912537), (cap#93912537 = 0.0)]
+- InMemoryRelation [overall#93912536, cap#93912537, retIC#93912538, resretIC#93912539, size#93912540, value#93912541, growth#93912542, leverage#93912543, volatility#93912544, momentum#93912545, yield#93912546, numcos#93912572, numdates#93912573, annual_bmret#93912574, annual_ret#93912575, std_ret#93912577, Sharpe_ret#93912578, PctPos_ret#93912579, TR_ret#93912583, IR_ret#93912584, annual_resret#93912585, std_resret#93912586, Sharpe_resret#93912587, PctPos_resret#93912588, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3607055 |
*(1) Project [CASE WHEN (date#93917953 = null) THEN null ELSE cast(date#93917953 as date) END AS date#93918107, CASE WHEN ((allret#93917954 = NA) OR (allret#93917954 = null)) THEN null ELSE cast(allret#93917954 as float) END AS allret#93918130, CASE WHEN ((allcum#93917955 = NA) OR (allcum#93917955 = null)) THEN null ELSE cast(allcum#93917955 as float) END AS allcum#93918131, CASE WHEN ((drawdown_gross#93917956 = NA) OR (drawdown_gross#93917956 = null)) THEN null ELSE cast(drawdown_gross#93917956 as float) END AS drawdown_gross#93918154, CASE WHEN ((drawdown_length_gross#93917957 = NA) OR (drawdown_length_gross#93917957 = null)) THEN null ELSE cast(drawdown_length_gross#93917957 as int) END AS drawdown_length_gross#93918155, CASE WHEN ((allretnet#93917958 = NA) OR (allretnet#93917958 = null)) THEN null ELSE cast(allretnet#93917958 as float) END AS allretnet#93918182, CASE WHEN ((allcumnet#93917959 = NA) OR (allcumnet#93917959 = null)) THEN null ELSE cast(allcumnet#93917959 as float) END AS allcumnet#9391820...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
250.5 KiB |
0.0 B |
| 3607067 |
*(2) Sort [date#93918107 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93918107 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7498793]
+- *(1) Project [date#93918107, allcum#93918131 AS cum_gross#93918316, allcumnet#93918205 AS cum_net#93918317]
+- InMemoryTableScan [allcum#93918131, allcumnet#93918205, date#93918107]
+- InMemoryRelation [date#93918107, allret#93918130, allcum#93918131, drawdown_gross#93918154, drawdown_length_gross#93918155, allretnet#93918182, allcumnet#93918205, drawdown_net#93918206, drawdown_length_net#93918208, numcos#93918210, largecum#93918211, largecumnet#93918215, largeret#93918220, largeretnet#93918225, midcum#93918234, midcumnet#93918242, midret#93918246, midretnet#93918248, smallcum#93918252, smallcumnet#93918255, smallret#93918256, smallretnet#93918259], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93917953 = null) THEN null ELSE cast(date#93917953 as date) END AS date#93918107, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
108.0 KiB |
0.0 B |
| 3607088 |
*(2) Sort [date#93919189 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93919189 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7498818]
+- *(1) Project [date#93919189, allret#93919190 AS daily_gross#93919315, allretnet#93919194 AS daily_net#93919316]
+- InMemoryTableScan [allret#93919190, allretnet#93919194, date#93919189]
+- InMemoryRelation [date#93919189, allret#93919190, allcum#93919191, drawdown_gross#93919192, drawdown_length_gross#93919193, allretnet#93919194, allcumnet#93919195, drawdown_net#93919196, drawdown_length_net#93919197, numcos#93919198, largecum#93919199, largecumnet#93919200, largeret#93919201, largeretnet#93919202, midcum#93919203, midcumnet#93919204, midret#93919205, midretnet#93919229, smallcum#93919230, smallcumnet#93919231, smallret#93919232, smallretnet#93919233], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93917953 = null) THEN null ELSE cast(date#93917953 as date) END AS date#939181...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
108.0 KiB |
0.0 B |
| 3607108 |
*(1) Sort [date#93918207 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93918207 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7498836]
+- InMemoryTableScan [date#93918207, drawdown_gross#93918217, drawdown_net#93918243]
+- InMemoryRelation [date#93918207, allret#93918209, allcum#93918213, drawdown_gross#93918217, drawdown_length_gross#93918224, allretnet#93918228, allcumnet#93918239, drawdown_net#93918243, drawdown_length_net#93918247, numcos#93918253, largecum#93918254, largecumnet#93918257, largeret#93918258, largeretnet#93918260, midcum#93918261, midcumnet#93918262, midret#93918263, midretnet#93918264, smallcum#93918265, smallcumnet#93918266, smallret#93918268, smallretnet#93918269], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93917953 = null) THEN null ELSE cast(date#93917953 as date) END AS date#93918107, CASE WHEN ((allret#93917954 = NA) OR (allret#93917954 = null)) THEN null ELSE cast(allret#93917954 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
108.0 KiB |
0.0 B |
| 3607129 |
*(2) Sort [date#93918805 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93918805 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7498858]
+- *(1) Project [date#93918805, (drawdown_length_gross#93918809 * -1) AS drawdown_length_gross#93918896]
+- InMemoryTableScan [date#93918805, drawdown_length_gross#93918809]
+- InMemoryRelation [date#93918805, allret#93918806, allcum#93918807, drawdown_gross#93918808, drawdown_length_gross#93918809, allretnet#93918810, allcumnet#93918811, drawdown_net#93918812, drawdown_length_net#93918813, numcos#93918814, largecum#93918815, largecumnet#93918816, largeret#93918817, largeretnet#93918818, midcum#93918819, midcumnet#93918820, midret#93918821, midretnet#93918822, smallcum#93918823, smallcumnet#93918824, smallret#93918825, smallretnet#93918826], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93917953 = null) THEN null ELSE cast(date#93917953 as date) END AS date#93918107, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
68.7 KiB |
0.0 B |
| 3607143 |
*(1) Project [CASE WHEN ((fractile#93917896 = NA) OR (fractile#93917896 = null)) THEN null ELSE cast(fractile#93917896 as int) END AS fractile#93917923, CASE WHEN ((overall#93917897 = NA) OR (overall#93917897 = null)) THEN null ELSE cast(overall#93917897 as int) END AS overall#93917925, CASE WHEN ((annual_ret#93917898 = NA) OR (annual_ret#93917898 = null)) THEN null ELSE cast(annual_ret#93917898 as float) END AS annual_ret#93917927, CASE WHEN ((annual_resret#93917899 = NA) OR (annual_resret#93917899 = null)) THEN null ELSE cast(annual_resret#93917899 as float) END AS annual_resret#93917929, CASE WHEN ((numcos#93917900 = NA) OR (numcos#93917900 = null)) THEN null ELSE cast(numcos#93917900 as float) END AS numcos#93917930]
+- FileScan csv [fractile#93917896,overall#93917897,annual_ret#93917898,annual_resret#93917899,numcos#93917900] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/digital_revenue_signal..., PartitionFilters: []...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
656.0 B |
0.0 B |
| 3607152 |
*(1) Project [CASE WHEN ((fractile#93917881 = NA) OR (fractile#93917881 = null)) THEN null ELSE cast(fractile#93917881 as int) END AS fractile#93917916, CASE WHEN ((cap#93917882 = NA) OR (cap#93917882 = null)) THEN null ELSE cast(cap#93917882 as float) END AS cap#93917922, CASE WHEN ((annual_ret#93917883 = NA) OR (annual_ret#93917883 = null)) THEN null ELSE cast(annual_ret#93917883 as float) END AS annual_ret#93917924, CASE WHEN ((annual_resret#93917884 = NA) OR (annual_resret#93917884 = null)) THEN null ELSE cast(annual_resret#93917884 as float) END AS annual_resret#93917926, CASE WHEN ((numcos#93917885 = NA) OR (numcos#93917885 = null)) THEN null ELSE cast(numcos#93917885 as float) END AS numcos#93917928]
+- FileScan csv [fractile#93917881,cap#93917882,annual_ret#93917883,annual_resret#93917884,numcos#93917885] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/digital_revenue_signal..., PartitionFilters: [], PushedFilters: [...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1080.0 B |
0.0 B |
| 3607159 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#93917923, annual_ret#93917927, annual_resret#93917929, numcos#93917930]
: +- InMemoryRelation [fractile#93917923, overall#93917925, annual_ret#93917927, annual_resret#93917929, numcos#93917930], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#93917896 = NA) OR (fractile#93917896 = null)) THEN null ELSE cast(fractile#93917896 as int) END AS fractile#93917923, CASE WHEN ((overall#93917897 = NA) OR (overall#93917897 = null)) THEN null ELSE cast(overall#93917897 as int) END AS overall#93917925, CASE WHEN ((annual_ret#93917898 = NA) OR (annual_ret#93917898 = null)) THEN null ELSE cast(annual_ret#93917898 as float) END AS annual_ret#93917927, CASE WHEN ((annual_resret#93917899 = NA) OR (annual_resret#93917899 = null)) THEN null ELSE cast(annual_resret#93917899 as float) END AS annual_resret#93917929, CASE WHEN ((numcos#93917900 = NA) OR (numcos#93917900 = null)) THEN null ELSE cast(numco...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
608.0 B |
0.0 B |
| 3607174 |
*(1) Project [CASE WHEN (group#93918852 = null) THEN null ELSE group#93918852 END AS group#93919012, CASE WHEN ((annual_bmret#93918853 = NA) OR (annual_bmret#93918853 = null)) THEN null ELSE cast(annual_bmret#93918853 as float) END AS annual_bmret#93919013, CASE WHEN ((annual_ret#93918855 = NA) OR (annual_ret#93918855 = null)) THEN null ELSE cast(annual_ret#93918855 as float) END AS annual_ret#93919014, CASE WHEN ((std_ret#93918857 = NA) OR (std_ret#93918857 = null)) THEN null ELSE cast(std_ret#93918857 as float) END AS std_ret#93919015, CASE WHEN ((Sharpe_ret#93918859 = NA) OR (Sharpe_ret#93918859 = null)) THEN null ELSE cast(Sharpe_ret#93918859 as float) END AS Sharpe_ret#93919016, CASE WHEN ((PctPos_ret#93918861 = NA) OR (PctPos_ret#93918861 = null)) THEN null ELSE cast(PctPos_ret#93918861 as float) END AS PctPos_ret#93919017, CASE WHEN ((TR_ret#93918863 = NA) OR (TR_ret#93918863 = null)) THEN null ELSE cast(TR_ret#93918863 as float) END AS TR_ret#93919018, CASE WHEN ((IR_ret#93918865 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
12.2 KiB |
0.0 B |
| 3607185 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#93919014, Sharpe_ret#93919016, PctPos_ret#93919017, annual_resret#93919020, Sharpe_resret#93919022, PctPos_resret#93919023, annual_retnet#93919026, Sharpe_retnet#93919028, PctPos_retnet#93919029]
+- *(2) BroadcastHashJoin [group#93919012], [group#93875766], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(input[0, string, false]),false), [id=#7498923]
: +- *(1) Filter isnotnull(group#93919012)
: +- InMemoryTableScan [group#93919012, annual_ret#93919014, Sharpe_ret#93919016, PctPos_ret#93919017, annual_resret#93919020, Sharpe_resret#93919022, PctPos_resret#93919023, annual_retnet#93919026, Sharpe_retnet#93919028, PctPos_retnet#93919029], [isnotnull(group#93919012)]
: +- InMemoryRelation [group#93919012, annual_bmret#93919013, annual_ret#93919014, std_ret#93919015, Sharpe_ret#93919016, PctPos_ret#93919017, TR_ret#93919018, IR_ret#93919019, annual_resret#93919020, std_resret#93919021, Sharpe_res...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
5.5 KiB |
0.0 B |
| 3607236 |
*(1) Project [CASE WHEN ((sector_id#93923292 = NA) OR (sector_id#93923292 = null)) THEN null ELSE cast(sector_id#93923292 as int) END AS sector_id#93923554, CASE WHEN ((retIC#93923293 = NA) OR (retIC#93923293 = null)) THEN null ELSE cast(retIC#93923293 as float) END AS retIC#93923567, CASE WHEN ((resretIC#93923294 = NA) OR (resretIC#93923294 = null)) THEN null ELSE cast(resretIC#93923294 as float) END AS resretIC#93923584, CASE WHEN ((numcos#93923295 = NA) OR (numcos#93923295 = null)) THEN null ELSE cast(numcos#93923295 as float) END AS numcos#93923588, CASE WHEN ((numdates#93923296 = NA) OR (numdates#93923296 = null)) THEN null ELSE cast(numdates#93923296 as float) END AS numdates#93923592, CASE WHEN ((annual_bmret#93923297 = NA) OR (annual_bmret#93923297 = null)) THEN null ELSE cast(annual_bmret#93923297 as float) END AS annual_bmret#93923597, CASE WHEN ((annual_ret#93923298 = NA) OR (annual_ret#93923298 = null)) THEN null ELSE cast(annual_ret#93923298 as float) END AS annual_ret#93923600, CASE WHEN ((st...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.6 KiB |
0.0 B |
| 3607253 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7499137]
+- *(2) Project [sector_id#93923554, numcos#93923588, numdates#93923592, sort#93880530, description#93880532, universe#93923934, coverage#93923846]
+- *(2) BroadcastHashJoin [sector_id#93923554], [sector_id#93880529], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(cast(input[0, int, true] as bigint)),false), [id=#7499130]
: +- *(1) Project [sector_id#93923554, numcos#93923588, numdates#93923592, coverage#93923846, round((cast(numcos#93923588 as double) / cast(coverage#93923846 as double)), 0) AS universe#93923934]
: +- *(1) Filter isnotnull(sector_id#93923554)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [coverage#93923846, numcos#93923588, numdates#93923592, sector_id#93923...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.4 KiB |
0.0 B |
| 3607267 |
*(1) Project [CASE WHEN ((cap#93923344 = NA) OR (cap#93923344 = null)) THEN null ELSE cast(cap#93923344 as float) END AS cap#93923553, CASE WHEN ((retIC#93923345 = NA) OR (retIC#93923345 = null)) THEN null ELSE cast(retIC#93923345 as float) END AS retIC#93923581, CASE WHEN ((resretIC#93923346 = NA) OR (resretIC#93923346 = null)) THEN null ELSE cast(resretIC#93923346 as float) END AS resretIC#93923585, CASE WHEN ((numcos#93923347 = NA) OR (numcos#93923347 = null)) THEN null ELSE cast(numcos#93923347 as float) END AS numcos#93923590, CASE WHEN ((numdates#93923348 = NA) OR (numdates#93923348 = null)) THEN null ELSE cast(numdates#93923348 as int) END AS numdates#93923594, CASE WHEN ((annual_bmret#93923349 = NA) OR (annual_bmret#93923349 = null)) THEN null ELSE cast(annual_bmret#93923349 as float) END AS annual_bmret#93923598, CASE WHEN ((annual_ret#93923350 = NA) OR (annual_ret#93923350 = null)) THEN null ELSE cast(annual_ret#93923350 as float) END AS annual_ret#93923601, CASE WHEN ((std_ret#93923351 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3607284 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7499209]
+- *(2) Project [cap#93923553, numcos#93923590, numdates#93923594, sort#93880531, description#93880533, universe#93880535, (cast(numcos#93923590 as double) / cast(universe#93880535 as double)) AS coverage#93923896]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93923553))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7499202]
: +- *(1) Filter isnotnull(cap#93923553)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93923553, numcos#93923590, numdates#93923594], [isnotnull(cap#93923553)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3607298 |
*(1) Project [CASE WHEN (date#93923265 = null) THEN null ELSE cast(date#93923265 as date) END AS date#93923495, CASE WHEN ((overall#93923266 = NA) OR (overall#93923266 = null)) THEN null ELSE cast(overall#93923266 as int) END AS overall#93923496, CASE WHEN ((ret#93923267 = NA) OR (ret#93923267 = null)) THEN null ELSE cast(ret#93923267 as float) END AS ret#93923497, CASE WHEN ((resret#93923268 = NA) OR (resret#93923268 = null)) THEN null ELSE cast(resret#93923268 as float) END AS resret#93923550, CASE WHEN ((retnet#93923269 = NA) OR (retnet#93923269 = null)) THEN null ELSE cast(retnet#93923269 as float) END AS retnet#93923551, CASE WHEN ((turnover#93923270 = NA) OR (turnover#93923270 = null)) THEN null ELSE cast(turnover#93923270 as float) END AS turnover#93923552, CASE WHEN ((numcos#93923271 = NA) OR (numcos#93923271 = null)) THEN null ELSE cast(numcos#93923271 as float) END AS numcos#93923568, CASE WHEN ((benchmark#93923272 = NA) OR (benchmark#93923272 = null)) THEN null ELSE cast(benchmark#93923272 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
117.5 KiB |
0.0 B |
| 3607306 |
*(1) Project [CASE WHEN (date#93923397 = null) THEN null ELSE cast(date#93923397 as date) END AS date#93923582, CASE WHEN ((cap#93923398 = NA) OR (cap#93923398 = null)) THEN null ELSE cast(cap#93923398 as float) END AS cap#93923586, CASE WHEN ((ret#93923399 = NA) OR (ret#93923399 = null)) THEN null ELSE cast(ret#93923399 as float) END AS ret#93923589, CASE WHEN ((resret#93923400 = NA) OR (resret#93923400 = null)) THEN null ELSE cast(resret#93923400 as float) END AS resret#93923593, CASE WHEN ((retnet#93923401 = NA) OR (retnet#93923401 = null)) THEN null ELSE cast(retnet#93923401 as float) END AS retnet#93923596, CASE WHEN ((turnover#93923402 = NA) OR (turnover#93923402 = null)) THEN null ELSE cast(turnover#93923402 as float) END AS turnover#93923599, CASE WHEN ((numcos#93923403 = NA) OR (numcos#93923403 = null)) THEN null ELSE cast(numcos#93923403 as float) END AS numcos#93923602, CASE WHEN ((coverage#93923404 = NA) OR (coverage#93923404 = null)) THEN null ELSE cast(coverage#93923404 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.9 KiB |
0.0 B |
| 3607319 |
*(2) Sort [date#93923495 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93923495 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7499258]
+- Union
:- InMemoryTableScan [date#93923495, numcos#93923568]
: +- InMemoryRelation [date#93923495, overall#93923496, ret#93923497, resret#93923550, retnet#93923551, turnover#93923552, numcos#93923568, benchmark#93923583, excess_ret#93923587, excess_resret#93923591, excess_retnet#93923595], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#93923265 = null) THEN null ELSE cast(date#93923265 as date) END AS date#93923495, CASE WHEN ((overall#93923266 = NA) OR (overall#93923266 = null)) THEN null ELSE cast(overall#93923266 as int) END AS overall#93923496, CASE WHEN ((ret#93923267 = NA) OR (ret#93923267 = null)) THEN null ELSE cast(ret#93923267 as float) END AS ret#93923497, CASE WHEN ((resret#93923268 = NA) OR (resret#93923268 = null)) THEN null ELSE cast(resret#93923268 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
78.2 KiB |
0.0 B |
| 3607363 |
*(1) Project [CASE WHEN ((turnover#93927028 = NA) OR (turnover#93927028 = null)) THEN null ELSE cast(turnover#93927028 as float) END AS turnover#93927261, CASE WHEN ((turnover#93927028 = NA) OR (turnover#93927028 = null)) THEN null ELSE (1.0 / cast(cast(turnover#93927028 as float) as double)) END AS days_hold#93927423]
+- *(1) Filter ((isnotnull(cap#93926997) AND NOT coalesce(((cap#93926997 = NA) OR (cap#93926997 = null)), false)) AND (cast(cap#93926997 as float) = 0.0))
+- FileScan csv [cap#93926997,turnover#93927028] Batched: false, DataFilters: [isnotnull(cap#93926997), NOT coalesce(((cap#93926997 = NA) OR (cap#93926997 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/digital_revenue_signal..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3607375 |
*(1) Project [CASE WHEN ((year#93926946 = NA) OR (year#93926946 = null)) THEN null ELSE cast(year#93926946 as float) END AS year#93927112, CASE WHEN ((retIC#93926947 = NA) OR (retIC#93926947 = null)) THEN null ELSE cast(retIC#93926947 as float) END AS retIC#93927113, CASE WHEN ((resretIC#93926948 = NA) OR (resretIC#93926948 = null)) THEN null ELSE cast(resretIC#93926948 as float) END AS resretIC#93927147, CASE WHEN ((numcos#93926949 = NA) OR (numcos#93926949 = null)) THEN null ELSE cast(numcos#93926949 as float) END AS numcos#93927148, CASE WHEN ((numdates#93926950 = NA) OR (numdates#93926950 = null)) THEN null ELSE cast(numdates#93926950 as int) END AS numdates#93927182, CASE WHEN ((annual_bmret#93926951 = NA) OR (annual_bmret#93926951 = null)) THEN null ELSE cast(annual_bmret#93926951 as float) END AS annual_bmret#93927183, CASE WHEN ((annual_ret#93926952 = NA) OR (annual_ret#93926952 = null)) THEN null ELSE cast(annual_ret#93926952 as float) END AS annual_ret#93927184, CASE WHEN ((std_ret#93926953 = NA)...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.4 KiB |
0.0 B |
| 3607394 |
*(3) Project [cap#93926848, turnover#93923785, (1.0 / cast(turnover#93923785 as double)) AS days_hold#93926877]
+- *(3) Sort [cap_sort#93926787 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#93926787 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7499449]
+- *(2) Project [turnover#93923785, cap_description#93926786 AS cap#93926848, cap_sort#93926787]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93923553))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7499441]
: +- *(1) Filter isnotnull(cap#93923553)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93923553, turnover#93923785], [isnotnull(cap#93923553)]
: +- InMemoryRelation [cap#93923553, retIC#939...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3607409 |
*(2) Project [ret_large#93926791, ret_small#93926876, (ret_large#93926791 - ret_small#93926876) AS differential#93926910]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#93923601 AS ret_large#93926791]
: +- *(2) Filter (isnotnull(cap#93923553) AND (cap#93923553 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#93923601, cap#93923553], [isnotnull(cap#93923553), (cap#93923553 = 1.0)]
: +- InMemoryRelation [cap#93923553, retIC#93923581, resretIC#93923585, numcos#93923590, numdates#93923594, annual_bmret#93923598, annual_ret#93923601, std_ret#93923603, Sharpe_ret#93923617, PctPos_ret#93923620, TR_ret#93923623, IR_ret#93923626, annual_resret#93923684, std_resret#93923686, Sharpe_resret#93923688, PctPos_resret#93923690, TR_resret#93923692, IR_resret#93923706, annual_retnet#93923707, std_retnet#93923708, Sharpe_retnet#93923709, PctPos_retnet#93923782, TR_retnet#93923783, IR_retnet#93923784, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3607421 |
*(2) Sort [year#93927112 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#93927112 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7499379]
+- *(1) Project [year#93927112, turnover#93927219, (1.0 / cast(turnover#93927219 as double)) AS days_hold#93927259]
+- *(1) Filter isnotnull(turnover#93927219)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#93927219, year#93927112], [isnotnull(turnover#93927219)]
+- InMemoryRelation [year#93927112, retIC#93927113, resretIC#93927147, numcos#93927148, numdates#93927182, annual_bmret#93927183, annual_ret#93927184, std_ret#93927185, Sharpe_ret#93927186, PctPos_ret#93927188, TR_ret#93927190, IR_ret#93927192, annual_resret#93927194, std_resret#93927196, Sharpe_resret#93927198, PctPos_resret#93927200, TR_resret#93927203, IR_resret#93927206, annual_retnet#93927207, std_retnet#93927210, Sharpe_retnet#93927211, PctPos_retnet#93927213, TR_retnet#93927215, IR_retnet#93927217, turnover#93927219], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
14 |
100% |
6.3 KiB |
0.0 B |
| 3607484 |
*(1) Project [CASE WHEN ((fractile#93930711 = NA) OR (fractile#93930711 = null)) THEN null ELSE cast(fractile#93930711 as int) END AS fractile#93930759, CASE WHEN (cap#93930712 = null) THEN null ELSE cap#93930712 END AS cap#93930760, CASE WHEN ((size#93930713 = NA) OR (size#93930713 = null)) THEN null ELSE cast(size#93930713 as float) END AS size#93930761, CASE WHEN ((value#93930714 = NA) OR (value#93930714 = null)) THEN null ELSE cast(value#93930714 as float) END AS value#93930762, CASE WHEN ((growth#93930715 = NA) OR (growth#93930715 = null)) THEN null ELSE cast(growth#93930715 as float) END AS growth#93930763, CASE WHEN ((leverage#93930716 = NA) OR (leverage#93930716 = null)) THEN null ELSE cast(leverage#93930716 as float) END AS leverage#93930764, CASE WHEN ((volatility#93930717 = NA) OR (volatility#93930717 = null)) THEN null ELSE cast(volatility#93930717 as float) END AS volatility#93930765, CASE WHEN ((momentum#93930718 = NA) OR (momentum#93930718 = null)) THEN null ELSE cast(momentum#93930718 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3607496 |
*(3) Sort [fractile#93930759 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#93930759 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7499689]
+- *(2) Project [fractile#93930759, size#93930761, value#93930762, growth#93930763, leverage#93930764, volatility#93930765, momentum#93930766, yield#93930767, ##93930768, min_date#93930769, max_date#93930770]
+- *(2) BroadcastHashJoin [cap_description#93930783], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#93930759, cap#93930760 AS cap_description#93930783, size#93930761, value#93930762, growth#93930763, leverage#93930764, volatility#93930765, momentum#93930766, yield#93930767, ##93930768, min_date#93930769, max_date#93930770]
: +- *(2) Filter ((isnotnull(fractile#93930759) AND NOT (fractile#93930759 = -1)) AND isnotnull(cap#93930760))
: +- InMemoryTableScan [##93930768, cap#93930760, fractile#93930759, growth#93930763, leverage#93930764, max_date#93930770, min_date#93930769, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3607510 |
*(1) Project [CASE WHEN ((overall#93926996 = NA) OR (overall#93926996 = null)) THEN null ELSE cast(overall#93926996 as int) END AS overall#93927187, CASE WHEN ((cap#93926997 = NA) OR (cap#93926997 = null)) THEN null ELSE cast(cap#93926997 as float) END AS cap#93927189, CASE WHEN ((retIC#93926998 = NA) OR (retIC#93926998 = null)) THEN null ELSE cast(retIC#93926998 as float) END AS retIC#93927191, CASE WHEN ((resretIC#93926999 = NA) OR (resretIC#93926999 = null)) THEN null ELSE cast(resretIC#93926999 as float) END AS resretIC#93927193, CASE WHEN ((size#93927000 = NA) OR (size#93927000 = null)) THEN null ELSE cast(size#93927000 as float) END AS size#93927195, CASE WHEN ((value#93927001 = NA) OR (value#93927001 = null)) THEN null ELSE cast(value#93927001 as float) END AS value#93927197, CASE WHEN ((growth#93927002 = NA) OR (growth#93927002 = null)) THEN null ELSE cast(growth#93927002 as float) END AS growth#93927199, CASE WHEN ((leverage#93927003 = NA) OR (leverage#93927003 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3607516 |
*(1) Project [yield#93927205, volatility#93927202, momentum#93927204, size#93927195, value#93927197, growth#93927199, leverage#93927201]
+- *(1) Filter (isnotnull(cap#93927189) AND (cap#93927189 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#93927189, growth#93927199, leverage#93927201, momentum#93927204, size#93927195, value#93927197, volatility#93927202, yield#93927205], [isnotnull(cap#93927189), (cap#93927189 = 0.0)]
+- InMemoryRelation [overall#93927187, cap#93927189, retIC#93927191, resretIC#93927193, size#93927195, value#93927197, growth#93927199, leverage#93927201, volatility#93927202, momentum#93927204, yield#93927205, numcos#93927208, numdates#93927209, annual_bmret#93927212, annual_ret#93927214, std_ret#93927216, Sharpe_ret#93927218, PctPos_ret#93927220, TR_ret#93927221, IR_ret#93927222, annual_resret#93927223, std_resret#93927224, Sharpe_resret#93927225, PctPos_resret#93927226, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3607598 |
*(1) Project [CASE WHEN (date#93932715 = null) THEN null ELSE cast(date#93932715 as date) END AS date#93932804, CASE WHEN ((allret#93932716 = NA) OR (allret#93932716 = null)) THEN null ELSE cast(allret#93932716 as float) END AS allret#93932805, CASE WHEN ((allcum#93932717 = NA) OR (allcum#93932717 = null)) THEN null ELSE cast(allcum#93932717 as float) END AS allcum#93932806, CASE WHEN ((drawdown_gross#93932718 = NA) OR (drawdown_gross#93932718 = null)) THEN null ELSE cast(drawdown_gross#93932718 as float) END AS drawdown_gross#93932807, CASE WHEN ((drawdown_length_gross#93932719 = NA) OR (drawdown_length_gross#93932719 = null)) THEN null ELSE cast(drawdown_length_gross#93932719 as int) END AS drawdown_length_gross#93932831, CASE WHEN ((allretnet#93932720 = NA) OR (allretnet#93932720 = null)) THEN null ELSE cast(allretnet#93932720 as float) END AS allretnet#93932832, CASE WHEN ((allcumnet#93932721 = NA) OR (allcumnet#93932721 = null)) THEN null ELSE cast(allcumnet#93932721 as float) END AS allcumnet#9393285...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
460.4 KiB |
0.0 B |
| 3607610 |
*(2) Sort [date#93932907 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93932907 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7499940]
+- *(1) Project [date#93932907, allcum#93932911 AS cum_gross#93933313, allcumnet#93932920 AS cum_net#93933314]
+- InMemoryTableScan [allcum#93932911, allcumnet#93932920, date#93932907]
+- InMemoryRelation [date#93932907, allret#93932909, allcum#93932911, drawdown_gross#93932912, drawdown_length_gross#93932916, allretnet#93932918, allcumnet#93932920, drawdown_net#93932922, drawdown_length_net#93932924, numcos#93932925, largecum#93932926, largecumnet#93932927, largeret#93932928, largeretnet#93932929, midcum#93932931, midcumnet#93932932, midret#93932934, midretnet#93932935, smallcum#93932936, smallcumnet#93932937, smallret#93932938, smallretnet#93932939], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93932715 = null) THEN null ELSE cast(date#93932715 as date) END AS date#93932804, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
132.8 KiB |
0.0 B |
| 3607631 |
*(2) Sort [date#93932804 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93932804 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7499968]
+- *(1) Project [date#93932804, allret#93932805 AS daily_gross#93932985, allretnet#93932832 AS daily_net#93932986]
+- InMemoryTableScan [allret#93932805, allretnet#93932832, date#93932804]
+- InMemoryRelation [date#93932804, allret#93932805, allcum#93932806, drawdown_gross#93932807, drawdown_length_gross#93932831, allretnet#93932832, allcumnet#93932855, drawdown_net#93932856, drawdown_length_net#93932879, numcos#93932880, largecum#93932881, largecumnet#93932904, largeret#93932906, largeretnet#93932908, midcum#93932910, midcumnet#93932913, midret#93932914, midretnet#93932915, smallcum#93932917, smallcumnet#93932919, smallret#93932921, smallretnet#93932923], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93932715 = null) THEN null ELSE cast(date#93932715 as date) END AS date#939328...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
132.8 KiB |
0.0 B |
| 3607651 |
*(1) Sort [date#93933473 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93933473 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7499986]
+- InMemoryTableScan [date#93933473, drawdown_gross#93933476, drawdown_net#93933480]
+- InMemoryRelation [date#93933473, allret#93933474, allcum#93933475, drawdown_gross#93933476, drawdown_length_gross#93933477, allretnet#93933478, allcumnet#93933479, drawdown_net#93933480, drawdown_length_net#93933481, numcos#93933482, largecum#93933483, largecumnet#93933484, largeret#93933507, largeretnet#93933509, midcum#93933510, midcumnet#93933511, midret#93933512, midretnet#93933535, smallcum#93933536, smallcumnet#93933537, smallret#93933540, smallretnet#93933541], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93932715 = null) THEN null ELSE cast(date#93932715 as date) END AS date#93932804, CASE WHEN ((allret#93932716 = NA) OR (allret#93932716 = null)) THEN null ELSE cast(allret#93932716 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
132.8 KiB |
0.0 B |
| 3607672 |
*(2) Sort [date#93933088 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93933088 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7500008]
+- *(1) Project [date#93933088, (drawdown_length_gross#93933248 * -1) AS drawdown_length_gross#93933508]
+- InMemoryTableScan [date#93933088, drawdown_length_gross#93933248]
+- InMemoryRelation [date#93933088, allret#93933089, allcum#93933112, drawdown_gross#93933135, drawdown_length_gross#93933248, allretnet#93933250, allcumnet#93933252, drawdown_net#93933254, drawdown_length_net#93933255, numcos#93933256, largecum#93933257, largecumnet#93933258, largeret#93933259, largeretnet#93933260, midcum#93933261, midcumnet#93933284, midret#93933286, midretnet#93933287, smallcum#93933288, smallcumnet#93933289, smallret#93933312, smallretnet#93933315], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93932715 = null) THEN null ELSE cast(date#93932715 as date) END AS date#93932804, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
74.7 KiB |
0.0 B |
| 3607686 |
*(1) Project [CASE WHEN ((fractile#93932556 = NA) OR (fractile#93932556 = null)) THEN null ELSE cast(fractile#93932556 as float) END AS fractile#93932586, CASE WHEN ((overall#93932557 = NA) OR (overall#93932557 = null)) THEN null ELSE cast(overall#93932557 as int) END AS overall#93932588, CASE WHEN ((annual_ret#93932558 = NA) OR (annual_ret#93932558 = null)) THEN null ELSE cast(annual_ret#93932558 as float) END AS annual_ret#93932592, CASE WHEN ((annual_resret#93932559 = NA) OR (annual_resret#93932559 = null)) THEN null ELSE cast(annual_resret#93932559 as float) END AS annual_resret#93932594, CASE WHEN ((numcos#93932560 = NA) OR (numcos#93932560 = null)) THEN null ELSE cast(numcos#93932560 as float) END AS numcos#93932596]
+- FileScan csv [fractile#93932556,overall#93932557,annual_ret#93932558,annual_resret#93932559,numcos#93932560] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/eps_truebeat/surprise_..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3607695 |
*(1) Project [CASE WHEN ((fractile#93932546 = NA) OR (fractile#93932546 = null)) THEN null ELSE cast(fractile#93932546 as float) END AS fractile#93932587, CASE WHEN ((cap#93932547 = NA) OR (cap#93932547 = null)) THEN null ELSE cast(cap#93932547 as float) END AS cap#93932591, CASE WHEN ((annual_ret#93932548 = NA) OR (annual_ret#93932548 = null)) THEN null ELSE cast(annual_ret#93932548 as float) END AS annual_ret#93932593, CASE WHEN ((annual_resret#93932549 = NA) OR (annual_resret#93932549 = null)) THEN null ELSE cast(annual_resret#93932549 as float) END AS annual_resret#93932595, CASE WHEN ((numcos#93932550 = NA) OR (numcos#93932550 = null)) THEN null ELSE cast(numcos#93932550 as float) END AS numcos#93932597]
+- FileScan csv [fractile#93932546,cap#93932547,annual_ret#93932548,annual_resret#93932549,numcos#93932550] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/eps_truebeat/surprise_..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1160.0 B |
0.0 B |
| 3607702 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#93932586, annual_ret#93932592, annual_resret#93932594, numcos#93932596]
: +- InMemoryRelation [fractile#93932586, overall#93932588, annual_ret#93932592, annual_resret#93932594, numcos#93932596], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#93932556 = NA) OR (fractile#93932556 = null)) THEN null ELSE cast(fractile#93932556 as float) END AS fractile#93932586, CASE WHEN ((overall#93932557 = NA) OR (overall#93932557 = null)) THEN null ELSE cast(overall#93932557 as int) END AS overall#93932588, CASE WHEN ((annual_ret#93932558 = NA) OR (annual_ret#93932558 = null)) THEN null ELSE cast(annual_ret#93932558 as float) END AS annual_ret#93932592, CASE WHEN ((annual_resret#93932559 = NA) OR (annual_resret#93932559 = null)) THEN null ELSE cast(annual_resret#93932559 as float) END AS annual_resret#93932594, CASE WHEN ((numcos#93932560 = NA) OR (numcos#93932560 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3607722 |
*(1) Project [CASE WHEN (group#93933703 = null) THEN null ELSE group#93933703 END AS group#93933795, CASE WHEN ((annual_bmret#93933704 = NA) OR (annual_bmret#93933704 = null)) THEN null ELSE cast(annual_bmret#93933704 as float) END AS annual_bmret#93933796, CASE WHEN ((annual_ret#93933705 = NA) OR (annual_ret#93933705 = null)) THEN null ELSE cast(annual_ret#93933705 as float) END AS annual_ret#93933797, CASE WHEN ((std_ret#93933706 = NA) OR (std_ret#93933706 = null)) THEN null ELSE cast(std_ret#93933706 as float) END AS std_ret#93933798, CASE WHEN ((Sharpe_ret#93933707 = NA) OR (Sharpe_ret#93933707 = null)) THEN null ELSE cast(Sharpe_ret#93933707 as float) END AS Sharpe_ret#93933799, CASE WHEN ((PctPos_ret#93933708 = NA) OR (PctPos_ret#93933708 = null)) THEN null ELSE cast(PctPos_ret#93933708 as float) END AS PctPos_ret#93933800, CASE WHEN ((TR_ret#93933709 = NA) OR (TR_ret#93933709 = null)) THEN null ELSE cast(TR_ret#93933709 as float) END AS TR_ret#93933801, CASE WHEN ((IR_ret#93933710 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
17.1 KiB |
0.0 B |
| 3607728 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#93933797, Sharpe_ret#93933799, PctPos_ret#93933800, annual_resret#93933803, Sharpe_resret#93933805, PctPos_resret#93933806, annual_retnet#93933809, Sharpe_retnet#93933811, PctPos_retnet#93933812]
+- *(2) BroadcastHashJoin [group#93933795], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#93933795)
: +- InMemoryTableScan [group#93933795, annual_ret#93933797, Sharpe_ret#93933799, PctPos_ret#93933800, annual_resret#93933803, Sharpe_resret#93933805, PctPos_resret#93933806, annual_retnet#93933809, Sharpe_retnet#93933811, PctPos_retnet#93933812], [isnotnull(group#93933795)]
: +- InMemoryRelation [group#93933795, annual_bmret#93933796, annual_ret#93933797, std_ret#93933798, Sharpe_ret#93933799, PctPos_ret#93933800, TR_ret#93933801, IR_ret#93933802, annual_resret#93933803, std_resret#93933804, Sharpe_resret#93933805, PctPos_resret#93933806, TR_resret#93933807, IR_resret#93933808, annual_retnet#93933809, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
7.6 KiB |
0.0 B |
| 3607784 |
*(1) Project [CASE WHEN ((sector_id#93937774 = NA) OR (sector_id#93937774 = null)) THEN null ELSE cast(sector_id#93937774 as int) END AS sector_id#93938043, CASE WHEN ((retIC#93937776 = NA) OR (retIC#93937776 = null)) THEN null ELSE cast(retIC#93937776 as float) END AS retIC#93938048, CASE WHEN ((resretIC#93937779 = NA) OR (resretIC#93937779 = null)) THEN null ELSE cast(resretIC#93937779 as float) END AS resretIC#93938053, CASE WHEN ((numcos#93937781 = NA) OR (numcos#93937781 = null)) THEN null ELSE cast(numcos#93937781 as float) END AS numcos#93938056, CASE WHEN ((numdates#93937783 = NA) OR (numdates#93937783 = null)) THEN null ELSE cast(numdates#93937783 as int) END AS numdates#93938060, CASE WHEN ((annual_bmret#93937785 = NA) OR (annual_bmret#93937785 = null)) THEN null ELSE cast(annual_bmret#93937785 as float) END AS annual_bmret#93938268, CASE WHEN ((annual_ret#93937787 = NA) OR (annual_ret#93937787 = null)) THEN null ELSE cast(annual_ret#93937787 as float) END AS annual_ret#93938272, CASE WHEN ((std_...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.5 KiB |
0.0 B |
| 3607796 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7500286]
+- *(2) Project [sector_id#93938043, numcos#93938056, numdates#93938060, sort#93880530, description#93880532, universe#93938384, coverage#93938317]
+- *(2) BroadcastHashJoin [sector_id#93938043], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [sector_id#93938043, numcos#93938056, numdates#93938060, coverage#93938317, round((cast(numcos#93938056 as double) / cast(coverage#93938317 as double)), 0) AS universe#93938384]
: +- *(2) Filter isnotnull(sector_id#93938043)
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [coverage#93938317, numcos#93938056, numdates#93938060, sector_id#93938043], [isnotnull(sector_id#93938043)]
: +- InMemoryRelation [sector_id#93938043, retIC#93938048, resretIC#93938...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.5 KiB |
0.0 B |
| 3607810 |
*(1) Project [CASE WHEN ((cap#93937775 = NA) OR (cap#93937775 = null)) THEN null ELSE cast(cap#93937775 as float) END AS cap#93938041, CASE WHEN ((retIC#93937777 = NA) OR (retIC#93937777 = null)) THEN null ELSE cast(retIC#93937777 as float) END AS retIC#93938045, CASE WHEN ((resretIC#93937778 = NA) OR (resretIC#93937778 = null)) THEN null ELSE cast(resretIC#93937778 as float) END AS resretIC#93938047, CASE WHEN ((numcos#93937780 = NA) OR (numcos#93937780 = null)) THEN null ELSE cast(numcos#93937780 as float) END AS numcos#93938051, CASE WHEN ((numdates#93937782 = NA) OR (numdates#93937782 = null)) THEN null ELSE cast(numdates#93937782 as int) END AS numdates#93938057, CASE WHEN ((annual_bmret#93937784 = NA) OR (annual_bmret#93937784 = null)) THEN null ELSE cast(annual_bmret#93937784 as float) END AS annual_bmret#93938059, CASE WHEN ((annual_ret#93937786 = NA) OR (annual_ret#93937786 = null)) THEN null ELSE cast(annual_ret#93937786 as float) END AS annual_ret#93938122, CASE WHEN ((std_ret#93937788 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3607827 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7500358]
+- *(2) Project [cap#93938041, numcos#93938051, numdates#93938057, sort#93880531, description#93880533, universe#93880535, (cast(numcos#93938051 as double) / cast(universe#93880535 as double)) AS coverage#93938379]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93938041))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7500351]
: +- *(1) Filter isnotnull(cap#93938041)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93938041, numcos#93938051, numdates#93938057], [isnotnull(cap#93938041)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3607841 |
*(1) Project [CASE WHEN (date#93937726 = null) THEN null ELSE cast(date#93937726 as date) END AS date#93938036, CASE WHEN ((overall#93937727 = NA) OR (overall#93937727 = null)) THEN null ELSE cast(overall#93937727 as int) END AS overall#93938037, CASE WHEN ((ret#93937728 = NA) OR (ret#93937728 = null)) THEN null ELSE cast(ret#93937728 as float) END AS ret#93938038, CASE WHEN ((resret#93937729 = NA) OR (resret#93937729 = null)) THEN null ELSE cast(resret#93937729 as float) END AS resret#93938039, CASE WHEN ((retnet#93937730 = NA) OR (retnet#93937730 = null)) THEN null ELSE cast(retnet#93937730 as float) END AS retnet#93938040, CASE WHEN ((turnover#93937731 = NA) OR (turnover#93937731 = null)) THEN null ELSE cast(turnover#93937731 as float) END AS turnover#93938044, CASE WHEN ((numcos#93937732 = NA) OR (numcos#93937732 = null)) THEN null ELSE cast(numcos#93937732 as float) END AS numcos#93938049, CASE WHEN ((benchmark#93937733 = NA) OR (benchmark#93937733 = null)) THEN null ELSE cast(benchmark#93937733 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
215.7 KiB |
0.0 B |
| 3607849 |
*(1) Project [CASE WHEN (date#93937748 = null) THEN null ELSE cast(date#93937748 as date) END AS date#93937976, CASE WHEN ((cap#93937749 = NA) OR (cap#93937749 = null)) THEN null ELSE cast(cap#93937749 as float) END AS cap#93937977, CASE WHEN ((ret#93937750 = NA) OR (ret#93937750 = null)) THEN null ELSE cast(ret#93937750 as float) END AS ret#93938030, CASE WHEN ((resret#93937751 = NA) OR (resret#93937751 = null)) THEN null ELSE cast(resret#93937751 as float) END AS resret#93938031, CASE WHEN ((retnet#93937752 = NA) OR (retnet#93937752 = null)) THEN null ELSE cast(retnet#93937752 as float) END AS retnet#93938032, CASE WHEN ((turnover#93937753 = NA) OR (turnover#93937753 = null)) THEN null ELSE cast(turnover#93937753 as float) END AS turnover#93938033, CASE WHEN ((numcos#93937754 = NA) OR (numcos#93937754 = null)) THEN null ELSE cast(numcos#93937754 as float) END AS numcos#93938034, CASE WHEN ((coverage#93937755 = NA) OR (coverage#93937755 = null)) THEN null ELSE cast(coverage#93937755 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
785.0 KiB |
0.0 B |
| 3607862 |
*(2) Sort [date#93938036 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93938036 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7500407]
+- Union
:- InMemoryTableScan [date#93938036, numcos#93938049]
: +- InMemoryRelation [date#93938036, overall#93938037, ret#93938038, resret#93938039, retnet#93938040, turnover#93938044, numcos#93938049, benchmark#93938052, excess_ret#93938055, excess_resret#93938058, excess_retnet#93938061], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#93937726 = null) THEN null ELSE cast(date#93937726 as date) END AS date#93938036, CASE WHEN ((overall#93937727 = NA) OR (overall#93937727 = null)) THEN null ELSE cast(overall#93937727 as int) END AS overall#93938037, CASE WHEN ((ret#93937728 = NA) OR (ret#93937728 = null)) THEN null ELSE cast(ret#93937728 as float) END AS ret#93938038, CASE WHEN ((resret#93937729 = NA) OR (resret#93937729 = null)) THEN null ELSE cast(resret#93937729 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
92.2 KiB |
0.0 B |
| 3607901 |
*(1) Project [CASE WHEN ((turnover#93941544 = NA) OR (turnover#93941544 = null)) THEN null ELSE cast(turnover#93941544 as float) END AS turnover#93941721, CASE WHEN ((turnover#93941544 = NA) OR (turnover#93941544 = null)) THEN null ELSE (1.0 / cast(cast(turnover#93941544 as float) as double)) END AS days_hold#93941880]
+- *(1) Filter ((isnotnull(cap#93941513) AND NOT coalesce(((cap#93941513 = NA) OR (cap#93941513 = null)), false)) AND (cast(cap#93941513 as float) = 0.0))
+- FileScan csv [cap#93941513,turnover#93941544] Batched: false, DataFilters: [isnotnull(cap#93941513), NOT coalesce(((cap#93941513 = NA) OR (cap#93941513 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/eps_truebeat/surprise_..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3607918 |
*(1) Project [CASE WHEN ((year#93941401 = NA) OR (year#93941401 = null)) THEN null ELSE cast(year#93941401 as float) END AS year#93941502, CASE WHEN ((retIC#93941402 = NA) OR (retIC#93941402 = null)) THEN null ELSE cast(retIC#93941402 as float) END AS retIC#93941504, CASE WHEN ((resretIC#93941403 = NA) OR (resretIC#93941403 = null)) THEN null ELSE cast(resretIC#93941403 as float) END AS resretIC#93941505, CASE WHEN ((numcos#93941404 = NA) OR (numcos#93941404 = null)) THEN null ELSE cast(numcos#93941404 as float) END AS numcos#93941506, CASE WHEN ((numdates#93941405 = NA) OR (numdates#93941405 = null)) THEN null ELSE cast(numdates#93941405 as int) END AS numdates#93941507, CASE WHEN ((annual_bmret#93941406 = NA) OR (annual_bmret#93941406 = null)) THEN null ELSE cast(annual_bmret#93941406 as float) END AS annual_bmret#93941508, CASE WHEN ((annual_ret#93941407 = NA) OR (annual_ret#93941407 = null)) THEN null ELSE cast(annual_ret#93941407 as float) END AS annual_ret#93941509, CASE WHEN ((std_ret#93941408 = NA)...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.4 KiB |
0.0 B |
| 3607938 |
*(2) Project [ret_large#93941248, ret_small#93941278, (ret_large#93941248 - ret_small#93941278) AS differential#93941367]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#93938122 AS ret_large#93941248]
: +- *(2) Filter (isnotnull(cap#93938041) AND (cap#93938041 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#93938122, cap#93938041], [isnotnull(cap#93938041), (cap#93938041 = 1.0)]
: +- InMemoryRelation [cap#93938041, retIC#93938045, resretIC#93938047, numcos#93938051, numdates#93938057, annual_bmret#93938059, annual_ret#93938122, std_ret#93938123, Sharpe_ret#93938184, PctPos_ret#93938197, TR_ret#93938198, IR_ret#93938199, annual_resret#93938267, std_resret#93938271, Sharpe_resret#93938286, PctPos_resret#93938289, TR_resret#93938292, IR_resret#93938294, annual_retnet#93938295, std_retnet#93938298, Sharpe_retnet#93938299, PctPos_retnet#93938302, TR_retnet#93938303, IR_retnet#93938305, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3607950 |
*(3) Project [cap#93941307, turnover#93938307, (1.0 / cast(turnover#93938307 as double)) AS days_hold#93941361]
+- *(3) Sort [cap_sort#93941244 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#93941244 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7500598]
+- *(2) Project [turnover#93938307, cap_description#93941243 AS cap#93941307, cap_sort#93941244]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93938041))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7500590]
: +- *(1) Filter isnotnull(cap#93938041)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93938041, turnover#93938307], [isnotnull(cap#93938041)]
: +- InMemoryRelation [cap#93938041, retIC#939...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3607964 |
*(2) Sort [year#93941502 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#93941502 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7500528]
+- *(1) Project [year#93941502, turnover#93941661, (1.0 / cast(turnover#93941661 as double)) AS days_hold#93941709]
+- *(1) Filter isnotnull(turnover#93941661)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#93941661, year#93941502], [isnotnull(turnover#93941661)]
+- InMemoryRelation [year#93941502, retIC#93941504, resretIC#93941505, numcos#93941506, numdates#93941507, annual_bmret#93941508, annual_ret#93941509, std_ret#93941510, Sharpe_ret#93941511, PctPos_ret#93941545, TR_ret#93941546, IR_ret#93941580, annual_resret#93941581, std_resret#93941582, Sharpe_resret#93941616, PctPos_resret#93941617, TR_resret#93941618, IR_resret#93941619, annual_retnet#93941653, std_retnet#93941654, Sharpe_retnet#93941655, PctPos_retnet#93941656, TR_retnet#93941657, IR_retnet#93941659, turnover#93941661], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
24 |
100% |
10.9 KiB |
0.0 B |
| 3608033 |
*(3) Sort [fractile#93945216 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#93945216 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7500838]
+- *(2) Project [fractile#93945216, size#93945218, value#93945219, growth#93945220, leverage#93945221, volatility#93945222, momentum#93945223, yield#93945224, ##93945225, min_date#93945226, max_date#93945227]
+- *(2) BroadcastHashJoin [cap_description#93945240], [description#93880533], Inner, BuildRight, false
:- *(2) Project [CASE WHEN ((fractile#93945168 = NA) OR (fractile#93945168 = null)) THEN null ELSE cast(fractile#93945168 as int) END AS fractile#93945216, CASE WHEN (cap#93945169 = null) THEN null ELSE cap#93945169 END AS cap_description#93945240, CASE WHEN ((size#93945170 = NA) OR (size#93945170 = null)) THEN null ELSE cast(size#93945170 as float) END AS size#93945218, CASE WHEN ((value#93945171 = NA) OR (value#93945171 = null)) THEN null ELSE cast(value#93945171 as float) END AS value#93945219, CASE WHEN ((growth#93945172...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3608047 |
*(1) Project [CASE WHEN ((overall#93941512 = NA) OR (overall#93941512 = null)) THEN null ELSE cast(overall#93941512 as int) END AS overall#93941658, CASE WHEN ((cap#93941513 = NA) OR (cap#93941513 = null)) THEN null ELSE cast(cap#93941513 as float) END AS cap#93941660, CASE WHEN ((retIC#93941514 = NA) OR (retIC#93941514 = null)) THEN null ELSE cast(retIC#93941514 as float) END AS retIC#93941662, CASE WHEN ((resretIC#93941515 = NA) OR (resretIC#93941515 = null)) THEN null ELSE cast(resretIC#93941515 as float) END AS resretIC#93941663, CASE WHEN ((size#93941516 = NA) OR (size#93941516 = null)) THEN null ELSE cast(size#93941516 as float) END AS size#93941664, CASE WHEN ((value#93941517 = NA) OR (value#93941517 = null)) THEN null ELSE cast(value#93941517 as float) END AS value#93941665, CASE WHEN ((growth#93941518 = NA) OR (growth#93941518 = null)) THEN null ELSE cast(growth#93941518 as float) END AS growth#93941666, CASE WHEN ((leverage#93941519 = NA) OR (leverage#93941519 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3608053 |
*(1) Project [yield#93941670, volatility#93941668, momentum#93941669, size#93941664, value#93941665, growth#93941666, leverage#93941667]
+- *(1) Filter (isnotnull(cap#93941660) AND (cap#93941660 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#93941660, growth#93941666, leverage#93941667, momentum#93941669, size#93941664, value#93941665, volatility#93941668, yield#93941670], [isnotnull(cap#93941660), (cap#93941660 = 0.0)]
+- InMemoryRelation [overall#93941658, cap#93941660, retIC#93941662, resretIC#93941663, size#93941664, value#93941665, growth#93941666, leverage#93941667, volatility#93941668, momentum#93941669, yield#93941670, numcos#93941671, numdates#93941672, annual_bmret#93941673, annual_ret#93941674, std_ret#93941675, Sharpe_ret#93941676, PctPos_ret#93941677, TR_ret#93941678, IR_ret#93941679, annual_resret#93941680, std_resret#93941681, Sharpe_resret#93941682, PctPos_resret#93941708, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3608135 |
*(1) Project [CASE WHEN (date#93946757 = null) THEN null ELSE cast(date#93946757 as date) END AS date#93946997, CASE WHEN ((allret#93946758 = NA) OR (allret#93946758 = null)) THEN null ELSE cast(allret#93946758 as float) END AS allret#93946998, CASE WHEN ((allcum#93946759 = NA) OR (allcum#93946759 = null)) THEN null ELSE cast(allcum#93946759 as float) END AS allcum#93946999, CASE WHEN ((drawdown_gross#93946760 = NA) OR (drawdown_gross#93946760 = null)) THEN null ELSE cast(drawdown_gross#93946760 as float) END AS drawdown_gross#93947022, CASE WHEN ((drawdown_length_gross#93946761 = NA) OR (drawdown_length_gross#93946761 = null)) THEN null ELSE cast(drawdown_length_gross#93946761 as int) END AS drawdown_length_gross#93947027, CASE WHEN ((allretnet#93946762 = NA) OR (allretnet#93946762 = null)) THEN null ELSE cast(allretnet#93946762 as float) END AS allretnet#93947028, CASE WHEN ((allcumnet#93946763 = NA) OR (allcumnet#93946763 = null)) THEN null ELSE cast(allcumnet#93946763 as float) END AS allcumnet#9394702...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
438.5 KiB |
0.0 B |
| 3608147 |
*(2) Sort [date#93948066 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93948066 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7501103]
+- *(1) Project [date#93948066, allcum#93948070 AS cum_gross#93948361, allcumnet#93948080 AS cum_net#93948362]
+- InMemoryTableScan [allcum#93948070, allcumnet#93948080, date#93948066]
+- InMemoryRelation [date#93948066, allret#93948068, allcum#93948070, drawdown_gross#93948072, drawdown_length_gross#93948075, allretnet#93948077, allcumnet#93948080, drawdown_net#93948082, drawdown_length_net#93948083, numcos#93948084, largecum#93948085, largecumnet#93948086, largeret#93948087, largeretnet#93948089, midcum#93948090, midcumnet#93948091, midret#93948092, midretnet#93948093, smallcum#93948117, smallcumnet#93948118, smallret#93948119, smallretnet#93948120], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93946757 = null) THEN null ELSE cast(date#93946757 as date) END AS date#93946997, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
129.2 KiB |
0.0 B |
| 3608168 |
*(2) Sort [date#93946997 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93946997 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7501128]
+- *(1) Project [date#93946997, allret#93946998 AS daily_gross#93947137, allretnet#93947028 AS daily_net#93947138]
+- InMemoryTableScan [allret#93946998, allretnet#93947028, date#93946997]
+- InMemoryRelation [date#93946997, allret#93946998, allcum#93946999, drawdown_gross#93947022, drawdown_length_gross#93947027, allretnet#93947028, allcumnet#93947029, drawdown_net#93947030, drawdown_length_net#93947031, numcos#93947032, largecum#93947035, largecumnet#93947039, largeret#93947040, largeretnet#93947043, midcum#93947045, midcumnet#93947050, midret#93947053, midretnet#93947064, smallcum#93947067, smallcumnet#93947068, smallret#93947071, smallretnet#93947072], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93946757 = null) THEN null ELSE cast(date#93946757 as date) END AS date#939469...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
129.2 KiB |
0.0 B |
| 3608188 |
*(1) Sort [date#93947049 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93947049 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7501146]
+- InMemoryTableScan [date#93947049, drawdown_gross#93947074, drawdown_net#93947078]
+- InMemoryRelation [date#93947049, allret#93947070, allcum#93947073, drawdown_gross#93947074, drawdown_length_gross#93947075, allretnet#93947076, allcumnet#93947077, drawdown_net#93947078, drawdown_length_net#93947079, numcos#93947080, largecum#93947081, largecumnet#93947082, largeret#93947083, largeretnet#93947084, midcum#93947085, midcumnet#93947087, midret#93947088, midretnet#93947089, smallcum#93947112, smallcumnet#93947139, smallret#93947140, smallretnet#93947144], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93946757 = null) THEN null ELSE cast(date#93946757 as date) END AS date#93946997, CASE WHEN ((allret#93946758 = NA) OR (allret#93946758 = null)) THEN null ELSE cast(allret#93946758 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
129.2 KiB |
0.0 B |
| 3608209 |
*(2) Sort [date#93948520 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93948520 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7501168]
+- *(1) Project [date#93948520, (drawdown_length_gross#93948634 * -1) AS drawdown_length_gross#93948674]
+- InMemoryTableScan [date#93948520, drawdown_length_gross#93948634]
+- InMemoryRelation [date#93948520, allret#93948521, allcum#93948632, drawdown_gross#93948633, drawdown_length_gross#93948634, allretnet#93948635, allcumnet#93948636, drawdown_net#93948637, drawdown_length_net#93948638, numcos#93948639, largecum#93948640, largecumnet#93948641, largeret#93948642, largeretnet#93948643, midcum#93948644, midcumnet#93948645, midret#93948646, midretnet#93948647, smallcum#93948648, smallcumnet#93948649, smallret#93948650, smallretnet#93948651], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93946757 = null) THEN null ELSE cast(date#93946757 as date) END AS date#93946997, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
73.4 KiB |
0.0 B |
| 3608223 |
*(1) Project [CASE WHEN ((fractile#93946704 = NA) OR (fractile#93946704 = null)) THEN null ELSE cast(fractile#93946704 as int) END AS fractile#93946745, CASE WHEN ((overall#93946705 = NA) OR (overall#93946705 = null)) THEN null ELSE cast(overall#93946705 as int) END AS overall#93946747, CASE WHEN ((annual_ret#93946706 = NA) OR (annual_ret#93946706 = null)) THEN null ELSE cast(annual_ret#93946706 as float) END AS annual_ret#93946750, CASE WHEN ((annual_resret#93946707 = NA) OR (annual_resret#93946707 = null)) THEN null ELSE cast(annual_resret#93946707 as float) END AS annual_resret#93946753, CASE WHEN ((numcos#93946708 = NA) OR (numcos#93946708 = null)) THEN null ELSE cast(numcos#93946708 as float) END AS numcos#93946755]
+- FileScan csv [fractile#93946704,overall#93946705,annual_ret#93946706,annual_resret#93946707,numcos#93946708] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/esg_innovation/innovat..., PartitionFilters: []...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
656.0 B |
0.0 B |
| 3608232 |
*(1) Project [CASE WHEN ((fractile#93946715 = NA) OR (fractile#93946715 = null)) THEN null ELSE cast(fractile#93946715 as int) END AS fractile#93946746, CASE WHEN ((cap#93946716 = NA) OR (cap#93946716 = null)) THEN null ELSE cast(cap#93946716 as float) END AS cap#93946748, CASE WHEN ((annual_ret#93946717 = NA) OR (annual_ret#93946717 = null)) THEN null ELSE cast(annual_ret#93946717 as float) END AS annual_ret#93946751, CASE WHEN ((annual_resret#93946718 = NA) OR (annual_resret#93946718 = null)) THEN null ELSE cast(annual_resret#93946718 as float) END AS annual_resret#93946752, CASE WHEN ((numcos#93946719 = NA) OR (numcos#93946719 = null)) THEN null ELSE cast(numcos#93946719 as float) END AS numcos#93946754]
+- FileScan csv [fractile#93946715,cap#93946716,annual_ret#93946717,annual_resret#93946718,numcos#93946719] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/esg_innovation/innovat..., PartitionFilters: [], PushedFilters: [...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1080.0 B |
0.0 B |
| 3608239 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#93946745, annual_ret#93946750, annual_resret#93946753, numcos#93946755]
: +- InMemoryRelation [fractile#93946745, overall#93946747, annual_ret#93946750, annual_resret#93946753, numcos#93946755], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#93946704 = NA) OR (fractile#93946704 = null)) THEN null ELSE cast(fractile#93946704 as int) END AS fractile#93946745, CASE WHEN ((overall#93946705 = NA) OR (overall#93946705 = null)) THEN null ELSE cast(overall#93946705 as int) END AS overall#93946747, CASE WHEN ((annual_ret#93946706 = NA) OR (annual_ret#93946706 = null)) THEN null ELSE cast(annual_ret#93946706 as float) END AS annual_ret#93946750, CASE WHEN ((annual_resret#93946707 = NA) OR (annual_resret#93946707 = null)) THEN null ELSE cast(annual_resret#93946707 as float) END AS annual_resret#93946753, CASE WHEN ((numcos#93946708 = NA) OR (numcos#93946708 = null)) THEN null ELSE cast(numco...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
608.0 B |
0.0 B |
| 3608259 |
*(1) Project [CASE WHEN (group#93947805 = null) THEN null ELSE group#93947805 END AS group#93947897, CASE WHEN ((annual_bmret#93947806 = NA) OR (annual_bmret#93947806 = null)) THEN null ELSE cast(annual_bmret#93947806 as float) END AS annual_bmret#93947898, CASE WHEN ((annual_ret#93947807 = NA) OR (annual_ret#93947807 = null)) THEN null ELSE cast(annual_ret#93947807 as float) END AS annual_ret#93947899, CASE WHEN ((std_ret#93947808 = NA) OR (std_ret#93947808 = null)) THEN null ELSE cast(std_ret#93947808 as float) END AS std_ret#93947900, CASE WHEN ((Sharpe_ret#93947809 = NA) OR (Sharpe_ret#93947809 = null)) THEN null ELSE cast(Sharpe_ret#93947809 as float) END AS Sharpe_ret#93947901, CASE WHEN ((PctPos_ret#93947810 = NA) OR (PctPos_ret#93947810 = null)) THEN null ELSE cast(PctPos_ret#93947810 as float) END AS PctPos_ret#93947902, CASE WHEN ((TR_ret#93947811 = NA) OR (TR_ret#93947811 = null)) THEN null ELSE cast(TR_ret#93947811 as float) END AS TR_ret#93947926, CASE WHEN ((IR_ret#93947812 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
14.5 KiB |
0.0 B |
| 3608265 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#93947899, Sharpe_ret#93947901, PctPos_ret#93947902, annual_resret#93948037, Sharpe_resret#93948039, PctPos_resret#93948062, annual_retnet#93948067, Sharpe_retnet#93948071, PctPos_retnet#93948073]
+- *(2) BroadcastHashJoin [group#93947897], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#93947897)
: +- InMemoryTableScan [group#93947897, annual_ret#93947899, Sharpe_ret#93947901, PctPos_ret#93947902, annual_resret#93948037, Sharpe_resret#93948039, PctPos_resret#93948062, annual_retnet#93948067, Sharpe_retnet#93948071, PctPos_retnet#93948073], [isnotnull(group#93947897)]
: +- InMemoryRelation [group#93947897, annual_bmret#93947898, annual_ret#93947899, std_ret#93947900, Sharpe_ret#93947901, PctPos_ret#93947902, TR_ret#93947926, IR_ret#93948014, annual_resret#93948037, std_resret#93948038, Sharpe_resret#93948039, PctPos_resret#93948062, TR_resret#93948063, IR_resret#93948065, annual_retnet#93948067, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
7.4 KiB |
0.0 B |
| 3608327 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7501438]
+- *(2) Project [sector_id#93952772, numcos#93952833, numdates#93952848, sort#93880530, description#93880532, universe#93953091, coverage#93953024]
+- *(2) BroadcastHashJoin [sector_id#93952772], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [CASE WHEN ((sector_id#93952480 = NA) OR (sector_id#93952480 = null)) THEN null ELSE cast(sector_id#93952480 as int) END AS sector_id#93952772, CASE WHEN ((numcos#93952483 = NA) OR (numcos#93952483 = null)) THEN null ELSE cast(numcos#93952483 as float) END AS numcos#93952833, CASE WHEN ((numdates#93952484 = NA) OR (numdates#93952484 = null)) THEN null ELSE cast(numdates#93952484 as int) END AS numdates#93952848, CASE WHEN ((coverage#93952505 = NA) OR (coverage#93952505 = null)) THEN null ELSE cast(coverage#939...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.5 KiB |
0.0 B |
| 3608341 |
*(1) Project [CASE WHEN ((cap#93952592 = NA) OR (cap#93952592 = null)) THEN null ELSE cast(cap#93952592 as float) END AS cap#93952740, CASE WHEN ((retIC#93952593 = NA) OR (retIC#93952593 = null)) THEN null ELSE cast(retIC#93952593 as float) END AS retIC#93952768, CASE WHEN ((resretIC#93952594 = NA) OR (resretIC#93952594 = null)) THEN null ELSE cast(resretIC#93952594 as float) END AS resretIC#93952770, CASE WHEN ((numcos#93952595 = NA) OR (numcos#93952595 = null)) THEN null ELSE cast(numcos#93952595 as float) END AS numcos#93952773, CASE WHEN ((numdates#93952596 = NA) OR (numdates#93952596 = null)) THEN null ELSE cast(numdates#93952596 as int) END AS numdates#93952775, CASE WHEN ((annual_bmret#93952597 = NA) OR (annual_bmret#93952597 = null)) THEN null ELSE cast(annual_bmret#93952597 as float) END AS annual_bmret#93952832, CASE WHEN ((annual_ret#93952598 = NA) OR (annual_ret#93952598 = null)) THEN null ELSE cast(annual_ret#93952598 as float) END AS annual_ret#93952846, CASE WHEN ((std_ret#93952599 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3608358 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7501509]
+- *(2) Project [cap#93952740, numcos#93952773, numdates#93952775, sort#93880531, description#93880533, universe#93880535, (cast(numcos#93952773 as double) / cast(universe#93880535 as double)) AS coverage#93953086]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93952740))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7501502]
: +- *(1) Filter isnotnull(cap#93952740)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93952740, numcos#93952773, numdates#93952775], [isnotnull(cap#93952740)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3608372 |
*(1) Project [CASE WHEN (date#93952429 = null) THEN null ELSE cast(date#93952429 as date) END AS date#93952554, CASE WHEN ((overall#93952430 = NA) OR (overall#93952430 = null)) THEN null ELSE cast(overall#93952430 as int) END AS overall#93952555, CASE WHEN ((ret#93952431 = NA) OR (ret#93952431 = null)) THEN null ELSE cast(ret#93952431 as float) END AS ret#93952556, CASE WHEN ((resret#93952432 = NA) OR (resret#93952432 = null)) THEN null ELSE cast(resret#93952432 as float) END AS resret#93952557, CASE WHEN ((retnet#93952433 = NA) OR (retnet#93952433 = null)) THEN null ELSE cast(retnet#93952433 as float) END AS retnet#93952558, CASE WHEN ((turnover#93952434 = NA) OR (turnover#93952434 = null)) THEN null ELSE cast(turnover#93952434 as float) END AS turnover#93952559, CASE WHEN ((numcos#93952435 = NA) OR (numcos#93952435 = null)) THEN null ELSE cast(numcos#93952435 as float) END AS numcos#93952560, CASE WHEN ((benchmark#93952436 = NA) OR (benchmark#93952436 = null)) THEN null ELSE cast(benchmark#93952436 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
205.5 KiB |
0.0 B |
| 3608380 |
*(1) Project [CASE WHEN (date#93952452 = null) THEN null ELSE cast(date#93952452 as date) END AS date#93952590, CASE WHEN ((cap#93952453 = NA) OR (cap#93952453 = null)) THEN null ELSE cast(cap#93952453 as float) END AS cap#93952591, CASE WHEN ((ret#93952454 = NA) OR (ret#93952454 = null)) THEN null ELSE cast(ret#93952454 as float) END AS ret#93952618, CASE WHEN ((resret#93952455 = NA) OR (resret#93952455 = null)) THEN null ELSE cast(resret#93952455 as float) END AS resret#93952645, CASE WHEN ((retnet#93952456 = NA) OR (retnet#93952456 = null)) THEN null ELSE cast(retnet#93952456 as float) END AS retnet#93952683, CASE WHEN ((turnover#93952457 = NA) OR (turnover#93952457 = null)) THEN null ELSE cast(turnover#93952457 as float) END AS turnover#93952710, CASE WHEN ((numcos#93952458 = NA) OR (numcos#93952458 = null)) THEN null ELSE cast(numcos#93952458 as float) END AS numcos#93952711, CASE WHEN ((coverage#93952459 = NA) OR (coverage#93952459 = null)) THEN null ELSE cast(coverage#93952459 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
747.6 KiB |
0.0 B |
| 3608393 |
*(2) Sort [date#93952554 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93952554 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7501558]
+- Union
:- InMemoryTableScan [date#93952554, numcos#93952560]
: +- InMemoryRelation [date#93952554, overall#93952555, ret#93952556, resret#93952557, retnet#93952558, turnover#93952559, numcos#93952560, benchmark#93952574, excess_ret#93952575, excess_resret#93952588, excess_retnet#93952589], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#93952429 = null) THEN null ELSE cast(date#93952429 as date) END AS date#93952554, CASE WHEN ((overall#93952430 = NA) OR (overall#93952430 = null)) THEN null ELSE cast(overall#93952430 as int) END AS overall#93952555, CASE WHEN ((ret#93952431 = NA) OR (ret#93952431 = null)) THEN null ELSE cast(ret#93952431 as float) END AS ret#93952556, CASE WHEN ((resret#93952432 = NA) OR (resret#93952432 = null)) THEN null ELSE cast(resret#93952432 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
89.8 KiB |
0.0 B |
| 3608432 |
*(1) Project [CASE WHEN ((turnover#93955470 = NA) OR (turnover#93955470 = null)) THEN null ELSE cast(turnover#93955470 as float) END AS turnover#93955726, CASE WHEN ((turnover#93955470 = NA) OR (turnover#93955470 = null)) THEN null ELSE (1.0 / cast(cast(turnover#93955470 as float) as double)) END AS days_hold#93955790]
+- *(1) Filter ((isnotnull(cap#93955439) AND NOT coalesce(((cap#93955439 = NA) OR (cap#93955439 = null)), false)) AND (cast(cap#93955439 as float) = 0.0))
+- FileScan csv [cap#93955439,turnover#93955470] Batched: false, DataFilters: [isnotnull(cap#93955439), NOT coalesce(((cap#93955439 = NA) OR (cap#93955439 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/esg_innovation/innovat..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3608461 |
*(1) Project [CASE WHEN ((year#93955504 = NA) OR (year#93955504 = null)) THEN null ELSE cast(year#93955504 as float) END AS year#93955678, CASE WHEN ((retIC#93955505 = NA) OR (retIC#93955505 = null)) THEN null ELSE cast(retIC#93955505 as float) END AS retIC#93955680, CASE WHEN ((resretIC#93955506 = NA) OR (resretIC#93955506 = null)) THEN null ELSE cast(resretIC#93955506 as float) END AS resretIC#93955682, CASE WHEN ((numcos#93955507 = NA) OR (numcos#93955507 = null)) THEN null ELSE cast(numcos#93955507 as float) END AS numcos#93955684, CASE WHEN ((numdates#93955508 = NA) OR (numdates#93955508 = null)) THEN null ELSE cast(numdates#93955508 as int) END AS numdates#93955686, CASE WHEN ((annual_bmret#93955509 = NA) OR (annual_bmret#93955509 = null)) THEN null ELSE cast(annual_bmret#93955509 as float) END AS annual_bmret#93955689, CASE WHEN ((annual_ret#93955510 = NA) OR (annual_ret#93955510 = null)) THEN null ELSE cast(annual_ret#93955510 as float) END AS annual_ret#93955690, CASE WHEN ((std_ret#93955511 = NA)...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.4 KiB |
0.0 B |
| 3608462 |
*(2) Project [ret_large#93955283, ret_small#93955285, (ret_large#93955283 - ret_small#93955285) AS differential#93955398]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#93952846 AS ret_large#93955283]
: +- *(2) Filter (isnotnull(cap#93952740) AND (cap#93952740 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#93952846, cap#93952740], [isnotnull(cap#93952740), (cap#93952740 = 1.0)]
: +- InMemoryRelation [cap#93952740, retIC#93952768, resretIC#93952770, numcos#93952773, numdates#93952775, annual_bmret#93952832, annual_ret#93952846, std_ret#93952861, Sharpe_ret#93952874, PctPos_ret#93952877, TR_ret#93952891, IR_ret#93952905, annual_resret#93952919, std_resret#93952983, Sharpe_resret#93952998, PctPos_resret#93953001, TR_resret#93953003, IR_resret#93953005, annual_retnet#93953008, std_retnet#93953010, Sharpe_retnet#93953011, PctPos_retnet#93953013, TR_retnet#93953015, IR_retnet#93953017, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3608481 |
*(3) Project [cap#93955368, turnover#93953019, (1.0 / cast(turnover#93953019 as double)) AS days_hold#93955402]
+- *(3) Sort [cap_sort#93955279 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#93955279 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7501749]
+- *(2) Project [turnover#93953019, cap_description#93955278 AS cap#93955368, cap_sort#93955279]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93952740))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7501741]
: +- *(1) Filter isnotnull(cap#93952740)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93952740, turnover#93953019], [isnotnull(cap#93952740)]
: +- InMemoryRelation [cap#93952740, retIC#939...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3608495 |
*(2) Sort [year#93955678 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#93955678 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7501679]
+- *(1) Project [year#93955678, turnover#93955727, (1.0 / cast(turnover#93955727 as double)) AS days_hold#93955786]
+- *(1) Filter isnotnull(turnover#93955727)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#93955727, year#93955678], [isnotnull(turnover#93955727)]
+- InMemoryRelation [year#93955678, retIC#93955680, resretIC#93955682, numcos#93955684, numdates#93955686, annual_bmret#93955689, annual_ret#93955690, std_ret#93955693, Sharpe_ret#93955695, PctPos_ret#93955697, TR_ret#93955699, IR_ret#93955701, annual_resret#93955703, std_resret#93955705, Sharpe_resret#93955707, PctPos_resret#93955709, TR_resret#93955711, IR_resret#93955713, annual_retnet#93955715, std_retnet#93955717, Sharpe_retnet#93955719, PctPos_retnet#93955721, TR_retnet#93955723, IR_retnet#93955725, turnover#93955727], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
23 |
100% |
10.4 KiB |
0.0 B |
| 3608558 |
*(1) Project [CASE WHEN ((fractile#93959203 = NA) OR (fractile#93959203 = null)) THEN null ELSE cast(fractile#93959203 as int) END AS fractile#93959251, CASE WHEN (cap#93959204 = null) THEN null ELSE cap#93959204 END AS cap#93959252, CASE WHEN ((size#93959205 = NA) OR (size#93959205 = null)) THEN null ELSE cast(size#93959205 as float) END AS size#93959253, CASE WHEN ((value#93959206 = NA) OR (value#93959206 = null)) THEN null ELSE cast(value#93959206 as float) END AS value#93959254, CASE WHEN ((growth#93959207 = NA) OR (growth#93959207 = null)) THEN null ELSE cast(growth#93959207 as float) END AS growth#93959255, CASE WHEN ((leverage#93959208 = NA) OR (leverage#93959208 = null)) THEN null ELSE cast(leverage#93959208 as float) END AS leverage#93959256, CASE WHEN ((volatility#93959209 = NA) OR (volatility#93959209 = null)) THEN null ELSE cast(volatility#93959209 as float) END AS volatility#93959257, CASE WHEN ((momentum#93959210 = NA) OR (momentum#93959210 = null)) THEN null ELSE cast(momentum#93959210 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3608570 |
*(3) Sort [fractile#93959251 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#93959251 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7501989]
+- *(2) Project [fractile#93959251, size#93959253, value#93959254, growth#93959255, leverage#93959256, volatility#93959257, momentum#93959258, yield#93959259, ##93959260, min_date#93959261, max_date#93959262]
+- *(2) BroadcastHashJoin [cap_description#93959275], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#93959251, cap#93959252 AS cap_description#93959275, size#93959253, value#93959254, growth#93959255, leverage#93959256, volatility#93959257, momentum#93959258, yield#93959259, ##93959260, min_date#93959261, max_date#93959262]
: +- *(2) Filter ((isnotnull(fractile#93959251) AND NOT (fractile#93959251 = -1)) AND isnotnull(cap#93959252))
: +- InMemoryTableScan [##93959260, cap#93959252, fractile#93959251, growth#93959255, leverage#93959256, max_date#93959262, min_date#93959261, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3608584 |
*(1) Project [CASE WHEN ((overall#93955438 = NA) OR (overall#93955438 = null)) THEN null ELSE cast(overall#93955438 as int) END AS overall#93955645, CASE WHEN ((cap#93955439 = NA) OR (cap#93955439 = null)) THEN null ELSE cast(cap#93955439 as float) END AS cap#93955646, CASE WHEN ((retIC#93955440 = NA) OR (retIC#93955440 = null)) THEN null ELSE cast(retIC#93955440 as float) END AS retIC#93955647, CASE WHEN ((resretIC#93955441 = NA) OR (resretIC#93955441 = null)) THEN null ELSE cast(resretIC#93955441 as float) END AS resretIC#93955673, CASE WHEN ((size#93955442 = NA) OR (size#93955442 = null)) THEN null ELSE cast(size#93955442 as float) END AS size#93955674, CASE WHEN ((value#93955443 = NA) OR (value#93955443 = null)) THEN null ELSE cast(value#93955443 as float) END AS value#93955675, CASE WHEN ((growth#93955444 = NA) OR (growth#93955444 = null)) THEN null ELSE cast(growth#93955444 as float) END AS growth#93955676, CASE WHEN ((leverage#93955445 = NA) OR (leverage#93955445 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3608590 |
*(1) Project [yield#93955683, volatility#93955679, momentum#93955681, size#93955674, value#93955675, growth#93955676, leverage#93955677]
+- *(1) Filter (isnotnull(cap#93955646) AND (cap#93955646 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#93955646, growth#93955676, leverage#93955677, momentum#93955681, size#93955674, value#93955675, volatility#93955679, yield#93955683], [isnotnull(cap#93955646), (cap#93955646 = 0.0)]
+- InMemoryRelation [overall#93955645, cap#93955646, retIC#93955647, resretIC#93955673, size#93955674, value#93955675, growth#93955676, leverage#93955677, volatility#93955679, momentum#93955681, yield#93955683, numcos#93955685, numdates#93955687, annual_bmret#93955688, annual_ret#93955691, std_ret#93955692, Sharpe_ret#93955694, PctPos_ret#93955696, TR_ret#93955698, IR_ret#93955700, annual_resret#93955702, std_resret#93955704, Sharpe_resret#93955706, PctPos_resret#93955708, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3608672 |
*(1) Project [CASE WHEN (date#93961153 = null) THEN null ELSE cast(date#93961153 as date) END AS date#93961274, CASE WHEN ((allret#93961154 = NA) OR (allret#93961154 = null)) THEN null ELSE cast(allret#93961154 as float) END AS allret#93961277, CASE WHEN ((allcum#93961155 = NA) OR (allcum#93961155 = null)) THEN null ELSE cast(allcum#93961155 as float) END AS allcum#93961293, CASE WHEN ((drawdown_gross#93961156 = NA) OR (drawdown_gross#93961156 = null)) THEN null ELSE cast(drawdown_gross#93961156 as float) END AS drawdown_gross#93961294, CASE WHEN ((drawdown_length_gross#93961157 = NA) OR (drawdown_length_gross#93961157 = null)) THEN null ELSE cast(drawdown_length_gross#93961157 as int) END AS drawdown_length_gross#93961295, CASE WHEN ((allretnet#93961158 = NA) OR (allretnet#93961158 = null)) THEN null ELSE cast(allretnet#93961158 as float) END AS allretnet#93961346, CASE WHEN ((allcumnet#93961159 = NA) OR (allcumnet#93961159 = null)) THEN null ELSE cast(allcumnet#93961159 as float) END AS allcumnet#9396136...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
266.1 KiB |
0.0 B |
| 3608684 |
*(2) Sort [date#93961981 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93961981 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7502251]
+- *(1) Project [date#93961981, allcum#93961983 AS cum_gross#93962095, allcumnet#93961987 AS cum_net#93962096]
+- InMemoryTableScan [allcum#93961983, allcumnet#93961987, date#93961981]
+- InMemoryRelation [date#93961981, allret#93961982, allcum#93961983, drawdown_gross#93961984, drawdown_length_gross#93961985, allretnet#93961986, allcumnet#93961987, drawdown_net#93961988, drawdown_length_net#93961989, numcos#93961990, largecum#93961991, largecumnet#93961992, largeret#93961993, largeretnet#93961994, midcum#93961996, midcumnet#93961997, midret#93961998, midretnet#93961999, smallcum#93962000, smallcumnet#93962001, smallret#93962002, smallretnet#93962003], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93961153 = null) THEN null ELSE cast(date#93961153 as date) END AS date#93961274, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
110.9 KiB |
0.0 B |
| 3608705 |
*(2) Sort [date#93962342 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93962342 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7502276]
+- *(1) Project [date#93962342, allret#93962343 AS daily_gross#93962563, allretnet#93962349 AS daily_net#93962564]
+- InMemoryTableScan [allret#93962343, allretnet#93962349, date#93962342]
+- InMemoryRelation [date#93962342, allret#93962343, allcum#93962344, drawdown_gross#93962346, drawdown_length_gross#93962347, allretnet#93962349, allcumnet#93962461, drawdown_net#93962463, drawdown_length_net#93962465, numcos#93962467, largecum#93962469, largecumnet#93962471, largeret#93962473, largeretnet#93962475, midcum#93962477, midcumnet#93962479, midret#93962481, midretnet#93962483, smallcum#93962485, smallcumnet#93962487, smallret#93962489, smallretnet#93962491], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93961153 = null) THEN null ELSE cast(date#93961153 as date) END AS date#939612...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
110.9 KiB |
0.0 B |
| 3608725 |
*(1) Sort [date#93962345 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93962345 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7502294]
+- InMemoryTableScan [date#93962345, drawdown_gross#93962462, drawdown_net#93962470]
+- InMemoryRelation [date#93962345, allret#93962348, allcum#93962460, drawdown_gross#93962462, drawdown_length_gross#93962464, allretnet#93962466, allcumnet#93962468, drawdown_net#93962470, drawdown_length_net#93962472, numcos#93962474, largecum#93962476, largecumnet#93962478, largeret#93962480, largeretnet#93962482, midcum#93962484, midcumnet#93962486, midret#93962488, midretnet#93962490, smallcum#93962492, smallcumnet#93962493, smallret#93962494, smallretnet#93962495], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93961153 = null) THEN null ELSE cast(date#93961153 as date) END AS date#93961274, CASE WHEN ((allret#93961154 = NA) OR (allret#93961154 = null)) THEN null ELSE cast(allret#93961154 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
110.9 KiB |
0.0 B |
| 3608746 |
*(2) Sort [date#93961274 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93961274 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7502316]
+- *(1) Project [date#93961274, (drawdown_length_gross#93961295 * -1) AS drawdown_length_gross#93961515]
+- InMemoryTableScan [date#93961274, drawdown_length_gross#93961295]
+- InMemoryRelation [date#93961274, allret#93961277, allcum#93961293, drawdown_gross#93961294, drawdown_length_gross#93961295, allretnet#93961346, allcumnet#93961369, drawdown_net#93961372, drawdown_length_net#93961374, numcos#93961404, largecum#93961405, largecumnet#93961417, largeret#93961418, largeretnet#93961421, midcum#93961424, midcumnet#93961426, midret#93961428, midretnet#93961452, smallcum#93961453, smallcumnet#93961454, smallret#93961455, smallretnet#93961456], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93961153 = null) THEN null ELSE cast(date#93961153 as date) END AS date#93961274, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
69.3 KiB |
0.0 B |
| 3608760 |
*(1) Project [CASE WHEN ((fractile#93961039 = NA) OR (fractile#93961039 = null)) THEN null ELSE cast(fractile#93961039 as float) END AS fractile#93961151, CASE WHEN ((overall#93961040 = NA) OR (overall#93961040 = null)) THEN null ELSE cast(overall#93961040 as int) END AS overall#93961198, CASE WHEN ((annual_ret#93961041 = NA) OR (annual_ret#93961041 = null)) THEN null ELSE cast(annual_ret#93961041 as float) END AS annual_ret#93961222, CASE WHEN ((annual_resret#93961042 = NA) OR (annual_resret#93961042 = null)) THEN null ELSE cast(annual_resret#93961042 as float) END AS annual_resret#93961270, CASE WHEN ((numcos#93961043 = NA) OR (numcos#93961043 = null)) THEN null ELSE cast(numcos#93961043 as float) END AS numcos#93961275]
+- FileScan csv [fractile#93961039,overall#93961040,annual_ret#93961041,annual_resret#93961042,numcos#93961043] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/estimize_signal_histor..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3608769 |
*(1) Project [CASE WHEN ((fractile#93961045 = NA) OR (fractile#93961045 = null)) THEN null ELSE cast(fractile#93961045 as float) END AS fractile#93961152, CASE WHEN ((cap#93961046 = NA) OR (cap#93961046 = null)) THEN null ELSE cast(cap#93961046 as float) END AS cap#93961199, CASE WHEN ((annual_ret#93961047 = NA) OR (annual_ret#93961047 = null)) THEN null ELSE cast(annual_ret#93961047 as float) END AS annual_ret#93961245, CASE WHEN ((annual_resret#93961048 = NA) OR (annual_resret#93961048 = null)) THEN null ELSE cast(annual_resret#93961048 as float) END AS annual_resret#93961269, CASE WHEN ((numcos#93961049 = NA) OR (numcos#93961049 = null)) THEN null ELSE cast(numcos#93961049 as float) END AS numcos#93961272]
+- FileScan csv [fractile#93961045,cap#93961046,annual_ret#93961047,annual_resret#93961048,numcos#93961049] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/estimize_signal_histor..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1160.0 B |
0.0 B |
| 3608776 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#93961151, annual_ret#93961222, annual_resret#93961270, numcos#93961275]
: +- InMemoryRelation [fractile#93961151, overall#93961198, annual_ret#93961222, annual_resret#93961270, numcos#93961275], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#93961039 = NA) OR (fractile#93961039 = null)) THEN null ELSE cast(fractile#93961039 as float) END AS fractile#93961151, CASE WHEN ((overall#93961040 = NA) OR (overall#93961040 = null)) THEN null ELSE cast(overall#93961040 as int) END AS overall#93961198, CASE WHEN ((annual_ret#93961041 = NA) OR (annual_ret#93961041 = null)) THEN null ELSE cast(annual_ret#93961041 as float) END AS annual_ret#93961222, CASE WHEN ((annual_resret#93961042 = NA) OR (annual_resret#93961042 = null)) THEN null ELSE cast(annual_resret#93961042 as float) END AS annual_resret#93961270, CASE WHEN ((numcos#93961043 = NA) OR (numcos#93961043 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3608796 |
*(1) Project [CASE WHEN (group#93961062 = null) THEN null ELSE group#93961062 END AS group#93961246, CASE WHEN ((annual_bmret#93961063 = NA) OR (annual_bmret#93961063 = null)) THEN null ELSE cast(annual_bmret#93961063 as float) END AS annual_bmret#93961271, CASE WHEN (annual_ret#93961064 = null) THEN null ELSE annual_ret#93961064 END AS annual_ret#93961273, CASE WHEN ((std_ret#93961065 = NA) OR (std_ret#93961065 = null)) THEN null ELSE cast(std_ret#93961065 as float) END AS std_ret#93961276, CASE WHEN ((Sharpe_ret#93961066 = NA) OR (Sharpe_ret#93961066 = null)) THEN null ELSE cast(Sharpe_ret#93961066 as float) END AS Sharpe_ret#93961283, CASE WHEN ((PctPos_ret#93961067 = NA) OR (PctPos_ret#93961067 = null)) THEN null ELSE cast(PctPos_ret#93961067 as float) END AS PctPos_ret#93961353, CASE WHEN ((TR_ret#93961068 = NA) OR (TR_ret#93961068 = null)) THEN null ELSE cast(TR_ret#93961068 as float) END AS TR_ret#93961359, CASE WHEN ((IR_ret#93961069 = NA) OR (IR_ret#93961069 = null)) THEN null ELSE cast(IR_ret#939...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
15.3 KiB |
0.0 B |
| 3608802 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#93961273, Sharpe_ret#93961283, PctPos_ret#93961353, annual_resret#93961394, Sharpe_resret#93961397, PctPos_resret#93961398, annual_retnet#93961401, Sharpe_retnet#93961403, PctPos_retnet#93961406]
+- *(2) BroadcastHashJoin [group#93961246], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#93961246)
: +- InMemoryTableScan [group#93961246, annual_ret#93961273, Sharpe_ret#93961283, PctPos_ret#93961353, annual_resret#93961394, Sharpe_resret#93961397, PctPos_resret#93961398, annual_retnet#93961401, Sharpe_retnet#93961403, PctPos_retnet#93961406], [isnotnull(group#93961246)]
: +- InMemoryRelation [group#93961246, annual_bmret#93961271, annual_ret#93961273, std_ret#93961276, Sharpe_ret#93961283, PctPos_ret#93961353, TR_ret#93961359, IR_ret#93961362, annual_resret#93961394, std_resret#93961396, Sharpe_resret#93961397, PctPos_resret#93961398, TR_resret#93961399, IR_resret#93961400, annual_retnet#93961401, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
8.6 KiB |
0.0 B |
| 3608853 |
*(1) Project [CASE WHEN ((sector_id#93966352 = NA) OR (sector_id#93966352 = null)) THEN null ELSE cast(sector_id#93966352 as int) END AS sector_id#93966532, CASE WHEN ((retIC#93966353 = NA) OR (retIC#93966353 = null)) THEN null ELSE cast(retIC#93966353 as float) END AS retIC#93966545, CASE WHEN ((resretIC#93966354 = NA) OR (resretIC#93966354 = null)) THEN null ELSE cast(resretIC#93966354 as float) END AS resretIC#93966557, CASE WHEN ((numcos#93966355 = NA) OR (numcos#93966355 = null)) THEN null ELSE cast(numcos#93966355 as float) END AS numcos#93966607, CASE WHEN ((numdates#93966356 = NA) OR (numdates#93966356 = null)) THEN null ELSE cast(numdates#93966356 as float) END AS numdates#93966635, CASE WHEN ((annual_bmret#93966357 = NA) OR (annual_bmret#93966357 = null)) THEN null ELSE cast(annual_bmret#93966357 as float) END AS annual_bmret#93966638, CASE WHEN ((annual_ret#93966358 = NA) OR (annual_ret#93966358 = null)) THEN null ELSE cast(annual_ret#93966358 as float) END AS annual_ret#93966641, CASE WHEN ((st...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.6 KiB |
0.0 B |
| 3608870 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7502595]
+- *(2) Project [sector_id#93966532, numcos#93966607, numdates#93966635, sort#93880530, description#93880532, universe#93966872, coverage#93966715]
+- *(2) BroadcastHashJoin [sector_id#93966532], [sector_id#93880529], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(cast(input[0, int, true] as bigint)),false), [id=#7502588]
: +- *(1) Project [sector_id#93966532, numcos#93966607, numdates#93966635, coverage#93966715, round((cast(numcos#93966607 as double) / cast(coverage#93966715 as double)), 0) AS universe#93966872]
: +- *(1) Filter isnotnull(sector_id#93966532)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [coverage#93966715, numcos#93966607, numdates#93966635, sector_id#93966...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.4 KiB |
0.0 B |
| 3608884 |
*(1) Project [CASE WHEN ((cap#93966404 = NA) OR (cap#93966404 = null)) THEN null ELSE cast(cap#93966404 as float) END AS cap#93966640, CASE WHEN ((retIC#93966405 = NA) OR (retIC#93966405 = null)) THEN null ELSE cast(retIC#93966405 as float) END AS retIC#93966644, CASE WHEN ((resretIC#93966406 = NA) OR (resretIC#93966406 = null)) THEN null ELSE cast(resretIC#93966406 as float) END AS resretIC#93966647, CASE WHEN ((numcos#93966407 = NA) OR (numcos#93966407 = null)) THEN null ELSE cast(numcos#93966407 as float) END AS numcos#93966650, CASE WHEN ((numdates#93966408 = NA) OR (numdates#93966408 = null)) THEN null ELSE cast(numdates#93966408 as int) END AS numdates#93966654, CASE WHEN ((annual_bmret#93966409 = NA) OR (annual_bmret#93966409 = null)) THEN null ELSE cast(annual_bmret#93966409 as float) END AS annual_bmret#93966657, CASE WHEN ((annual_ret#93966410 = NA) OR (annual_ret#93966410 = null)) THEN null ELSE cast(annual_ret#93966410 as float) END AS annual_ret#93966661, CASE WHEN ((std_ret#93966411 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3608901 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7502667]
+- *(2) Project [cap#93966640, numcos#93966650, numdates#93966654, sort#93880531, description#93880533, universe#93880535, (cast(numcos#93966650 as double) / cast(universe#93880535 as double)) AS coverage#93967138]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93966640))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7502660]
: +- *(1) Filter isnotnull(cap#93966640)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93966640, numcos#93966650, numdates#93966654], [isnotnull(cap#93966640)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3608915 |
*(1) Project [CASE WHEN (date#93966327 = null) THEN null ELSE cast(date#93966327 as date) END AS date#93966634, CASE WHEN ((overall#93966328 = NA) OR (overall#93966328 = null)) THEN null ELSE cast(overall#93966328 as int) END AS overall#93966637, CASE WHEN ((ret#93966329 = NA) OR (ret#93966329 = null)) THEN null ELSE cast(ret#93966329 as float) END AS ret#93966643, CASE WHEN ((resret#93966330 = NA) OR (resret#93966330 = null)) THEN null ELSE cast(resret#93966330 as float) END AS resret#93966645, CASE WHEN ((retnet#93966331 = NA) OR (retnet#93966331 = null)) THEN null ELSE cast(retnet#93966331 as float) END AS retnet#93966649, CASE WHEN ((turnover#93966332 = NA) OR (turnover#93966332 = null)) THEN null ELSE cast(turnover#93966332 as float) END AS turnover#93966653, CASE WHEN ((numcos#93966333 = NA) OR (numcos#93966333 = null)) THEN null ELSE cast(numcos#93966333 as float) END AS numcos#93966659, CASE WHEN ((benchmark#93966334 = NA) OR (benchmark#93966334 = null)) THEN null ELSE cast(benchmark#93966334 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
124.8 KiB |
0.0 B |
| 3608923 |
*(1) Project [CASE WHEN (date#93966430 = null) THEN null ELSE cast(date#93966430 as date) END AS date#93966636, CASE WHEN ((cap#93966431 = NA) OR (cap#93966431 = null)) THEN null ELSE cast(cap#93966431 as float) END AS cap#93966639, CASE WHEN ((ret#93966432 = NA) OR (ret#93966432 = null)) THEN null ELSE cast(ret#93966432 as float) END AS ret#93966642, CASE WHEN ((resret#93966433 = NA) OR (resret#93966433 = null)) THEN null ELSE cast(resret#93966433 as float) END AS resret#93966646, CASE WHEN ((retnet#93966434 = NA) OR (retnet#93966434 = null)) THEN null ELSE cast(retnet#93966434 as float) END AS retnet#93966651, CASE WHEN ((turnover#93966435 = NA) OR (turnover#93966435 = null)) THEN null ELSE cast(turnover#93966435 as float) END AS turnover#93966655, CASE WHEN ((numcos#93966436 = NA) OR (numcos#93966436 = null)) THEN null ELSE cast(numcos#93966436 as float) END AS numcos#93966658, CASE WHEN ((coverage#93966437 = NA) OR (coverage#93966437 = null)) THEN null ELSE cast(coverage#93966437 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
453.2 KiB |
0.0 B |
| 3608936 |
*(2) Sort [date#93966634 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93966634 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7502716]
+- Union
:- InMemoryTableScan [date#93966634, numcos#93966659]
: +- InMemoryRelation [date#93966634, overall#93966637, ret#93966643, resret#93966645, retnet#93966649, turnover#93966653, numcos#93966659, benchmark#93966663, excess_ret#93966668, excess_resret#93966671, excess_retnet#93966675], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#93966327 = null) THEN null ELSE cast(date#93966327 as date) END AS date#93966634, CASE WHEN ((overall#93966328 = NA) OR (overall#93966328 = null)) THEN null ELSE cast(overall#93966328 as int) END AS overall#93966637, CASE WHEN ((ret#93966329 = NA) OR (ret#93966329 = null)) THEN null ELSE cast(ret#93966329 as float) END AS ret#93966643, CASE WHEN ((resret#93966330 = NA) OR (resret#93966330 = null)) THEN null ELSE cast(resret#93966330 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
79.7 KiB |
0.0 B |
| 3608980 |
*(1) Project [CASE WHEN ((turnover#93970087 = NA) OR (turnover#93970087 = null)) THEN null ELSE cast(turnover#93970087 as float) END AS turnover#93970319, CASE WHEN ((turnover#93970087 = NA) OR (turnover#93970087 = null)) THEN null ELSE (1.0 / cast(cast(turnover#93970087 as float) as double)) END AS days_hold#93970357]
+- *(1) Filter ((isnotnull(cap#93970056) AND NOT coalesce(((cap#93970056 = NA) OR (cap#93970056 = null)), false)) AND (cast(cap#93970056 as float) = 0.0))
+- FileScan csv [cap#93970056,turnover#93970087] Batched: false, DataFilters: [isnotnull(cap#93970056), NOT coalesce(((cap#93970056 = NA) OR (cap#93970056 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/estimize_signal_histor..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3608992 |
*(1) Project [CASE WHEN ((year#93970004 = NA) OR (year#93970004 = null)) THEN null ELSE cast(year#93970004 as float) END AS year#93970171, CASE WHEN ((retIC#93970005 = NA) OR (retIC#93970005 = null)) THEN null ELSE cast(retIC#93970005 as float) END AS retIC#93970172, CASE WHEN ((resretIC#93970006 = NA) OR (resretIC#93970006 = null)) THEN null ELSE cast(resretIC#93970006 as float) END AS resretIC#93970173, CASE WHEN ((numcos#93970007 = NA) OR (numcos#93970007 = null)) THEN null ELSE cast(numcos#93970007 as float) END AS numcos#93970174, CASE WHEN ((numdates#93970008 = NA) OR (numdates#93970008 = null)) THEN null ELSE cast(numdates#93970008 as int) END AS numdates#93970175, CASE WHEN ((annual_bmret#93970009 = NA) OR (annual_bmret#93970009 = null)) THEN null ELSE cast(annual_bmret#93970009 as float) END AS annual_bmret#93970209, CASE WHEN ((annual_ret#93970010 = NA) OR (annual_ret#93970010 = null)) THEN null ELSE cast(annual_ret#93970010 as float) END AS annual_ret#93970210, CASE WHEN ((std_ret#93970011 = NA)...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.4 KiB |
0.0 B |
| 3609011 |
*(2) Project [ret_large#93969850, ret_small#93969880, (ret_large#93969850 - ret_small#93969880) AS differential#93969969]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#93966661 AS ret_large#93969850]
: +- *(2) Filter (isnotnull(cap#93966640) AND (cap#93966640 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#93966661, cap#93966640], [isnotnull(cap#93966640), (cap#93966640 = 1.0)]
: +- InMemoryRelation [cap#93966640, retIC#93966644, resretIC#93966647, numcos#93966650, numdates#93966654, annual_bmret#93966657, annual_ret#93966661, std_ret#93966665, Sharpe_ret#93966670, PctPos_ret#93966674, TR_ret#93966678, IR_ret#93966681, annual_resret#93966683, std_resret#93966696, Sharpe_resret#93966825, PctPos_resret#93966826, TR_resret#93966827, IR_resret#93966854, annual_retnet#93966855, std_retnet#93966880, Sharpe_retnet#93966896, PctPos_retnet#93966897, TR_retnet#93966898, IR_retnet#93966899, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3609025 |
*(3) Project [cap#93969909, turnover#93966900, (1.0 / cast(turnover#93966900 as double)) AS days_hold#93969963]
+- *(3) Sort [cap_sort#93969846 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#93969846 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7502907]
+- *(2) Project [turnover#93966900, cap_description#93969845 AS cap#93969909, cap_sort#93969846]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93966640))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7502899]
: +- *(1) Filter isnotnull(cap#93966640)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93966640, turnover#93966900], [isnotnull(cap#93966640)]
: +- InMemoryRelation [cap#93966640, retIC#939...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3609038 |
*(2) Sort [year#93970171 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#93970171 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7502837]
+- *(1) Project [year#93970171, turnover#93970273, (1.0 / cast(turnover#93970273 as double)) AS days_hold#93970320]
+- *(1) Filter isnotnull(turnover#93970273)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#93970273, year#93970171], [isnotnull(turnover#93970273)]
+- InMemoryRelation [year#93970171, retIC#93970172, resretIC#93970173, numcos#93970174, numdates#93970175, annual_bmret#93970209, annual_ret#93970210, std_ret#93970211, Sharpe_ret#93970212, PctPos_ret#93970246, TR_ret#93970247, IR_ret#93970248, annual_resret#93970249, std_resret#93970251, Sharpe_resret#93970253, PctPos_resret#93970255, TR_resret#93970257, IR_resret#93970259, annual_retnet#93970261, std_retnet#93970263, Sharpe_retnet#93970265, PctPos_retnet#93970267, TR_retnet#93970269, IR_retnet#93970271, turnover#93970273], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
14 |
100% |
6.3 KiB |
0.0 B |
| 3609101 |
*(1) Project [CASE WHEN ((fractile#93973770 = NA) OR (fractile#93973770 = null)) THEN null ELSE cast(fractile#93973770 as int) END AS fractile#93973818, CASE WHEN (cap#93973771 = null) THEN null ELSE cap#93973771 END AS cap#93973819, CASE WHEN ((size#93973772 = NA) OR (size#93973772 = null)) THEN null ELSE cast(size#93973772 as float) END AS size#93973820, CASE WHEN ((value#93973773 = NA) OR (value#93973773 = null)) THEN null ELSE cast(value#93973773 as float) END AS value#93973821, CASE WHEN ((growth#93973774 = NA) OR (growth#93973774 = null)) THEN null ELSE cast(growth#93973774 as float) END AS growth#93973822, CASE WHEN ((leverage#93973775 = NA) OR (leverage#93973775 = null)) THEN null ELSE cast(leverage#93973775 as float) END AS leverage#93973823, CASE WHEN ((volatility#93973776 = NA) OR (volatility#93973776 = null)) THEN null ELSE cast(volatility#93973776 as float) END AS volatility#93973824, CASE WHEN ((momentum#93973777 = NA) OR (momentum#93973777 = null)) THEN null ELSE cast(momentum#93973777 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3609113 |
*(3) Sort [fractile#93973818 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#93973818 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7503147]
+- *(2) Project [fractile#93973818, size#93973820, value#93973821, growth#93973822, leverage#93973823, volatility#93973824, momentum#93973825, yield#93973826, ##93973827, min_date#93973828, max_date#93973829]
+- *(2) BroadcastHashJoin [cap_description#93973842], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#93973818, cap#93973819 AS cap_description#93973842, size#93973820, value#93973821, growth#93973822, leverage#93973823, volatility#93973824, momentum#93973825, yield#93973826, ##93973827, min_date#93973828, max_date#93973829]
: +- *(2) Filter ((isnotnull(fractile#93973818) AND NOT (fractile#93973818 = -1)) AND isnotnull(cap#93973819))
: +- InMemoryTableScan [##93973827, cap#93973819, fractile#93973818, growth#93973822, leverage#93973823, max_date#93973829, min_date#93973828, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3609127 |
*(1) Project [CASE WHEN ((overall#93970055 = NA) OR (overall#93970055 = null)) THEN null ELSE cast(overall#93970055 as int) END AS overall#93970250, CASE WHEN ((cap#93970056 = NA) OR (cap#93970056 = null)) THEN null ELSE cast(cap#93970056 as float) END AS cap#93970252, CASE WHEN ((retIC#93970057 = NA) OR (retIC#93970057 = null)) THEN null ELSE cast(retIC#93970057 as float) END AS retIC#93970254, CASE WHEN ((resretIC#93970058 = NA) OR (resretIC#93970058 = null)) THEN null ELSE cast(resretIC#93970058 as float) END AS resretIC#93970256, CASE WHEN ((size#93970059 = NA) OR (size#93970059 = null)) THEN null ELSE cast(size#93970059 as float) END AS size#93970258, CASE WHEN ((value#93970060 = NA) OR (value#93970060 = null)) THEN null ELSE cast(value#93970060 as float) END AS value#93970260, CASE WHEN ((growth#93970061 = NA) OR (growth#93970061 = null)) THEN null ELSE cast(growth#93970061 as float) END AS growth#93970262, CASE WHEN ((leverage#93970062 = NA) OR (leverage#93970062 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3609133 |
*(1) Project [yield#93970270, volatility#93970266, momentum#93970268, size#93970258, value#93970260, growth#93970262, leverage#93970264]
+- *(1) Filter (isnotnull(cap#93970252) AND (cap#93970252 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#93970252, growth#93970262, leverage#93970264, momentum#93970268, size#93970258, value#93970260, volatility#93970266, yield#93970270], [isnotnull(cap#93970252), (cap#93970252 = 0.0)]
+- InMemoryRelation [overall#93970250, cap#93970252, retIC#93970254, resretIC#93970256, size#93970258, value#93970260, growth#93970262, leverage#93970264, volatility#93970266, momentum#93970268, yield#93970270, numcos#93970272, numdates#93970274, annual_bmret#93970275, annual_ret#93970276, std_ret#93970277, Sharpe_ret#93970278, PctPos_ret#93970279, TR_ret#93970280, IR_ret#93970281, annual_resret#93970282, std_resret#93970283, Sharpe_resret#93970284, PctPos_resret#93970285, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3609215 |
*(1) Project [CASE WHEN (date#93975760 = null) THEN null ELSE cast(date#93975760 as date) END AS date#93975864, CASE WHEN ((allret#93975761 = NA) OR (allret#93975761 = null)) THEN null ELSE cast(allret#93975761 as float) END AS allret#93975887, CASE WHEN ((allcum#93975762 = NA) OR (allcum#93975762 = null)) THEN null ELSE cast(allcum#93975762 as float) END AS allcum#93975888, CASE WHEN ((drawdown_gross#93975763 = NA) OR (drawdown_gross#93975763 = null)) THEN null ELSE cast(drawdown_gross#93975763 as float) END AS drawdown_gross#93975889, CASE WHEN ((drawdown_length_gross#93975764 = NA) OR (drawdown_length_gross#93975764 = null)) THEN null ELSE cast(drawdown_length_gross#93975764 as int) END AS drawdown_length_gross#93975912, CASE WHEN ((allretnet#93975765 = NA) OR (allretnet#93975765 = null)) THEN null ELSE cast(allretnet#93975765 as float) END AS allretnet#93975913, CASE WHEN ((allcumnet#93975766 = NA) OR (allcumnet#93975766 = null)) THEN null ELSE cast(allcumnet#93975766 as float) END AS allcumnet#9397591...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
265.9 KiB |
0.0 B |
| 3609227 |
*(2) Sort [date#93975964 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93975964 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7503394]
+- *(1) Project [date#93975964, allcum#93975967 AS cum_gross#93976094, allcumnet#93975977 AS cum_net#93976095]
+- InMemoryTableScan [allcum#93975967, allcumnet#93975977, date#93975964]
+- InMemoryRelation [date#93975964, allret#93975965, allcum#93975967, drawdown_gross#93975971, drawdown_length_gross#93975973, allretnet#93975976, allcumnet#93975977, drawdown_net#93975979, drawdown_length_net#93975981, numcos#93975982, largecum#93975984, largecumnet#93975987, largeret#93975988, largeretnet#93975989, midcum#93975990, midcumnet#93975991, midret#93975992, midretnet#93975993, smallcum#93975994, smallcumnet#93975995, smallret#93975996, smallretnet#93975997], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93975760 = null) THEN null ELSE cast(date#93975760 as date) END AS date#93975864, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
110.9 KiB |
0.0 B |
| 3609248 |
*(2) Sort [date#93975864 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93975864 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7503426]
+- *(1) Project [date#93975864, allret#93975887 AS daily_gross#93976043, allretnet#93975913 AS daily_net#93976044]
+- InMemoryTableScan [allret#93975887, allretnet#93975913, date#93975864]
+- InMemoryRelation [date#93975864, allret#93975887, allcum#93975888, drawdown_gross#93975889, drawdown_length_gross#93975912, allretnet#93975913, allcumnet#93975914, drawdown_net#93975937, drawdown_length_net#93975938, numcos#93975939, largecum#93975962, largecumnet#93975963, largeret#93975966, largeretnet#93975968, midcum#93975969, midcumnet#93975972, midret#93975974, midretnet#93975975, smallcum#93975978, smallcumnet#93975980, smallret#93975983, smallretnet#93975986], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93975760 = null) THEN null ELSE cast(date#93975760 as date) END AS date#939758...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
110.9 KiB |
0.0 B |
| 3609268 |
*(1) Sort [date#93976298 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93976298 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7503444]
+- InMemoryTableScan [date#93976298, drawdown_gross#93976301, drawdown_net#93976306]
+- InMemoryRelation [date#93976298, allret#93976299, allcum#93976300, drawdown_gross#93976301, drawdown_length_gross#93976302, allretnet#93976303, allcumnet#93976304, drawdown_net#93976306, drawdown_length_net#93976307, numcos#93976308, largecum#93976309, largecumnet#93976310, largeret#93976311, largeretnet#93976312, midcum#93976313, midcumnet#93976314, midret#93976315, midretnet#93976317, smallcum#93976451, smallcumnet#93976475, smallret#93976476, smallretnet#93976479], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93975760 = null) THEN null ELSE cast(date#93975760 as date) END AS date#93975864, CASE WHEN ((allret#93975761 = NA) OR (allret#93975761 = null)) THEN null ELSE cast(allret#93975761 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
110.9 KiB |
0.0 B |
| 3609289 |
*(2) Sort [date#93976665 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93976665 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7503466]
+- *(1) Project [date#93976665, (drawdown_length_gross#93976669 * -1) AS drawdown_length_gross#93976735]
+- InMemoryTableScan [date#93976665, drawdown_length_gross#93976669]
+- InMemoryRelation [date#93976665, allret#93976666, allcum#93976667, drawdown_gross#93976668, drawdown_length_gross#93976669, allretnet#93976692, allcumnet#93976693, drawdown_net#93976694, drawdown_length_net#93976698, numcos#93976699, largecum#93976700, largecumnet#93976701, largeret#93976702, largeretnet#93976703, midcum#93976704, midcumnet#93976706, midret#93976707, midretnet#93976708, smallcum#93976709, smallcumnet#93976710, smallret#93976711, smallretnet#93976712], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93975760 = null) THEN null ELSE cast(date#93975760 as date) END AS date#93975864, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
69.5 KiB |
0.0 B |
| 3609303 |
*(1) Project [CASE WHEN ((fractile#93975603 = NA) OR (fractile#93975603 = null)) THEN null ELSE cast(fractile#93975603 as float) END AS fractile#93975624, CASE WHEN ((overall#93975604 = NA) OR (overall#93975604 = null)) THEN null ELSE cast(overall#93975604 as int) END AS overall#93975625, CASE WHEN ((annual_ret#93975605 = NA) OR (annual_ret#93975605 = null)) THEN null ELSE cast(annual_ret#93975605 as float) END AS annual_ret#93975626, CASE WHEN ((annual_resret#93975606 = NA) OR (annual_resret#93975606 = null)) THEN null ELSE cast(annual_resret#93975606 as float) END AS annual_resret#93975627, CASE WHEN ((numcos#93975607 = NA) OR (numcos#93975607 = null)) THEN null ELSE cast(numcos#93975607 as float) END AS numcos#93975628]
+- FileScan csv [fractile#93975603,overall#93975604,annual_ret#93975605,annual_resret#93975606,numcos#93975607] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/estimize_signal_histor..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3609312 |
*(1) Project [CASE WHEN ((fractile#93975662 = NA) OR (fractile#93975662 = null)) THEN null ELSE cast(fractile#93975662 as float) END AS fractile#93975682, CASE WHEN ((cap#93975663 = NA) OR (cap#93975663 = null)) THEN null ELSE cast(cap#93975663 as float) END AS cap#93975683, CASE WHEN ((annual_ret#93975664 = NA) OR (annual_ret#93975664 = null)) THEN null ELSE cast(annual_ret#93975664 as float) END AS annual_ret#93975684, CASE WHEN ((annual_resret#93975665 = NA) OR (annual_resret#93975665 = null)) THEN null ELSE cast(annual_resret#93975665 as float) END AS annual_resret#93975685, CASE WHEN ((numcos#93975666 = NA) OR (numcos#93975666 = null)) THEN null ELSE cast(numcos#93975666 as float) END AS numcos#93975686]
+- FileScan csv [fractile#93975662,cap#93975663,annual_ret#93975664,annual_resret#93975665,numcos#93975666] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/estimize_signal_histor..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1176.0 B |
0.0 B |
| 3609319 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#93975624, annual_ret#93975626, annual_resret#93975627, numcos#93975628]
: +- InMemoryRelation [fractile#93975624, overall#93975625, annual_ret#93975626, annual_resret#93975627, numcos#93975628], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#93975603 = NA) OR (fractile#93975603 = null)) THEN null ELSE cast(fractile#93975603 as float) END AS fractile#93975624, CASE WHEN ((overall#93975604 = NA) OR (overall#93975604 = null)) THEN null ELSE cast(overall#93975604 as int) END AS overall#93975625, CASE WHEN ((annual_ret#93975605 = NA) OR (annual_ret#93975605 = null)) THEN null ELSE cast(annual_ret#93975605 as float) END AS annual_ret#93975626, CASE WHEN ((annual_resret#93975606 = NA) OR (annual_resret#93975606 = null)) THEN null ELSE cast(annual_resret#93975606 as float) END AS annual_resret#93975627, CASE WHEN ((numcos#93975607 = NA) OR (numcos#93975607 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3609334 |
*(1) Project [CASE WHEN (group#93976762 = null) THEN null ELSE group#93976762 END AS group#93976854, CASE WHEN ((annual_bmret#93976763 = NA) OR (annual_bmret#93976763 = null)) THEN null ELSE cast(annual_bmret#93976763 as float) END AS annual_bmret#93976855, CASE WHEN ((annual_ret#93976764 = NA) OR (annual_ret#93976764 = null)) THEN null ELSE cast(annual_ret#93976764 as float) END AS annual_ret#93976856, CASE WHEN ((std_ret#93976765 = NA) OR (std_ret#93976765 = null)) THEN null ELSE cast(std_ret#93976765 as float) END AS std_ret#93976857, CASE WHEN ((Sharpe_ret#93976766 = NA) OR (Sharpe_ret#93976766 = null)) THEN null ELSE cast(Sharpe_ret#93976766 as float) END AS Sharpe_ret#93976858, CASE WHEN ((PctPos_ret#93976767 = NA) OR (PctPos_ret#93976767 = null)) THEN null ELSE cast(PctPos_ret#93976767 as float) END AS PctPos_ret#93976859, CASE WHEN ((TR_ret#93976768 = NA) OR (TR_ret#93976768 = null)) THEN null ELSE cast(TR_ret#93976768 as float) END AS TR_ret#93976860, CASE WHEN ((IR_ret#93976769 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
11.8 KiB |
0.0 B |
| 3609345 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#93976856, Sharpe_ret#93976858, PctPos_ret#93976859, annual_resret#93976862, Sharpe_resret#93976864, PctPos_resret#93976865, annual_retnet#93976868, Sharpe_retnet#93976870, PctPos_retnet#93976871]
+- *(2) BroadcastHashJoin [group#93976854], [group#93875766], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(input[0, string, false]),false), [id=#7503531]
: +- *(1) Filter isnotnull(group#93976854)
: +- InMemoryTableScan [group#93976854, annual_ret#93976856, Sharpe_ret#93976858, PctPos_ret#93976859, annual_resret#93976862, Sharpe_resret#93976864, PctPos_resret#93976865, annual_retnet#93976868, Sharpe_retnet#93976870, PctPos_retnet#93976871], [isnotnull(group#93976854)]
: +- InMemoryRelation [group#93976854, annual_bmret#93976855, annual_ret#93976856, std_ret#93976857, Sharpe_ret#93976858, PctPos_ret#93976859, TR_ret#93976860, IR_ret#93976861, annual_resret#93976862, std_resret#93976863, Sharpe_res...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
5.6 KiB |
0.0 B |
| 3609396 |
*(1) Project [CASE WHEN ((sector_id#93980933 = NA) OR (sector_id#93980933 = null)) THEN null ELSE cast(sector_id#93980933 as int) END AS sector_id#93981194, CASE WHEN ((retIC#93980936 = NA) OR (retIC#93980936 = null)) THEN null ELSE cast(retIC#93980936 as float) END AS retIC#93981195, CASE WHEN ((resretIC#93980937 = NA) OR (resretIC#93980937 = null)) THEN null ELSE cast(resretIC#93980937 as float) END AS resretIC#93981196, CASE WHEN ((numcos#93980939 = NA) OR (numcos#93980939 = null)) THEN null ELSE cast(numcos#93980939 as float) END AS numcos#93981197, CASE WHEN ((numdates#93980941 = NA) OR (numdates#93980941 = null)) THEN null ELSE cast(numdates#93980941 as float) END AS numdates#93981198, CASE WHEN ((annual_bmret#93980942 = NA) OR (annual_bmret#93980942 = null)) THEN null ELSE cast(annual_bmret#93980942 as float) END AS annual_bmret#93981199, CASE WHEN ((annual_ret#93980944 = NA) OR (annual_ret#93980944 = null)) THEN null ELSE cast(annual_ret#93980944 as float) END AS annual_ret#93981200, CASE WHEN ((st...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.6 KiB |
0.0 B |
| 3609413 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7503745]
+- *(2) Project [sector_id#93981194, numcos#93981197, numdates#93981198, sort#93880530, description#93880532, universe#93981536, coverage#93981400]
+- *(2) BroadcastHashJoin [sector_id#93981194], [sector_id#93880529], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(cast(input[0, int, true] as bigint)),false), [id=#7503738]
: +- *(1) Project [sector_id#93981194, numcos#93981197, numdates#93981198, coverage#93981400, round((cast(numcos#93981197 as double) / cast(coverage#93981400 as double)), 0) AS universe#93981536]
: +- *(1) Filter isnotnull(sector_id#93981194)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [coverage#93981400, numcos#93981197, numdates#93981198, sector_id#93981...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.3 KiB |
0.0 B |
| 3609427 |
*(1) Project [CASE WHEN ((cap#93980934 = NA) OR (cap#93980934 = null)) THEN null ELSE cast(cap#93980934 as float) END AS cap#93981115, CASE WHEN ((retIC#93980935 = NA) OR (retIC#93980935 = null)) THEN null ELSE cast(retIC#93980935 as float) END AS retIC#93981116, CASE WHEN ((resretIC#93980938 = NA) OR (resretIC#93980938 = null)) THEN null ELSE cast(resretIC#93980938 as float) END AS resretIC#93981143, CASE WHEN ((numcos#93980940 = NA) OR (numcos#93980940 = null)) THEN null ELSE cast(numcos#93980940 as float) END AS numcos#93981144, CASE WHEN ((numdates#93980943 = NA) OR (numdates#93980943 = null)) THEN null ELSE cast(numdates#93980943 as float) END AS numdates#93981157, CASE WHEN ((annual_bmret#93980945 = NA) OR (annual_bmret#93980945 = null)) THEN null ELSE cast(annual_bmret#93980945 as float) END AS annual_bmret#93981158, CASE WHEN ((annual_ret#93980949 = NA) OR (annual_ret#93980949 = null)) THEN null ELSE cast(annual_ret#93980949 as float) END AS annual_ret#93981182, CASE WHEN ((std_ret#93980951 = NA) O...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3609444 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7503817]
+- *(2) Project [cap#93981115, numcos#93981144, numdates#93981157, sort#93880531, description#93880533, universe#93880535, (cast(numcos#93981144 as double) / cast(universe#93880535 as double)) AS coverage#93981548]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93981115))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7503810]
: +- *(1) Filter isnotnull(cap#93981115)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93981115, numcos#93981144, numdates#93981157], [isnotnull(cap#93981115)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.6 KiB |
0.0 B |
| 3609458 |
*(1) Project [CASE WHEN (date#93980882 = null) THEN null ELSE cast(date#93980882 as date) END AS date#93981201, CASE WHEN ((overall#93980883 = NA) OR (overall#93980883 = null)) THEN null ELSE cast(overall#93980883 as int) END AS overall#93981202, CASE WHEN ((ret#93980884 = NA) OR (ret#93980884 = null)) THEN null ELSE cast(ret#93980884 as float) END AS ret#93981203, CASE WHEN ((resret#93980885 = NA) OR (resret#93980885 = null)) THEN null ELSE cast(resret#93980885 as float) END AS resret#93981205, CASE WHEN ((retnet#93980886 = NA) OR (retnet#93980886 = null)) THEN null ELSE cast(retnet#93980886 as float) END AS retnet#93981210, CASE WHEN ((turnover#93980887 = NA) OR (turnover#93980887 = null)) THEN null ELSE cast(turnover#93980887 as float) END AS turnover#93981214, CASE WHEN ((numcos#93980888 = NA) OR (numcos#93980888 = null)) THEN null ELSE cast(numcos#93980888 as float) END AS numcos#93981218, CASE WHEN ((benchmark#93980889 = NA) OR (benchmark#93980889 = null)) THEN null ELSE cast(benchmark#93980889 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
124.7 KiB |
0.0 B |
| 3609466 |
*(1) Project [CASE WHEN (date#93980905 = null) THEN null ELSE cast(date#93980905 as date) END AS date#93981206, CASE WHEN ((cap#93980906 = NA) OR (cap#93980906 = null)) THEN null ELSE cast(cap#93980906 as float) END AS cap#93981207, CASE WHEN ((ret#93980907 = NA) OR (ret#93980907 = null)) THEN null ELSE cast(ret#93980907 as float) END AS ret#93981213, CASE WHEN ((resret#93980908 = NA) OR (resret#93980908 = null)) THEN null ELSE cast(resret#93980908 as float) END AS resret#93981217, CASE WHEN ((retnet#93980909 = NA) OR (retnet#93980909 = null)) THEN null ELSE cast(retnet#93980909 as float) END AS retnet#93981221, CASE WHEN ((turnover#93980910 = NA) OR (turnover#93980910 = null)) THEN null ELSE cast(turnover#93980910 as float) END AS turnover#93981226, CASE WHEN ((numcos#93980911 = NA) OR (numcos#93980911 = null)) THEN null ELSE cast(numcos#93980911 as float) END AS numcos#93981229, CASE WHEN ((coverage#93980912 = NA) OR (coverage#93980912 = null)) THEN null ELSE cast(coverage#93980912 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
301.4 KiB |
0.0 B |
| 3609479 |
*(2) Sort [date#93981201 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93981201 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7503866]
+- Union
:- InMemoryTableScan [date#93981201, numcos#93981218]
: +- InMemoryRelation [date#93981201, overall#93981202, ret#93981203, resret#93981205, retnet#93981210, turnover#93981214, numcos#93981218, benchmark#93981222, excess_ret#93981225, excess_resret#93981230, excess_retnet#93981234], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#93980882 = null) THEN null ELSE cast(date#93980882 as date) END AS date#93981201, CASE WHEN ((overall#93980883 = NA) OR (overall#93980883 = null)) THEN null ELSE cast(overall#93980883 as int) END AS overall#93981202, CASE WHEN ((ret#93980884 = NA) OR (ret#93980884 = null)) THEN null ELSE cast(ret#93980884 as float) END AS ret#93981203, CASE WHEN ((resret#93980885 = NA) OR (resret#93980885 = null)) THEN null ELSE cast(resret#93980885 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
79.7 KiB |
0.0 B |
| 3609523 |
*(1) Project [CASE WHEN ((turnover#93984644 = NA) OR (turnover#93984644 = null)) THEN null ELSE cast(turnover#93984644 as float) END AS turnover#93984851, CASE WHEN ((turnover#93984644 = NA) OR (turnover#93984644 = null)) THEN null ELSE (1.0 / cast(cast(turnover#93984644 as float) as double)) END AS days_hold#93984914]
+- *(1) Filter ((isnotnull(cap#93984613) AND NOT coalesce(((cap#93984613 = NA) OR (cap#93984613 = null)), false)) AND (cast(cap#93984613 as float) = 0.0))
+- FileScan csv [cap#93984613,turnover#93984644] Batched: false, DataFilters: [isnotnull(cap#93984613), NOT coalesce(((cap#93984613 = NA) OR (cap#93984613 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/estimize_signal_histor..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3609535 |
*(1) Project [CASE WHEN ((year#93984561 = NA) OR (year#93984561 = null)) THEN null ELSE cast(year#93984561 as float) END AS year#93984728, CASE WHEN ((retIC#93984562 = NA) OR (retIC#93984562 = null)) THEN null ELSE cast(retIC#93984562 as float) END AS retIC#93984762, CASE WHEN ((resretIC#93984563 = NA) OR (resretIC#93984563 = null)) THEN null ELSE cast(resretIC#93984563 as float) END AS resretIC#93984763, CASE WHEN ((numcos#93984564 = NA) OR (numcos#93984564 = null)) THEN null ELSE cast(numcos#93984564 as float) END AS numcos#93984764, CASE WHEN ((numdates#93984565 = NA) OR (numdates#93984565 = null)) THEN null ELSE cast(numdates#93984565 as int) END AS numdates#93984765, CASE WHEN ((annual_bmret#93984566 = NA) OR (annual_bmret#93984566 = null)) THEN null ELSE cast(annual_bmret#93984566 as float) END AS annual_bmret#93984799, CASE WHEN ((annual_ret#93984567 = NA) OR (annual_ret#93984567 = null)) THEN null ELSE cast(annual_ret#93984567 as float) END AS annual_ret#93984800, CASE WHEN ((std_ret#93984568 = NA)...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.5 KiB |
0.0 B |
| 3609553 |
*(2) Project [ret_large#93984407, ret_small#93984437, (ret_large#93984407 - ret_small#93984437) AS differential#93984526]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#93981182 AS ret_large#93984407]
: +- *(2) Filter (isnotnull(cap#93981115) AND (cap#93981115 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#93981182, cap#93981115], [isnotnull(cap#93981115), (cap#93981115 = 1.0)]
: +- InMemoryRelation [cap#93981115, retIC#93981116, resretIC#93981143, numcos#93981144, numdates#93981157, annual_bmret#93981158, annual_ret#93981182, std_ret#93981204, Sharpe_ret#93981209, PctPos_ret#93981212, TR_ret#93981216, IR_ret#93981219, annual_resret#93981224, std_resret#93981228, Sharpe_resret#93981232, PctPos_resret#93981237, TR_resret#93981241, IR_resret#93981255, annual_retnet#93981257, std_retnet#93981259, Sharpe_retnet#93981261, PctPos_retnet#93981264, TR_retnet#93981278, IR_retnet#93981371, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3609571 |
*(3) Project [cap#93984465, turnover#93981384, (1.0 / cast(turnover#93981384 as double)) AS days_hold#93984520]
+- *(3) Sort [cap_sort#93984403 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#93984403 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7504057]
+- *(2) Project [turnover#93981384, cap_description#93984402 AS cap#93984465, cap_sort#93984403]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93981115))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7504049]
: +- *(1) Filter isnotnull(cap#93981115)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93981115, turnover#93981384], [isnotnull(cap#93981115)]
: +- InMemoryRelation [cap#93981115, retIC#939...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
672.0 B |
0.0 B |
| 3609572 |
*(2) Sort [year#93984728 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#93984728 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7503987]
+- *(1) Project [year#93984728, turnover#93984835, (1.0 / cast(turnover#93984835 as double)) AS days_hold#93984877]
+- *(1) Filter isnotnull(turnover#93984835)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#93984835, year#93984728], [isnotnull(turnover#93984835)]
+- InMemoryRelation [year#93984728, retIC#93984762, resretIC#93984763, numcos#93984764, numdates#93984765, annual_bmret#93984799, annual_ret#93984800, std_ret#93984801, Sharpe_ret#93984802, PctPos_ret#93984803, TR_ret#93984805, IR_ret#93984807, annual_resret#93984809, std_resret#93984811, Sharpe_resret#93984814, PctPos_resret#93984816, TR_resret#93984818, IR_resret#93984820, annual_retnet#93984823, std_retnet#93984825, Sharpe_retnet#93984827, PctPos_retnet#93984829, TR_retnet#93984831, IR_retnet#93984833, turnover#93984835], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
14 |
100% |
6.3 KiB |
0.0 B |
| 3609644 |
*(1) Project [CASE WHEN ((fractile#93988327 = NA) OR (fractile#93988327 = null)) THEN null ELSE cast(fractile#93988327 as int) END AS fractile#93988375, CASE WHEN (cap#93988328 = null) THEN null ELSE cap#93988328 END AS cap#93988376, CASE WHEN ((size#93988329 = NA) OR (size#93988329 = null)) THEN null ELSE cast(size#93988329 as float) END AS size#93988377, CASE WHEN ((value#93988330 = NA) OR (value#93988330 = null)) THEN null ELSE cast(value#93988330 as float) END AS value#93988378, CASE WHEN ((growth#93988331 = NA) OR (growth#93988331 = null)) THEN null ELSE cast(growth#93988331 as float) END AS growth#93988379, CASE WHEN ((leverage#93988332 = NA) OR (leverage#93988332 = null)) THEN null ELSE cast(leverage#93988332 as float) END AS leverage#93988380, CASE WHEN ((volatility#93988333 = NA) OR (volatility#93988333 = null)) THEN null ELSE cast(volatility#93988333 as float) END AS volatility#93988381, CASE WHEN ((momentum#93988334 = NA) OR (momentum#93988334 = null)) THEN null ELSE cast(momentum#93988334 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3609656 |
*(3) Sort [fractile#93988375 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#93988375 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7504297]
+- *(2) Project [fractile#93988375, size#93988377, value#93988378, growth#93988379, leverage#93988380, volatility#93988381, momentum#93988382, yield#93988383, ##93988384, min_date#93988385, max_date#93988386]
+- *(2) BroadcastHashJoin [cap_description#93988399], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#93988375, cap#93988376 AS cap_description#93988399, size#93988377, value#93988378, growth#93988379, leverage#93988380, volatility#93988381, momentum#93988382, yield#93988383, ##93988384, min_date#93988385, max_date#93988386]
: +- *(2) Filter ((isnotnull(fractile#93988375) AND NOT (fractile#93988375 = -1)) AND isnotnull(cap#93988376))
: +- InMemoryTableScan [##93988384, cap#93988376, fractile#93988375, growth#93988379, leverage#93988380, max_date#93988386, min_date#93988385, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3609670 |
*(1) Project [CASE WHEN ((overall#93984612 = NA) OR (overall#93984612 = null)) THEN null ELSE cast(overall#93984612 as float) END AS overall#93984804, CASE WHEN ((cap#93984613 = NA) OR (cap#93984613 = null)) THEN null ELSE cast(cap#93984613 as float) END AS cap#93984806, CASE WHEN ((retIC#93984614 = NA) OR (retIC#93984614 = null)) THEN null ELSE cast(retIC#93984614 as float) END AS retIC#93984808, CASE WHEN ((resretIC#93984615 = NA) OR (resretIC#93984615 = null)) THEN null ELSE cast(resretIC#93984615 as float) END AS resretIC#93984810, CASE WHEN ((size#93984616 = NA) OR (size#93984616 = null)) THEN null ELSE cast(size#93984616 as float) END AS size#93984812, CASE WHEN ((value#93984617 = NA) OR (value#93984617 = null)) THEN null ELSE cast(value#93984617 as float) END AS value#93984813, CASE WHEN ((growth#93984618 = NA) OR (growth#93984618 = null)) THEN null ELSE cast(growth#93984618 as float) END AS growth#93984815, CASE WHEN ((leverage#93984619 = NA) OR (leverage#93984619 = null)) THEN null ELSE cast(lever...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.3 KiB |
0.0 B |
| 3609676 |
*(1) Project [yield#93984822, volatility#93984819, momentum#93984821, size#93984812, value#93984813, growth#93984815, leverage#93984817]
+- *(1) Filter (isnotnull(cap#93984806) AND (cap#93984806 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#93984806, growth#93984815, leverage#93984817, momentum#93984821, size#93984812, value#93984813, volatility#93984819, yield#93984822], [isnotnull(cap#93984806), (cap#93984806 = 0.0)]
+- InMemoryRelation [overall#93984804, cap#93984806, retIC#93984808, resretIC#93984810, size#93984812, value#93984813, growth#93984815, leverage#93984817, volatility#93984819, momentum#93984821, yield#93984822, numcos#93984824, numdates#93984826, annual_bmret#93984828, annual_ret#93984830, std_ret#93984832, Sharpe_ret#93984834, PctPos_ret#93984836, TR_ret#93984837, IR_ret#93984838, annual_resret#93984839, std_resret#93984840, Sharpe_resret#93984841, PctPos_resret#93984842, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3609758 |
*(1) Project [CASE WHEN (date#93990419 = null) THEN null ELSE cast(date#93990419 as date) END AS date#93990517, CASE WHEN ((allret#93990420 = NA) OR (allret#93990420 = null)) THEN null ELSE cast(allret#93990420 as float) END AS allret#93990519, CASE WHEN ((allcum#93990421 = NA) OR (allcum#93990421 = null)) THEN null ELSE cast(allcum#93990421 as float) END AS allcum#93990521, CASE WHEN ((drawdown_gross#93990422 = NA) OR (drawdown_gross#93990422 = null)) THEN null ELSE cast(drawdown_gross#93990422 as float) END AS drawdown_gross#93990523, CASE WHEN ((drawdown_length_gross#93990423 = NA) OR (drawdown_length_gross#93990423 = null)) THEN null ELSE cast(drawdown_length_gross#93990423 as int) END AS drawdown_length_gross#93990526, CASE WHEN ((allretnet#93990424 = NA) OR (allretnet#93990424 = null)) THEN null ELSE cast(allretnet#93990424 as float) END AS allretnet#93990528, CASE WHEN ((allcumnet#93990425 = NA) OR (allcumnet#93990425 = null)) THEN null ELSE cast(allcumnet#93990425 as float) END AS allcumnet#9399053...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
266.1 KiB |
0.0 B |
| 3609770 |
*(2) Sort [date#93991500 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93991500 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7504554]
+- *(1) Project [date#93991500, allcum#93991508 AS cum_gross#93991597, allcumnet#93991517 AS cum_net#93991598]
+- InMemoryTableScan [allcum#93991508, allcumnet#93991517, date#93991500]
+- InMemoryRelation [date#93991500, allret#93991504, allcum#93991508, drawdown_gross#93991511, drawdown_length_gross#93991514, allretnet#93991516, allcumnet#93991517, drawdown_net#93991519, drawdown_length_net#93991521, numcos#93991522, largecum#93991524, largecumnet#93991526, largeret#93991528, largeretnet#93991529, midcum#93991531, midcumnet#93991533, midret#93991535, midretnet#93991537, smallcum#93991539, smallcumnet#93991541, smallret#93991543, smallretnet#93991544], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93990419 = null) THEN null ELSE cast(date#93990419 as date) END AS date#93990517, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
110.9 KiB |
0.0 B |
| 3609791 |
*(2) Sort [date#93991976 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93991976 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7504579]
+- *(1) Project [date#93991976, allret#93991977 AS daily_gross#93992043, allretnet#93991981 AS daily_net#93992044]
+- InMemoryTableScan [allret#93991977, allretnet#93991981, date#93991976]
+- InMemoryRelation [date#93991976, allret#93991977, allcum#93991978, drawdown_gross#93991979, drawdown_length_gross#93991980, allretnet#93991981, allcumnet#93991982, drawdown_net#93991983, drawdown_length_net#93991984, numcos#93991985, largecum#93991986, largecumnet#93991987, largeret#93991988, largeretnet#93991989, midcum#93991990, midcumnet#93991991, midret#93991992, midretnet#93991993, smallcum#93991994, smallcumnet#93991995, smallret#93991996, smallretnet#93991997], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93990419 = null) THEN null ELSE cast(date#93990419 as date) END AS date#939905...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
110.9 KiB |
0.0 B |
| 3609811 |
*(1) Sort [date#93990441 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93990441 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7504597]
+- InMemoryTableScan [date#93990441, drawdown_gross#93990467, drawdown_net#93990515]
+- InMemoryRelation [date#93990441, allret#93990465, allcum#93990466, drawdown_gross#93990467, drawdown_length_gross#93990490, allretnet#93990491, allcumnet#93990492, drawdown_net#93990515, drawdown_length_net#93990516, numcos#93990518, largecum#93990520, largecumnet#93990522, largeret#93990525, largeretnet#93990527, midcum#93990529, midcumnet#93990532, midret#93990535, midretnet#93990537, smallcum#93990538, smallcumnet#93990540, smallret#93990542, smallretnet#93990543], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93990419 = null) THEN null ELSE cast(date#93990419 as date) END AS date#93990517, CASE WHEN ((allret#93990420 = NA) OR (allret#93990420 = null)) THEN null ELSE cast(allret#93990420 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
110.9 KiB |
0.0 B |
| 3609832 |
*(2) Sort [date#93990517 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93990517 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7504619]
+- *(1) Project [date#93990517, (drawdown_length_gross#93990526 * -1) AS drawdown_length_gross#93990626]
+- InMemoryTableScan [date#93990517, drawdown_length_gross#93990526]
+- InMemoryRelation [date#93990517, allret#93990519, allcum#93990521, drawdown_gross#93990523, drawdown_length_gross#93990526, allretnet#93990528, allcumnet#93990530, drawdown_net#93990533, drawdown_length_net#93990534, numcos#93990536, largecum#93990539, largecumnet#93990541, largeret#93990544, largeretnet#93990545, midcum#93990546, midcumnet#93990547, midret#93990548, midretnet#93990549, smallcum#93990550, smallcumnet#93990551, smallret#93990552, smallretnet#93990553], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#93990419 = null) THEN null ELSE cast(date#93990419 as date) END AS date#93990517, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
69.6 KiB |
0.0 B |
| 3609846 |
*(1) Project [CASE WHEN ((fractile#93990161 = NA) OR (fractile#93990161 = null)) THEN null ELSE cast(fractile#93990161 as float) END AS fractile#93990192, CASE WHEN ((overall#93990162 = NA) OR (overall#93990162 = null)) THEN null ELSE cast(overall#93990162 as int) END AS overall#93990198, CASE WHEN ((annual_ret#93990163 = NA) OR (annual_ret#93990163 = null)) THEN null ELSE cast(annual_ret#93990163 as float) END AS annual_ret#93990204, CASE WHEN ((annual_resret#93990164 = NA) OR (annual_resret#93990164 = null)) THEN null ELSE cast(annual_resret#93990164 as float) END AS annual_resret#93990206, CASE WHEN ((numcos#93990165 = NA) OR (numcos#93990165 = null)) THEN null ELSE cast(numcos#93990165 as float) END AS numcos#93990208]
+- FileScan csv [fractile#93990161,overall#93990162,annual_ret#93990163,annual_resret#93990164,numcos#93990165] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/estimize_signal_histor..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3609855 |
*(1) Project [CASE WHEN ((fractile#93990177 = NA) OR (fractile#93990177 = null)) THEN null ELSE cast(fractile#93990177 as float) END AS fractile#93990205, CASE WHEN ((cap#93990178 = NA) OR (cap#93990178 = null)) THEN null ELSE cast(cap#93990178 as float) END AS cap#93990207, CASE WHEN ((annual_ret#93990179 = NA) OR (annual_ret#93990179 = null)) THEN null ELSE cast(annual_ret#93990179 as float) END AS annual_ret#93990209, CASE WHEN ((annual_resret#93990180 = NA) OR (annual_resret#93990180 = null)) THEN null ELSE cast(annual_resret#93990180 as float) END AS annual_resret#93990210, CASE WHEN ((numcos#93990181 = NA) OR (numcos#93990181 = null)) THEN null ELSE cast(numcos#93990181 as float) END AS numcos#93990211]
+- FileScan csv [fractile#93990177,cap#93990178,annual_ret#93990179,annual_resret#93990180,numcos#93990181] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/estimize_signal_histor..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1160.0 B |
0.0 B |
| 3609862 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#93990192, annual_ret#93990204, annual_resret#93990206, numcos#93990208]
: +- InMemoryRelation [fractile#93990192, overall#93990198, annual_ret#93990204, annual_resret#93990206, numcos#93990208], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#93990161 = NA) OR (fractile#93990161 = null)) THEN null ELSE cast(fractile#93990161 as float) END AS fractile#93990192, CASE WHEN ((overall#93990162 = NA) OR (overall#93990162 = null)) THEN null ELSE cast(overall#93990162 as int) END AS overall#93990198, CASE WHEN ((annual_ret#93990163 = NA) OR (annual_ret#93990163 = null)) THEN null ELSE cast(annual_ret#93990163 as float) END AS annual_ret#93990204, CASE WHEN ((annual_resret#93990164 = NA) OR (annual_resret#93990164 = null)) THEN null ELSE cast(annual_resret#93990164 as float) END AS annual_resret#93990206, CASE WHEN ((numcos#93990165 = NA) OR (numcos#93990165 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3609882 |
*(1) Project [CASE WHEN (group#93990807 = null) THEN null ELSE group#93990807 END AS group#93991496, CASE WHEN ((annual_bmret#93990808 = NA) OR (annual_bmret#93990808 = null)) THEN null ELSE cast(annual_bmret#93990808 as float) END AS annual_bmret#93991503, CASE WHEN (annual_ret#93990809 = null) THEN null ELSE annual_ret#93990809 END AS annual_ret#93991505, CASE WHEN ((std_ret#93990810 = NA) OR (std_ret#93990810 = null)) THEN null ELSE cast(std_ret#93990810 as float) END AS std_ret#93991510, CASE WHEN ((Sharpe_ret#93990811 = NA) OR (Sharpe_ret#93990811 = null)) THEN null ELSE cast(Sharpe_ret#93990811 as float) END AS Sharpe_ret#93991515, CASE WHEN ((PctPos_ret#93990812 = NA) OR (PctPos_ret#93990812 = null)) THEN null ELSE cast(PctPos_ret#93990812 as float) END AS PctPos_ret#93991518, CASE WHEN ((TR_ret#93990813 = NA) OR (TR_ret#93990813 = null)) THEN null ELSE cast(TR_ret#93990813 as float) END AS TR_ret#93991520, CASE WHEN ((IR_ret#93990814 = NA) OR (IR_ret#93990814 = null)) THEN null ELSE cast(IR_ret#939...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
15.3 KiB |
0.0 B |
| 3609888 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#93991505, Sharpe_ret#93991515, PctPos_ret#93991518, annual_resret#93991525, Sharpe_resret#93991530, PctPos_resret#93991532, annual_retnet#93991538, Sharpe_retnet#93991545, PctPos_retnet#93991546]
+- *(2) BroadcastHashJoin [group#93991496], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#93991496)
: +- InMemoryTableScan [group#93991496, annual_ret#93991505, Sharpe_ret#93991515, PctPos_ret#93991518, annual_resret#93991525, Sharpe_resret#93991530, PctPos_resret#93991532, annual_retnet#93991538, Sharpe_retnet#93991545, PctPos_retnet#93991546], [isnotnull(group#93991496)]
: +- InMemoryRelation [group#93991496, annual_bmret#93991503, annual_ret#93991505, std_ret#93991510, Sharpe_ret#93991515, PctPos_ret#93991518, TR_ret#93991520, IR_ret#93991523, annual_resret#93991525, std_resret#93991527, Sharpe_resret#93991530, PctPos_resret#93991532, TR_resret#93991534, IR_resret#93991536, annual_retnet#93991538, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
8.6 KiB |
0.0 B |
| 3609939 |
*(1) Project [CASE WHEN ((sector_id#93995818 = NA) OR (sector_id#93995818 = null)) THEN null ELSE cast(sector_id#93995818 as int) END AS sector_id#93996102, CASE WHEN ((retIC#93995819 = NA) OR (retIC#93995819 = null)) THEN null ELSE cast(retIC#93995819 as float) END AS retIC#93996106, CASE WHEN ((resretIC#93995820 = NA) OR (resretIC#93995820 = null)) THEN null ELSE cast(resretIC#93995820 as float) END AS resretIC#93996109, CASE WHEN ((numcos#93995821 = NA) OR (numcos#93995821 = null)) THEN null ELSE cast(numcos#93995821 as float) END AS numcos#93996112, CASE WHEN ((numdates#93995822 = NA) OR (numdates#93995822 = null)) THEN null ELSE cast(numdates#93995822 as float) END AS numdates#93996115, CASE WHEN ((annual_bmret#93995823 = NA) OR (annual_bmret#93995823 = null)) THEN null ELSE cast(annual_bmret#93995823 as float) END AS annual_bmret#93996127, CASE WHEN ((annual_ret#93995824 = NA) OR (annual_ret#93995824 = null)) THEN null ELSE cast(annual_ret#93995824 as float) END AS annual_ret#93996128, CASE WHEN ((st...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.6 KiB |
0.0 B |
| 3609956 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7504898]
+- *(2) Project [sector_id#93996102, numcos#93996112, numdates#93996115, sort#93880530, description#93880532, universe#93996447, coverage#93996359]
+- *(2) BroadcastHashJoin [sector_id#93996102], [sector_id#93880529], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(cast(input[0, int, true] as bigint)),false), [id=#7504891]
: +- *(1) Project [sector_id#93996102, numcos#93996112, numdates#93996115, coverage#93996359, round((cast(numcos#93996112 as double) / cast(coverage#93996359 as double)), 0) AS universe#93996447]
: +- *(1) Filter isnotnull(sector_id#93996102)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [coverage#93996359, numcos#93996112, numdates#93996115, sector_id#93996...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.4 KiB |
0.0 B |
| 3609970 |
*(1) Project [CASE WHEN ((cap#93995882 = NA) OR (cap#93995882 = null)) THEN null ELSE cast(cap#93995882 as float) END AS cap#93996101, CASE WHEN ((retIC#93995883 = NA) OR (retIC#93995883 = null)) THEN null ELSE cast(retIC#93995883 as float) END AS retIC#93996104, CASE WHEN ((resretIC#93995884 = NA) OR (resretIC#93995884 = null)) THEN null ELSE cast(resretIC#93995884 as float) END AS resretIC#93996107, CASE WHEN ((numcos#93995885 = NA) OR (numcos#93995885 = null)) THEN null ELSE cast(numcos#93995885 as float) END AS numcos#93996111, CASE WHEN ((numdates#93995886 = NA) OR (numdates#93995886 = null)) THEN null ELSE cast(numdates#93995886 as int) END AS numdates#93996114, CASE WHEN ((annual_bmret#93995887 = NA) OR (annual_bmret#93995887 = null)) THEN null ELSE cast(annual_bmret#93995887 as float) END AS annual_bmret#93996138, CASE WHEN ((annual_ret#93995888 = NA) OR (annual_ret#93995888 = null)) THEN null ELSE cast(annual_ret#93995888 as float) END AS annual_ret#93996140, CASE WHEN ((std_ret#93995889 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3609987 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7504970]
+- *(2) Project [cap#93996101, numcos#93996111, numdates#93996114, sort#93880531, description#93880533, universe#93880535, (cast(numcos#93996111 as double) / cast(universe#93880535 as double)) AS coverage#93996409]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93996101))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7504963]
: +- *(1) Filter isnotnull(cap#93996101)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93996101, numcos#93996111, numdates#93996114], [isnotnull(cap#93996101)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3610001 |
*(1) Project [CASE WHEN (date#93995781 = null) THEN null ELSE cast(date#93995781 as date) END AS date#93995980, CASE WHEN ((overall#93995782 = NA) OR (overall#93995782 = null)) THEN null ELSE cast(overall#93995782 as int) END AS overall#93995981, CASE WHEN ((ret#93995783 = NA) OR (ret#93995783 = null)) THEN null ELSE cast(ret#93995783 as float) END AS ret#93995983, CASE WHEN ((resret#93995784 = NA) OR (resret#93995784 = null)) THEN null ELSE cast(resret#93995784 as float) END AS resret#93995985, CASE WHEN ((retnet#93995785 = NA) OR (retnet#93995785 = null)) THEN null ELSE cast(retnet#93995785 as float) END AS retnet#93995987, CASE WHEN ((turnover#93995786 = NA) OR (turnover#93995786 = null)) THEN null ELSE cast(turnover#93995786 as float) END AS turnover#93995989, CASE WHEN ((numcos#93995787 = NA) OR (numcos#93995787 = null)) THEN null ELSE cast(numcos#93995787 as float) END AS numcos#93996017, CASE WHEN ((benchmark#93995788 = NA) OR (benchmark#93995788 = null)) THEN null ELSE cast(benchmark#93995788 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
124.8 KiB |
0.0 B |
| 3610009 |
*(1) Project [CASE WHEN (date#93995806 = null) THEN null ELSE cast(date#93995806 as date) END AS date#93995982, CASE WHEN ((cap#93995807 = NA) OR (cap#93995807 = null)) THEN null ELSE cast(cap#93995807 as float) END AS cap#93995984, CASE WHEN ((ret#93995808 = NA) OR (ret#93995808 = null)) THEN null ELSE cast(ret#93995808 as float) END AS ret#93995986, CASE WHEN ((resret#93995809 = NA) OR (resret#93995809 = null)) THEN null ELSE cast(resret#93995809 as float) END AS resret#93995988, CASE WHEN ((retnet#93995810 = NA) OR (retnet#93995810 = null)) THEN null ELSE cast(retnet#93995810 as float) END AS retnet#93996016, CASE WHEN ((turnover#93995811 = NA) OR (turnover#93995811 = null)) THEN null ELSE cast(turnover#93995811 as float) END AS turnover#93996044, CASE WHEN ((numcos#93995812 = NA) OR (numcos#93995812 = null)) THEN null ELSE cast(numcos#93995812 as float) END AS numcos#93996098, CASE WHEN ((coverage#93995813 = NA) OR (coverage#93995813 = null)) THEN null ELSE cast(coverage#93995813 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
453.2 KiB |
0.0 B |
| 3610022 |
*(2) Sort [date#93995980 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#93995980 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7505019]
+- Union
:- InMemoryTableScan [date#93995980, numcos#93996017]
: +- InMemoryRelation [date#93995980, overall#93995981, ret#93995983, resret#93995985, retnet#93995987, turnover#93995989, numcos#93996017, benchmark#93996071, excess_ret#93996099, excess_resret#93996103, excess_retnet#93996108], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#93995781 = null) THEN null ELSE cast(date#93995781 as date) END AS date#93995980, CASE WHEN ((overall#93995782 = NA) OR (overall#93995782 = null)) THEN null ELSE cast(overall#93995782 as int) END AS overall#93995981, CASE WHEN ((ret#93995783 = NA) OR (ret#93995783 = null)) THEN null ELSE cast(ret#93995783 as float) END AS ret#93995983, CASE WHEN ((resret#93995784 = NA) OR (resret#93995784 = null)) THEN null ELSE cast(resret#93995784 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
79.7 KiB |
0.0 B |
| 3610061 |
*(1) Project [CASE WHEN ((turnover#93999516 = NA) OR (turnover#93999516 = null)) THEN null ELSE cast(turnover#93999516 as float) END AS turnover#93999748, CASE WHEN ((turnover#93999516 = NA) OR (turnover#93999516 = null)) THEN null ELSE (1.0 / cast(cast(turnover#93999516 as float) as double)) END AS days_hold#93999811]
+- *(1) Filter ((isnotnull(cap#93999485) AND NOT coalesce(((cap#93999485 = NA) OR (cap#93999485 = null)), false)) AND (cast(cap#93999485 as float) = 0.0))
+- FileScan csv [cap#93999485,turnover#93999516] Batched: false, DataFilters: [isnotnull(cap#93999485), NOT coalesce(((cap#93999485 = NA) OR (cap#93999485 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/estimize_signal_histor..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3610085 |
*(1) Project [CASE WHEN ((year#93999459 = NA) OR (year#93999459 = null)) THEN null ELSE cast(year#93999459 as float) END AS year#93999692, CASE WHEN ((retIC#93999460 = NA) OR (retIC#93999460 = null)) THEN null ELSE cast(retIC#93999460 as float) END AS retIC#93999694, CASE WHEN ((resretIC#93999461 = NA) OR (resretIC#93999461 = null)) THEN null ELSE cast(resretIC#93999461 as float) END AS resretIC#93999696, CASE WHEN ((numcos#93999462 = NA) OR (numcos#93999462 = null)) THEN null ELSE cast(numcos#93999462 as float) END AS numcos#93999698, CASE WHEN ((numdates#93999463 = NA) OR (numdates#93999463 = null)) THEN null ELSE cast(numdates#93999463 as int) END AS numdates#93999700, CASE WHEN ((annual_bmret#93999464 = NA) OR (annual_bmret#93999464 = null)) THEN null ELSE cast(annual_bmret#93999464 as float) END AS annual_bmret#93999702, CASE WHEN ((annual_ret#93999465 = NA) OR (annual_ret#93999465 = null)) THEN null ELSE cast(annual_ret#93999465 as float) END AS annual_ret#93999704, CASE WHEN ((std_ret#93999466 = NA)...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.4 KiB |
0.0 B |
| 3610098 |
*(2) Project [ret_large#93999304, ret_small#93999306, (ret_large#93999304 - ret_small#93999306) AS differential#93999392]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#93996140 AS ret_large#93999304]
: +- *(2) Filter (isnotnull(cap#93996101) AND (cap#93996101 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#93996140, cap#93996101], [isnotnull(cap#93996101), (cap#93996101 = 1.0)]
: +- InMemoryRelation [cap#93996101, retIC#93996104, resretIC#93996107, numcos#93996111, numdates#93996114, annual_bmret#93996138, annual_ret#93996140, std_ret#93996142, Sharpe_ret#93996144, PctPos_ret#93996201, TR_ret#93996215, IR_ret#93996217, annual_resret#93996218, std_resret#93996231, Sharpe_resret#93996232, PctPos_resret#93996233, TR_resret#93996234, IR_resret#93996246, annual_retnet#93996248, std_retnet#93996249, Sharpe_retnet#93996250, PctPos_retnet#93996251, TR_retnet#93996264, IR_retnet#93996265, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3610110 |
*(3) Project [cap#93999389, turnover#93996266, (1.0 / cast(turnover#93996266 as double)) AS days_hold#93999423]
+- *(3) Sort [cap_sort#93999300 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#93999300 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7505210]
+- *(2) Project [turnover#93996266, cap_description#93999299 AS cap#93999389, cap_sort#93999300]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#93996101))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7505202]
: +- *(1) Filter isnotnull(cap#93996101)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#93996101, turnover#93996266], [isnotnull(cap#93996101)]
: +- InMemoryRelation [cap#93996101, retIC#939...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3610124 |
*(2) Sort [year#93999692 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#93999692 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7505140]
+- *(1) Project [year#93999692, turnover#93999740, (1.0 / cast(turnover#93999740 as double)) AS days_hold#93999774]
+- *(1) Filter isnotnull(turnover#93999740)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#93999740, year#93999692], [isnotnull(turnover#93999740)]
+- InMemoryRelation [year#93999692, retIC#93999694, resretIC#93999696, numcos#93999698, numdates#93999700, annual_bmret#93999702, annual_ret#93999704, std_ret#93999706, Sharpe_ret#93999708, PctPos_ret#93999710, TR_ret#93999712, IR_ret#93999714, annual_resret#93999716, std_resret#93999718, Sharpe_resret#93999720, PctPos_resret#93999722, TR_resret#93999724, IR_resret#93999726, annual_retnet#93999728, std_retnet#93999730, Sharpe_retnet#93999732, PctPos_retnet#93999734, TR_retnet#93999736, IR_retnet#93999738, turnover#93999740], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
14 |
100% |
6.3 KiB |
0.0 B |
| 3610187 |
*(1) Project [CASE WHEN ((fractile#94003224 = NA) OR (fractile#94003224 = null)) THEN null ELSE cast(fractile#94003224 as int) END AS fractile#94003272, CASE WHEN (cap#94003225 = null) THEN null ELSE cap#94003225 END AS cap#94003273, CASE WHEN ((size#94003226 = NA) OR (size#94003226 = null)) THEN null ELSE cast(size#94003226 as float) END AS size#94003274, CASE WHEN ((value#94003227 = NA) OR (value#94003227 = null)) THEN null ELSE cast(value#94003227 as float) END AS value#94003275, CASE WHEN ((growth#94003228 = NA) OR (growth#94003228 = null)) THEN null ELSE cast(growth#94003228 as float) END AS growth#94003276, CASE WHEN ((leverage#94003229 = NA) OR (leverage#94003229 = null)) THEN null ELSE cast(leverage#94003229 as float) END AS leverage#94003277, CASE WHEN ((volatility#94003230 = NA) OR (volatility#94003230 = null)) THEN null ELSE cast(volatility#94003230 as float) END AS volatility#94003278, CASE WHEN ((momentum#94003231 = NA) OR (momentum#94003231 = null)) THEN null ELSE cast(momentum#94003231 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3610199 |
*(3) Sort [fractile#94003272 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94003272 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7505450]
+- *(2) Project [fractile#94003272, size#94003274, value#94003275, growth#94003276, leverage#94003277, volatility#94003278, momentum#94003279, yield#94003280, ##94003281, min_date#94003282, max_date#94003283]
+- *(2) BroadcastHashJoin [cap_description#94003296], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94003272, cap#94003273 AS cap_description#94003296, size#94003274, value#94003275, growth#94003276, leverage#94003277, volatility#94003278, momentum#94003279, yield#94003280, ##94003281, min_date#94003282, max_date#94003283]
: +- *(2) Filter ((isnotnull(fractile#94003272) AND NOT (fractile#94003272 = -1)) AND isnotnull(cap#94003273))
: +- InMemoryTableScan [##94003281, cap#94003273, fractile#94003272, growth#94003276, leverage#94003277, max_date#94003283, min_date#94003282, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3610213 |
*(1) Project [CASE WHEN ((overall#93999484 = NA) OR (overall#93999484 = null)) THEN null ELSE cast(overall#93999484 as int) END AS overall#93999691, CASE WHEN ((cap#93999485 = NA) OR (cap#93999485 = null)) THEN null ELSE cast(cap#93999485 as float) END AS cap#93999693, CASE WHEN ((retIC#93999486 = NA) OR (retIC#93999486 = null)) THEN null ELSE cast(retIC#93999486 as float) END AS retIC#93999695, CASE WHEN ((resretIC#93999487 = NA) OR (resretIC#93999487 = null)) THEN null ELSE cast(resretIC#93999487 as float) END AS resretIC#93999697, CASE WHEN ((size#93999488 = NA) OR (size#93999488 = null)) THEN null ELSE cast(size#93999488 as float) END AS size#93999699, CASE WHEN ((value#93999489 = NA) OR (value#93999489 = null)) THEN null ELSE cast(value#93999489 as float) END AS value#93999701, CASE WHEN ((growth#93999490 = NA) OR (growth#93999490 = null)) THEN null ELSE cast(growth#93999490 as float) END AS growth#93999703, CASE WHEN ((leverage#93999491 = NA) OR (leverage#93999491 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3610219 |
*(1) Project [yield#93999711, volatility#93999707, momentum#93999709, size#93999699, value#93999701, growth#93999703, leverage#93999705]
+- *(1) Filter (isnotnull(cap#93999693) AND (cap#93999693 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#93999693, growth#93999703, leverage#93999705, momentum#93999709, size#93999699, value#93999701, volatility#93999707, yield#93999711], [isnotnull(cap#93999693), (cap#93999693 = 0.0)]
+- InMemoryRelation [overall#93999691, cap#93999693, retIC#93999695, resretIC#93999697, size#93999699, value#93999701, growth#93999703, leverage#93999705, volatility#93999707, momentum#93999709, yield#93999711, numcos#93999713, numdates#93999715, annual_bmret#93999717, annual_ret#93999719, std_ret#93999721, Sharpe_ret#93999723, PctPos_ret#93999725, TR_ret#93999727, IR_ret#93999729, annual_resret#93999731, std_resret#93999733, Sharpe_resret#93999735, PctPos_resret#93999737, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3610301 |
*(1) Project [CASE WHEN (date#94005174 = null) THEN null ELSE cast(date#94005174 as date) END AS date#94005335, CASE WHEN ((allret#94005175 = NA) OR (allret#94005175 = null)) THEN null ELSE cast(allret#94005175 as float) END AS allret#94005336, CASE WHEN ((allcum#94005176 = NA) OR (allcum#94005176 = null)) THEN null ELSE cast(allcum#94005176 as float) END AS allcum#94005360, CASE WHEN ((drawdown_gross#94005177 = NA) OR (drawdown_gross#94005177 = null)) THEN null ELSE cast(drawdown_gross#94005177 as float) END AS drawdown_gross#94005361, CASE WHEN ((drawdown_length_gross#94005178 = NA) OR (drawdown_length_gross#94005178 = null)) THEN null ELSE cast(drawdown_length_gross#94005178 as int) END AS drawdown_length_gross#94005385, CASE WHEN ((allretnet#94005179 = NA) OR (allretnet#94005179 = null)) THEN null ELSE cast(allretnet#94005179 as float) END AS allretnet#94005389, CASE WHEN ((allcumnet#94005180 = NA) OR (allcumnet#94005180 = null)) THEN null ELSE cast(allcumnet#94005180 as float) END AS allcumnet#9400539...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
155.6 KiB |
0.0 B |
| 3610313 |
*(2) Sort [date#94006073 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94006073 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7505704]
+- *(1) Project [date#94006073, allcum#94006077 AS cum_gross#94006163, allcumnet#94006086 AS cum_net#94006164]
+- InMemoryTableScan [allcum#94006077, allcumnet#94006086, date#94006073]
+- InMemoryRelation [date#94006073, allret#94006075, allcum#94006077, drawdown_gross#94006079, drawdown_length_gross#94006082, allretnet#94006084, allcumnet#94006086, drawdown_net#94006088, drawdown_length_net#94006090, numcos#94006092, largecum#94006094, largecumnet#94006097, largeret#94006099, largeretnet#94006102, midcum#94006103, midcumnet#94006105, midret#94006106, midretnet#94006108, smallcum#94006110, smallcumnet#94006112, smallret#94006113, smallretnet#94006115], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94005174 = null) THEN null ELSE cast(date#94005174 as date) END AS date#94005335, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
96.9 KiB |
0.0 B |
| 3610334 |
*(2) Sort [date#94005335 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94005335 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7505729]
+- *(1) Project [date#94005335, allret#94005336 AS daily_gross#94005519, allretnet#94005389 AS daily_net#94005520]
+- InMemoryTableScan [allret#94005336, allretnet#94005389, date#94005335]
+- InMemoryRelation [date#94005335, allret#94005336, allcum#94005360, drawdown_gross#94005361, drawdown_length_gross#94005385, allretnet#94005389, allcumnet#94005392, drawdown_net#94005396, drawdown_length_net#94005405, numcos#94005411, largecum#94005417, largecumnet#94005426, largeret#94005428, largeretnet#94005430, midcum#94005432, midcumnet#94005434, midret#94005438, midretnet#94005441, smallcum#94005442, smallcumnet#94005444, smallret#94005447, smallretnet#94005448], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94005174 = null) THEN null ELSE cast(date#94005174 as date) END AS date#940053...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
96.9 KiB |
0.0 B |
| 3610354 |
*(1) Sort [date#94006072 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94006072 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7505747]
+- InMemoryTableScan [date#94006072, drawdown_gross#94006078, drawdown_net#94006085]
+- InMemoryRelation [date#94006072, allret#94006074, allcum#94006076, drawdown_gross#94006078, drawdown_length_gross#94006080, allretnet#94006081, allcumnet#94006083, drawdown_net#94006085, drawdown_length_net#94006087, numcos#94006089, largecum#94006091, largecumnet#94006093, largeret#94006095, largeretnet#94006096, midcum#94006098, midcumnet#94006101, midret#94006104, midretnet#94006107, smallcum#94006109, smallcumnet#94006111, smallret#94006114, smallretnet#94006116], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94005174 = null) THEN null ELSE cast(date#94005174 as date) END AS date#94005335, CASE WHEN ((allret#94005175 = NA) OR (allret#94005175 = null)) THEN null ELSE cast(allret#94005175 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
96.9 KiB |
0.0 B |
| 3610375 |
*(2) Sort [date#94005402 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94005402 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7505769]
+- *(1) Project [date#94005402, (drawdown_length_gross#94005420 * -1) AS drawdown_length_gross#94005473]
+- InMemoryTableScan [date#94005402, drawdown_length_gross#94005420]
+- InMemoryRelation [date#94005402, allret#94005410, allcum#94005415, drawdown_gross#94005419, drawdown_length_gross#94005420, allretnet#94005421, allcumnet#94005422, drawdown_net#94005423, drawdown_length_net#94005424, numcos#94005425, largecum#94005427, largecumnet#94005429, largeret#94005431, largeretnet#94005433, midcum#94005435, midcumnet#94005439, midret#94005440, midretnet#94005443, smallcum#94005445, smallcumnet#94005446, smallret#94005449, smallretnet#94005450], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94005174 = null) THEN null ELSE cast(date#94005174 as date) END AS date#94005335, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
66.3 KiB |
0.0 B |
| 3610389 |
*(1) Project [CASE WHEN ((fractile#94005081 = NA) OR (fractile#94005081 = null)) THEN null ELSE cast(fractile#94005081 as float) END AS fractile#94005106, CASE WHEN ((overall#94005082 = NA) OR (overall#94005082 = null)) THEN null ELSE cast(overall#94005082 as int) END AS overall#94005107, CASE WHEN ((annual_ret#94005083 = NA) OR (annual_ret#94005083 = null)) THEN null ELSE cast(annual_ret#94005083 as float) END AS annual_ret#94005109, CASE WHEN ((annual_resret#94005084 = NA) OR (annual_resret#94005084 = null)) THEN null ELSE cast(annual_resret#94005084 as float) END AS annual_resret#94005115, CASE WHEN ((numcos#94005085 = NA) OR (numcos#94005085 = null)) THEN null ELSE cast(numcos#94005085 as float) END AS numcos#94005116]
+- FileScan csv [fractile#94005081,overall#94005082,annual_ret#94005083,annual_resret#94005084,numcos#94005085] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/rankviews_history/rank..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3610398 |
*(1) Project [CASE WHEN ((fractile#94005058 = NA) OR (fractile#94005058 = null)) THEN null ELSE cast(fractile#94005058 as float) END AS fractile#94005101, CASE WHEN ((cap#94005059 = NA) OR (cap#94005059 = null)) THEN null ELSE cast(cap#94005059 as float) END AS cap#94005102, CASE WHEN ((annual_ret#94005060 = NA) OR (annual_ret#94005060 = null)) THEN null ELSE cast(annual_ret#94005060 as float) END AS annual_ret#94005103, CASE WHEN ((annual_resret#94005061 = NA) OR (annual_resret#94005061 = null)) THEN null ELSE cast(annual_resret#94005061 as float) END AS annual_resret#94005104, CASE WHEN ((numcos#94005062 = NA) OR (numcos#94005062 = null)) THEN null ELSE cast(numcos#94005062 as float) END AS numcos#94005105]
+- FileScan csv [fractile#94005058,cap#94005059,annual_ret#94005060,annual_resret#94005061,numcos#94005062] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/rankviews_history/rank..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1160.0 B |
0.0 B |
| 3610405 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#94005106, annual_ret#94005109, annual_resret#94005115, numcos#94005116]
: +- InMemoryRelation [fractile#94005106, overall#94005107, annual_ret#94005109, annual_resret#94005115, numcos#94005116], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#94005081 = NA) OR (fractile#94005081 = null)) THEN null ELSE cast(fractile#94005081 as float) END AS fractile#94005106, CASE WHEN ((overall#94005082 = NA) OR (overall#94005082 = null)) THEN null ELSE cast(overall#94005082 as int) END AS overall#94005107, CASE WHEN ((annual_ret#94005083 = NA) OR (annual_ret#94005083 = null)) THEN null ELSE cast(annual_ret#94005083 as float) END AS annual_ret#94005109, CASE WHEN ((annual_resret#94005084 = NA) OR (annual_resret#94005084 = null)) THEN null ELSE cast(annual_resret#94005084 as float) END AS annual_resret#94005115, CASE WHEN ((numcos#94005085 = NA) OR (numcos#94005085 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3610420 |
*(1) Project [CASE WHEN (group#94006165 = null) THEN null ELSE group#94006165 END AS group#94006308, CASE WHEN (annual_bmret#94006166 = null) THEN null ELSE annual_bmret#94006166 END AS annual_bmret#94006309, CASE WHEN ((annual_ret#94006167 = NA) OR (annual_ret#94006167 = null)) THEN null ELSE cast(annual_ret#94006167 as float) END AS annual_ret#94006310, CASE WHEN ((std_ret#94006168 = NA) OR (std_ret#94006168 = null)) THEN null ELSE cast(std_ret#94006168 as float) END AS std_ret#94006311, CASE WHEN ((Sharpe_ret#94006169 = NA) OR (Sharpe_ret#94006169 = null)) THEN null ELSE cast(Sharpe_ret#94006169 as float) END AS Sharpe_ret#94006312, CASE WHEN ((PctPos_ret#94006170 = NA) OR (PctPos_ret#94006170 = null)) THEN null ELSE cast(PctPos_ret#94006170 as float) END AS PctPos_ret#94006313, CASE WHEN (TR_ret#94006171 = null) THEN null ELSE TR_ret#94006171 END AS TR_ret#94006314, CASE WHEN (IR_ret#94006172 = null) THEN null ELSE IR_ret#94006172 END AS IR_ret#94006315, CASE WHEN ((annual_resret#94006173 = NA) OR (ann...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
8.3 KiB |
0.0 B |
| 3610431 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#94006310, Sharpe_ret#94006312, PctPos_ret#94006313, annual_resret#94006316, Sharpe_resret#94006318, PctPos_resret#94006319, annual_retnet#94006322, Sharpe_retnet#94006324, PctPos_retnet#94006325]
+- *(2) BroadcastHashJoin [group#94006308], [group#93875766], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(input[0, string, false]),false), [id=#7505834]
: +- *(1) Filter isnotnull(group#94006308)
: +- InMemoryTableScan [group#94006308, annual_ret#94006310, Sharpe_ret#94006312, PctPos_ret#94006313, annual_resret#94006316, Sharpe_resret#94006318, PctPos_resret#94006319, annual_retnet#94006322, Sharpe_retnet#94006324, PctPos_retnet#94006325], [isnotnull(group#94006308)]
: +- InMemoryRelation [group#94006308, annual_bmret#94006309, annual_ret#94006310, std_ret#94006311, Sharpe_ret#94006312, PctPos_ret#94006313, TR_ret#94006314, IR_ret#94006315, annual_resret#94006316, std_resret#94006317, Sharpe_res...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.4 KiB |
0.0 B |
| 3610482 |
*(1) Project [CASE WHEN ((sector_id#94010387 = NA) OR (sector_id#94010387 = null)) THEN null ELSE cast(sector_id#94010387 as int) END AS sector_id#94010645, CASE WHEN ((retIC#94010388 = NA) OR (retIC#94010388 = null)) THEN null ELSE cast(retIC#94010388 as float) END AS retIC#94010649, CASE WHEN ((resretIC#94010389 = NA) OR (resretIC#94010389 = null)) THEN null ELSE cast(resretIC#94010389 as float) END AS resretIC#94010652, CASE WHEN ((numcos#94010390 = NA) OR (numcos#94010390 = null)) THEN null ELSE cast(numcos#94010390 as float) END AS numcos#94010654, CASE WHEN ((numdates#94010391 = NA) OR (numdates#94010391 = null)) THEN null ELSE cast(numdates#94010391 as float) END AS numdates#94010659, CASE WHEN (annual_bmret#94010392 = null) THEN null ELSE annual_bmret#94010392 END AS annual_bmret#94010662, CASE WHEN ((annual_ret#94010393 = NA) OR (annual_ret#94010393 = null)) THEN null ELSE cast(annual_ret#94010393 as float) END AS annual_ret#94010667, CASE WHEN ((std_ret#94010394 = NA) OR (std_ret#94010394 = null)...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.1 KiB |
0.0 B |
| 3610499 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7506039]
+- *(2) Project [sector_id#94010645, numcos#94010654, numdates#94010659, sort#93880530, description#93880532, universe#94011004, coverage#94010916]
+- *(2) BroadcastHashJoin [sector_id#94010645], [sector_id#93880529], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(cast(input[0, int, true] as bigint)),false), [id=#7506032]
: +- *(1) Project [sector_id#94010645, numcos#94010654, numdates#94010659, coverage#94010916, round((cast(numcos#94010654 as double) / cast(coverage#94010916 as double)), 0) AS universe#94011004]
: +- *(1) Filter isnotnull(sector_id#94010645)
: +- InMemoryTableScan [coverage#94010916, numcos#94010654, numdates#94010659, sector_id#94010645], [isnotnull(sector_id#94010645)]
...
|
Disk Memory Deserialized 1x Replicated
|
12 |
100% |
10.6 KiB |
0.0 B |
| 3610513 |
*(1) Project [CASE WHEN ((cap#94010439 = NA) OR (cap#94010439 = null)) THEN null ELSE cast(cap#94010439 as float) END AS cap#94010644, CASE WHEN ((retIC#94010440 = NA) OR (retIC#94010440 = null)) THEN null ELSE cast(retIC#94010440 as float) END AS retIC#94010648, CASE WHEN ((resretIC#94010441 = NA) OR (resretIC#94010441 = null)) THEN null ELSE cast(resretIC#94010441 as float) END AS resretIC#94010653, CASE WHEN ((numcos#94010442 = NA) OR (numcos#94010442 = null)) THEN null ELSE cast(numcos#94010442 as float) END AS numcos#94010657, CASE WHEN ((numdates#94010443 = NA) OR (numdates#94010443 = null)) THEN null ELSE cast(numdates#94010443 as int) END AS numdates#94010661, CASE WHEN (annual_bmret#94010444 = null) THEN null ELSE annual_bmret#94010444 END AS annual_bmret#94010666, CASE WHEN ((annual_ret#94010445 = NA) OR (annual_ret#94010445 = null)) THEN null ELSE cast(annual_ret#94010445 as float) END AS annual_ret#94010671, CASE WHEN ((std_ret#94010446 = NA) OR (std_ret#94010446 = null)) THEN null ELSE cast(st...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.4 KiB |
0.0 B |
| 3610530 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7506102]
+- *(2) Project [cap#94010644, numcos#94010657, numdates#94010661, sort#93880531, description#93880533, universe#93880535, (cast(numcos#94010657 as double) / cast(universe#93880535 as double)) AS coverage#94010966]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94010644))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7506095]
: +- *(1) Filter isnotnull(cap#94010644)
: +- InMemoryTableScan [cap#94010644, numcos#94010657, numdates#94010661], [isnotnull(cap#94010644)]
: +- InMemoryRelation [ca...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3610544 |
*(1) Project [CASE WHEN (date#94010336 = null) THEN null ELSE cast(date#94010336 as date) END AS date#94010641, CASE WHEN ((overall#94010337 = NA) OR (overall#94010337 = null)) THEN null ELSE cast(overall#94010337 as int) END AS overall#94010642, CASE WHEN ((ret#94010338 = NA) OR (ret#94010338 = null)) THEN null ELSE cast(ret#94010338 as float) END AS ret#94010647, CASE WHEN ((resret#94010339 = NA) OR (resret#94010339 = null)) THEN null ELSE cast(resret#94010339 as float) END AS resret#94010651, CASE WHEN ((retnet#94010340 = NA) OR (retnet#94010340 = null)) THEN null ELSE cast(retnet#94010340 as float) END AS retnet#94010655, CASE WHEN ((turnover#94010341 = NA) OR (turnover#94010341 = null)) THEN null ELSE cast(turnover#94010341 as float) END AS turnover#94010658, CASE WHEN ((numcos#94010342 = NA) OR (numcos#94010342 = null)) THEN null ELSE cast(numcos#94010342 as float) END AS numcos#94010663, CASE WHEN (benchmark#94010343 = null) THEN null ELSE benchmark#94010343 END AS benchmark#94010665, CASE WHEN (exc...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
73.0 KiB |
0.0 B |
| 3610552 |
*(1) Project [CASE WHEN (date#94010359 = null) THEN null ELSE cast(date#94010359 as date) END AS date#94010643, CASE WHEN ((cap#94010360 = NA) OR (cap#94010360 = null)) THEN null ELSE cast(cap#94010360 as float) END AS cap#94010646, CASE WHEN ((ret#94010361 = NA) OR (ret#94010361 = null)) THEN null ELSE cast(ret#94010361 as float) END AS ret#94010650, CASE WHEN ((resret#94010362 = NA) OR (resret#94010362 = null)) THEN null ELSE cast(resret#94010362 as float) END AS resret#94010656, CASE WHEN ((retnet#94010363 = NA) OR (retnet#94010363 = null)) THEN null ELSE cast(retnet#94010363 as float) END AS retnet#94010660, CASE WHEN ((turnover#94010364 = NA) OR (turnover#94010364 = null)) THEN null ELSE cast(turnover#94010364 as float) END AS turnover#94010664, CASE WHEN ((numcos#94010365 = NA) OR (numcos#94010365 = null)) THEN null ELSE cast(numcos#94010365 as float) END AS numcos#94010669, CASE WHEN ((coverage#94010366 = NA) OR (coverage#94010366 = null)) THEN null ELSE cast(coverage#94010366 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
262.7 KiB |
0.0 B |
| 3610565 |
*(2) Sort [date#94010641 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94010641 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7506150]
+- Union
:- InMemoryTableScan [date#94010641, numcos#94010663]
: +- InMemoryRelation [date#94010641, overall#94010642, ret#94010647, resret#94010651, retnet#94010655, turnover#94010658, numcos#94010663, benchmark#94010665, excess_ret#94010668, excess_resret#94010672, excess_retnet#94010675], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#94010336 = null) THEN null ELSE cast(date#94010336 as date) END AS date#94010641, CASE WHEN ((overall#94010337 = NA) OR (overall#94010337 = null)) THEN null ELSE cast(overall#94010337 as int) END AS overall#94010642, CASE WHEN ((ret#94010338 = NA) OR (ret#94010338 = null)) THEN null ELSE cast(ret#94010338 as float) END AS ret#94010647, CASE WHEN ((resret#94010339 = NA) OR (resret#94010339 = null)) THEN null ELSE cast(resret#94010339 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
71.9 KiB |
0.0 B |
| 3610599 |
*(1) Project [CASE WHEN ((turnover#94014098 = NA) OR (turnover#94014098 = null)) THEN null ELSE cast(turnover#94014098 as float) END AS turnover#94014305, CASE WHEN ((turnover#94014098 = NA) OR (turnover#94014098 = null)) THEN null ELSE (1.0 / cast(cast(turnover#94014098 as float) as double)) END AS days_hold#94014368]
+- *(1) Filter ((isnotnull(cap#94014067) AND NOT coalesce(((cap#94014067 = NA) OR (cap#94014067 = null)), false)) AND (cast(cap#94014067 as float) = 0.0))
+- FileScan csv [cap#94014067,turnover#94014098] Batched: false, DataFilters: [isnotnull(cap#94014067), NOT coalesce(((cap#94014067 = NA) OR (cap#94014067 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/rankviews_history/rank..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3610621 |
*(1) Project [CASE WHEN ((year#94014016 = NA) OR (year#94014016 = null)) THEN null ELSE cast(year#94014016 as float) END AS year#94014248, CASE WHEN ((retIC#94014017 = NA) OR (retIC#94014017 = null)) THEN null ELSE cast(retIC#94014017 as float) END AS retIC#94014249, CASE WHEN ((resretIC#94014018 = NA) OR (resretIC#94014018 = null)) THEN null ELSE cast(resretIC#94014018 as float) END AS resretIC#94014250, CASE WHEN ((numcos#94014019 = NA) OR (numcos#94014019 = null)) THEN null ELSE cast(numcos#94014019 as float) END AS numcos#94014251, CASE WHEN ((numdates#94014020 = NA) OR (numdates#94014020 = null)) THEN null ELSE cast(numdates#94014020 as int) END AS numdates#94014253, CASE WHEN (annual_bmret#94014021 = null) THEN null ELSE annual_bmret#94014021 END AS annual_bmret#94014255, CASE WHEN ((annual_ret#94014022 = NA) OR (annual_ret#94014022 = null)) THEN null ELSE cast(annual_ret#94014022 as float) END AS annual_ret#94014257, CASE WHEN ((std_ret#94014023 = NA) OR (std_ret#94014023 = null)) THEN null ELSE cas...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.9 KiB |
0.0 B |
| 3610634 |
*(2) Project [ret_large#94013861, ret_small#94013891, (ret_large#94013861 - ret_small#94013891) AS differential#94013977]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#94010671 AS ret_large#94013861]
: +- *(2) Filter (isnotnull(cap#94010644) AND (cap#94010644 = 1.0))
: +- InMemoryTableScan [annual_ret#94010671, cap#94010644], [isnotnull(cap#94010644), (cap#94010644 = 1.0)]
: +- InMemoryRelation [cap#94010644, retIC#94010648, resretIC#94010653, numcos#94010657, numdates#94010661, annual_bmret#94010666, annual_ret#94010671, std_ret#94010676, Sharpe_ret#94010680, PctPos_ret#94010684, TR_ret#94010696, IR_ret#94010697, annual_resret#94010699, std_resret#94010700, Sharpe_resret#94010701, PctPos_resret#94010702, TR_resret#94010703, IR_resret#94010704, annual_retnet#94010705, std_retnet#94010706, Sharpe_retnet#94010707, PctPos_retnet#94010720, TR_retnet#94010722, IR_retnet#94010723, ... 2 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3610653 |
*(3) Project [cap#94013946, turnover#94010724, (1.0 / cast(turnover#94010724 as double)) AS days_hold#94013974]
+- *(3) Sort [cap_sort#94013857 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#94013857 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7506325]
+- *(2) Project [turnover#94010724, cap_description#94013856 AS cap#94013946, cap_sort#94013857]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94010644))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7506317]
: +- *(1) Filter isnotnull(cap#94010644)
: +- InMemoryTableScan [cap#94010644, turnover#94010724], [isnotnull(cap#94010644)]
: +- InMemoryRelation [cap#94010644, retIC#94010648, resretIC#94010653, numcos#94010657, num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3610667 |
*(2) Sort [year#94014248 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#94014248 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7506265]
+- *(1) Project [year#94014248, turnover#94014292, (1.0 / cast(turnover#94014292 as double)) AS days_hold#94014331]
+- *(1) Filter isnotnull(turnover#94014292)
+- InMemoryTableScan [turnover#94014292, year#94014248], [isnotnull(turnover#94014292)]
+- InMemoryRelation [year#94014248, retIC#94014249, resretIC#94014250, numcos#94014251, numdates#94014253, annual_bmret#94014255, annual_ret#94014257, std_ret#94014259, Sharpe_ret#94014261, PctPos_ret#94014262, TR_ret#94014264, IR_ret#94014266, annual_resret#94014268, std_resret#94014270, Sharpe_resret#94014272, PctPos_resret#94014274, TR_resret#94014275, IR_resret#94014277, annual_retnet#94014279, std_retnet#94014281, Sharpe_retnet#94014283, PctPos_retnet#94014285, TR_retnet#94014287, IR_retnet#94014289, turnover#94014292], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
9 |
100% |
4.1 KiB |
0.0 B |
| 3610730 |
*(1) Project [CASE WHEN ((fractile#94017781 = NA) OR (fractile#94017781 = null)) THEN null ELSE cast(fractile#94017781 as int) END AS fractile#94017829, CASE WHEN (cap#94017782 = null) THEN null ELSE cap#94017782 END AS cap#94017830, CASE WHEN ((size#94017783 = NA) OR (size#94017783 = null)) THEN null ELSE cast(size#94017783 as float) END AS size#94017831, CASE WHEN ((value#94017784 = NA) OR (value#94017784 = null)) THEN null ELSE cast(value#94017784 as float) END AS value#94017832, CASE WHEN ((growth#94017785 = NA) OR (growth#94017785 = null)) THEN null ELSE cast(growth#94017785 as float) END AS growth#94017833, CASE WHEN ((leverage#94017786 = NA) OR (leverage#94017786 = null)) THEN null ELSE cast(leverage#94017786 as float) END AS leverage#94017834, CASE WHEN ((volatility#94017787 = NA) OR (volatility#94017787 = null)) THEN null ELSE cast(volatility#94017787 as float) END AS volatility#94017835, CASE WHEN ((momentum#94017788 = NA) OR (momentum#94017788 = null)) THEN null ELSE cast(momentum#94017788 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3610742 |
*(3) Sort [fractile#94017829 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94017829 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7506552]
+- *(2) Project [fractile#94017829, size#94017831, value#94017832, growth#94017833, leverage#94017834, volatility#94017835, momentum#94017836, yield#94017837, ##94017838, min_date#94017839, max_date#94017840]
+- *(2) BroadcastHashJoin [cap_description#94017853], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94017829, cap#94017830 AS cap_description#94017853, size#94017831, value#94017832, growth#94017833, leverage#94017834, volatility#94017835, momentum#94017836, yield#94017837, ##94017838, min_date#94017839, max_date#94017840]
: +- *(2) Filter ((isnotnull(fractile#94017829) AND NOT (fractile#94017829 = -1)) AND isnotnull(cap#94017830))
: +- InMemoryTableScan [##94017838, cap#94017830, fractile#94017829, growth#94017833, leverage#94017834, max_date#94017840, min_date#94017839, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3610756 |
*(1) Project [CASE WHEN ((overall#94014066 = NA) OR (overall#94014066 = null)) THEN null ELSE cast(overall#94014066 as int) END AS overall#94014252, CASE WHEN ((cap#94014067 = NA) OR (cap#94014067 = null)) THEN null ELSE cast(cap#94014067 as float) END AS cap#94014254, CASE WHEN ((retIC#94014068 = NA) OR (retIC#94014068 = null)) THEN null ELSE cast(retIC#94014068 as float) END AS retIC#94014256, CASE WHEN ((resretIC#94014069 = NA) OR (resretIC#94014069 = null)) THEN null ELSE cast(resretIC#94014069 as float) END AS resretIC#94014258, CASE WHEN ((size#94014070 = NA) OR (size#94014070 = null)) THEN null ELSE cast(size#94014070 as float) END AS size#94014260, CASE WHEN ((value#94014071 = NA) OR (value#94014071 = null)) THEN null ELSE cast(value#94014071 as float) END AS value#94014263, CASE WHEN ((growth#94014072 = NA) OR (growth#94014072 = null)) THEN null ELSE cast(growth#94014072 as float) END AS growth#94014265, CASE WHEN ((leverage#94014073 = NA) OR (leverage#94014073 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3610762 |
*(1) Project [yield#94014273, volatility#94014269, momentum#94014271, size#94014260, value#94014263, growth#94014265, leverage#94014267]
+- *(1) Filter (isnotnull(cap#94014254) AND (cap#94014254 = 0.0))
+- InMemoryTableScan [cap#94014254, growth#94014265, leverage#94014267, momentum#94014271, size#94014260, value#94014263, volatility#94014269, yield#94014273], [isnotnull(cap#94014254), (cap#94014254 = 0.0)]
+- InMemoryRelation [overall#94014252, cap#94014254, retIC#94014256, resretIC#94014258, size#94014260, value#94014263, growth#94014265, leverage#94014267, volatility#94014269, momentum#94014271, yield#94014273, numcos#94014276, numdates#94014278, annual_bmret#94014280, annual_ret#94014282, std_ret#94014284, Sharpe_ret#94014286, PctPos_ret#94014288, TR_ret#94014290, IR_ret#94014291, annual_resret#94014293, std_resret#94014294, Sharpe_resret#94014295, PctPos_resret#94014296, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN ((ove...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3610844 |
*(1) Project [CASE WHEN (date#94019687 = null) THEN null ELSE cast(date#94019687 as date) END AS date#94019796, CASE WHEN ((allret#94019688 = NA) OR (allret#94019688 = null)) THEN null ELSE cast(allret#94019688 as float) END AS allret#94019798, CASE WHEN ((allcum#94019689 = NA) OR (allcum#94019689 = null)) THEN null ELSE cast(allcum#94019689 as float) END AS allcum#94019800, CASE WHEN ((drawdown_gross#94019690 = NA) OR (drawdown_gross#94019690 = null)) THEN null ELSE cast(drawdown_gross#94019690 as float) END AS drawdown_gross#94019846, CASE WHEN ((drawdown_length_gross#94019691 = NA) OR (drawdown_length_gross#94019691 = null)) THEN null ELSE cast(drawdown_length_gross#94019691 as int) END AS drawdown_length_gross#94019849, CASE WHEN ((allretnet#94019692 = NA) OR (allretnet#94019692 = null)) THEN null ELSE cast(allretnet#94019692 as float) END AS allretnet#94019873, CASE WHEN ((allcumnet#94019693 = NA) OR (allcumnet#94019693 = null)) THEN null ELSE cast(allcumnet#94019693 as float) END AS allcumnet#9401987...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
498.9 KiB |
0.0 B |
| 3610856 |
*(2) Sort [date#94019905 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94019905 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7506790]
+- *(1) Project [date#94019905, allcum#94019920 AS cum_gross#94020766, allcumnet#94019976 AS cum_net#94020767]
+- InMemoryTableScan [allcum#94019920, allcumnet#94019976, date#94019905]
+- InMemoryRelation [date#94019905, allret#94019907, allcum#94019920, drawdown_gross#94019927, drawdown_length_gross#94019937, allretnet#94019968, allcumnet#94019976, drawdown_net#94019993, drawdown_length_net#94019994, numcos#94019995, largecum#94019996, largecumnet#94019997, largeret#94019998, largeretnet#94019999, midcum#94020000, midcumnet#94020001, midret#94020002, midretnet#94020003, smallcum#94020004, smallcumnet#94020027, smallret#94020055, smallretnet#94020078], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94019687 = null) THEN null ELSE cast(date#94019687 as date) END AS date#94019796, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3610877 |
*(2) Sort [date#94021029 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94021029 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7506822]
+- *(1) Project [date#94021029, allret#94021030 AS daily_gross#94021144, allretnet#94021034 AS daily_net#94021145]
+- InMemoryTableScan [allret#94021030, allretnet#94021034, date#94021029]
+- InMemoryRelation [date#94021029, allret#94021030, allcum#94021031, drawdown_gross#94021032, drawdown_length_gross#94021033, allretnet#94021034, allcumnet#94021035, drawdown_net#94021036, drawdown_length_net#94021037, numcos#94021038, largecum#94021040, largecumnet#94021041, largeret#94021042, largeretnet#94021043, midcum#94021044, midcumnet#94021045, midret#94021046, midretnet#94021047, smallcum#94021048, smallcumnet#94021049, smallret#94021050, smallretnet#94021051], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94019687 = null) THEN null ELSE cast(date#94019687 as date) END AS date#940197...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3610897 |
*(1) Sort [date#94020145 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94020145 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7506840]
+- InMemoryTableScan [date#94020145, drawdown_gross#94020148, drawdown_net#94020175]
+- InMemoryRelation [date#94020145, allret#94020146, allcum#94020147, drawdown_gross#94020148, drawdown_length_gross#94020149, allretnet#94020151, allcumnet#94020152, drawdown_net#94020175, drawdown_length_net#94020176, numcos#94020177, largecum#94020288, largecumnet#94020289, largeret#94020291, largeretnet#94020292, midcum#94020738, midcumnet#94020741, midret#94020743, midretnet#94020769, smallcum#94020772, smallcumnet#94020777, smallret#94020779, smallretnet#94020780], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94019687 = null) THEN null ELSE cast(date#94019687 as date) END AS date#94019796, CASE WHEN ((allret#94019688 = NA) OR (allret#94019688 = null)) THEN null ELSE cast(allret#94019688 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3610918 |
*(2) Sort [date#94019796 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94019796 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7506862]
+- *(1) Project [date#94019796, (drawdown_length_gross#94019849 * -1) AS drawdown_length_gross#94020028]
+- InMemoryTableScan [date#94019796, drawdown_length_gross#94019849]
+- InMemoryRelation [date#94019796, allret#94019798, allcum#94019800, drawdown_gross#94019846, drawdown_length_gross#94019849, allretnet#94019873, allcumnet#94019874, drawdown_net#94019897, drawdown_length_net#94019898, numcos#94019899, largecum#94019906, largecumnet#94019913, largeret#94019919, largeretnet#94019926, midcum#94019935, midcumnet#94019969, midret#94019979, midretnet#94019986, smallcum#94019988, smallcumnet#94019990, smallret#94019991, smallretnet#94019992], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94019687 = null) THEN null ELSE cast(date#94019687 as date) END AS date#94019796, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
81.2 KiB |
0.0 B |
| 3610932 |
*(1) Project [CASE WHEN ((fractile#94019614 = NA) OR (fractile#94019614 = null)) THEN null ELSE cast(fractile#94019614 as float) END AS fractile#94019634, CASE WHEN ((overall#94019615 = NA) OR (overall#94019615 = null)) THEN null ELSE cast(overall#94019615 as int) END AS overall#94019635, CASE WHEN ((annual_ret#94019616 = NA) OR (annual_ret#94019616 = null)) THEN null ELSE cast(annual_ret#94019616 as float) END AS annual_ret#94019636, CASE WHEN ((annual_resret#94019617 = NA) OR (annual_resret#94019617 = null)) THEN null ELSE cast(annual_resret#94019617 as float) END AS annual_resret#94019637, CASE WHEN ((numcos#94019618 = NA) OR (numcos#94019618 = null)) THEN null ELSE cast(numcos#94019618 as float) END AS numcos#94019638]
+- FileScan csv [fractile#94019614,overall#94019615,annual_ret#94019616,annual_resret#94019617,numcos#94019618] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/growth/fr..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3610941 |
*(1) Project [CASE WHEN ((fractile#94019731 = NA) OR (fractile#94019731 = null)) THEN null ELSE cast(fractile#94019731 as float) END AS fractile#94019797, CASE WHEN ((cap#94019732 = NA) OR (cap#94019732 = null)) THEN null ELSE cast(cap#94019732 as float) END AS cap#94019799, CASE WHEN ((annual_ret#94019733 = NA) OR (annual_ret#94019733 = null)) THEN null ELSE cast(annual_ret#94019733 as float) END AS annual_ret#94019823, CASE WHEN ((annual_resret#94019734 = NA) OR (annual_resret#94019734 = null)) THEN null ELSE cast(annual_resret#94019734 as float) END AS annual_resret#94019848, CASE WHEN ((numcos#94019735 = NA) OR (numcos#94019735 = null)) THEN null ELSE cast(numcos#94019735 as float) END AS numcos#94019872]
+- FileScan csv [fractile#94019731,cap#94019732,annual_ret#94019733,annual_resret#94019734,numcos#94019735] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/growth/fr..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1160.0 B |
0.0 B |
| 3610948 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#94019634, annual_ret#94019636, annual_resret#94019637, numcos#94019638]
: +- InMemoryRelation [fractile#94019634, overall#94019635, annual_ret#94019636, annual_resret#94019637, numcos#94019638], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#94019614 = NA) OR (fractile#94019614 = null)) THEN null ELSE cast(fractile#94019614 as float) END AS fractile#94019634, CASE WHEN ((overall#94019615 = NA) OR (overall#94019615 = null)) THEN null ELSE cast(overall#94019615 as int) END AS overall#94019635, CASE WHEN ((annual_ret#94019616 = NA) OR (annual_ret#94019616 = null)) THEN null ELSE cast(annual_ret#94019616 as float) END AS annual_ret#94019636, CASE WHEN ((annual_resret#94019617 = NA) OR (annual_resret#94019617 = null)) THEN null ELSE cast(annual_resret#94019617 as float) END AS annual_resret#94019637, CASE WHEN ((numcos#94019618 = NA) OR (numcos#94019618 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3610968 |
*(1) Project [CASE WHEN (group#94021076 = null) THEN null ELSE group#94021076 END AS group#94021195, CASE WHEN ((annual_bmret#94021077 = NA) OR (annual_bmret#94021077 = null)) THEN null ELSE cast(annual_bmret#94021077 as float) END AS annual_bmret#94021196, CASE WHEN ((annual_ret#94021078 = NA) OR (annual_ret#94021078 = null)) THEN null ELSE cast(annual_ret#94021078 as float) END AS annual_ret#94021197, CASE WHEN ((std_ret#94021079 = NA) OR (std_ret#94021079 = null)) THEN null ELSE cast(std_ret#94021079 as float) END AS std_ret#94021198, CASE WHEN ((Sharpe_ret#94021080 = NA) OR (Sharpe_ret#94021080 = null)) THEN null ELSE cast(Sharpe_ret#94021080 as float) END AS Sharpe_ret#94021199, CASE WHEN ((PctPos_ret#94021081 = NA) OR (PctPos_ret#94021081 = null)) THEN null ELSE cast(PctPos_ret#94021081 as float) END AS PctPos_ret#94021200, CASE WHEN ((TR_ret#94021082 = NA) OR (TR_ret#94021082 = null)) THEN null ELSE cast(TR_ret#94021082 as float) END AS TR_ret#94021201, CASE WHEN ((IR_ret#94021083 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
18.2 KiB |
0.0 B |
| 3610974 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#94021197, Sharpe_ret#94021199, PctPos_ret#94021200, annual_resret#94021203, Sharpe_resret#94021205, PctPos_resret#94021206, annual_retnet#94021209, Sharpe_retnet#94021211, PctPos_retnet#94021212]
+- *(2) BroadcastHashJoin [group#94021195], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#94021195)
: +- InMemoryTableScan [group#94021195, annual_ret#94021197, Sharpe_ret#94021199, PctPos_ret#94021200, annual_resret#94021203, Sharpe_resret#94021205, PctPos_resret#94021206, annual_retnet#94021209, Sharpe_retnet#94021211, PctPos_retnet#94021212], [isnotnull(group#94021195)]
: +- InMemoryRelation [group#94021195, annual_bmret#94021196, annual_ret#94021197, std_ret#94021198, Sharpe_ret#94021199, PctPos_ret#94021200, TR_ret#94021201, IR_ret#94021202, annual_resret#94021203, std_resret#94021204, Sharpe_resret#94021205, PctPos_resret#94021206, TR_resret#94021207, IR_resret#94021208, annual_retnet#94021209, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
8.0 KiB |
0.0 B |
| 3611036 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7507132]
+- *(2) Project [sector_id#94025442, numcos#94025459, numdates#94025460, sort#93880530, description#93880532, universe#94025777, coverage#94025621]
+- *(2) BroadcastHashJoin [sector_id#94025442], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [CASE WHEN ((sector_id#94025174 = NA) OR (sector_id#94025174 = null)) THEN null ELSE cast(sector_id#94025174 as int) END AS sector_id#94025442, CASE WHEN ((numcos#94025177 = NA) OR (numcos#94025177 = null)) THEN null ELSE cast(numcos#94025177 as float) END AS numcos#94025459, CASE WHEN ((numdates#94025178 = NA) OR (numdates#94025178 = null)) THEN null ELSE cast(numdates#94025178 as int) END AS numdates#94025460, CASE WHEN ((coverage#94025199 = NA) OR (coverage#94025199 = null)) THEN null ELSE cast(coverage#940...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.5 KiB |
0.0 B |
| 3611050 |
*(1) Project [CASE WHEN ((cap#94025226 = NA) OR (cap#94025226 = null)) THEN null ELSE cast(cap#94025226 as float) END AS cap#94025443, CASE WHEN ((retIC#94025227 = NA) OR (retIC#94025227 = null)) THEN null ELSE cast(retIC#94025227 as float) END AS retIC#94025446, CASE WHEN ((resretIC#94025228 = NA) OR (resretIC#94025228 = null)) THEN null ELSE cast(resretIC#94025228 as float) END AS resretIC#94025468, CASE WHEN ((numcos#94025229 = NA) OR (numcos#94025229 = null)) THEN null ELSE cast(numcos#94025229 as float) END AS numcos#94025470, CASE WHEN ((numdates#94025230 = NA) OR (numdates#94025230 = null)) THEN null ELSE cast(numdates#94025230 as int) END AS numdates#94025528, CASE WHEN ((annual_bmret#94025231 = NA) OR (annual_bmret#94025231 = null)) THEN null ELSE cast(annual_bmret#94025231 as float) END AS annual_bmret#94025531, CASE WHEN ((annual_ret#94025232 = NA) OR (annual_ret#94025232 = null)) THEN null ELSE cast(annual_ret#94025232 as float) END AS annual_ret#94025533, CASE WHEN ((std_ret#94025233 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3611067 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7507203]
+- *(2) Project [cap#94025443, numcos#94025470, numdates#94025528, sort#93880531, description#93880533, universe#93880535, (cast(numcos#94025470 as double) / cast(universe#93880535 as double)) AS coverage#94025792]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94025443))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7507196]
: +- *(1) Filter isnotnull(cap#94025443)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94025443, numcos#94025470, numdates#94025528], [isnotnull(cap#94025443)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3611081 |
*(1) Project [CASE WHEN (date#94025125 = null) THEN null ELSE cast(date#94025125 as date) END AS date#94025300, CASE WHEN ((overall#94025126 = NA) OR (overall#94025126 = null)) THEN null ELSE cast(overall#94025126 as int) END AS overall#94025301, CASE WHEN ((ret#94025127 = NA) OR (ret#94025127 = null)) THEN null ELSE cast(ret#94025127 as float) END AS ret#94025302, CASE WHEN ((resret#94025128 = NA) OR (resret#94025128 = null)) THEN null ELSE cast(resret#94025128 as float) END AS resret#94025303, CASE WHEN ((retnet#94025129 = NA) OR (retnet#94025129 = null)) THEN null ELSE cast(retnet#94025129 as float) END AS retnet#94025304, CASE WHEN ((turnover#94025130 = NA) OR (turnover#94025130 = null)) THEN null ELSE cast(turnover#94025130 as float) END AS turnover#94025305, CASE WHEN ((numcos#94025131 = NA) OR (numcos#94025131 = null)) THEN null ELSE cast(numcos#94025131 as float) END AS numcos#94025332, CASE WHEN ((benchmark#94025132 = NA) OR (benchmark#94025132 = null)) THEN null ELSE cast(benchmark#94025132 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
233.8 KiB |
0.0 B |
| 3611089 |
*(1) Project [CASE WHEN (date#94025148 = null) THEN null ELSE cast(date#94025148 as date) END AS date#94025439, CASE WHEN ((cap#94025149 = NA) OR (cap#94025149 = null)) THEN null ELSE cast(cap#94025149 as float) END AS cap#94025440, CASE WHEN ((ret#94025150 = NA) OR (ret#94025150 = null)) THEN null ELSE cast(ret#94025150 as float) END AS ret#94025441, CASE WHEN ((resret#94025151 = NA) OR (resret#94025151 = null)) THEN null ELSE cast(resret#94025151 as float) END AS resret#94025444, CASE WHEN ((retnet#94025152 = NA) OR (retnet#94025152 = null)) THEN null ELSE cast(retnet#94025152 as float) END AS retnet#94025467, CASE WHEN ((turnover#94025153 = NA) OR (turnover#94025153 = null)) THEN null ELSE cast(turnover#94025153 as float) END AS turnover#94025471, CASE WHEN ((numcos#94025154 = NA) OR (numcos#94025154 = null)) THEN null ELSE cast(numcos#94025154 as float) END AS numcos#94025529, CASE WHEN ((coverage#94025155 = NA) OR (coverage#94025155 = null)) THEN null ELSE cast(coverage#94025155 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
851.0 KiB |
0.0 B |
| 3611102 |
*(2) Sort [date#94025300 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94025300 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7507252]
+- Union
:- InMemoryTableScan [date#94025300, numcos#94025332]
: +- InMemoryRelation [date#94025300, overall#94025301, ret#94025302, resret#94025303, retnet#94025304, turnover#94025305, numcos#94025332, benchmark#94025359, excess_ret#94025372, excess_resret#94025385, excess_retnet#94025438], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#94025125 = null) THEN null ELSE cast(date#94025125 as date) END AS date#94025300, CASE WHEN ((overall#94025126 = NA) OR (overall#94025126 = null)) THEN null ELSE cast(overall#94025126 as int) END AS overall#94025301, CASE WHEN ((ret#94025127 = NA) OR (ret#94025127 = null)) THEN null ELSE cast(ret#94025127 as float) END AS ret#94025302, CASE WHEN ((resret#94025128 = NA) OR (resret#94025128 = null)) THEN null ELSE cast(resret#94025128 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
98.7 KiB |
0.0 B |
| 3611146 |
*(1) Project [CASE WHEN ((turnover#94028213 = NA) OR (turnover#94028213 = null)) THEN null ELSE cast(turnover#94028213 as float) END AS turnover#94028420, CASE WHEN ((turnover#94028213 = NA) OR (turnover#94028213 = null)) THEN null ELSE (1.0 / cast(cast(turnover#94028213 as float) as double)) END AS days_hold#94028483]
+- *(1) Filter ((isnotnull(cap#94028182) AND NOT coalesce(((cap#94028182 = NA) OR (cap#94028182 = null)), false)) AND (cast(cap#94028182 as float) = 0.0))
+- FileScan csv [cap#94028182,turnover#94028213] Batched: false, DataFilters: [isnotnull(cap#94028182), NOT coalesce(((cap#94028182 = NA) OR (cap#94028182 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/growth/st..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3611160 |
*(1) Project [CASE WHEN ((year#94028131 = NA) OR (year#94028131 = null)) THEN null ELSE cast(year#94028131 as int) END AS year#94028363, CASE WHEN ((retIC#94028132 = NA) OR (retIC#94028132 = null)) THEN null ELSE cast(retIC#94028132 as float) END AS retIC#94028364, CASE WHEN ((resretIC#94028133 = NA) OR (resretIC#94028133 = null)) THEN null ELSE cast(resretIC#94028133 as float) END AS resretIC#94028365, CASE WHEN ((numcos#94028134 = NA) OR (numcos#94028134 = null)) THEN null ELSE cast(numcos#94028134 as float) END AS numcos#94028366, CASE WHEN ((numdates#94028135 = NA) OR (numdates#94028135 = null)) THEN null ELSE cast(numdates#94028135 as int) END AS numdates#94028367, CASE WHEN ((annual_bmret#94028136 = NA) OR (annual_bmret#94028136 = null)) THEN null ELSE cast(annual_bmret#94028136 as float) END AS annual_bmret#94028369, CASE WHEN ((annual_ret#94028137 = NA) OR (annual_ret#94028137 = null)) THEN null ELSE cast(annual_ret#94028137 as float) END AS annual_ret#94028371, CASE WHEN ((std_ret#94028138 = NA) O...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.5 KiB |
0.0 B |
| 3611172 |
*(2) Project [ret_large#94027976, ret_small#94028006, (ret_large#94027976 - ret_small#94028006) AS differential#94028095]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#94025533 AS ret_large#94027976]
: +- *(2) Filter (isnotnull(cap#94025443) AND (cap#94025443 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#94025533, cap#94025443], [isnotnull(cap#94025443), (cap#94025443 = 1.0)]
: +- InMemoryRelation [cap#94025443, retIC#94025446, resretIC#94025468, numcos#94025470, numdates#94025528, annual_bmret#94025531, annual_ret#94025533, std_ret#94025536, Sharpe_ret#94025539, PctPos_ret#94025542, TR_ret#94025545, IR_ret#94025547, annual_resret#94025549, std_resret#94025564, Sharpe_resret#94025578, PctPos_resret#94025592, TR_resret#94025606, IR_resret#94025608, annual_retnet#94025622, std_retnet#94025623, Sharpe_retnet#94025636, PctPos_retnet#94025637, TR_retnet#94025700, IR_retnet#94025701, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3611190 |
*(3) Project [cap#94028034, turnover#94025702, (1.0 / cast(turnover#94025702 as double)) AS days_hold#94028089]
+- *(3) Sort [cap_sort#94027972 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#94027972 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7507443]
+- *(2) Project [turnover#94025702, cap_description#94027971 AS cap#94028034, cap_sort#94027972]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94025443))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7507435]
: +- *(1) Filter isnotnull(cap#94025443)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94025443, turnover#94025702], [isnotnull(cap#94025443)]
: +- InMemoryRelation [cap#94025443, retIC#940...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3611204 |
*(2) Sort [year#94028363 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#94028363 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7507373]
+- *(1) Project [year#94028363, turnover#94028408, (1.0 / cast(turnover#94028408 as double)) AS days_hold#94028446]
+- *(1) Filter isnotnull(turnover#94028408)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#94028408, year#94028363], [isnotnull(turnover#94028408)]
+- InMemoryRelation [year#94028363, retIC#94028364, resretIC#94028365, numcos#94028366, numdates#94028367, annual_bmret#94028369, annual_ret#94028371, std_ret#94028373, Sharpe_ret#94028375, PctPos_ret#94028377, TR_ret#94028380, IR_ret#94028381, annual_resret#94028383, std_resret#94028385, Sharpe_resret#94028388, PctPos_resret#94028390, TR_resret#94028392, IR_resret#94028394, annual_retnet#94028396, std_retnet#94028398, Sharpe_retnet#94028400, PctPos_retnet#94028401, TR_retnet#94028404, IR_retnet#94028406, turnover#94028408], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
26 |
100% |
11.8 KiB |
0.0 B |
| 3611267 |
*(1) Project [CASE WHEN ((fractile#94031896 = NA) OR (fractile#94031896 = null)) THEN null ELSE cast(fractile#94031896 as int) END AS fractile#94031944, CASE WHEN (cap#94031897 = null) THEN null ELSE cap#94031897 END AS cap#94031945, CASE WHEN ((size#94031898 = NA) OR (size#94031898 = null)) THEN null ELSE cast(size#94031898 as float) END AS size#94031946, CASE WHEN ((value#94031899 = NA) OR (value#94031899 = null)) THEN null ELSE cast(value#94031899 as float) END AS value#94031947, CASE WHEN ((growth#94031900 = NA) OR (growth#94031900 = null)) THEN null ELSE cast(growth#94031900 as float) END AS growth#94031948, CASE WHEN ((leverage#94031901 = NA) OR (leverage#94031901 = null)) THEN null ELSE cast(leverage#94031901 as float) END AS leverage#94031949, CASE WHEN ((volatility#94031902 = NA) OR (volatility#94031902 = null)) THEN null ELSE cast(volatility#94031902 as float) END AS volatility#94031950, CASE WHEN ((momentum#94031903 = NA) OR (momentum#94031903 = null)) THEN null ELSE cast(momentum#94031903 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3611279 |
*(3) Sort [fractile#94031944 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94031944 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7507683]
+- *(2) Project [fractile#94031944, size#94031946, value#94031947, growth#94031948, leverage#94031949, volatility#94031950, momentum#94031951, yield#94031952, ##94031953, min_date#94031954, max_date#94031955]
+- *(2) BroadcastHashJoin [cap_description#94031968], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94031944, cap#94031945 AS cap_description#94031968, size#94031946, value#94031947, growth#94031948, leverage#94031949, volatility#94031950, momentum#94031951, yield#94031952, ##94031953, min_date#94031954, max_date#94031955]
: +- *(2) Filter ((isnotnull(fractile#94031944) AND NOT (fractile#94031944 = -1)) AND isnotnull(cap#94031945))
: +- InMemoryTableScan [##94031953, cap#94031945, fractile#94031944, growth#94031948, leverage#94031949, max_date#94031955, min_date#94031954, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3611293 |
*(1) Project [CASE WHEN ((overall#94028181 = NA) OR (overall#94028181 = null)) THEN null ELSE cast(overall#94028181 as int) END AS overall#94028368, CASE WHEN ((cap#94028182 = NA) OR (cap#94028182 = null)) THEN null ELSE cast(cap#94028182 as float) END AS cap#94028370, CASE WHEN ((retIC#94028183 = NA) OR (retIC#94028183 = null)) THEN null ELSE cast(retIC#94028183 as float) END AS retIC#94028372, CASE WHEN ((resretIC#94028184 = NA) OR (resretIC#94028184 = null)) THEN null ELSE cast(resretIC#94028184 as float) END AS resretIC#94028374, CASE WHEN ((size#94028185 = NA) OR (size#94028185 = null)) THEN null ELSE cast(size#94028185 as float) END AS size#94028376, CASE WHEN ((value#94028186 = NA) OR (value#94028186 = null)) THEN null ELSE cast(value#94028186 as float) END AS value#94028378, CASE WHEN ((growth#94028187 = NA) OR (growth#94028187 = null)) THEN null ELSE cast(growth#94028187 as float) END AS growth#94028379, CASE WHEN ((leverage#94028188 = NA) OR (leverage#94028188 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3611299 |
*(1) Project [yield#94028387, volatility#94028384, momentum#94028386, size#94028376, value#94028378, growth#94028379, leverage#94028382]
+- *(1) Filter (isnotnull(cap#94028370) AND (cap#94028370 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#94028370, growth#94028379, leverage#94028382, momentum#94028386, size#94028376, value#94028378, volatility#94028384, yield#94028387], [isnotnull(cap#94028370), (cap#94028370 = 0.0)]
+- InMemoryRelation [overall#94028368, cap#94028370, retIC#94028372, resretIC#94028374, size#94028376, value#94028378, growth#94028379, leverage#94028382, volatility#94028384, momentum#94028386, yield#94028387, numcos#94028389, numdates#94028391, annual_bmret#94028393, annual_ret#94028395, std_ret#94028397, Sharpe_ret#94028399, PctPos_ret#94028402, TR_ret#94028403, IR_ret#94028405, annual_resret#94028407, std_resret#94028409, Sharpe_resret#94028410, PctPos_resret#94028411, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3611381 |
*(1) Project [CASE WHEN (date#94033921 = null) THEN null ELSE cast(date#94033921 as date) END AS date#94034055, CASE WHEN ((allret#94033922 = NA) OR (allret#94033922 = null)) THEN null ELSE cast(allret#94033922 as float) END AS allret#94034078, CASE WHEN ((allcum#94033923 = NA) OR (allcum#94033923 = null)) THEN null ELSE cast(allcum#94033923 as float) END AS allcum#94034080, CASE WHEN ((drawdown_gross#94033924 = NA) OR (drawdown_gross#94033924 = null)) THEN null ELSE cast(drawdown_gross#94033924 as float) END AS drawdown_gross#94034083, CASE WHEN ((drawdown_length_gross#94033925 = NA) OR (drawdown_length_gross#94033925 = null)) THEN null ELSE cast(drawdown_length_gross#94033925 as int) END AS drawdown_length_gross#94034084, CASE WHEN ((allretnet#94033926 = NA) OR (allretnet#94033926 = null)) THEN null ELSE cast(allretnet#94033926 as float) END AS allretnet#94034086, CASE WHEN ((allcumnet#94033927 = NA) OR (allcumnet#94033927 = null)) THEN null ELSE cast(allcumnet#94033927 as float) END AS allcumnet#9403408...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
498.9 KiB |
0.0 B |
| 3611393 |
*(2) Sort [date#94034055 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94034055 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7507929]
+- *(1) Project [date#94034055, allcum#94034080 AS cum_gross#94034216, allcumnet#94034087 AS cum_net#94034217]
+- InMemoryTableScan [allcum#94034080, allcumnet#94034087, date#94034055]
+- InMemoryRelation [date#94034055, allret#94034078, allcum#94034080, drawdown_gross#94034083, drawdown_length_gross#94034084, allretnet#94034086, allcumnet#94034087, drawdown_net#94034089, drawdown_length_net#94034091, numcos#94034092, largecum#94034095, largecumnet#94034096, largeret#94034099, largeretnet#94034100, midcum#94034102, midcumnet#94034103, midret#94034109, midretnet#94034114, smallcum#94034115, smallcumnet#94034116, smallret#94034119, smallretnet#94034120], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94033921 = null) THEN null ELSE cast(date#94033921 as date) END AS date#94034055, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3611414 |
*(2) Sort [date#94034995 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94034995 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7507954]
+- *(1) Project [date#94034995, allret#94034996 AS daily_gross#94035062, allretnet#94035000 AS daily_net#94035063]
+- InMemoryTableScan [allret#94034996, allretnet#94035000, date#94034995]
+- InMemoryRelation [date#94034995, allret#94034996, allcum#94034997, drawdown_gross#94034998, drawdown_length_gross#94034999, allretnet#94035000, allcumnet#94035001, drawdown_net#94035002, drawdown_length_net#94035003, numcos#94035004, largecum#94035005, largecumnet#94035006, largeret#94035007, largeretnet#94035008, midcum#94035009, midcumnet#94035010, midret#94035011, midretnet#94035012, smallcum#94035013, smallcumnet#94035014, smallret#94035015, smallretnet#94035016], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94033921 = null) THEN null ELSE cast(date#94033921 as date) END AS date#940340...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3611434 |
*(1) Sort [date#94034079 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94034079 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7507972]
+- InMemoryTableScan [date#94034079, drawdown_gross#94034088, drawdown_net#94034098]
+- InMemoryRelation [date#94034079, allret#94034082, allcum#94034085, drawdown_gross#94034088, drawdown_length_gross#94034090, allretnet#94034093, allcumnet#94034097, drawdown_net#94034098, drawdown_length_net#94034101, numcos#94034105, largecum#94034106, largecumnet#94034107, largeret#94034108, largeretnet#94034110, midcum#94034111, midcumnet#94034112, midret#94034113, midretnet#94034117, smallcum#94034121, smallcumnet#94034122, smallret#94034123, smallretnet#94034124], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94033921 = null) THEN null ELSE cast(date#94033921 as date) END AS date#94034055, CASE WHEN ((allret#94033922 = NA) OR (allret#94033922 = null)) THEN null ELSE cast(allret#94033922 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3611455 |
*(2) Sort [date#94034443 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94034443 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7507994]
+- *(1) Project [date#94034443, (drawdown_length_gross#94034473 * -1) AS drawdown_length_gross#94034589]
+- InMemoryTableScan [date#94034443, drawdown_length_gross#94034473]
+- InMemoryRelation [date#94034443, allret#94034444, allcum#94034448, drawdown_gross#94034472, drawdown_length_gross#94034473, allretnet#94034474, allcumnet#94034475, drawdown_net#94034499, drawdown_length_net#94034500, numcos#94034501, largecum#94034502, largecumnet#94034503, largeret#94034504, largeretnet#94034505, midcum#94034508, midcumnet#94034510, midret#94034513, midretnet#94034517, smallcum#94034541, smallcumnet#94034542, smallret#94034543, smallretnet#94034547], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94033921 = null) THEN null ELSE cast(date#94033921 as date) END AS date#94034055, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
81.1 KiB |
0.0 B |
| 3611469 |
*(1) Project [CASE WHEN ((fractile#94033715 = NA) OR (fractile#94033715 = null)) THEN null ELSE cast(fractile#94033715 as float) END AS fractile#94033771, CASE WHEN ((overall#94033716 = NA) OR (overall#94033716 = null)) THEN null ELSE cast(overall#94033716 as int) END AS overall#94033772, CASE WHEN ((annual_ret#94033717 = NA) OR (annual_ret#94033717 = null)) THEN null ELSE cast(annual_ret#94033717 as float) END AS annual_ret#94033775, CASE WHEN ((annual_resret#94033718 = NA) OR (annual_resret#94033718 = null)) THEN null ELSE cast(annual_resret#94033718 as float) END AS annual_resret#94033777, CASE WHEN ((numcos#94033719 = NA) OR (numcos#94033719 = null)) THEN null ELSE cast(numcos#94033719 as float) END AS numcos#94033779]
+- FileScan csv [fractile#94033715,overall#94033716,annual_ret#94033717,annual_resret#94033718,numcos#94033719] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/leverage/..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3611478 |
*(1) Project [CASE WHEN ((fractile#94033740 = NA) OR (fractile#94033740 = null)) THEN null ELSE cast(fractile#94033740 as float) END AS fractile#94033773, CASE WHEN ((cap#94033741 = NA) OR (cap#94033741 = null)) THEN null ELSE cast(cap#94033741 as float) END AS cap#94033774, CASE WHEN ((annual_ret#94033742 = NA) OR (annual_ret#94033742 = null)) THEN null ELSE cast(annual_ret#94033742 as float) END AS annual_ret#94033776, CASE WHEN ((annual_resret#94033743 = NA) OR (annual_resret#94033743 = null)) THEN null ELSE cast(annual_resret#94033743 as float) END AS annual_resret#94033778, CASE WHEN ((numcos#94033744 = NA) OR (numcos#94033744 = null)) THEN null ELSE cast(numcos#94033744 as float) END AS numcos#94033780]
+- FileScan csv [fractile#94033740,cap#94033741,annual_ret#94033742,annual_resret#94033743,numcos#94033744] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/leverage/..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1160.0 B |
0.0 B |
| 3611485 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#94033771, annual_ret#94033775, annual_resret#94033777, numcos#94033779]
: +- InMemoryRelation [fractile#94033771, overall#94033772, annual_ret#94033775, annual_resret#94033777, numcos#94033779], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#94033715 = NA) OR (fractile#94033715 = null)) THEN null ELSE cast(fractile#94033715 as float) END AS fractile#94033771, CASE WHEN ((overall#94033716 = NA) OR (overall#94033716 = null)) THEN null ELSE cast(overall#94033716 as int) END AS overall#94033772, CASE WHEN ((annual_ret#94033717 = NA) OR (annual_ret#94033717 = null)) THEN null ELSE cast(annual_ret#94033717 as float) END AS annual_ret#94033775, CASE WHEN ((annual_resret#94033718 = NA) OR (annual_resret#94033718 = null)) THEN null ELSE cast(annual_resret#94033718 as float) END AS annual_resret#94033777, CASE WHEN ((numcos#94033719 = NA) OR (numcos#94033719 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3611505 |
*(1) Project [CASE WHEN (group#94034420 = null) THEN null ELSE group#94034420 END AS group#94034546, CASE WHEN ((annual_bmret#94034421 = NA) OR (annual_bmret#94034421 = null)) THEN null ELSE cast(annual_bmret#94034421 as float) END AS annual_bmret#94034549, CASE WHEN ((annual_ret#94034422 = NA) OR (annual_ret#94034422 = null)) THEN null ELSE cast(annual_ret#94034422 as float) END AS annual_ret#94034551, CASE WHEN ((std_ret#94034423 = NA) OR (std_ret#94034423 = null)) THEN null ELSE cast(std_ret#94034423 as float) END AS std_ret#94034553, CASE WHEN ((Sharpe_ret#94034424 = NA) OR (Sharpe_ret#94034424 = null)) THEN null ELSE cast(Sharpe_ret#94034424 as float) END AS Sharpe_ret#94034554, CASE WHEN ((PctPos_ret#94034425 = NA) OR (PctPos_ret#94034425 = null)) THEN null ELSE cast(PctPos_ret#94034425 as float) END AS PctPos_ret#94034555, CASE WHEN ((TR_ret#94034426 = NA) OR (TR_ret#94034426 = null)) THEN null ELSE cast(TR_ret#94034426 as float) END AS TR_ret#94034556, CASE WHEN ((IR_ret#94034427 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
15.7 KiB |
0.0 B |
| 3611511 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#94034551, Sharpe_ret#94034554, PctPos_ret#94034555, annual_resret#94034558, Sharpe_resret#94034560, PctPos_resret#94034561, annual_retnet#94034564, Sharpe_retnet#94034588, PctPos_retnet#94034590]
+- *(2) BroadcastHashJoin [group#94034546], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#94034546)
: +- InMemoryTableScan [group#94034546, annual_ret#94034551, Sharpe_ret#94034554, PctPos_ret#94034555, annual_resret#94034558, Sharpe_resret#94034560, PctPos_resret#94034561, annual_retnet#94034564, Sharpe_retnet#94034588, PctPos_retnet#94034590], [isnotnull(group#94034546)]
: +- InMemoryRelation [group#94034546, annual_bmret#94034549, annual_ret#94034551, std_ret#94034553, Sharpe_ret#94034554, PctPos_ret#94034555, TR_ret#94034556, IR_ret#94034557, annual_resret#94034558, std_resret#94034559, Sharpe_resret#94034560, PctPos_resret#94034561, TR_resret#94034562, IR_resret#94034563, annual_retnet#94034564, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
8.0 KiB |
0.0 B |
| 3611567 |
*(1) Project [CASE WHEN ((sector_id#94038849 = NA) OR (sector_id#94038849 = null)) THEN null ELSE cast(sector_id#94038849 as int) END AS sector_id#94039117, CASE WHEN ((retIC#94038850 = NA) OR (retIC#94038850 = null)) THEN null ELSE cast(retIC#94038850 as float) END AS retIC#94039118, CASE WHEN ((resretIC#94038851 = NA) OR (resretIC#94038851 = null)) THEN null ELSE cast(resretIC#94038851 as float) END AS resretIC#94039119, CASE WHEN ((numcos#94038852 = NA) OR (numcos#94038852 = null)) THEN null ELSE cast(numcos#94038852 as float) END AS numcos#94039120, CASE WHEN ((numdates#94038853 = NA) OR (numdates#94038853 = null)) THEN null ELSE cast(numdates#94038853 as float) END AS numdates#94039140, CASE WHEN ((annual_bmret#94038854 = NA) OR (annual_bmret#94038854 = null)) THEN null ELSE cast(annual_bmret#94038854 as float) END AS annual_bmret#94039141, CASE WHEN ((annual_ret#94038855 = NA) OR (annual_ret#94038855 = null)) THEN null ELSE cast(annual_ret#94038855 as float) END AS annual_ret#94039142, CASE WHEN ((st...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.6 KiB |
0.0 B |
| 3611579 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7508272]
+- *(2) Project [sector_id#94039117, numcos#94039120, numdates#94039140, sort#93880530, description#93880532, universe#94039596, coverage#94039392]
+- *(2) BroadcastHashJoin [sector_id#94039117], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [sector_id#94039117, numcos#94039120, numdates#94039140, coverage#94039392, round((cast(numcos#94039120 as double) / cast(coverage#94039392 as double)), 0) AS universe#94039596]
: +- *(2) Filter isnotnull(sector_id#94039117)
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [coverage#94039392, numcos#94039120, numdates#94039140, sector_id#94039117], [isnotnull(sector_id#94039117)]
: +- InMemoryRelation [sector_id#94039117, retIC#94039118, resretIC#94039...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.5 KiB |
0.0 B |
| 3611593 |
*(1) Project [CASE WHEN ((cap#94038901 = NA) OR (cap#94038901 = null)) THEN null ELSE cast(cap#94038901 as float) END AS cap#94039127, CASE WHEN ((retIC#94038902 = NA) OR (retIC#94038902 = null)) THEN null ELSE cast(retIC#94038902 as float) END AS retIC#94039147, CASE WHEN ((resretIC#94038903 = NA) OR (resretIC#94038903 = null)) THEN null ELSE cast(resretIC#94038903 as float) END AS resretIC#94039148, CASE WHEN ((numcos#94038904 = NA) OR (numcos#94038904 = null)) THEN null ELSE cast(numcos#94038904 as float) END AS numcos#94039149, CASE WHEN ((numdates#94038905 = NA) OR (numdates#94038905 = null)) THEN null ELSE cast(numdates#94038905 as int) END AS numdates#94039150, CASE WHEN ((annual_bmret#94038906 = NA) OR (annual_bmret#94038906 = null)) THEN null ELSE cast(annual_bmret#94038906 as float) END AS annual_bmret#94039227, CASE WHEN ((annual_ret#94038907 = NA) OR (annual_ret#94038907 = null)) THEN null ELSE cast(annual_ret#94038907 as float) END AS annual_ret#94039229, CASE WHEN ((std_ret#94038908 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3611610 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7508344]
+- *(2) Project [cap#94039127, numcos#94039149, numdates#94039150, sort#93880531, description#93880533, universe#93880535, (cast(numcos#94039149 as double) / cast(universe#93880535 as double)) AS coverage#94039428]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94039127))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7508337]
: +- *(1) Filter isnotnull(cap#94039127)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94039127, numcos#94039149, numdates#94039150], [isnotnull(cap#94039127)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3611624 |
*(1) Project [CASE WHEN (date#94038823 = null) THEN null ELSE cast(date#94038823 as date) END AS date#94039008, CASE WHEN ((overall#94038824 = NA) OR (overall#94038824 = null)) THEN null ELSE cast(overall#94038824 as int) END AS overall#94039036, CASE WHEN ((ret#94038825 = NA) OR (ret#94038825 = null)) THEN null ELSE cast(ret#94038825 as float) END AS ret#94039116, CASE WHEN ((resret#94038826 = NA) OR (resret#94038826 = null)) THEN null ELSE cast(resret#94038826 as float) END AS resret#94039122, CASE WHEN ((retnet#94038827 = NA) OR (retnet#94038827 = null)) THEN null ELSE cast(retnet#94038827 as float) END AS retnet#94039123, CASE WHEN ((turnover#94038828 = NA) OR (turnover#94038828 = null)) THEN null ELSE cast(turnover#94038828 as float) END AS turnover#94039124, CASE WHEN ((numcos#94038829 = NA) OR (numcos#94038829 = null)) THEN null ELSE cast(numcos#94038829 as float) END AS numcos#94039125, CASE WHEN ((benchmark#94038830 = NA) OR (benchmark#94038830 = null)) THEN null ELSE cast(benchmark#94038830 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
233.8 KiB |
0.0 B |
| 3611632 |
*(1) Project [CASE WHEN (date#94038799 = null) THEN null ELSE cast(date#94038799 as date) END AS date#94038977, CASE WHEN ((cap#94038800 = NA) OR (cap#94038800 = null)) THEN null ELSE cast(cap#94038800 as float) END AS cap#94038978, CASE WHEN ((ret#94038801 = NA) OR (ret#94038801 = null)) THEN null ELSE cast(ret#94038801 as float) END AS ret#94038979, CASE WHEN ((resret#94038802 = NA) OR (resret#94038802 = null)) THEN null ELSE cast(resret#94038802 as float) END AS resret#94038980, CASE WHEN ((retnet#94038803 = NA) OR (retnet#94038803 = null)) THEN null ELSE cast(retnet#94038803 as float) END AS retnet#94038981, CASE WHEN ((turnover#94038804 = NA) OR (turnover#94038804 = null)) THEN null ELSE cast(turnover#94038804 as float) END AS turnover#94038993, CASE WHEN ((numcos#94038805 = NA) OR (numcos#94038805 = null)) THEN null ELSE cast(numcos#94038805 as float) END AS numcos#94038994, CASE WHEN ((coverage#94038806 = NA) OR (coverage#94038806 = null)) THEN null ELSE cast(coverage#94038806 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
851.0 KiB |
0.0 B |
| 3611645 |
*(2) Sort [date#94039008 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94039008 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7508393]
+- Union
:- InMemoryTableScan [date#94039008, numcos#94039125]
: +- InMemoryRelation [date#94039008, overall#94039036, ret#94039116, resret#94039122, retnet#94039123, turnover#94039124, numcos#94039125, benchmark#94039126, excess_ret#94039152, excess_resret#94039153, excess_retnet#94039154], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#94038823 = null) THEN null ELSE cast(date#94038823 as date) END AS date#94039008, CASE WHEN ((overall#94038824 = NA) OR (overall#94038824 = null)) THEN null ELSE cast(overall#94038824 as int) END AS overall#94039036, CASE WHEN ((ret#94038825 = NA) OR (ret#94038825 = null)) THEN null ELSE cast(ret#94038825 as float) END AS ret#94039116, CASE WHEN ((resret#94038826 = NA) OR (resret#94038826 = null)) THEN null ELSE cast(resret#94038826 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
98.7 KiB |
0.0 B |
| 3611679 |
*(1) Project [CASE WHEN ((turnover#94042560 = NA) OR (turnover#94042560 = null)) THEN null ELSE cast(turnover#94042560 as float) END AS turnover#94042793, CASE WHEN ((turnover#94042560 = NA) OR (turnover#94042560 = null)) THEN null ELSE (1.0 / cast(cast(turnover#94042560 as float) as double)) END AS days_hold#94042955]
+- *(1) Filter ((isnotnull(cap#94042529) AND NOT coalesce(((cap#94042529 = NA) OR (cap#94042529 = null)), false)) AND (cast(cap#94042529 as float) = 0.0))
+- FileScan csv [cap#94042529,turnover#94042560] Batched: false, DataFilters: [isnotnull(cap#94042529), NOT coalesce(((cap#94042529 = NA) OR (cap#94042529 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/leverage/..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3611701 |
*(1) Project [CASE WHEN ((year#94042478 = NA) OR (year#94042478 = null)) THEN null ELSE cast(year#94042478 as int) END AS year#94042677, CASE WHEN ((retIC#94042479 = NA) OR (retIC#94042479 = null)) THEN null ELSE cast(retIC#94042479 as float) END AS retIC#94042678, CASE WHEN ((resretIC#94042480 = NA) OR (resretIC#94042480 = null)) THEN null ELSE cast(resretIC#94042480 as float) END AS resretIC#94042712, CASE WHEN ((numcos#94042481 = NA) OR (numcos#94042481 = null)) THEN null ELSE cast(numcos#94042481 as float) END AS numcos#94042713, CASE WHEN ((numdates#94042482 = NA) OR (numdates#94042482 = null)) THEN null ELSE cast(numdates#94042482 as int) END AS numdates#94042714, CASE WHEN ((annual_bmret#94042483 = NA) OR (annual_bmret#94042483 = null)) THEN null ELSE cast(annual_bmret#94042483 as float) END AS annual_bmret#94042715, CASE WHEN ((annual_ret#94042484 = NA) OR (annual_ret#94042484 = null)) THEN null ELSE cast(annual_ret#94042484 as float) END AS annual_ret#94042716, CASE WHEN ((std_ret#94042485 = NA) O...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.5 KiB |
0.0 B |
| 3611721 |
*(2) Project [ret_large#94042323, ret_small#94042381, (ret_large#94042323 - ret_small#94042381) AS differential#94042442]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#94039229 AS ret_large#94042323]
: +- *(2) Filter (isnotnull(cap#94039127) AND (cap#94039127 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#94039229, cap#94039127], [isnotnull(cap#94039127), (cap#94039127 = 1.0)]
: +- InMemoryRelation [cap#94039127, retIC#94039147, resretIC#94039148, numcos#94039149, numdates#94039150, annual_bmret#94039227, annual_ret#94039229, std_ret#94039230, Sharpe_ret#94039243, PctPos_ret#94039244, TR_ret#94039245, IR_ret#94039258, annual_resret#94039271, std_resret#94039272, Sharpe_resret#94039273, PctPos_resret#94039286, TR_resret#94039287, IR_resret#94039288, annual_retnet#94039301, std_retnet#94039302, Sharpe_retnet#94039360, PctPos_retnet#94039361, TR_retnet#94039362, IR_retnet#94039363, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3611733 |
*(3) Project [cap#94042380, turnover#94039377, (1.0 / cast(turnover#94039377 as double)) AS days_hold#94042436]
+- *(3) Sort [cap_sort#94042319 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#94042319 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7508584]
+- *(2) Project [turnover#94039377, cap_description#94042318 AS cap#94042380, cap_sort#94042319]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94039127))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7508576]
: +- *(1) Filter isnotnull(cap#94039127)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94039127, turnover#94039377], [isnotnull(cap#94039127)]
: +- InMemoryRelation [cap#94039127, retIC#940...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3611747 |
*(2) Sort [year#94042677 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#94042677 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7508514]
+- *(1) Project [year#94042677, turnover#94042749, (1.0 / cast(turnover#94042749 as double)) AS days_hold#94042792]
+- *(1) Filter isnotnull(turnover#94042749)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#94042749, year#94042677], [isnotnull(turnover#94042749)]
+- InMemoryRelation [year#94042677, retIC#94042678, resretIC#94042712, numcos#94042713, numdates#94042714, annual_bmret#94042715, annual_ret#94042716, std_ret#94042717, Sharpe_ret#94042719, PctPos_ret#94042721, TR_ret#94042723, IR_ret#94042724, annual_resret#94042726, std_resret#94042728, Sharpe_resret#94042730, PctPos_resret#94042732, TR_resret#94042733, IR_resret#94042735, annual_retnet#94042737, std_retnet#94042739, Sharpe_retnet#94042741, PctPos_retnet#94042743, TR_retnet#94042744, IR_retnet#94042746, turnover#94042749], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
26 |
100% |
11.8 KiB |
0.0 B |
| 3611810 |
*(1) Project [CASE WHEN ((fractile#94046243 = NA) OR (fractile#94046243 = null)) THEN null ELSE cast(fractile#94046243 as int) END AS fractile#94046291, CASE WHEN (cap#94046244 = null) THEN null ELSE cap#94046244 END AS cap#94046292, CASE WHEN ((size#94046245 = NA) OR (size#94046245 = null)) THEN null ELSE cast(size#94046245 as float) END AS size#94046293, CASE WHEN ((value#94046246 = NA) OR (value#94046246 = null)) THEN null ELSE cast(value#94046246 as float) END AS value#94046294, CASE WHEN ((growth#94046247 = NA) OR (growth#94046247 = null)) THEN null ELSE cast(growth#94046247 as float) END AS growth#94046295, CASE WHEN ((leverage#94046248 = NA) OR (leverage#94046248 = null)) THEN null ELSE cast(leverage#94046248 as float) END AS leverage#94046296, CASE WHEN ((volatility#94046249 = NA) OR (volatility#94046249 = null)) THEN null ELSE cast(volatility#94046249 as float) END AS volatility#94046297, CASE WHEN ((momentum#94046250 = NA) OR (momentum#94046250 = null)) THEN null ELSE cast(momentum#94046250 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3611822 |
*(3) Sort [fractile#94046291 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94046291 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7508824]
+- *(2) Project [fractile#94046291, size#94046293, value#94046294, growth#94046295, leverage#94046296, volatility#94046297, momentum#94046298, yield#94046299, ##94046300, min_date#94046301, max_date#94046302]
+- *(2) BroadcastHashJoin [cap_description#94046315], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94046291, cap#94046292 AS cap_description#94046315, size#94046293, value#94046294, growth#94046295, leverage#94046296, volatility#94046297, momentum#94046298, yield#94046299, ##94046300, min_date#94046301, max_date#94046302]
: +- *(2) Filter ((isnotnull(fractile#94046291) AND NOT (fractile#94046291 = -1)) AND isnotnull(cap#94046292))
: +- InMemoryTableScan [##94046300, cap#94046292, fractile#94046291, growth#94046295, leverage#94046296, max_date#94046302, min_date#94046301, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3611836 |
*(1) Project [CASE WHEN ((overall#94042528 = NA) OR (overall#94042528 = null)) THEN null ELSE cast(overall#94042528 as int) END AS overall#94042718, CASE WHEN ((cap#94042529 = NA) OR (cap#94042529 = null)) THEN null ELSE cast(cap#94042529 as float) END AS cap#94042720, CASE WHEN ((retIC#94042530 = NA) OR (retIC#94042530 = null)) THEN null ELSE cast(retIC#94042530 as float) END AS retIC#94042722, CASE WHEN ((resretIC#94042531 = NA) OR (resretIC#94042531 = null)) THEN null ELSE cast(resretIC#94042531 as float) END AS resretIC#94042725, CASE WHEN ((size#94042532 = NA) OR (size#94042532 = null)) THEN null ELSE cast(size#94042532 as float) END AS size#94042727, CASE WHEN ((value#94042533 = NA) OR (value#94042533 = null)) THEN null ELSE cast(value#94042533 as float) END AS value#94042729, CASE WHEN ((growth#94042534 = NA) OR (growth#94042534 = null)) THEN null ELSE cast(growth#94042534 as float) END AS growth#94042731, CASE WHEN ((leverage#94042535 = NA) OR (leverage#94042535 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3611842 |
*(1) Project [yield#94042740, volatility#94042736, momentum#94042738, size#94042727, value#94042729, growth#94042731, leverage#94042734]
+- *(1) Filter (isnotnull(cap#94042720) AND (cap#94042720 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#94042720, growth#94042731, leverage#94042734, momentum#94042738, size#94042727, value#94042729, volatility#94042736, yield#94042740], [isnotnull(cap#94042720), (cap#94042720 = 0.0)]
+- InMemoryRelation [overall#94042718, cap#94042720, retIC#94042722, resretIC#94042725, size#94042727, value#94042729, growth#94042731, leverage#94042734, volatility#94042736, momentum#94042738, yield#94042740, numcos#94042742, numdates#94042745, annual_bmret#94042747, annual_ret#94042748, std_ret#94042750, Sharpe_ret#94042751, PctPos_ret#94042752, TR_ret#94042753, IR_ret#94042754, annual_resret#94042755, std_resret#94042756, Sharpe_resret#94042757, PctPos_resret#94042758, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3611924 |
*(1) Project [CASE WHEN (date#94048141 = null) THEN null ELSE cast(date#94048141 as date) END AS date#94048305, CASE WHEN ((allret#94048142 = NA) OR (allret#94048142 = null)) THEN null ELSE cast(allret#94048142 as float) END AS allret#94048306, CASE WHEN ((allcum#94048143 = NA) OR (allcum#94048143 = null)) THEN null ELSE cast(allcum#94048143 as float) END AS allcum#94048307, CASE WHEN ((drawdown_gross#94048144 = NA) OR (drawdown_gross#94048144 = null)) THEN null ELSE cast(drawdown_gross#94048144 as float) END AS drawdown_gross#94048323, CASE WHEN ((drawdown_length_gross#94048145 = NA) OR (drawdown_length_gross#94048145 = null)) THEN null ELSE cast(drawdown_length_gross#94048145 as int) END AS drawdown_length_gross#94048351, CASE WHEN ((allretnet#94048146 = NA) OR (allretnet#94048146 = null)) THEN null ELSE cast(allretnet#94048146 as float) END AS allretnet#94048352, CASE WHEN ((allcumnet#94048147 = NA) OR (allcumnet#94048147 = null)) THEN null ELSE cast(allcumnet#94048147 as float) END AS allcumnet#9404835...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
498.9 KiB |
0.0 B |
| 3611936 |
*(2) Sort [date#94049322 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94049322 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7509086]
+- *(1) Project [date#94049322, allcum#94049376 AS cum_gross#94049478, allcumnet#94049383 AS cum_net#94049479]
+- InMemoryTableScan [allcum#94049376, allcumnet#94049383, date#94049322]
+- InMemoryRelation [date#94049322, allret#94049371, allcum#94049376, drawdown_gross#94049378, drawdown_length_gross#94049379, allretnet#94049381, allcumnet#94049383, drawdown_net#94049385, drawdown_length_net#94049387, numcos#94049389, largecum#94049390, largecumnet#94049392, largeret#94049394, largeretnet#94049396, midcum#94049398, midcumnet#94049399, midret#94049401, midretnet#94049403, smallcum#94049405, smallcumnet#94049407, smallret#94049408, smallretnet#94049409], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94048141 = null) THEN null ELSE cast(date#94048141 as date) END AS date#94048305, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3611957 |
*(2) Sort [date#94048305 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94048305 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7509111]
+- *(1) Project [date#94048305, allret#94048306 AS daily_gross#94048547, allretnet#94048352 AS daily_net#94048548]
+- InMemoryTableScan [allret#94048306, allretnet#94048352, date#94048305]
+- InMemoryRelation [date#94048305, allret#94048306, allcum#94048307, drawdown_gross#94048323, drawdown_length_gross#94048351, allretnet#94048352, allcumnet#94048353, drawdown_net#94048354, drawdown_length_net#94048355, numcos#94048356, largecum#94048357, largecumnet#94048359, largeret#94048360, largeretnet#94048362, midcum#94048370, midcumnet#94048376, midret#94048377, midretnet#94048441, smallcum#94048444, smallcumnet#94048446, smallret#94048452, smallretnet#94048454], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94048141 = null) THEN null ELSE cast(date#94048141 as date) END AS date#940483...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3611977 |
*(1) Sort [date#94049026 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94049026 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7509129]
+- InMemoryTableScan [date#94049026, drawdown_gross#94049051, drawdown_net#94049055]
+- InMemoryRelation [date#94049026, allret#94049049, allcum#94049050, drawdown_gross#94049051, drawdown_length_gross#94049052, allretnet#94049053, allcumnet#94049054, drawdown_net#94049055, drawdown_length_net#94049056, numcos#94049057, largecum#94049058, largecumnet#94049059, largeret#94049060, largeretnet#94049061, midcum#94049063, midcumnet#94049064, midret#94049065, midretnet#94049066, smallcum#94049067, smallcumnet#94049068, smallret#94049092, smallretnet#94049093], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94048141 = null) THEN null ELSE cast(date#94048141 as date) END AS date#94048305, CASE WHEN ((allret#94048142 = NA) OR (allret#94048142 = null)) THEN null ELSE cast(allret#94048142 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3611998 |
*(2) Sort [date#94048289 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94048289 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7509151]
+- *(1) Project [date#94048289, (drawdown_length_gross#94048315 * -1) AS drawdown_length_gross#94048477]
+- InMemoryTableScan [date#94048289, drawdown_length_gross#94048315]
+- InMemoryRelation [date#94048289, allret#94048290, allcum#94048313, drawdown_gross#94048314, drawdown_length_gross#94048315, allretnet#94048316, allcumnet#94048317, drawdown_net#94048318, drawdown_length_net#94048319, numcos#94048320, largecum#94048321, largecumnet#94048322, largeret#94048350, largeretnet#94048385, midcum#94048386, midcumnet#94048387, midret#94048388, midretnet#94048390, smallcum#94048396, smallcumnet#94048397, smallret#94048428, smallretnet#94048429], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94048141 = null) THEN null ELSE cast(date#94048141 as date) END AS date#94048305, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
80.8 KiB |
0.0 B |
| 3612012 |
*(1) Project [CASE WHEN ((fractile#94048136 = NA) OR (fractile#94048136 = null)) THEN null ELSE cast(fractile#94048136 as float) END AS fractile#94048266, CASE WHEN ((overall#94048137 = NA) OR (overall#94048137 = null)) THEN null ELSE cast(overall#94048137 as int) END AS overall#94048296, CASE WHEN ((annual_ret#94048138 = NA) OR (annual_ret#94048138 = null)) THEN null ELSE cast(annual_ret#94048138 as float) END AS annual_ret#94048297, CASE WHEN ((annual_resret#94048139 = NA) OR (annual_resret#94048139 = null)) THEN null ELSE cast(annual_resret#94048139 as float) END AS annual_resret#94048303, CASE WHEN ((numcos#94048140 = NA) OR (numcos#94048140 = null)) THEN null ELSE cast(numcos#94048140 as float) END AS numcos#94048304]
+- FileScan csv [fractile#94048136,overall#94048137,annual_ret#94048138,annual_resret#94048139,numcos#94048140] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/momentum/..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3612021 |
*(1) Project [CASE WHEN ((fractile#94048079 = NA) OR (fractile#94048079 = null)) THEN null ELSE cast(fractile#94048079 as float) END AS fractile#94048349, CASE WHEN ((cap#94048080 = NA) OR (cap#94048080 = null)) THEN null ELSE cast(cap#94048080 as float) END AS cap#94048358, CASE WHEN ((annual_ret#94048081 = NA) OR (annual_ret#94048081 = null)) THEN null ELSE cast(annual_ret#94048081 as float) END AS annual_ret#94048361, CASE WHEN ((annual_resret#94048082 = NA) OR (annual_resret#94048082 = null)) THEN null ELSE cast(annual_resret#94048082 as float) END AS annual_resret#94048363, CASE WHEN ((numcos#94048083 = NA) OR (numcos#94048083 = null)) THEN null ELSE cast(numcos#94048083 as float) END AS numcos#94048364]
+- FileScan csv [fractile#94048079,cap#94048080,annual_ret#94048081,annual_resret#94048082,numcos#94048083] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/momentum/..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1160.0 B |
0.0 B |
| 3612028 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#94048266, annual_ret#94048297, annual_resret#94048303, numcos#94048304]
: +- InMemoryRelation [fractile#94048266, overall#94048296, annual_ret#94048297, annual_resret#94048303, numcos#94048304], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#94048136 = NA) OR (fractile#94048136 = null)) THEN null ELSE cast(fractile#94048136 as float) END AS fractile#94048266, CASE WHEN ((overall#94048137 = NA) OR (overall#94048137 = null)) THEN null ELSE cast(overall#94048137 as int) END AS overall#94048296, CASE WHEN ((annual_ret#94048138 = NA) OR (annual_ret#94048138 = null)) THEN null ELSE cast(annual_ret#94048138 as float) END AS annual_ret#94048297, CASE WHEN ((annual_resret#94048139 = NA) OR (annual_resret#94048139 = null)) THEN null ELSE cast(annual_resret#94048139 as float) END AS annual_resret#94048303, CASE WHEN ((numcos#94048140 = NA) OR (numcos#94048140 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3612048 |
*(1) Project [CASE WHEN (group#94049069 = null) THEN null ELSE group#94049069 END AS group#94049295, CASE WHEN ((annual_bmret#94049070 = NA) OR (annual_bmret#94049070 = null)) THEN null ELSE cast(annual_bmret#94049070 as float) END AS annual_bmret#94049296, CASE WHEN ((annual_ret#94049071 = NA) OR (annual_ret#94049071 = null)) THEN null ELSE cast(annual_ret#94049071 as float) END AS annual_ret#94049297, CASE WHEN ((std_ret#94049072 = NA) OR (std_ret#94049072 = null)) THEN null ELSE cast(std_ret#94049072 as float) END AS std_ret#94049320, CASE WHEN ((Sharpe_ret#94049073 = NA) OR (Sharpe_ret#94049073 = null)) THEN null ELSE cast(Sharpe_ret#94049073 as float) END AS Sharpe_ret#94049321, CASE WHEN ((PctPos_ret#94049074 = NA) OR (PctPos_ret#94049074 = null)) THEN null ELSE cast(PctPos_ret#94049074 as float) END AS PctPos_ret#94049323, CASE WHEN ((TR_ret#94049075 = NA) OR (TR_ret#94049075 = null)) THEN null ELSE cast(TR_ret#94049075 as float) END AS TR_ret#94049346, CASE WHEN ((IR_ret#94049076 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
15.7 KiB |
0.0 B |
| 3612054 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#94049297, Sharpe_ret#94049321, PctPos_ret#94049323, annual_resret#94049375, Sharpe_resret#94049380, PctPos_resret#94049382, annual_retnet#94049388, Sharpe_retnet#94049393, PctPos_retnet#94049395]
+- *(2) BroadcastHashJoin [group#94049295], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#94049295)
: +- InMemoryTableScan [group#94049295, annual_ret#94049297, Sharpe_ret#94049321, PctPos_ret#94049323, annual_resret#94049375, Sharpe_resret#94049380, PctPos_resret#94049382, annual_retnet#94049388, Sharpe_retnet#94049393, PctPos_retnet#94049395], [isnotnull(group#94049295)]
: +- InMemoryRelation [group#94049295, annual_bmret#94049296, annual_ret#94049297, std_ret#94049320, Sharpe_ret#94049321, PctPos_ret#94049323, TR_ret#94049346, IR_ret#94049370, annual_resret#94049375, std_resret#94049377, Sharpe_resret#94049380, PctPos_resret#94049382, TR_resret#94049384, IR_resret#94049386, annual_retnet#94049388, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
8.0 KiB |
0.0 B |
| 3612110 |
*(1) Project [CASE WHEN ((sector_id#94053416 = NA) OR (sector_id#94053416 = null)) THEN null ELSE cast(sector_id#94053416 as int) END AS sector_id#94053702, CASE WHEN ((retIC#94053417 = NA) OR (retIC#94053417 = null)) THEN null ELSE cast(retIC#94053417 as float) END AS retIC#94053773, CASE WHEN ((resretIC#94053418 = NA) OR (resretIC#94053418 = null)) THEN null ELSE cast(resretIC#94053418 as float) END AS resretIC#94053786, CASE WHEN ((numcos#94053419 = NA) OR (numcos#94053419 = null)) THEN null ELSE cast(numcos#94053419 as float) END AS numcos#94053787, CASE WHEN ((numdates#94053420 = NA) OR (numdates#94053420 = null)) THEN null ELSE cast(numdates#94053420 as int) END AS numdates#94053788, CASE WHEN ((annual_bmret#94053421 = NA) OR (annual_bmret#94053421 = null)) THEN null ELSE cast(annual_bmret#94053421 as float) END AS annual_bmret#94053801, CASE WHEN ((annual_ret#94053422 = NA) OR (annual_ret#94053422 = null)) THEN null ELSE cast(annual_ret#94053422 as float) END AS annual_ret#94053802, CASE WHEN ((std_...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.5 KiB |
0.0 B |
| 3612122 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7509429]
+- *(2) Project [sector_id#94053702, numcos#94053787, numdates#94053788, sort#93880530, description#93880532, universe#94053990, coverage#94053948]
+- *(2) BroadcastHashJoin [sector_id#94053702], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [sector_id#94053702, numcos#94053787, numdates#94053788, coverage#94053948, round((cast(numcos#94053787 as double) / cast(coverage#94053948 as double)), 0) AS universe#94053990]
: +- *(2) Filter isnotnull(sector_id#94053702)
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [coverage#94053948, numcos#94053787, numdates#94053788, sector_id#94053702], [isnotnull(sector_id#94053702)]
: +- InMemoryRelation [sector_id#94053702, retIC#94053773, resretIC#94053...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.5 KiB |
0.0 B |
| 3612136 |
*(1) Project [CASE WHEN ((cap#94053438 = NA) OR (cap#94053438 = null)) THEN null ELSE cast(cap#94053438 as float) END AS cap#94053891, CASE WHEN ((retIC#94053439 = NA) OR (retIC#94053439 = null)) THEN null ELSE cast(retIC#94053439 as float) END AS retIC#94053907, CASE WHEN ((resretIC#94053440 = NA) OR (resretIC#94053440 = null)) THEN null ELSE cast(resretIC#94053440 as float) END AS resretIC#94053909, CASE WHEN ((numcos#94053441 = NA) OR (numcos#94053441 = null)) THEN null ELSE cast(numcos#94053441 as float) END AS numcos#94053923, CASE WHEN ((numdates#94053442 = NA) OR (numdates#94053442 = null)) THEN null ELSE cast(numdates#94053442 as int) END AS numdates#94053927, CASE WHEN ((annual_bmret#94053443 = NA) OR (annual_bmret#94053443 = null)) THEN null ELSE cast(annual_bmret#94053443 as float) END AS annual_bmret#94053929, CASE WHEN ((annual_ret#94053444 = NA) OR (annual_ret#94053444 = null)) THEN null ELSE cast(annual_ret#94053444 as float) END AS annual_ret#94053931, CASE WHEN ((std_ret#94053445 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3612153 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7509501]
+- *(2) Project [cap#94053891, numcos#94053923, numdates#94053927, sort#93880531, description#93880533, universe#93880535, (cast(numcos#94053923 as double) / cast(universe#93880535 as double)) AS coverage#94054048]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94053891))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7509494]
: +- *(1) Filter isnotnull(cap#94053891)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94053891, numcos#94053923, numdates#94053927], [isnotnull(cap#94053891)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3612167 |
*(1) Project [CASE WHEN (date#94053364 = null) THEN null ELSE cast(date#94053364 as date) END AS date#94053542, CASE WHEN ((overall#94053365 = NA) OR (overall#94053365 = null)) THEN null ELSE cast(overall#94053365 as int) END AS overall#94053543, CASE WHEN ((ret#94053366 = NA) OR (ret#94053366 = null)) THEN null ELSE cast(ret#94053366 as float) END AS ret#94053544, CASE WHEN ((resret#94053367 = NA) OR (resret#94053367 = null)) THEN null ELSE cast(resret#94053367 as float) END AS resret#94053545, CASE WHEN ((retnet#94053368 = NA) OR (retnet#94053368 = null)) THEN null ELSE cast(retnet#94053368 as float) END AS retnet#94053546, CASE WHEN ((turnover#94053369 = NA) OR (turnover#94053369 = null)) THEN null ELSE cast(turnover#94053369 as float) END AS turnover#94053559, CASE WHEN ((numcos#94053370 = NA) OR (numcos#94053370 = null)) THEN null ELSE cast(numcos#94053370 as float) END AS numcos#94053560, CASE WHEN ((benchmark#94053371 = NA) OR (benchmark#94053371 = null)) THEN null ELSE cast(benchmark#94053371 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
233.8 KiB |
0.0 B |
| 3612175 |
*(1) Project [CASE WHEN (date#94053390 = null) THEN null ELSE cast(date#94053390 as date) END AS date#94053600, CASE WHEN ((cap#94053391 = NA) OR (cap#94053391 = null)) THEN null ELSE cast(cap#94053391 as float) END AS cap#94053629, CASE WHEN ((ret#94053392 = NA) OR (ret#94053392 = null)) THEN null ELSE cast(ret#94053392 as float) END AS ret#94053631, CASE WHEN ((resret#94053393 = NA) OR (resret#94053393 = null)) THEN null ELSE cast(resret#94053393 as float) END AS resret#94053632, CASE WHEN ((retnet#94053394 = NA) OR (retnet#94053394 = null)) THEN null ELSE cast(retnet#94053394 as float) END AS retnet#94053659, CASE WHEN ((turnover#94053395 = NA) OR (turnover#94053395 = null)) THEN null ELSE cast(turnover#94053395 as float) END AS turnover#94053660, CASE WHEN ((numcos#94053396 = NA) OR (numcos#94053396 = null)) THEN null ELSE cast(numcos#94053396 as float) END AS numcos#94053661, CASE WHEN ((coverage#94053397 = NA) OR (coverage#94053397 = null)) THEN null ELSE cast(coverage#94053397 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
851.0 KiB |
0.0 B |
| 3612188 |
*(2) Sort [date#94053542 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94053542 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7509550]
+- Union
:- InMemoryTableScan [date#94053542, numcos#94053560]
: +- InMemoryRelation [date#94053542, overall#94053543, ret#94053544, resret#94053545, retnet#94053546, turnover#94053559, numcos#94053560, benchmark#94053599, excess_ret#94053601, excess_resret#94053628, excess_retnet#94053630], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#94053364 = null) THEN null ELSE cast(date#94053364 as date) END AS date#94053542, CASE WHEN ((overall#94053365 = NA) OR (overall#94053365 = null)) THEN null ELSE cast(overall#94053365 as int) END AS overall#94053543, CASE WHEN ((ret#94053366 = NA) OR (ret#94053366 = null)) THEN null ELSE cast(ret#94053366 as float) END AS ret#94053544, CASE WHEN ((resret#94053367 = NA) OR (resret#94053367 = null)) THEN null ELSE cast(resret#94053367 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
98.7 KiB |
0.0 B |
| 3612232 |
*(1) Project [CASE WHEN ((turnover#94057177 = NA) OR (turnover#94057177 = null)) THEN null ELSE cast(turnover#94057177 as float) END AS turnover#94057334, CASE WHEN ((turnover#94057177 = NA) OR (turnover#94057177 = null)) THEN null ELSE (1.0 / cast(cast(turnover#94057177 as float) as double)) END AS days_hold#94057397]
+- *(1) Filter ((isnotnull(cap#94057146) AND NOT coalesce(((cap#94057146 = NA) OR (cap#94057146 = null)), false)) AND (cast(cap#94057146 as float) = 0.0))
+- FileScan csv [cap#94057146,turnover#94057177] Batched: false, DataFilters: [isnotnull(cap#94057146), NOT coalesce(((cap#94057146 = NA) OR (cap#94057146 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/momentum/..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3612244 |
*(1) Project [CASE WHEN ((year#94057043 = NA) OR (year#94057043 = null)) THEN null ELSE cast(year#94057043 as int) END AS year#94057211, CASE WHEN ((retIC#94057044 = NA) OR (retIC#94057044 = null)) THEN null ELSE cast(retIC#94057044 as float) END AS retIC#94057212, CASE WHEN ((resretIC#94057045 = NA) OR (resretIC#94057045 = null)) THEN null ELSE cast(resretIC#94057045 as float) END AS resretIC#94057213, CASE WHEN ((numcos#94057046 = NA) OR (numcos#94057046 = null)) THEN null ELSE cast(numcos#94057046 as float) END AS numcos#94057247, CASE WHEN ((numdates#94057047 = NA) OR (numdates#94057047 = null)) THEN null ELSE cast(numdates#94057047 as int) END AS numdates#94057248, CASE WHEN ((annual_bmret#94057048 = NA) OR (annual_bmret#94057048 = null)) THEN null ELSE cast(annual_bmret#94057048 as float) END AS annual_bmret#94057282, CASE WHEN ((annual_ret#94057049 = NA) OR (annual_ret#94057049 = null)) THEN null ELSE cast(annual_ret#94057049 as float) END AS annual_ret#94057283, CASE WHEN ((std_ret#94057050 = NA) O...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.5 KiB |
0.0 B |
| 3612264 |
*(2) Project [ret_large#94056890, ret_small#94056920, (ret_large#94056890 - ret_small#94056920) AS differential#94057009]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#94053931 AS ret_large#94056890]
: +- *(2) Filter (isnotnull(cap#94053891) AND (cap#94053891 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#94053931, cap#94053891], [isnotnull(cap#94053891), (cap#94053891 = 1.0)]
: +- InMemoryRelation [cap#94053891, retIC#94053907, resretIC#94053909, numcos#94053923, numdates#94053927, annual_bmret#94053929, annual_ret#94053931, std_ret#94053933, Sharpe_ret#94053935, PctPos_ret#94053937, TR_ret#94053939, IR_ret#94053941, annual_resret#94053943, std_resret#94053945, Sharpe_resret#94053947, PctPos_resret#94053949, TR_resret#94053950, IR_resret#94053951, annual_retnet#94053952, std_retnet#94053953, Sharpe_retnet#94053954, PctPos_retnet#94053955, TR_retnet#94053956, IR_retnet#94053957, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3612276 |
*(3) Project [cap#94056948, turnover#94053958, (1.0 / cast(turnover#94053958 as double)) AS days_hold#94057003]
+- *(3) Sort [cap_sort#94056886 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#94056886 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7509741]
+- *(2) Project [turnover#94053958, cap_description#94056885 AS cap#94056948, cap_sort#94056886]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94053891))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7509733]
: +- *(1) Filter isnotnull(cap#94053891)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94053891, turnover#94053958], [isnotnull(cap#94053891)]
: +- InMemoryRelation [cap#94053891, retIC#940...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3612290 |
*(2) Sort [year#94057211 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#94057211 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7509671]
+- *(1) Project [year#94057211, turnover#94057323, (1.0 / cast(turnover#94057323 as double)) AS days_hold#94057393]
+- *(1) Filter isnotnull(turnover#94057323)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#94057323, year#94057211], [isnotnull(turnover#94057323)]
+- InMemoryRelation [year#94057211, retIC#94057212, resretIC#94057213, numcos#94057247, numdates#94057248, annual_bmret#94057282, annual_ret#94057283, std_ret#94057284, Sharpe_ret#94057286, PctPos_ret#94057288, TR_ret#94057290, IR_ret#94057293, annual_resret#94057295, std_resret#94057297, Sharpe_resret#94057300, PctPos_resret#94057302, TR_resret#94057304, IR_resret#94057307, annual_retnet#94057309, std_retnet#94057312, Sharpe_retnet#94057314, PctPos_retnet#94057316, TR_retnet#94057318, IR_retnet#94057321, turnover#94057323], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
26 |
100% |
11.8 KiB |
0.0 B |
| 3612353 |
*(1) Project [CASE WHEN ((fractile#94060810 = NA) OR (fractile#94060810 = null)) THEN null ELSE cast(fractile#94060810 as int) END AS fractile#94060858, CASE WHEN (cap#94060811 = null) THEN null ELSE cap#94060811 END AS cap#94060859, CASE WHEN ((size#94060812 = NA) OR (size#94060812 = null)) THEN null ELSE cast(size#94060812 as float) END AS size#94060860, CASE WHEN ((value#94060813 = NA) OR (value#94060813 = null)) THEN null ELSE cast(value#94060813 as float) END AS value#94060861, CASE WHEN ((growth#94060814 = NA) OR (growth#94060814 = null)) THEN null ELSE cast(growth#94060814 as float) END AS growth#94060862, CASE WHEN ((leverage#94060815 = NA) OR (leverage#94060815 = null)) THEN null ELSE cast(leverage#94060815 as float) END AS leverage#94060863, CASE WHEN ((volatility#94060816 = NA) OR (volatility#94060816 = null)) THEN null ELSE cast(volatility#94060816 as float) END AS volatility#94060864, CASE WHEN ((momentum#94060817 = NA) OR (momentum#94060817 = null)) THEN null ELSE cast(momentum#94060817 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3612365 |
*(3) Sort [fractile#94060858 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94060858 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7509981]
+- *(2) Project [fractile#94060858, size#94060860, value#94060861, growth#94060862, leverage#94060863, volatility#94060864, momentum#94060865, yield#94060866, ##94060867, min_date#94060868, max_date#94060869]
+- *(2) BroadcastHashJoin [cap_description#94060882], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94060858, cap#94060859 AS cap_description#94060882, size#94060860, value#94060861, growth#94060862, leverage#94060863, volatility#94060864, momentum#94060865, yield#94060866, ##94060867, min_date#94060868, max_date#94060869]
: +- *(2) Filter ((isnotnull(fractile#94060858) AND NOT (fractile#94060858 = -1)) AND isnotnull(cap#94060859))
: +- InMemoryTableScan [##94060867, cap#94060859, fractile#94060858, growth#94060862, leverage#94060863, max_date#94060869, min_date#94060868, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3612379 |
*(1) Project [CASE WHEN ((overall#94057145 = NA) OR (overall#94057145 = null)) THEN null ELSE cast(overall#94057145 as int) END AS overall#94057285, CASE WHEN ((cap#94057146 = NA) OR (cap#94057146 = null)) THEN null ELSE cast(cap#94057146 as float) END AS cap#94057287, CASE WHEN ((retIC#94057147 = NA) OR (retIC#94057147 = null)) THEN null ELSE cast(retIC#94057147 as float) END AS retIC#94057289, CASE WHEN ((resretIC#94057148 = NA) OR (resretIC#94057148 = null)) THEN null ELSE cast(resretIC#94057148 as float) END AS resretIC#94057291, CASE WHEN ((size#94057149 = NA) OR (size#94057149 = null)) THEN null ELSE cast(size#94057149 as float) END AS size#94057292, CASE WHEN ((value#94057150 = NA) OR (value#94057150 = null)) THEN null ELSE cast(value#94057150 as float) END AS value#94057294, CASE WHEN ((growth#94057151 = NA) OR (growth#94057151 = null)) THEN null ELSE cast(growth#94057151 as float) END AS growth#94057296, CASE WHEN ((leverage#94057152 = NA) OR (leverage#94057152 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3612385 |
*(1) Project [yield#94057303, volatility#94057299, momentum#94057301, size#94057292, value#94057294, growth#94057296, leverage#94057298]
+- *(1) Filter (isnotnull(cap#94057287) AND (cap#94057287 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#94057287, growth#94057296, leverage#94057298, momentum#94057301, size#94057292, value#94057294, volatility#94057299, yield#94057303], [isnotnull(cap#94057287), (cap#94057287 = 0.0)]
+- InMemoryRelation [overall#94057285, cap#94057287, retIC#94057289, resretIC#94057291, size#94057292, value#94057294, growth#94057296, leverage#94057298, volatility#94057299, momentum#94057301, yield#94057303, numcos#94057305, numdates#94057306, annual_bmret#94057308, annual_ret#94057310, std_ret#94057311, Sharpe_ret#94057313, PctPos_ret#94057315, TR_ret#94057317, IR_ret#94057319, annual_resret#94057320, std_resret#94057322, Sharpe_resret#94057324, PctPos_resret#94057325, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3612467 |
*(1) Project [CASE WHEN (date#94062783 = null) THEN null ELSE cast(date#94062783 as date) END AS date#94062902, CASE WHEN ((allret#94062784 = NA) OR (allret#94062784 = null)) THEN null ELSE cast(allret#94062784 as float) END AS allret#94062903, CASE WHEN ((allcum#94062785 = NA) OR (allcum#94062785 = null)) THEN null ELSE cast(allcum#94062785 as float) END AS allcum#94062904, CASE WHEN ((drawdown_gross#94062786 = NA) OR (drawdown_gross#94062786 = null)) THEN null ELSE cast(drawdown_gross#94062786 as float) END AS drawdown_gross#94062905, CASE WHEN ((drawdown_length_gross#94062787 = NA) OR (drawdown_length_gross#94062787 = null)) THEN null ELSE cast(drawdown_length_gross#94062787 as int) END AS drawdown_length_gross#94062907, CASE WHEN ((allretnet#94062788 = NA) OR (allretnet#94062788 = null)) THEN null ELSE cast(allretnet#94062788 as float) END AS allretnet#94062908, CASE WHEN ((allcumnet#94062789 = NA) OR (allcumnet#94062789 = null)) THEN null ELSE cast(allcumnet#94062789 as float) END AS allcumnet#9406290...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
499.0 KiB |
0.0 B |
| 3612479 |
*(2) Sort [date#94064010 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94064010 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7510223]
+- *(1) Project [date#94064010, allcum#94064012 AS cum_gross#94064127, allcumnet#94064016 AS cum_net#94064128]
+- InMemoryTableScan [allcum#94064012, allcumnet#94064016, date#94064010]
+- InMemoryRelation [date#94064010, allret#94064011, allcum#94064012, drawdown_gross#94064013, drawdown_length_gross#94064014, allretnet#94064015, allcumnet#94064016, drawdown_net#94064017, drawdown_length_net#94064018, numcos#94064019, largecum#94064042, largecumnet#94064044, largeret#94064045, largeretnet#94064046, midcum#94064047, midcumnet#94064070, midret#94064071, midretnet#94064072, smallcum#94064076, smallcumnet#94064077, smallret#94064078, smallretnet#94064079], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94062783 = null) THEN null ELSE cast(date#94062783 as date) END AS date#94062902, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3612500 |
*(2) Sort [date#94063015 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94063015 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7510255]
+- *(1) Project [date#94063015, allret#94063016 AS daily_gross#94063691, allretnet#94063020 AS daily_net#94063692]
+- InMemoryTableScan [allret#94063016, allretnet#94063020, date#94063015]
+- InMemoryRelation [date#94063015, allret#94063016, allcum#94063017, drawdown_gross#94063018, drawdown_length_gross#94063019, allretnet#94063020, allcumnet#94063021, drawdown_net#94063022, drawdown_length_net#94063023, numcos#94063024, largecum#94063025, largecumnet#94063026, largeret#94063028, largeretnet#94063029, midcum#94063030, midcumnet#94063031, midret#94063032, midretnet#94063055, smallcum#94063079, smallcumnet#94063080, smallret#94063081, smallretnet#94063084], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94062783 = null) THEN null ELSE cast(date#94062783 as date) END AS date#940629...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3612520 |
*(1) Sort [date#94063833 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94063833 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7510273]
+- InMemoryTableScan [date#94063833, drawdown_gross#94063836, drawdown_net#94063840]
+- InMemoryRelation [date#94063833, allret#94063834, allcum#94063835, drawdown_gross#94063836, drawdown_length_gross#94063837, allretnet#94063838, allcumnet#94063839, drawdown_net#94063840, drawdown_length_net#94063841, numcos#94063842, largecum#94063843, largecumnet#94063845, largeret#94063846, largeretnet#94063847, midcum#94063848, midcumnet#94063849, midret#94063850, midretnet#94063851, smallcum#94063852, smallcumnet#94063963, smallret#94063964, smallretnet#94063987], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94062783 = null) THEN null ELSE cast(date#94062783 as date) END AS date#94062902, CASE WHEN ((allret#94062784 = NA) OR (allret#94062784 = null)) THEN null ELSE cast(allret#94062784 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3612541 |
*(2) Sort [date#94062902 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94062902 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7510295]
+- *(1) Project [date#94062902, (drawdown_length_gross#94062907 * -1) AS drawdown_length_gross#94063056]
+- InMemoryTableScan [date#94062902, drawdown_length_gross#94062907]
+- InMemoryRelation [date#94062902, allret#94062903, allcum#94062904, drawdown_gross#94062905, drawdown_length_gross#94062907, allretnet#94062908, allcumnet#94062909, drawdown_net#94062911, drawdown_length_net#94062912, numcos#94062913, largecum#94062914, largecumnet#94062915, largeret#94062916, largeretnet#94062917, midcum#94062918, midcumnet#94062941, midret#94062964, midretnet#94062965, smallcum#94062966, smallcumnet#94062967, smallret#94062991, smallretnet#94063014], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94062783 = null) THEN null ELSE cast(date#94062783 as date) END AS date#94062902, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
80.6 KiB |
0.0 B |
| 3612555 |
*(1) Project [CASE WHEN ((fractile#94062675 = NA) OR (fractile#94062675 = null)) THEN null ELSE cast(fractile#94062675 as float) END AS fractile#94062696, CASE WHEN ((overall#94062676 = NA) OR (overall#94062676 = null)) THEN null ELSE cast(overall#94062676 as int) END AS overall#94062722, CASE WHEN ((annual_ret#94062677 = NA) OR (annual_ret#94062677 = null)) THEN null ELSE cast(annual_ret#94062677 as float) END AS annual_ret#94062723, CASE WHEN ((annual_resret#94062678 = NA) OR (annual_resret#94062678 = null)) THEN null ELSE cast(annual_resret#94062678 as float) END AS annual_resret#94062724, CASE WHEN ((numcos#94062679 = NA) OR (numcos#94062679 = null)) THEN null ELSE cast(numcos#94062679 as float) END AS numcos#94062725]
+- FileScan csv [fractile#94062675,overall#94062676,annual_ret#94062677,annual_resret#94062678,numcos#94062679] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/value/fra..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3612564 |
*(1) Project [CASE WHEN ((fractile#94062641 = NA) OR (fractile#94062641 = null)) THEN null ELSE cast(fractile#94062641 as float) END AS fractile#94062663, CASE WHEN ((cap#94062642 = NA) OR (cap#94062642 = null)) THEN null ELSE cast(cap#94062642 as float) END AS cap#94062664, CASE WHEN ((annual_ret#94062643 = NA) OR (annual_ret#94062643 = null)) THEN null ELSE cast(annual_ret#94062643 as float) END AS annual_ret#94062665, CASE WHEN ((annual_resret#94062644 = NA) OR (annual_resret#94062644 = null)) THEN null ELSE cast(annual_resret#94062644 as float) END AS annual_resret#94062666, CASE WHEN ((numcos#94062645 = NA) OR (numcos#94062645 = null)) THEN null ELSE cast(numcos#94062645 as float) END AS numcos#94062667]
+- FileScan csv [fractile#94062641,cap#94062642,annual_ret#94062643,annual_resret#94062644,numcos#94062645] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/value/fra..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1160.0 B |
0.0 B |
| 3612571 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#94062696, annual_ret#94062723, annual_resret#94062724, numcos#94062725]
: +- InMemoryRelation [fractile#94062696, overall#94062722, annual_ret#94062723, annual_resret#94062724, numcos#94062725], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#94062675 = NA) OR (fractile#94062675 = null)) THEN null ELSE cast(fractile#94062675 as float) END AS fractile#94062696, CASE WHEN ((overall#94062676 = NA) OR (overall#94062676 = null)) THEN null ELSE cast(overall#94062676 as int) END AS overall#94062722, CASE WHEN ((annual_ret#94062677 = NA) OR (annual_ret#94062677 = null)) THEN null ELSE cast(annual_ret#94062677 as float) END AS annual_ret#94062723, CASE WHEN ((annual_resret#94062678 = NA) OR (annual_resret#94062678 = null)) THEN null ELSE cast(annual_resret#94062678 as float) END AS annual_resret#94062724, CASE WHEN ((numcos#94062679 = NA) OR (numcos#94062679 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3612591 |
*(1) Project [CASE WHEN (group#94064132 = null) THEN null ELSE group#94064132 END AS group#94064224, CASE WHEN ((annual_bmret#94064133 = NA) OR (annual_bmret#94064133 = null)) THEN null ELSE cast(annual_bmret#94064133 as float) END AS annual_bmret#94064225, CASE WHEN ((annual_ret#94064134 = NA) OR (annual_ret#94064134 = null)) THEN null ELSE cast(annual_ret#94064134 as float) END AS annual_ret#94064226, CASE WHEN ((std_ret#94064135 = NA) OR (std_ret#94064135 = null)) THEN null ELSE cast(std_ret#94064135 as float) END AS std_ret#94064227, CASE WHEN ((Sharpe_ret#94064136 = NA) OR (Sharpe_ret#94064136 = null)) THEN null ELSE cast(Sharpe_ret#94064136 as float) END AS Sharpe_ret#94064228, CASE WHEN ((PctPos_ret#94064137 = NA) OR (PctPos_ret#94064137 = null)) THEN null ELSE cast(PctPos_ret#94064137 as float) END AS PctPos_ret#94064229, CASE WHEN ((TR_ret#94064138 = NA) OR (TR_ret#94064138 = null)) THEN null ELSE cast(TR_ret#94064138 as float) END AS TR_ret#94064230, CASE WHEN ((IR_ret#94064139 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
15.7 KiB |
0.0 B |
| 3612597 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#94064226, Sharpe_ret#94064228, PctPos_ret#94064229, annual_resret#94064232, Sharpe_resret#94064234, PctPos_resret#94064235, annual_retnet#94064238, Sharpe_retnet#94064240, PctPos_retnet#94064241]
+- *(2) BroadcastHashJoin [group#94064224], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#94064224)
: +- InMemoryTableScan [group#94064224, annual_ret#94064226, Sharpe_ret#94064228, PctPos_ret#94064229, annual_resret#94064232, Sharpe_resret#94064234, PctPos_resret#94064235, annual_retnet#94064238, Sharpe_retnet#94064240, PctPos_retnet#94064241], [isnotnull(group#94064224)]
: +- InMemoryRelation [group#94064224, annual_bmret#94064225, annual_ret#94064226, std_ret#94064227, Sharpe_ret#94064228, PctPos_ret#94064229, TR_ret#94064230, IR_ret#94064231, annual_resret#94064232, std_resret#94064233, Sharpe_resret#94064234, PctPos_resret#94064235, TR_resret#94064236, IR_resret#94064237, annual_retnet#94064238, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
8.0 KiB |
0.0 B |
| 3612659 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7510565]
+- *(2) Project [sector_id#94068721, numcos#94068724, numdates#94068725, sort#93880530, description#93880532, universe#94068950, coverage#94068919]
+- *(2) BroadcastHashJoin [sector_id#94068721], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [CASE WHEN ((sector_id#94068387 = NA) OR (sector_id#94068387 = null)) THEN null ELSE cast(sector_id#94068387 as int) END AS sector_id#94068721, CASE WHEN ((numcos#94068390 = NA) OR (numcos#94068390 = null)) THEN null ELSE cast(numcos#94068390 as float) END AS numcos#94068724, CASE WHEN ((numdates#94068391 = NA) OR (numdates#94068391 = null)) THEN null ELSE cast(numdates#94068391 as int) END AS numdates#94068725, CASE WHEN ((coverage#94068412 = NA) OR (coverage#94068412 = null)) THEN null ELSE cast(coverage#940...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.5 KiB |
0.0 B |
| 3612673 |
*(1) Project [CASE WHEN ((cap#94068252 = NA) OR (cap#94068252 = null)) THEN null ELSE cast(cap#94068252 as float) END AS cap#94068413, CASE WHEN ((retIC#94068253 = NA) OR (retIC#94068253 = null)) THEN null ELSE cast(retIC#94068253 as float) END AS retIC#94068414, CASE WHEN ((resretIC#94068254 = NA) OR (resretIC#94068254 = null)) THEN null ELSE cast(resretIC#94068254 as float) END AS resretIC#94068415, CASE WHEN ((numcos#94068255 = NA) OR (numcos#94068255 = null)) THEN null ELSE cast(numcos#94068255 as float) END AS numcos#94068416, CASE WHEN ((numdates#94068256 = NA) OR (numdates#94068256 = null)) THEN null ELSE cast(numdates#94068256 as int) END AS numdates#94068417, CASE WHEN ((annual_bmret#94068257 = NA) OR (annual_bmret#94068257 = null)) THEN null ELSE cast(annual_bmret#94068257 as float) END AS annual_bmret#94068418, CASE WHEN ((annual_ret#94068258 = NA) OR (annual_ret#94068258 = null)) THEN null ELSE cast(annual_ret#94068258 as float) END AS annual_ret#94068419, CASE WHEN ((std_ret#94068259 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3612690 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7510636]
+- *(2) Project [cap#94068413, numcos#94068416, numdates#94068417, sort#93880531, description#93880533, universe#93880535, (cast(numcos#94068416 as double) / cast(universe#93880535 as double)) AS coverage#94068773]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94068413))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7510629]
: +- *(1) Filter isnotnull(cap#94068413)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94068413, numcos#94068416, numdates#94068417], [isnotnull(cap#94068413)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3612704 |
*(1) Project [CASE WHEN (date#94068147 = null) THEN null ELSE cast(date#94068147 as date) END AS date#94068247, CASE WHEN ((overall#94068148 = NA) OR (overall#94068148 = null)) THEN null ELSE cast(overall#94068148 as int) END AS overall#94068249, CASE WHEN ((ret#94068149 = NA) OR (ret#94068149 = null)) THEN null ELSE cast(ret#94068149 as float) END AS ret#94068250, CASE WHEN ((resret#94068150 = NA) OR (resret#94068150 = null)) THEN null ELSE cast(resret#94068150 as float) END AS resret#94068251, CASE WHEN ((retnet#94068151 = NA) OR (retnet#94068151 = null)) THEN null ELSE cast(retnet#94068151 as float) END AS retnet#94068278, CASE WHEN ((turnover#94068152 = NA) OR (turnover#94068152 = null)) THEN null ELSE cast(turnover#94068152 as float) END AS turnover#94068279, CASE WHEN ((numcos#94068153 = NA) OR (numcos#94068153 = null)) THEN null ELSE cast(numcos#94068153 as float) END AS numcos#94068306, CASE WHEN ((benchmark#94068154 = NA) OR (benchmark#94068154 = null)) THEN null ELSE cast(benchmark#94068154 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
233.8 KiB |
0.0 B |
| 3612712 |
*(1) Project [CASE WHEN (date#94068173 = null) THEN null ELSE cast(date#94068173 as date) END AS date#94068308, CASE WHEN ((cap#94068174 = NA) OR (cap#94068174 = null)) THEN null ELSE cast(cap#94068174 as float) END AS cap#94068309, CASE WHEN ((ret#94068175 = NA) OR (ret#94068175 = null)) THEN null ELSE cast(ret#94068175 as float) END AS ret#94068336, CASE WHEN ((resret#94068176 = NA) OR (resret#94068176 = null)) THEN null ELSE cast(resret#94068176 as float) END AS resret#94068337, CASE WHEN ((retnet#94068177 = NA) OR (retnet#94068177 = null)) THEN null ELSE cast(retnet#94068177 as float) END AS retnet#94068364, CASE WHEN ((turnover#94068178 = NA) OR (turnover#94068178 = null)) THEN null ELSE cast(turnover#94068178 as float) END AS turnover#94068365, CASE WHEN ((numcos#94068179 = NA) OR (numcos#94068179 = null)) THEN null ELSE cast(numcos#94068179 as float) END AS numcos#94068366, CASE WHEN ((coverage#94068180 = NA) OR (coverage#94068180 = null)) THEN null ELSE cast(coverage#94068180 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
851.0 KiB |
0.0 B |
| 3612725 |
*(2) Sort [date#94068247 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94068247 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7510685]
+- Union
:- InMemoryTableScan [date#94068247, numcos#94068306]
: +- InMemoryRelation [date#94068247, overall#94068249, ret#94068250, resret#94068251, retnet#94068278, turnover#94068279, numcos#94068306, benchmark#94068307, excess_ret#94068367, excess_resret#94068368, excess_retnet#94068369], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#94068147 = null) THEN null ELSE cast(date#94068147 as date) END AS date#94068247, CASE WHEN ((overall#94068148 = NA) OR (overall#94068148 = null)) THEN null ELSE cast(overall#94068148 as int) END AS overall#94068249, CASE WHEN ((ret#94068149 = NA) OR (ret#94068149 = null)) THEN null ELSE cast(ret#94068149 as float) END AS ret#94068250, CASE WHEN ((resret#94068150 = NA) OR (resret#94068150 = null)) THEN null ELSE cast(resret#94068150 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
98.7 KiB |
0.0 B |
| 3612764 |
*(1) Project [CASE WHEN ((turnover#94071192 = NA) OR (turnover#94071192 = null)) THEN null ELSE cast(turnover#94071192 as float) END AS turnover#94071449, CASE WHEN ((turnover#94071192 = NA) OR (turnover#94071192 = null)) THEN null ELSE (1.0 / cast(cast(turnover#94071192 as float) as double)) END AS days_hold#94071512]
+- *(1) Filter ((isnotnull(cap#94071161) AND NOT coalesce(((cap#94071161 = NA) OR (cap#94071161 = null)), false)) AND (cast(cap#94071161 as float) = 0.0))
+- FileScan csv [cap#94071161,turnover#94071192] Batched: false, DataFilters: [isnotnull(cap#94071161), NOT coalesce(((cap#94071161 = NA) OR (cap#94071161 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/value/sta..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3612782 |
*(1) Project [CASE WHEN ((year#94071193 = NA) OR (year#94071193 = null)) THEN null ELSE cast(year#94071193 as int) END AS year#94071392, CASE WHEN ((retIC#94071194 = NA) OR (retIC#94071194 = null)) THEN null ELSE cast(retIC#94071194 as float) END AS retIC#94071394, CASE WHEN ((resretIC#94071195 = NA) OR (resretIC#94071195 = null)) THEN null ELSE cast(resretIC#94071195 as float) END AS resretIC#94071396, CASE WHEN ((numcos#94071196 = NA) OR (numcos#94071196 = null)) THEN null ELSE cast(numcos#94071196 as float) END AS numcos#94071398, CASE WHEN ((numdates#94071197 = NA) OR (numdates#94071197 = null)) THEN null ELSE cast(numdates#94071197 as int) END AS numdates#94071400, CASE WHEN ((annual_bmret#94071198 = NA) OR (annual_bmret#94071198 = null)) THEN null ELSE cast(annual_bmret#94071198 as float) END AS annual_bmret#94071402, CASE WHEN ((annual_ret#94071199 = NA) OR (annual_ret#94071199 = null)) THEN null ELSE cast(annual_ret#94071199 as float) END AS annual_ret#94071404, CASE WHEN ((std_ret#94071200 = NA) O...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.5 KiB |
0.0 B |
| 3612801 |
*(2) Project [ret_large#94071005, ret_small#94071035, (ret_large#94071005 - ret_small#94071035) AS differential#94071124]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#94068419 AS ret_large#94071005]
: +- *(2) Filter (isnotnull(cap#94068413) AND (cap#94068413 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#94068419, cap#94068413], [isnotnull(cap#94068413), (cap#94068413 = 1.0)]
: +- InMemoryRelation [cap#94068413, retIC#94068414, resretIC#94068415, numcos#94068416, numdates#94068417, annual_bmret#94068418, annual_ret#94068419, std_ret#94068420, Sharpe_ret#94068421, PctPos_ret#94068422, TR_ret#94068423, IR_ret#94068424, annual_resret#94068425, std_resret#94068426, Sharpe_resret#94068507, PctPos_resret#94068508, TR_resret#94068520, IR_resret#94068534, annual_retnet#94068547, std_retnet#94068548, Sharpe_retnet#94068549, PctPos_retnet#94068562, TR_retnet#94068563, IR_retnet#94068590, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3612813 |
*(3) Project [cap#94071090, turnover#94068591, (1.0 / cast(turnover#94068591 as double)) AS days_hold#94071118]
+- *(3) Sort [cap_sort#94071001 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#94071001 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7510876]
+- *(2) Project [turnover#94068591, cap_description#94071000 AS cap#94071090, cap_sort#94071001]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94068413))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7510868]
: +- *(1) Filter isnotnull(cap#94068413)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94068413, turnover#94068591], [isnotnull(cap#94068413)]
: +- InMemoryRelation [cap#94068413, retIC#940...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3612827 |
*(2) Sort [year#94071392 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#94071392 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7510806]
+- *(1) Project [year#94071392, turnover#94071440, (1.0 / cast(turnover#94071440 as double)) AS days_hold#94071475]
+- *(1) Filter isnotnull(turnover#94071440)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#94071440, year#94071392], [isnotnull(turnover#94071440)]
+- InMemoryRelation [year#94071392, retIC#94071394, resretIC#94071396, numcos#94071398, numdates#94071400, annual_bmret#94071402, annual_ret#94071404, std_ret#94071406, Sharpe_ret#94071408, PctPos_ret#94071410, TR_ret#94071412, IR_ret#94071414, annual_resret#94071416, std_resret#94071418, Sharpe_resret#94071420, PctPos_resret#94071422, TR_resret#94071424, IR_resret#94071426, annual_retnet#94071428, std_retnet#94071430, Sharpe_retnet#94071432, PctPos_retnet#94071434, TR_retnet#94071436, IR_retnet#94071438, turnover#94071440], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
26 |
100% |
11.8 KiB |
0.0 B |
| 3612890 |
*(1) Project [CASE WHEN ((fractile#94074925 = NA) OR (fractile#94074925 = null)) THEN null ELSE cast(fractile#94074925 as int) END AS fractile#94074973, CASE WHEN (cap#94074926 = null) THEN null ELSE cap#94074926 END AS cap#94074974, CASE WHEN ((size#94074927 = NA) OR (size#94074927 = null)) THEN null ELSE cast(size#94074927 as float) END AS size#94074975, CASE WHEN ((value#94074928 = NA) OR (value#94074928 = null)) THEN null ELSE cast(value#94074928 as float) END AS value#94074976, CASE WHEN ((growth#94074929 = NA) OR (growth#94074929 = null)) THEN null ELSE cast(growth#94074929 as float) END AS growth#94074977, CASE WHEN ((leverage#94074930 = NA) OR (leverage#94074930 = null)) THEN null ELSE cast(leverage#94074930 as float) END AS leverage#94074978, CASE WHEN ((volatility#94074931 = NA) OR (volatility#94074931 = null)) THEN null ELSE cast(volatility#94074931 as float) END AS volatility#94074979, CASE WHEN ((momentum#94074932 = NA) OR (momentum#94074932 = null)) THEN null ELSE cast(momentum#94074932 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3612902 |
*(3) Sort [fractile#94074973 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94074973 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7511116]
+- *(2) Project [fractile#94074973, size#94074975, value#94074976, growth#94074977, leverage#94074978, volatility#94074979, momentum#94074980, yield#94074981, ##94074982, min_date#94074983, max_date#94074984]
+- *(2) BroadcastHashJoin [cap_description#94074997], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94074973, cap#94074974 AS cap_description#94074997, size#94074975, value#94074976, growth#94074977, leverage#94074978, volatility#94074979, momentum#94074980, yield#94074981, ##94074982, min_date#94074983, max_date#94074984]
: +- *(2) Filter ((isnotnull(fractile#94074973) AND NOT (fractile#94074973 = -1)) AND isnotnull(cap#94074974))
: +- InMemoryTableScan [##94074982, cap#94074974, fractile#94074973, growth#94074977, leverage#94074978, max_date#94074984, min_date#94074983, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3612916 |
*(1) Project [CASE WHEN ((overall#94071160 = NA) OR (overall#94071160 = null)) THEN null ELSE cast(overall#94071160 as int) END AS overall#94071393, CASE WHEN ((cap#94071161 = NA) OR (cap#94071161 = null)) THEN null ELSE cast(cap#94071161 as float) END AS cap#94071395, CASE WHEN ((retIC#94071162 = NA) OR (retIC#94071162 = null)) THEN null ELSE cast(retIC#94071162 as float) END AS retIC#94071397, CASE WHEN ((resretIC#94071163 = NA) OR (resretIC#94071163 = null)) THEN null ELSE cast(resretIC#94071163 as float) END AS resretIC#94071399, CASE WHEN ((size#94071164 = NA) OR (size#94071164 = null)) THEN null ELSE cast(size#94071164 as float) END AS size#94071401, CASE WHEN ((value#94071165 = NA) OR (value#94071165 = null)) THEN null ELSE cast(value#94071165 as float) END AS value#94071403, CASE WHEN ((growth#94071166 = NA) OR (growth#94071166 = null)) THEN null ELSE cast(growth#94071166 as float) END AS growth#94071405, CASE WHEN ((leverage#94071167 = NA) OR (leverage#94071167 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3612922 |
*(1) Project [yield#94071413, volatility#94071409, momentum#94071411, size#94071401, value#94071403, growth#94071405, leverage#94071407]
+- *(1) Filter (isnotnull(cap#94071395) AND (cap#94071395 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#94071395, growth#94071405, leverage#94071407, momentum#94071411, size#94071401, value#94071403, volatility#94071409, yield#94071413], [isnotnull(cap#94071395), (cap#94071395 = 0.0)]
+- InMemoryRelation [overall#94071393, cap#94071395, retIC#94071397, resretIC#94071399, size#94071401, value#94071403, growth#94071405, leverage#94071407, volatility#94071409, momentum#94071411, yield#94071413, numcos#94071415, numdates#94071417, annual_bmret#94071419, annual_ret#94071421, std_ret#94071423, Sharpe_ret#94071425, PctPos_ret#94071427, TR_ret#94071429, IR_ret#94071431, annual_resret#94071433, std_resret#94071435, Sharpe_resret#94071437, PctPos_resret#94071439, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3613004 |
*(1) Project [CASE WHEN (date#94076762 = null) THEN null ELSE cast(date#94076762 as date) END AS date#94076917, CASE WHEN ((allret#94076763 = NA) OR (allret#94076763 = null)) THEN null ELSE cast(allret#94076763 as float) END AS allret#94076961, CASE WHEN ((allcum#94076764 = NA) OR (allcum#94076764 = null)) THEN null ELSE cast(allcum#94076764 as float) END AS allcum#94076967, CASE WHEN ((drawdown_gross#94076765 = NA) OR (drawdown_gross#94076765 = null)) THEN null ELSE cast(drawdown_gross#94076765 as float) END AS drawdown_gross#94076973, CASE WHEN ((drawdown_length_gross#94076766 = NA) OR (drawdown_length_gross#94076766 = null)) THEN null ELSE cast(drawdown_length_gross#94076766 as int) END AS drawdown_length_gross#94076974, CASE WHEN ((allretnet#94076767 = NA) OR (allretnet#94076767 = null)) THEN null ELSE cast(allretnet#94076767 as float) END AS allretnet#94076975, CASE WHEN ((allcumnet#94076768 = NA) OR (allcumnet#94076768 = null)) THEN null ELSE cast(allcumnet#94076768 as float) END AS allcumnet#9407697...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
498.9 KiB |
0.0 B |
| 3613016 |
*(2) Sort [date#94077960 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94077960 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7511370]
+- *(1) Project [date#94077960, allcum#94078018 AS cum_gross#94078201, allcumnet#94078025 AS cum_net#94078202]
+- InMemoryTableScan [allcum#94078018, allcumnet#94078025, date#94077960]
+- InMemoryRelation [date#94077960, allret#94077983, allcum#94078018, drawdown_gross#94078022, drawdown_length_gross#94078023, allretnet#94078024, allcumnet#94078025, drawdown_net#94078026, drawdown_length_net#94078142, numcos#94078143, largecum#94078144, largecumnet#94078145, largeret#94078146, largeretnet#94078147, midcum#94078148, midcumnet#94078149, midret#94078150, midretnet#94078151, smallcum#94078152, smallcumnet#94078153, smallret#94078154, smallretnet#94078155], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94076762 = null) THEN null ELSE cast(date#94076762 as date) END AS date#94076917, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3613037 |
*(2) Sort [date#94076917 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94076917 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7511395]
+- *(1) Project [date#94076917, allret#94076961 AS daily_gross#94077181, allretnet#94076975 AS daily_net#94077182]
+- InMemoryTableScan [allret#94076961, allretnet#94076975, date#94076917]
+- InMemoryRelation [date#94076917, allret#94076961, allcum#94076967, drawdown_gross#94076973, drawdown_length_gross#94076974, allretnet#94076975, allcumnet#94076976, drawdown_net#94076977, drawdown_length_net#94076983, numcos#94076984, largecum#94076990, largecumnet#94077010, largeret#94077011, largeretnet#94077012, midcum#94077013, midcumnet#94077014, midret#94077020, midretnet#94077025, smallcum#94077051, smallcumnet#94077052, smallret#94077053, smallretnet#94077054], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94076762 = null) THEN null ELSE cast(date#94076762 as date) END AS date#940769...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3613057 |
*(1) Sort [date#94077714 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94077714 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7511413]
+- InMemoryTableScan [date#94077714, drawdown_gross#94077739, drawdown_net#94077743]
+- InMemoryRelation [date#94077714, allret#94077737, allcum#94077738, drawdown_gross#94077739, drawdown_length_gross#94077740, allretnet#94077741, allcumnet#94077742, drawdown_net#94077743, drawdown_length_net#94077744, numcos#94077745, largecum#94077746, largecumnet#94077747, largeret#94077748, largeretnet#94077772, midcum#94077773, midcumnet#94077774, midret#94077775, midretnet#94077776, smallcum#94077777, smallcumnet#94077778, smallret#94077779, smallretnet#94077780], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94076762 = null) THEN null ELSE cast(date#94076762 as date) END AS date#94076917, CASE WHEN ((allret#94076763 = NA) OR (allret#94076763 = null)) THEN null ELSE cast(allret#94076763 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3613078 |
*(2) Sort [date#94077005 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94077005 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7511435]
+- *(1) Project [date#94077005, (drawdown_length_gross#94077081 * -1) AS drawdown_length_gross#94077333]
+- InMemoryTableScan [date#94077005, drawdown_length_gross#94077081]
+- InMemoryRelation [date#94077005, allret#94077006, allcum#94077007, drawdown_gross#94077008, drawdown_length_gross#94077081, allretnet#94077084, allcumnet#94077091, drawdown_net#94077097, drawdown_length_net#94077105, numcos#94077108, largecum#94077110, largecumnet#94077111, largeret#94077114, largeretnet#94077139, midcum#94077192, midcumnet#94077193, midret#94077194, midretnet#94077195, smallcum#94077196, smallcumnet#94077197, smallret#94077198, smallretnet#94077199], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94076762 = null) THEN null ELSE cast(date#94076762 as date) END AS date#94076917, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
81.2 KiB |
0.0 B |
| 3613092 |
*(1) Project [CASE WHEN ((fractile#94076962 = NA) OR (fractile#94076962 = null)) THEN null ELSE cast(fractile#94076962 as float) END AS fractile#94076996, CASE WHEN ((overall#94076963 = NA) OR (overall#94076963 = null)) THEN null ELSE cast(overall#94076963 as int) END AS overall#94076997, CASE WHEN ((annual_ret#94076964 = NA) OR (annual_ret#94076964 = null)) THEN null ELSE cast(annual_ret#94076964 as float) END AS annual_ret#94076998, CASE WHEN ((annual_resret#94076965 = NA) OR (annual_resret#94076965 = null)) THEN null ELSE cast(annual_resret#94076965 as float) END AS annual_resret#94077004, CASE WHEN ((numcos#94076966 = NA) OR (numcos#94076966 = null)) THEN null ELSE cast(numcos#94076966 as float) END AS numcos#94077009]
+- FileScan csv [fractile#94076962,overall#94076963,annual_ret#94076964,annual_resret#94076965,numcos#94076966] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/volatilit..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3613101 |
*(1) Project [CASE WHEN ((fractile#94076941 = NA) OR (fractile#94076941 = null)) THEN null ELSE cast(fractile#94076941 as float) END AS fractile#94076991, CASE WHEN ((cap#94076942 = NA) OR (cap#94076942 = null)) THEN null ELSE cast(cap#94076942 as float) END AS cap#94076992, CASE WHEN ((annual_ret#94076943 = NA) OR (annual_ret#94076943 = null)) THEN null ELSE cast(annual_ret#94076943 as float) END AS annual_ret#94076993, CASE WHEN ((annual_resret#94076944 = NA) OR (annual_resret#94076944 = null)) THEN null ELSE cast(annual_resret#94076944 as float) END AS annual_resret#94076994, CASE WHEN ((numcos#94076945 = NA) OR (numcos#94076945 = null)) THEN null ELSE cast(numcos#94076945 as float) END AS numcos#94076995]
+- FileScan csv [fractile#94076941,cap#94076942,annual_ret#94076943,annual_resret#94076944,numcos#94076945] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/volatilit..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1160.0 B |
0.0 B |
| 3613108 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#94076996, annual_ret#94076998, annual_resret#94077004, numcos#94077009]
: +- InMemoryRelation [fractile#94076996, overall#94076997, annual_ret#94076998, annual_resret#94077004, numcos#94077009], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#94076962 = NA) OR (fractile#94076962 = null)) THEN null ELSE cast(fractile#94076962 as float) END AS fractile#94076996, CASE WHEN ((overall#94076963 = NA) OR (overall#94076963 = null)) THEN null ELSE cast(overall#94076963 as int) END AS overall#94076997, CASE WHEN ((annual_ret#94076964 = NA) OR (annual_ret#94076964 = null)) THEN null ELSE cast(annual_ret#94076964 as float) END AS annual_ret#94076998, CASE WHEN ((annual_resret#94076965 = NA) OR (annual_resret#94076965 = null)) THEN null ELSE cast(annual_resret#94076965 as float) END AS annual_resret#94077004, CASE WHEN ((numcos#94076966 = NA) OR (numcos#94076966 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3613128 |
*(1) Project [CASE WHEN (group#94077421 = null) THEN null ELSE group#94077421 END AS group#94077514, CASE WHEN ((annual_bmret#94077422 = NA) OR (annual_bmret#94077422 = null)) THEN null ELSE cast(annual_bmret#94077422 as float) END AS annual_bmret#94077515, CASE WHEN ((annual_ret#94077423 = NA) OR (annual_ret#94077423 = null)) THEN null ELSE cast(annual_ret#94077423 as float) END AS annual_ret#94077516, CASE WHEN ((std_ret#94077424 = NA) OR (std_ret#94077424 = null)) THEN null ELSE cast(std_ret#94077424 as float) END AS std_ret#94077517, CASE WHEN ((Sharpe_ret#94077425 = NA) OR (Sharpe_ret#94077425 = null)) THEN null ELSE cast(Sharpe_ret#94077425 as float) END AS Sharpe_ret#94077518, CASE WHEN ((PctPos_ret#94077426 = NA) OR (PctPos_ret#94077426 = null)) THEN null ELSE cast(PctPos_ret#94077426 as float) END AS PctPos_ret#94077519, CASE WHEN ((TR_ret#94077427 = NA) OR (TR_ret#94077427 = null)) THEN null ELSE cast(TR_ret#94077427 as float) END AS TR_ret#94077520, CASE WHEN ((IR_ret#94077428 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
15.7 KiB |
0.0 B |
| 3613134 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#94077516, Sharpe_ret#94077518, PctPos_ret#94077519, annual_resret#94077522, Sharpe_resret#94077524, PctPos_resret#94077525, annual_retnet#94077528, Sharpe_retnet#94077530, PctPos_retnet#94077531]
+- *(2) BroadcastHashJoin [group#94077514], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#94077514)
: +- InMemoryTableScan [group#94077514, annual_ret#94077516, Sharpe_ret#94077518, PctPos_ret#94077519, annual_resret#94077522, Sharpe_resret#94077524, PctPos_resret#94077525, annual_retnet#94077528, Sharpe_retnet#94077530, PctPos_retnet#94077531], [isnotnull(group#94077514)]
: +- InMemoryRelation [group#94077514, annual_bmret#94077515, annual_ret#94077516, std_ret#94077517, Sharpe_ret#94077518, PctPos_ret#94077519, TR_ret#94077520, IR_ret#94077521, annual_resret#94077522, std_resret#94077523, Sharpe_resret#94077524, PctPos_resret#94077525, TR_resret#94077526, IR_resret#94077527, annual_retnet#94077528, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
8.0 KiB |
0.0 B |
| 3613190 |
*(1) Project [CASE WHEN ((sector_id#94082119 = NA) OR (sector_id#94082119 = null)) THEN null ELSE cast(sector_id#94082119 as int) END AS sector_id#94082255, CASE WHEN ((retIC#94082120 = NA) OR (retIC#94082120 = null)) THEN null ELSE cast(retIC#94082120 as float) END AS retIC#94082256, CASE WHEN ((resretIC#94082121 = NA) OR (resretIC#94082121 = null)) THEN null ELSE cast(resretIC#94082121 as float) END AS resretIC#94082263, CASE WHEN ((numcos#94082122 = NA) OR (numcos#94082122 = null)) THEN null ELSE cast(numcos#94082122 as float) END AS numcos#94082266, CASE WHEN ((numdates#94082123 = NA) OR (numdates#94082123 = null)) THEN null ELSE cast(numdates#94082123 as int) END AS numdates#94082269, CASE WHEN ((annual_bmret#94082124 = NA) OR (annual_bmret#94082124 = null)) THEN null ELSE cast(annual_bmret#94082124 as float) END AS annual_bmret#94082270, CASE WHEN ((annual_ret#94082125 = NA) OR (annual_ret#94082125 = null)) THEN null ELSE cast(annual_ret#94082125 as float) END AS annual_ret#94082283, CASE WHEN ((std_...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.5 KiB |
0.0 B |
| 3613202 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7511713]
+- *(2) Project [sector_id#94082255, numcos#94082266, numdates#94082269, sort#93880530, description#93880532, universe#94082478, coverage#94082302]
+- *(2) BroadcastHashJoin [sector_id#94082255], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [sector_id#94082255, numcos#94082266, numdates#94082269, coverage#94082302, round((cast(numcos#94082266 as double) / cast(coverage#94082302 as double)), 0) AS universe#94082478]
: +- *(2) Filter isnotnull(sector_id#94082255)
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [coverage#94082302, numcos#94082266, numdates#94082269, sector_id#94082255], [isnotnull(sector_id#94082255)]
: +- InMemoryRelation [sector_id#94082255, retIC#94082256, resretIC#94082...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.5 KiB |
0.0 B |
| 3613216 |
*(1) Project [CASE WHEN ((cap#94081987 = NA) OR (cap#94081987 = null)) THEN null ELSE cast(cap#94081987 as float) END AS cap#94082258, CASE WHEN ((retIC#94081988 = NA) OR (retIC#94081988 = null)) THEN null ELSE cast(retIC#94081988 as float) END AS retIC#94082265, CASE WHEN ((resretIC#94081989 = NA) OR (resretIC#94081989 = null)) THEN null ELSE cast(resretIC#94081989 as float) END AS resretIC#94082268, CASE WHEN ((numcos#94081990 = NA) OR (numcos#94081990 = null)) THEN null ELSE cast(numcos#94081990 as float) END AS numcos#94082304, CASE WHEN ((numdates#94081991 = NA) OR (numdates#94081991 = null)) THEN null ELSE cast(numdates#94081991 as int) END AS numdates#94082307, CASE WHEN ((annual_bmret#94081992 = NA) OR (annual_bmret#94081992 = null)) THEN null ELSE cast(annual_bmret#94081992 as float) END AS annual_bmret#94082308, CASE WHEN ((annual_ret#94081993 = NA) OR (annual_ret#94081993 = null)) THEN null ELSE cast(annual_ret#94081993 as float) END AS annual_ret#94082309, CASE WHEN ((std_ret#94081994 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3613233 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7511785]
+- *(2) Project [cap#94082258, numcos#94082304, numdates#94082307, sort#93880531, description#93880533, universe#93880535, (cast(numcos#94082304 as double) / cast(universe#93880535 as double)) AS coverage#94082750]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94082258))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7511778]
: +- *(1) Filter isnotnull(cap#94082258)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94082258, numcos#94082304, numdates#94082307], [isnotnull(cap#94082258)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3613247 |
*(1) Project [CASE WHEN (date#94081923 = null) THEN null ELSE cast(date#94081923 as date) END AS date#94082225, CASE WHEN ((overall#94081924 = NA) OR (overall#94081924 = null)) THEN null ELSE cast(overall#94081924 as int) END AS overall#94082257, CASE WHEN ((ret#94081925 = NA) OR (ret#94081925 = null)) THEN null ELSE cast(ret#94081925 as float) END AS ret#94082259, CASE WHEN ((resret#94081926 = NA) OR (resret#94081926 = null)) THEN null ELSE cast(resret#94081926 as float) END AS resret#94082260, CASE WHEN ((retnet#94081927 = NA) OR (retnet#94081927 = null)) THEN null ELSE cast(retnet#94081927 as float) END AS retnet#94082261, CASE WHEN ((turnover#94081928 = NA) OR (turnover#94081928 = null)) THEN null ELSE cast(turnover#94081928 as float) END AS turnover#94082262, CASE WHEN ((numcos#94081929 = NA) OR (numcos#94081929 = null)) THEN null ELSE cast(numcos#94081929 as float) END AS numcos#94082264, CASE WHEN ((benchmark#94081930 = NA) OR (benchmark#94081930 = null)) THEN null ELSE cast(benchmark#94081930 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
233.8 KiB |
0.0 B |
| 3613255 |
*(1) Project [CASE WHEN (date#94081961 = null) THEN null ELSE cast(date#94081961 as date) END AS date#94082116, CASE WHEN ((cap#94081962 = NA) OR (cap#94081962 = null)) THEN null ELSE cast(cap#94081962 as float) END AS cap#94082117, CASE WHEN ((ret#94081963 = NA) OR (ret#94081963 = null)) THEN null ELSE cast(ret#94081963 as float) END AS ret#94082118, CASE WHEN ((resret#94081964 = NA) OR (resret#94081964 = null)) THEN null ELSE cast(resret#94081964 as float) END AS resret#94082145, CASE WHEN ((retnet#94081965 = NA) OR (retnet#94081965 = null)) THEN null ELSE cast(retnet#94081965 as float) END AS retnet#94082172, CASE WHEN ((turnover#94081966 = NA) OR (turnover#94081966 = null)) THEN null ELSE cast(turnover#94081966 as float) END AS turnover#94082173, CASE WHEN ((numcos#94081967 = NA) OR (numcos#94081967 = null)) THEN null ELSE cast(numcos#94081967 as float) END AS numcos#94082185, CASE WHEN ((coverage#94081968 = NA) OR (coverage#94081968 = null)) THEN null ELSE cast(coverage#94081968 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
851.0 KiB |
0.0 B |
| 3613268 |
*(2) Sort [date#94082225 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94082225 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7511834]
+- Union
:- InMemoryTableScan [date#94082225, numcos#94082264]
: +- InMemoryRelation [date#94082225, overall#94082257, ret#94082259, resret#94082260, retnet#94082261, turnover#94082262, numcos#94082264, benchmark#94082267, excess_ret#94082303, excess_resret#94082305, excess_retnet#94082306], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#94081923 = null) THEN null ELSE cast(date#94081923 as date) END AS date#94082225, CASE WHEN ((overall#94081924 = NA) OR (overall#94081924 = null)) THEN null ELSE cast(overall#94081924 as int) END AS overall#94082257, CASE WHEN ((ret#94081925 = NA) OR (ret#94081925 = null)) THEN null ELSE cast(ret#94081925 as float) END AS ret#94082259, CASE WHEN ((resret#94081926 = NA) OR (resret#94081926 = null)) THEN null ELSE cast(resret#94081926 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
98.7 KiB |
0.0 B |
| 3613309 |
*(1) Project [CASE WHEN ((turnover#94085759 = NA) OR (turnover#94085759 = null)) THEN null ELSE cast(turnover#94085759 as float) END AS turnover#94085935, CASE WHEN ((turnover#94085759 = NA) OR (turnover#94085759 = null)) THEN null ELSE (1.0 / cast(cast(turnover#94085759 as float) as double)) END AS days_hold#94086094]
+- *(1) Filter ((isnotnull(cap#94085728) AND NOT coalesce(((cap#94085728 = NA) OR (cap#94085728 = null)), false)) AND (cast(cap#94085728 as float) = 0.0))
+- FileScan csv [cap#94085728,turnover#94085759] Batched: false, DataFilters: [isnotnull(cap#94085728), NOT coalesce(((cap#94085728 = NA) OR (cap#94085728 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/volatilit..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3613327 |
*(2) Project [ret_large#94085462, ret_small#94085492, (ret_large#94085462 - ret_small#94085492) AS differential#94085578]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#94082309 AS ret_large#94085462]
: +- *(2) Filter (isnotnull(cap#94082258) AND (cap#94082258 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#94082309, cap#94082258], [isnotnull(cap#94082258), (cap#94082258 = 1.0)]
: +- InMemoryRelation [cap#94082258, retIC#94082265, resretIC#94082268, numcos#94082304, numdates#94082307, annual_bmret#94082308, annual_ret#94082309, std_ret#94082310, Sharpe_ret#94082311, PctPos_ret#94082312, TR_ret#94082313, IR_ret#94082314, annual_resret#94082315, std_resret#94082517, Sharpe_resret#94082703, PctPos_resret#94082704, TR_resret#94082705, IR_resret#94082706, annual_retnet#94082707, std_retnet#94082708, Sharpe_retnet#94082709, PctPos_retnet#94082710, TR_retnet#94082711, IR_retnet#94082712, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3613332 |
*(1) Project [CASE WHEN ((year#94085615 = NA) OR (year#94085615 = null)) THEN null ELSE cast(year#94085615 as int) END AS year#94085717, CASE WHEN ((retIC#94085616 = NA) OR (retIC#94085616 = null)) THEN null ELSE cast(retIC#94085616 as float) END AS retIC#94085718, CASE WHEN ((resretIC#94085617 = NA) OR (resretIC#94085617 = null)) THEN null ELSE cast(resretIC#94085617 as float) END AS resretIC#94085719, CASE WHEN ((numcos#94085618 = NA) OR (numcos#94085618 = null)) THEN null ELSE cast(numcos#94085618 as float) END AS numcos#94085720, CASE WHEN ((numdates#94085619 = NA) OR (numdates#94085619 = null)) THEN null ELSE cast(numdates#94085619 as int) END AS numdates#94085721, CASE WHEN ((annual_bmret#94085620 = NA) OR (annual_bmret#94085620 = null)) THEN null ELSE cast(annual_bmret#94085620 as float) END AS annual_bmret#94085722, CASE WHEN ((annual_ret#94085621 = NA) OR (annual_ret#94085621 = null)) THEN null ELSE cast(annual_ret#94085621 as float) END AS annual_ret#94085723, CASE WHEN ((std_ret#94085622 = NA) O...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.5 KiB |
0.0 B |
| 3613356 |
*(3) Project [cap#94085547, turnover#94082713, (1.0 / cast(turnover#94082713 as double)) AS days_hold#94085575]
+- *(3) Sort [cap_sort#94085458 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#94085458 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7512025]
+- *(2) Project [turnover#94082713, cap_description#94085457 AS cap#94085547, cap_sort#94085458]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94082258))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7512017]
: +- *(1) Filter isnotnull(cap#94082258)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94082258, turnover#94082713], [isnotnull(cap#94082258)]
: +- InMemoryRelation [cap#94082258, retIC#940...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3613370 |
*(2) Sort [year#94085717 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#94085717 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7511948]
+- *(1) Project [year#94085717, turnover#94085840, (1.0 / cast(turnover#94085840 as double)) AS days_hold#94085908]
+- *(1) Filter isnotnull(turnover#94085840)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#94085840, year#94085717], [isnotnull(turnover#94085840)]
+- InMemoryRelation [year#94085717, retIC#94085718, resretIC#94085719, numcos#94085720, numdates#94085721, annual_bmret#94085722, annual_ret#94085723, std_ret#94085724, Sharpe_ret#94085725, PctPos_ret#94085726, TR_ret#94085760, IR_ret#94085761, annual_resret#94085762, std_resret#94085796, Sharpe_resret#94085797, PctPos_resret#94085798, TR_resret#94085799, IR_resret#94085800, annual_retnet#94085801, std_retnet#94085802, Sharpe_retnet#94085803, PctPos_retnet#94085837, TR_retnet#94085838, IR_retnet#94085839, turnover#94085840], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
26 |
100% |
11.8 KiB |
0.0 B |
| 3613433 |
*(1) Project [CASE WHEN ((fractile#94089382 = NA) OR (fractile#94089382 = null)) THEN null ELSE cast(fractile#94089382 as int) END AS fractile#94089430, CASE WHEN (cap#94089383 = null) THEN null ELSE cap#94089383 END AS cap#94089431, CASE WHEN ((size#94089384 = NA) OR (size#94089384 = null)) THEN null ELSE cast(size#94089384 as float) END AS size#94089432, CASE WHEN ((value#94089385 = NA) OR (value#94089385 = null)) THEN null ELSE cast(value#94089385 as float) END AS value#94089433, CASE WHEN ((growth#94089386 = NA) OR (growth#94089386 = null)) THEN null ELSE cast(growth#94089386 as float) END AS growth#94089434, CASE WHEN ((leverage#94089387 = NA) OR (leverage#94089387 = null)) THEN null ELSE cast(leverage#94089387 as float) END AS leverage#94089435, CASE WHEN ((volatility#94089388 = NA) OR (volatility#94089388 = null)) THEN null ELSE cast(volatility#94089388 as float) END AS volatility#94089436, CASE WHEN ((momentum#94089389 = NA) OR (momentum#94089389 = null)) THEN null ELSE cast(momentum#94089389 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3613445 |
*(3) Sort [fractile#94089430 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94089430 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7512265]
+- *(2) Project [fractile#94089430, size#94089432, value#94089433, growth#94089434, leverage#94089435, volatility#94089436, momentum#94089437, yield#94089438, ##94089439, min_date#94089440, max_date#94089441]
+- *(2) BroadcastHashJoin [cap_description#94089454], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94089430, cap#94089431 AS cap_description#94089454, size#94089432, value#94089433, growth#94089434, leverage#94089435, volatility#94089436, momentum#94089437, yield#94089438, ##94089439, min_date#94089440, max_date#94089441]
: +- *(2) Filter ((isnotnull(fractile#94089430) AND NOT (fractile#94089430 = -1)) AND isnotnull(cap#94089431))
: +- InMemoryTableScan [##94089439, cap#94089431, fractile#94089430, growth#94089434, leverage#94089435, max_date#94089441, min_date#94089440, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3613459 |
*(1) Project [CASE WHEN ((overall#94085727 = NA) OR (overall#94085727 = null)) THEN null ELSE cast(overall#94085727 as int) END AS overall#94085874, CASE WHEN ((cap#94085728 = NA) OR (cap#94085728 = null)) THEN null ELSE cast(cap#94085728 as float) END AS cap#94085875, CASE WHEN ((retIC#94085729 = NA) OR (retIC#94085729 = null)) THEN null ELSE cast(retIC#94085729 as float) END AS retIC#94085876, CASE WHEN ((resretIC#94085730 = NA) OR (resretIC#94085730 = null)) THEN null ELSE cast(resretIC#94085730 as float) END AS resretIC#94085877, CASE WHEN ((size#94085731 = NA) OR (size#94085731 = null)) THEN null ELSE cast(size#94085731 as float) END AS size#94085878, CASE WHEN ((value#94085732 = NA) OR (value#94085732 = null)) THEN null ELSE cast(value#94085732 as float) END AS value#94085879, CASE WHEN ((growth#94085733 = NA) OR (growth#94085733 = null)) THEN null ELSE cast(growth#94085733 as float) END AS growth#94085880, CASE WHEN ((leverage#94085734 = NA) OR (leverage#94085734 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3613465 |
*(1) Project [yield#94085910, volatility#94085907, momentum#94085909, size#94085878, value#94085879, growth#94085880, leverage#94085881]
+- *(1) Filter (isnotnull(cap#94085875) AND (cap#94085875 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#94085875, growth#94085880, leverage#94085881, momentum#94085909, size#94085878, value#94085879, volatility#94085907, yield#94085910], [isnotnull(cap#94085875), (cap#94085875 = 0.0)]
+- InMemoryRelation [overall#94085874, cap#94085875, retIC#94085876, resretIC#94085877, size#94085878, value#94085879, growth#94085880, leverage#94085881, volatility#94085907, momentum#94085909, yield#94085910, numcos#94085911, numdates#94085912, annual_bmret#94085916, annual_ret#94085917, std_ret#94085918, Sharpe_ret#94085919, PctPos_ret#94085920, TR_ret#94085921, IR_ret#94085922, annual_resret#94085923, std_resret#94085924, Sharpe_resret#94085925, PctPos_resret#94085926, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3613547 |
*(1) Project [CASE WHEN (date#94091311 = null) THEN null ELSE cast(date#94091311 as date) END AS date#94091406, CASE WHEN ((allret#94091312 = NA) OR (allret#94091312 = null)) THEN null ELSE cast(allret#94091312 as float) END AS allret#94091407, CASE WHEN ((allcum#94091313 = NA) OR (allcum#94091313 = null)) THEN null ELSE cast(allcum#94091313 as float) END AS allcum#94091408, CASE WHEN ((drawdown_gross#94091314 = NA) OR (drawdown_gross#94091314 = null)) THEN null ELSE cast(drawdown_gross#94091314 as float) END AS drawdown_gross#94091409, CASE WHEN ((drawdown_length_gross#94091315 = NA) OR (drawdown_length_gross#94091315 = null)) THEN null ELSE cast(drawdown_length_gross#94091315 as int) END AS drawdown_length_gross#94091410, CASE WHEN ((allretnet#94091316 = NA) OR (allretnet#94091316 = null)) THEN null ELSE cast(allretnet#94091316 as float) END AS allretnet#94091411, CASE WHEN ((allcumnet#94091317 = NA) OR (allcumnet#94091317 = null)) THEN null ELSE cast(allcumnet#94091317 as float) END AS allcumnet#9409141...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
498.9 KiB |
0.0 B |
| 3613559 |
*(2) Sort [date#94091406 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94091406 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7512511]
+- *(1) Project [date#94091406, allcum#94091408 AS cum_gross#94091623, allcumnet#94091413 AS cum_net#94091624]
+- InMemoryTableScan [allcum#94091408, allcumnet#94091413, date#94091406]
+- InMemoryRelation [date#94091406, allret#94091407, allcum#94091408, drawdown_gross#94091409, drawdown_length_gross#94091410, allretnet#94091411, allcumnet#94091413, drawdown_net#94091418, drawdown_length_net#94091420, numcos#94091426, largecum#94091427, largecumnet#94091433, largeret#94091439, largeretnet#94091441, midcum#94091442, midcumnet#94091443, midret#94091444, midretnet#94091445, smallcum#94091446, smallcumnet#94091447, smallret#94091448, smallretnet#94091449], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94091311 = null) THEN null ELSE cast(date#94091311 as date) END AS date#94091406, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3613580 |
*(2) Sort [date#94091865 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94091865 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7512536]
+- *(1) Project [date#94091865, allret#94091866 AS daily_gross#94092013, allretnet#94091873 AS daily_net#94092014]
+- InMemoryTableScan [allret#94091866, allretnet#94091873, date#94091865]
+- InMemoryRelation [date#94091865, allret#94091866, allcum#94091867, drawdown_gross#94091868, drawdown_length_gross#94091870, allretnet#94091873, allcumnet#94091875, drawdown_net#94091877, drawdown_length_net#94091879, numcos#94091882, largecum#94091883, largecumnet#94091885, largeret#94091886, largeretnet#94091887, midcum#94091888, midcumnet#94091889, midret#94091890, midretnet#94091891, smallcum#94091892, smallcumnet#94091893, smallret#94091894, smallretnet#94091895], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94091311 = null) THEN null ELSE cast(date#94091311 as date) END AS date#940914...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3613600 |
*(1) Sort [date#94092309 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94092309 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7512554]
+- InMemoryTableScan [date#94092309, drawdown_gross#94092312, drawdown_net#94092316]
+- InMemoryRelation [date#94092309, allret#94092310, allcum#94092311, drawdown_gross#94092312, drawdown_length_gross#94092313, allretnet#94092314, allcumnet#94092315, drawdown_net#94092316, drawdown_length_net#94092317, numcos#94092318, largecum#94092319, largecumnet#94092320, largeret#94092321, largeretnet#94092322, midcum#94092323, midcumnet#94092324, midret#94092325, midretnet#94092326, smallcum#94092327, smallcumnet#94092351, smallret#94092352, smallretnet#94092353], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94091311 = null) THEN null ELSE cast(date#94091311 as date) END AS date#94091406, CASE WHEN ((allret#94091312 = NA) OR (allret#94091312 = null)) THEN null ELSE cast(allret#94091312 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.8 KiB |
0.0 B |
| 3613621 |
*(2) Sort [date#94091600 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94091600 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7512576]
+- *(1) Project [date#94091600, (drawdown_length_gross#94091677 * -1) AS drawdown_length_gross#94091989]
+- InMemoryTableScan [date#94091600, drawdown_length_gross#94091677]
+- InMemoryRelation [date#94091600, allret#94091650, allcum#94091653, drawdown_gross#94091654, drawdown_length_gross#94091677, allretnet#94091678, allcumnet#94091679, drawdown_net#94091680, drawdown_length_net#94091681, numcos#94091682, largecum#94091683, largecumnet#94091728, largeret#94091730, largeretnet#94091863, midcum#94091864, midcumnet#94091869, midret#94091872, midretnet#94091874, smallcum#94091876, smallcumnet#94091878, smallret#94091880, smallretnet#94091881], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94091311 = null) THEN null ELSE cast(date#94091311 as date) END AS date#94091406, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
81.0 KiB |
0.0 B |
| 3613635 |
*(1) Project [CASE WHEN ((fractile#94091215 = NA) OR (fractile#94091215 = null)) THEN null ELSE cast(fractile#94091215 as float) END AS fractile#94091235, CASE WHEN ((overall#94091216 = NA) OR (overall#94091216 = null)) THEN null ELSE cast(overall#94091216 as int) END AS overall#94091237, CASE WHEN ((annual_ret#94091217 = NA) OR (annual_ret#94091217 = null)) THEN null ELSE cast(annual_ret#94091217 as float) END AS annual_ret#94091238, CASE WHEN ((annual_resret#94091218 = NA) OR (annual_resret#94091218 = null)) THEN null ELSE cast(annual_resret#94091218 as float) END AS annual_resret#94091239, CASE WHEN ((numcos#94091219 = NA) OR (numcos#94091219 = null)) THEN null ELSE cast(numcos#94091219 as float) END AS numcos#94091240]
+- FileScan csv [fractile#94091215,overall#94091216,annual_ret#94091217,annual_resret#94091218,numcos#94091219] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/yield/fra..., PartitionFilters: ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
712.0 B |
0.0 B |
| 3613644 |
*(1) Project [CASE WHEN ((fractile#94091248 = NA) OR (fractile#94091248 = null)) THEN null ELSE cast(fractile#94091248 as float) END AS fractile#94091293, CASE WHEN ((cap#94091249 = NA) OR (cap#94091249 = null)) THEN null ELSE cast(cap#94091249 as float) END AS cap#94091294, CASE WHEN ((annual_ret#94091250 = NA) OR (annual_ret#94091250 = null)) THEN null ELSE cast(annual_ret#94091250 as float) END AS annual_ret#94091295, CASE WHEN ((annual_resret#94091251 = NA) OR (annual_resret#94091251 = null)) THEN null ELSE cast(annual_resret#94091251 as float) END AS annual_resret#94091355, CASE WHEN ((numcos#94091252 = NA) OR (numcos#94091252 = null)) THEN null ELSE cast(numcos#94091252 as float) END AS numcos#94091356]
+- FileScan csv [fractile#94091248,cap#94091249,annual_ret#94091250,annual_resret#94091251,numcos#94091252] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/yield/fra..., PartitionFilters: [], PushedFilters:...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1120.0 B |
0.0 B |
| 3613651 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#94091235, annual_ret#94091238, annual_resret#94091239, numcos#94091240]
: +- InMemoryRelation [fractile#94091235, overall#94091237, annual_ret#94091238, annual_resret#94091239, numcos#94091240], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#94091215 = NA) OR (fractile#94091215 = null)) THEN null ELSE cast(fractile#94091215 as float) END AS fractile#94091235, CASE WHEN ((overall#94091216 = NA) OR (overall#94091216 = null)) THEN null ELSE cast(overall#94091216 as int) END AS overall#94091237, CASE WHEN ((annual_ret#94091217 = NA) OR (annual_ret#94091217 = null)) THEN null ELSE cast(annual_ret#94091217 as float) END AS annual_ret#94091238, CASE WHEN ((annual_resret#94091218 = NA) OR (annual_resret#94091218 = null)) THEN null ELSE cast(annual_resret#94091218 as float) END AS annual_resret#94091239, CASE WHEN ((numcos#94091219 = NA) OR (numcos#94091219 = null)) THEN null ELSE cast(num...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
648.0 B |
0.0 B |
| 3613671 |
*(1) Project [CASE WHEN (group#94091898 = null) THEN null ELSE group#94091898 END AS group#94092132, CASE WHEN ((annual_bmret#94091899 = NA) OR (annual_bmret#94091899 = null)) THEN null ELSE cast(annual_bmret#94091899 as float) END AS annual_bmret#94092133, CASE WHEN (annual_ret#94091900 = null) THEN null ELSE annual_ret#94091900 END AS annual_ret#94092134, CASE WHEN ((std_ret#94091901 = NA) OR (std_ret#94091901 = null)) THEN null ELSE cast(std_ret#94091901 as float) END AS std_ret#94092135, CASE WHEN ((Sharpe_ret#94091902 = NA) OR (Sharpe_ret#94091902 = null)) THEN null ELSE cast(Sharpe_ret#94091902 as float) END AS Sharpe_ret#94092136, CASE WHEN ((PctPos_ret#94091903 = NA) OR (PctPos_ret#94091903 = null)) THEN null ELSE cast(PctPos_ret#94091903 as float) END AS PctPos_ret#94092137, CASE WHEN ((TR_ret#94091904 = NA) OR (TR_ret#94091904 = null)) THEN null ELSE cast(TR_ret#94091904 as float) END AS TR_ret#94092138, CASE WHEN ((IR_ret#94091905 = NA) OR (IR_ret#94091905 = null)) THEN null ELSE cast(IR_ret#940...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
23.2 KiB |
0.0 B |
| 3613677 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#94092134, Sharpe_ret#94092136, PctPos_ret#94092137, annual_resret#94092140, Sharpe_resret#94092142, PctPos_resret#94092143, annual_retnet#94092146, Sharpe_retnet#94092148, PctPos_retnet#94092149]
+- *(2) BroadcastHashJoin [group#94092132], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#94092132)
: +- InMemoryTableScan [group#94092132, annual_ret#94092134, Sharpe_ret#94092136, PctPos_ret#94092137, annual_resret#94092140, Sharpe_resret#94092142, PctPos_resret#94092143, annual_retnet#94092146, Sharpe_retnet#94092148, PctPos_retnet#94092149], [isnotnull(group#94092132)]
: +- InMemoryRelation [group#94092132, annual_bmret#94092133, annual_ret#94092134, std_ret#94092135, Sharpe_ret#94092136, PctPos_ret#94092137, TR_ret#94092138, IR_ret#94092139, annual_resret#94092140, std_resret#94092141, Sharpe_resret#94092142, PctPos_resret#94092143, TR_resret#94092144, IR_resret#94092145, annual_retnet#94092146, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
13.0 KiB |
0.0 B |
| 3613733 |
*(1) Project [CASE WHEN ((sector_id#94096493 = NA) OR (sector_id#94096493 = null)) THEN null ELSE cast(sector_id#94096493 as int) END AS sector_id#94096692, CASE WHEN ((retIC#94096494 = NA) OR (retIC#94096494 = null)) THEN null ELSE cast(retIC#94096494 as float) END AS retIC#94096768, CASE WHEN ((resretIC#94096495 = NA) OR (resretIC#94096495 = null)) THEN null ELSE cast(resretIC#94096495 as float) END AS resretIC#94096830, CASE WHEN ((numcos#94096496 = NA) OR (numcos#94096496 = null)) THEN null ELSE cast(numcos#94096496 as float) END AS numcos#94096844, CASE WHEN ((numdates#94096497 = NA) OR (numdates#94096497 = null)) THEN null ELSE cast(numdates#94096497 as int) END AS numdates#94096848, CASE WHEN ((annual_bmret#94096498 = NA) OR (annual_bmret#94096498 = null)) THEN null ELSE cast(annual_bmret#94096498 as float) END AS annual_bmret#94096850, CASE WHEN ((annual_ret#94096499 = NA) OR (annual_ret#94096499 = null)) THEN null ELSE cast(annual_ret#94096499 as float) END AS annual_ret#94096852, CASE WHEN ((std_...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.5 KiB |
0.0 B |
| 3613745 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7512854]
+- *(2) Project [sector_id#94096692, numcos#94096844, numdates#94096848, sort#93880530, description#93880532, universe#94097082, coverage#94096878]
+- *(2) BroadcastHashJoin [sector_id#94096692], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [sector_id#94096692, numcos#94096844, numdates#94096848, coverage#94096878, round((cast(numcos#94096844 as double) / cast(coverage#94096878 as double)), 0) AS universe#94097082]
: +- *(2) Filter isnotnull(sector_id#94096692)
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [coverage#94096878, numcos#94096844, numdates#94096848, sector_id#94096692], [isnotnull(sector_id#94096692)]
: +- InMemoryRelation [sector_id#94096692, retIC#94096768, resretIC#94096...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.5 KiB |
0.0 B |
| 3613759 |
*(1) Project [CASE WHEN ((cap#94096394 = NA) OR (cap#94096394 = null)) THEN null ELSE cast(cap#94096394 as float) END AS cap#94096659, CASE WHEN ((retIC#94096395 = NA) OR (retIC#94096395 = null)) THEN null ELSE cast(retIC#94096395 as float) END AS retIC#94096661, CASE WHEN ((resretIC#94096396 = NA) OR (resretIC#94096396 = null)) THEN null ELSE cast(resretIC#94096396 as float) END AS resretIC#94096662, CASE WHEN ((numcos#94096397 = NA) OR (numcos#94096397 = null)) THEN null ELSE cast(numcos#94096397 as float) END AS numcos#94096675, CASE WHEN ((numdates#94096398 = NA) OR (numdates#94096398 = null)) THEN null ELSE cast(numdates#94096398 as int) END AS numdates#94096676, CASE WHEN ((annual_bmret#94096399 = NA) OR (annual_bmret#94096399 = null)) THEN null ELSE cast(annual_bmret#94096399 as float) END AS annual_bmret#94096677, CASE WHEN ((annual_ret#94096400 = NA) OR (annual_ret#94096400 = null)) THEN null ELSE cast(annual_ret#94096400 as float) END AS annual_ret#94096690, CASE WHEN ((std_ret#94096401 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3613776 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7512926]
+- *(2) Project [cap#94096659, numcos#94096675, numdates#94096676, sort#93880531, description#93880533, universe#93880535, (cast(numcos#94096675 as double) / cast(universe#93880535 as double)) AS coverage#94096914]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94096659))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7512919]
: +- *(1) Filter isnotnull(cap#94096659)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94096659, numcos#94096675, numdates#94096676], [isnotnull(cap#94096659)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3613790 |
*(1) Project [CASE WHEN (date#94096282 = null) THEN null ELSE cast(date#94096282 as date) END AS date#94096387, CASE WHEN ((overall#94096283 = NA) OR (overall#94096283 = null)) THEN null ELSE cast(overall#94096283 as int) END AS overall#94096420, CASE WHEN ((ret#94096284 = NA) OR (ret#94096284 = null)) THEN null ELSE cast(ret#94096284 as float) END AS ret#94096421, CASE WHEN ((resret#94096285 = NA) OR (resret#94096285 = null)) THEN null ELSE cast(resret#94096285 as float) END AS resret#94096448, CASE WHEN ((retnet#94096286 = NA) OR (retnet#94096286 = null)) THEN null ELSE cast(retnet#94096286 as float) END AS retnet#94096449, CASE WHEN ((turnover#94096287 = NA) OR (turnover#94096287 = null)) THEN null ELSE cast(turnover#94096287 as float) END AS turnover#94096450, CASE WHEN ((numcos#94096288 = NA) OR (numcos#94096288 = null)) THEN null ELSE cast(numcos#94096288 as float) END AS numcos#94096451, CASE WHEN ((benchmark#94096289 = NA) OR (benchmark#94096289 = null)) THEN null ELSE cast(benchmark#94096289 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
233.8 KiB |
0.0 B |
| 3613798 |
*(1) Project [CASE WHEN (date#94096307 = null) THEN null ELSE cast(date#94096307 as date) END AS date#94096368, CASE WHEN ((cap#94096308 = NA) OR (cap#94096308 = null)) THEN null ELSE cast(cap#94096308 as float) END AS cap#94096369, CASE WHEN ((ret#94096309 = NA) OR (ret#94096309 = null)) THEN null ELSE cast(ret#94096309 as float) END AS ret#94096381, CASE WHEN ((resret#94096310 = NA) OR (resret#94096310 = null)) THEN null ELSE cast(resret#94096310 as float) END AS resret#94096382, CASE WHEN ((retnet#94096311 = NA) OR (retnet#94096311 = null)) THEN null ELSE cast(retnet#94096311 as float) END AS retnet#94096383, CASE WHEN ((turnover#94096312 = NA) OR (turnover#94096312 = null)) THEN null ELSE cast(turnover#94096312 as float) END AS turnover#94096384, CASE WHEN ((numcos#94096313 = NA) OR (numcos#94096313 = null)) THEN null ELSE cast(numcos#94096313 as float) END AS numcos#94096385, CASE WHEN ((coverage#94096314 = NA) OR (coverage#94096314 = null)) THEN null ELSE cast(coverage#94096314 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
851.0 KiB |
0.0 B |
| 3613811 |
*(2) Sort [date#94096387 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94096387 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7512975]
+- Union
:- InMemoryTableScan [date#94096387, numcos#94096451]
: +- InMemoryRelation [date#94096387, overall#94096420, ret#94096421, resret#94096448, retnet#94096449, turnover#94096450, numcos#94096451, benchmark#94096452, excess_ret#94096479, excess_resret#94096480, excess_retnet#94096545], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#94096282 = null) THEN null ELSE cast(date#94096282 as date) END AS date#94096387, CASE WHEN ((overall#94096283 = NA) OR (overall#94096283 = null)) THEN null ELSE cast(overall#94096283 as int) END AS overall#94096420, CASE WHEN ((ret#94096284 = NA) OR (ret#94096284 = null)) THEN null ELSE cast(ret#94096284 as float) END AS ret#94096421, CASE WHEN ((resret#94096285 = NA) OR (resret#94096285 = null)) THEN null ELSE cast(resret#94096285 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
98.7 KiB |
0.0 B |
| 3613845 |
*(1) Project [CASE WHEN ((turnover#94099996 = NA) OR (turnover#94099996 = null)) THEN null ELSE cast(turnover#94099996 as float) END AS turnover#94100249, CASE WHEN ((turnover#94099996 = NA) OR (turnover#94099996 = null)) THEN null ELSE (1.0 / cast(cast(turnover#94099996 as float) as double)) END AS days_hold#94100312]
+- *(1) Filter ((isnotnull(cap#94099965) AND NOT coalesce(((cap#94099965 = NA) OR (cap#94099965 = null)), false)) AND (cast(cap#94099965 as float) = 0.0))
+- FileScan csv [cap#94099965,turnover#94099996] Batched: false, DataFilters: [isnotnull(cap#94099965), NOT coalesce(((cap#94099965 = NA) OR (cap#94099965 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/risk_factors/yield/sta..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3613880 |
*(2) Sort [year#94100201 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#94100201 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7513090]
+- *(1) Project [CASE WHEN ((year#94100030 = NA) OR (year#94100030 = null)) THEN null ELSE cast(year#94100030 as int) END AS year#94100201, CASE WHEN ((turnover#94100054 = NA) OR (turnover#94100054 = null)) THEN null ELSE cast(turnover#94100054 as float) END AS turnover#94100253, CASE WHEN ((turnover#94100054 = NA) OR (turnover#94100054 = null)) THEN null ELSE (1.0 / cast(cast(turnover#94100054 as float) as double)) END AS days_hold#94100313]
+- *(1) Filter ((isnotnull(turnover#94100054) AND NOT coalesce(((turnover#94100054 = NA) OR (turnover#94100054 = null)), false)) AND isnotnull(cast(turnover#94100054 as float)))
+- FileScan csv [year#94100030,turnover#94100054] Batched: false, DataFilters: [isnotnull(turnover#94100054), NOT coalesce(((turnover#94100054 = NA) OR (turnover#94100054 = nul..., Format: CSV, Location: InMemoryFileIndex(1 p...
|
Disk Memory Deserialized 1x Replicated
|
26 |
100% |
11.8 KiB |
0.0 B |
| 3613896 |
*(2) Project [ret_large#94099809, ret_small#94099866, (ret_large#94099809 - ret_small#94099866) AS differential#94099928]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#94096690 AS ret_large#94099809]
: +- *(2) Filter (isnotnull(cap#94096659) AND (cap#94096659 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#94096690, cap#94096659], [isnotnull(cap#94096659), (cap#94096659 = 1.0)]
: +- InMemoryRelation [cap#94096659, retIC#94096661, resretIC#94096662, numcos#94096675, numdates#94096676, annual_bmret#94096677, annual_ret#94096690, std_ret#94096691, Sharpe_ret#94096693, PctPos_ret#94096706, TR_ret#94096709, IR_ret#94096710, annual_resret#94096766, std_resret#94096767, Sharpe_resret#94096829, PctPos_resret#94096831, TR_resret#94096845, IR_resret#94096849, annual_retnet#94096851, std_retnet#94096853, Sharpe_retnet#94096855, PctPos_retnet#94096857, TR_retnet#94096859, IR_retnet#94096861, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3613908 |
*(3) Project [cap#94099867, turnover#94096863, (1.0 / cast(turnover#94096863 as double)) AS days_hold#94099922]
+- *(3) Sort [cap_sort#94099805 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#94099805 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7513159]
+- *(2) Project [turnover#94096863, cap_description#94099804 AS cap#94099867, cap_sort#94099805]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94096659))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7513151]
: +- *(1) Filter isnotnull(cap#94096659)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94096659, turnover#94096863], [isnotnull(cap#94096659)]
: +- InMemoryRelation [cap#94096659, retIC#940...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3613970 |
*(1) Project [CASE WHEN ((fractile#94103081 = NA) OR (fractile#94103081 = null)) THEN null ELSE cast(fractile#94103081 as int) END AS fractile#94103129, CASE WHEN (cap#94103082 = null) THEN null ELSE cap#94103082 END AS cap#94103130, CASE WHEN ((size#94103083 = NA) OR (size#94103083 = null)) THEN null ELSE cast(size#94103083 as float) END AS size#94103131, CASE WHEN ((value#94103084 = NA) OR (value#94103084 = null)) THEN null ELSE cast(value#94103084 as float) END AS value#94103132, CASE WHEN ((growth#94103085 = NA) OR (growth#94103085 = null)) THEN null ELSE cast(growth#94103085 as float) END AS growth#94103133, CASE WHEN ((leverage#94103086 = NA) OR (leverage#94103086 = null)) THEN null ELSE cast(leverage#94103086 as float) END AS leverage#94103134, CASE WHEN ((volatility#94103087 = NA) OR (volatility#94103087 = null)) THEN null ELSE cast(volatility#94103087 as float) END AS volatility#94103135, CASE WHEN ((momentum#94103088 = NA) OR (momentum#94103088 = null)) THEN null ELSE cast(momentum#94103088 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3613982 |
*(3) Sort [fractile#94103129 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94103129 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7513399]
+- *(2) Project [fractile#94103129, size#94103131, value#94103132, growth#94103133, leverage#94103134, volatility#94103135, momentum#94103136, yield#94103137, ##94103138, min_date#94103139, max_date#94103140]
+- *(2) BroadcastHashJoin [cap_description#94103153], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94103129, cap#94103130 AS cap_description#94103153, size#94103131, value#94103132, growth#94103133, leverage#94103134, volatility#94103135, momentum#94103136, yield#94103137, ##94103138, min_date#94103139, max_date#94103140]
: +- *(2) Filter ((isnotnull(fractile#94103129) AND NOT (fractile#94103129 = -1)) AND isnotnull(cap#94103130))
: +- InMemoryTableScan [##94103138, cap#94103130, fractile#94103129, growth#94103133, leverage#94103134, max_date#94103140, min_date#94103139, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3613996 |
*(1) Project [CASE WHEN ((overall#94099964 = NA) OR (overall#94099964 = null)) THEN null ELSE cast(overall#94099964 as int) END AS overall#94100196, CASE WHEN ((cap#94099965 = NA) OR (cap#94099965 = null)) THEN null ELSE cast(cap#94099965 as float) END AS cap#94100197, CASE WHEN ((retIC#94099966 = NA) OR (retIC#94099966 = null)) THEN null ELSE cast(retIC#94099966 as float) END AS retIC#94100198, CASE WHEN ((resretIC#94099967 = NA) OR (resretIC#94099967 = null)) THEN null ELSE cast(resretIC#94099967 as float) END AS resretIC#94100199, CASE WHEN ((size#94099968 = NA) OR (size#94099968 = null)) THEN null ELSE cast(size#94099968 as float) END AS size#94100200, CASE WHEN ((value#94099969 = NA) OR (value#94099969 = null)) THEN null ELSE cast(value#94099969 as float) END AS value#94100202, CASE WHEN ((growth#94099970 = NA) OR (growth#94099970 = null)) THEN null ELSE cast(growth#94099970 as float) END AS growth#94100203, CASE WHEN ((leverage#94099971 = NA) OR (leverage#94099971 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3614002 |
*(1) Project [yield#94100210, volatility#94100207, momentum#94100209, size#94100200, value#94100202, growth#94100203, leverage#94100205]
+- *(1) Filter (isnotnull(cap#94100197) AND (cap#94100197 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#94100197, growth#94100203, leverage#94100205, momentum#94100209, size#94100200, value#94100202, volatility#94100207, yield#94100210], [isnotnull(cap#94100197), (cap#94100197 = 0.0)]
+- InMemoryRelation [overall#94100196, cap#94100197, retIC#94100198, resretIC#94100199, size#94100200, value#94100202, growth#94100203, leverage#94100205, volatility#94100207, momentum#94100209, yield#94100210, numcos#94100212, numdates#94100214, annual_bmret#94100216, annual_ret#94100218, std_ret#94100220, Sharpe_ret#94100221, PctPos_ret#94100223, TR_ret#94100225, IR_ret#94100226, annual_resret#94100228, std_resret#94100230, Sharpe_resret#94100232, PctPos_resret#94100234, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3614084 |
*(1) Project [CASE WHEN (date#94105074 = null) THEN null ELSE cast(date#94105074 as date) END AS date#94105238, CASE WHEN ((allret#94105075 = NA) OR (allret#94105075 = null)) THEN null ELSE cast(allret#94105075 as float) END AS allret#94105263, CASE WHEN ((allcum#94105076 = NA) OR (allcum#94105076 = null)) THEN null ELSE cast(allcum#94105076 as float) END AS allcum#94105265, CASE WHEN ((drawdown_gross#94105077 = NA) OR (drawdown_gross#94105077 = null)) THEN null ELSE cast(drawdown_gross#94105077 as float) END AS drawdown_gross#94105267, CASE WHEN ((drawdown_length_gross#94105078 = NA) OR (drawdown_length_gross#94105078 = null)) THEN null ELSE cast(drawdown_length_gross#94105078 as int) END AS drawdown_length_gross#94105269, CASE WHEN ((allretnet#94105079 = NA) OR (allretnet#94105079 = null)) THEN null ELSE cast(allretnet#94105079 as float) END AS allretnet#94105270, CASE WHEN ((allcumnet#94105080 = NA) OR (allcumnet#94105080 = null)) THEN null ELSE cast(allcumnet#94105080 as float) END AS allcumnet#9410527...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
498.2 KiB |
0.0 B |
| 3614096 |
*(2) Sort [date#94105888 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94105888 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7513645]
+- *(1) Project [date#94105888, allcum#94105890 AS cum_gross#94106067, allcumnet#94106005 AS cum_net#94106068]
+- InMemoryTableScan [allcum#94105890, allcumnet#94106005, date#94105888]
+- InMemoryRelation [date#94105888, allret#94105889, allcum#94105890, drawdown_gross#94105892, drawdown_length_gross#94105893, allretnet#94105894, allcumnet#94106005, drawdown_net#94106006, drawdown_length_net#94106007, numcos#94106008, largecum#94106009, largecumnet#94106010, largeret#94106011, largeretnet#94106012, midcum#94106013, midcumnet#94106014, midret#94106015, midretnet#94106016, smallcum#94106017, smallcumnet#94106018, smallret#94106019, smallretnet#94106020], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94105074 = null) THEN null ELSE cast(date#94105074 as date) END AS date#94105238, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.7 KiB |
0.0 B |
| 3614117 |
*(2) Sort [date#94105238 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94105238 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7513678]
+- *(1) Project [date#94105238, allret#94105263 AS daily_gross#94105399, allretnet#94105270 AS daily_net#94105400]
+- InMemoryTableScan [allret#94105263, allretnet#94105270, date#94105238]
+- InMemoryRelation [date#94105238, allret#94105263, allcum#94105265, drawdown_gross#94105267, drawdown_length_gross#94105269, allretnet#94105270, allcumnet#94105271, drawdown_net#94105272, drawdown_length_net#94105274, numcos#94105275, largecum#94105276, largecumnet#94105277, largeret#94105278, largeretnet#94105279, midcum#94105280, midcumnet#94105281, midret#94105282, midretnet#94105283, smallcum#94105284, smallcumnet#94105285, smallret#94105286, smallretnet#94105287], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94105074 = null) THEN null ELSE cast(date#94105074 as date) END AS date#941052...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.7 KiB |
0.0 B |
| 3614137 |
*(1) Sort [date#94105449 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94105449 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7513696]
+- InMemoryTableScan [date#94105449, drawdown_gross#94105452, drawdown_net#94105456]
+- InMemoryRelation [date#94105449, allret#94105450, allcum#94105451, drawdown_gross#94105452, drawdown_length_gross#94105453, allretnet#94105454, allcumnet#94105455, drawdown_net#94105456, drawdown_length_net#94105567, numcos#94105568, largecum#94105569, largecumnet#94105570, largeret#94105571, largeretnet#94105572, midcum#94105573, midcumnet#94105574, midret#94105576, midretnet#94105578, smallcum#94105581, smallcumnet#94105604, smallret#94105606, smallretnet#94105607], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94105074 = null) THEN null ELSE cast(date#94105074 as date) END AS date#94105238, CASE WHEN ((allret#94105075 = NA) OR (allret#94105075 = null)) THEN null ELSE cast(allret#94105075 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
145.7 KiB |
0.0 B |
| 3614158 |
*(2) Sort [date#94105266 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94105266 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7513718]
+- *(1) Project [date#94105266, (drawdown_length_gross#94105291 * -1) AS drawdown_length_gross#94105605]
+- InMemoryTableScan [date#94105266, drawdown_length_gross#94105291]
+- InMemoryRelation [date#94105266, allret#94105268, allcum#94105289, drawdown_gross#94105290, drawdown_length_gross#94105291, allretnet#94105292, allcumnet#94105293, drawdown_net#94105294, drawdown_length_net#94105295, numcos#94105296, largecum#94105297, largecumnet#94105298, largeret#94105299, largeretnet#94105300, midcum#94105323, midcumnet#94105324, midret#94105325, midretnet#94105327, smallcum#94105328, smallcumnet#94105329, smallret#94105331, smallretnet#94105332], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94105074 = null) THEN null ELSE cast(date#94105074 as date) END AS date#94105238, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
79.3 KiB |
0.0 B |
| 3614172 |
*(1) Project [CASE WHEN ((fractile#94104984 = NA) OR (fractile#94104984 = null)) THEN null ELSE cast(fractile#94104984 as int) END AS fractile#94105005, CASE WHEN ((overall#94104985 = NA) OR (overall#94104985 = null)) THEN null ELSE cast(overall#94104985 as int) END AS overall#94105006, CASE WHEN ((annual_ret#94104986 = NA) OR (annual_ret#94104986 = null)) THEN null ELSE cast(annual_ret#94104986 as float) END AS annual_ret#94105008, CASE WHEN ((annual_resret#94104987 = NA) OR (annual_resret#94104987 = null)) THEN null ELSE cast(annual_resret#94104987 as float) END AS annual_resret#94105009, CASE WHEN ((numcos#94104988 = NA) OR (numcos#94104988 = null)) THEN null ELSE cast(numcos#94104988 as float) END AS numcos#94105010]
+- FileScan csv [fractile#94104984,overall#94104985,annual_ret#94104986,annual_resret#94104987,numcos#94104988] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/tm1/eatm1_score/fracti..., PartitionFilters: []...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
656.0 B |
0.0 B |
| 3614181 |
*(1) Project [CASE WHEN ((fractile#94104891 = NA) OR (fractile#94104891 = null)) THEN null ELSE cast(fractile#94104891 as int) END AS fractile#94104934, CASE WHEN ((cap#94104892 = NA) OR (cap#94104892 = null)) THEN null ELSE cast(cap#94104892 as float) END AS cap#94104935, CASE WHEN ((annual_ret#94104893 = NA) OR (annual_ret#94104893 = null)) THEN null ELSE cast(annual_ret#94104893 as float) END AS annual_ret#94104936, CASE WHEN ((annual_resret#94104894 = NA) OR (annual_resret#94104894 = null)) THEN null ELSE cast(annual_resret#94104894 as float) END AS annual_resret#94104937, CASE WHEN ((numcos#94104895 = NA) OR (numcos#94104895 = null)) THEN null ELSE cast(numcos#94104895 as float) END AS numcos#94104938]
+- FileScan csv [fractile#94104891,cap#94104892,annual_ret#94104893,annual_resret#94104894,numcos#94104895] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/tm1/eatm1_score/fracti..., PartitionFilters: [], PushedFilters: [...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1080.0 B |
0.0 B |
| 3614188 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#94105005, annual_ret#94105008, annual_resret#94105009, numcos#94105010]
: +- InMemoryRelation [fractile#94105005, overall#94105006, annual_ret#94105008, annual_resret#94105009, numcos#94105010], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#94104984 = NA) OR (fractile#94104984 = null)) THEN null ELSE cast(fractile#94104984 as int) END AS fractile#94105005, CASE WHEN ((overall#94104985 = NA) OR (overall#94104985 = null)) THEN null ELSE cast(overall#94104985 as int) END AS overall#94105006, CASE WHEN ((annual_ret#94104986 = NA) OR (annual_ret#94104986 = null)) THEN null ELSE cast(annual_ret#94104986 as float) END AS annual_ret#94105008, CASE WHEN ((annual_resret#94104987 = NA) OR (annual_resret#94104987 = null)) THEN null ELSE cast(annual_resret#94104987 as float) END AS annual_resret#94105009, CASE WHEN ((numcos#94104988 = NA) OR (numcos#94104988 = null)) THEN null ELSE cast(numco...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
608.0 B |
0.0 B |
| 3614208 |
*(1) Project [CASE WHEN (group#94106073 = null) THEN null ELSE group#94106073 END AS group#94106165, CASE WHEN ((annual_bmret#94106074 = NA) OR (annual_bmret#94106074 = null)) THEN null ELSE cast(annual_bmret#94106074 as float) END AS annual_bmret#94106166, CASE WHEN ((annual_ret#94106075 = NA) OR (annual_ret#94106075 = null)) THEN null ELSE cast(annual_ret#94106075 as float) END AS annual_ret#94106167, CASE WHEN ((std_ret#94106076 = NA) OR (std_ret#94106076 = null)) THEN null ELSE cast(std_ret#94106076 as float) END AS std_ret#94106168, CASE WHEN ((Sharpe_ret#94106077 = NA) OR (Sharpe_ret#94106077 = null)) THEN null ELSE cast(Sharpe_ret#94106077 as float) END AS Sharpe_ret#94106169, CASE WHEN ((PctPos_ret#94106078 = NA) OR (PctPos_ret#94106078 = null)) THEN null ELSE cast(PctPos_ret#94106078 as float) END AS PctPos_ret#94106170, CASE WHEN ((TR_ret#94106079 = NA) OR (TR_ret#94106079 = null)) THEN null ELSE cast(TR_ret#94106079 as float) END AS TR_ret#94106171, CASE WHEN ((IR_ret#94106080 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
15.7 KiB |
0.0 B |
| 3614214 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#94106167, Sharpe_ret#94106169, PctPos_ret#94106170, annual_resret#94106173, Sharpe_resret#94106175, PctPos_resret#94106176, annual_retnet#94106179, Sharpe_retnet#94106181, PctPos_retnet#94106182]
+- *(2) BroadcastHashJoin [group#94106165], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#94106165)
: +- InMemoryTableScan [group#94106165, annual_ret#94106167, Sharpe_ret#94106169, PctPos_ret#94106170, annual_resret#94106173, Sharpe_resret#94106175, PctPos_resret#94106176, annual_retnet#94106179, Sharpe_retnet#94106181, PctPos_retnet#94106182], [isnotnull(group#94106165)]
: +- InMemoryRelation [group#94106165, annual_bmret#94106166, annual_ret#94106167, std_ret#94106168, Sharpe_ret#94106169, PctPos_ret#94106170, TR_ret#94106171, IR_ret#94106172, annual_resret#94106173, std_resret#94106174, Sharpe_resret#94106175, PctPos_resret#94106176, TR_resret#94106177, IR_resret#94106178, annual_retnet#94106179, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
8.0 KiB |
0.0 B |
| 3614270 |
*(1) Project [CASE WHEN ((sector_id#94110097 = NA) OR (sector_id#94110097 = null)) THEN null ELSE cast(sector_id#94110097 as int) END AS sector_id#94110582, CASE WHEN ((retIC#94110098 = NA) OR (retIC#94110098 = null)) THEN null ELSE cast(retIC#94110098 as float) END AS retIC#94110583, CASE WHEN ((resretIC#94110099 = NA) OR (resretIC#94110099 = null)) THEN null ELSE cast(resretIC#94110099 as float) END AS resretIC#94110586, CASE WHEN ((numcos#94110100 = NA) OR (numcos#94110100 = null)) THEN null ELSE cast(numcos#94110100 as float) END AS numcos#94110587, CASE WHEN ((numdates#94110101 = NA) OR (numdates#94110101 = null)) THEN null ELSE cast(numdates#94110101 as int) END AS numdates#94110588, CASE WHEN ((annual_bmret#94110102 = NA) OR (annual_bmret#94110102 = null)) THEN null ELSE cast(annual_bmret#94110102 as float) END AS annual_bmret#94110589, CASE WHEN ((annual_ret#94110103 = NA) OR (annual_ret#94110103 = null)) THEN null ELSE cast(annual_ret#94110103 as float) END AS annual_ret#94110616, CASE WHEN ((std_...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.5 KiB |
0.0 B |
| 3614282 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7513996]
+- *(2) Project [sector_id#94110582, numcos#94110587, numdates#94110588, sort#93880530, description#93880532, universe#94110747, coverage#94110678]
+- *(2) BroadcastHashJoin [sector_id#94110582], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [sector_id#94110582, numcos#94110587, numdates#94110588, coverage#94110678, round((cast(numcos#94110587 as double) / cast(coverage#94110678 as double)), 0) AS universe#94110747]
: +- *(2) Filter isnotnull(sector_id#94110582)
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [coverage#94110678, numcos#94110587, numdates#94110588, sector_id#94110582], [isnotnull(sector_id#94110582)]
: +- InMemoryRelation [sector_id#94110582, retIC#94110583, resretIC#94110...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.5 KiB |
0.0 B |
| 3614296 |
*(1) Project [CASE WHEN ((cap#94110160 = NA) OR (cap#94110160 = null)) THEN null ELSE cast(cap#94110160 as float) END AS cap#94110648, CASE WHEN ((retIC#94110161 = NA) OR (retIC#94110161 = null)) THEN null ELSE cast(retIC#94110161 as float) END AS retIC#94110650, CASE WHEN ((resretIC#94110162 = NA) OR (resretIC#94110162 = null)) THEN null ELSE cast(resretIC#94110162 as float) END AS resretIC#94110652, CASE WHEN ((numcos#94110163 = NA) OR (numcos#94110163 = null)) THEN null ELSE cast(numcos#94110163 as float) END AS numcos#94110653, CASE WHEN ((numdates#94110164 = NA) OR (numdates#94110164 = null)) THEN null ELSE cast(numdates#94110164 as int) END AS numdates#94110655, CASE WHEN ((annual_bmret#94110165 = NA) OR (annual_bmret#94110165 = null)) THEN null ELSE cast(annual_bmret#94110165 as float) END AS annual_bmret#94110657, CASE WHEN ((annual_ret#94110166 = NA) OR (annual_ret#94110166 = null)) THEN null ELSE cast(annual_ret#94110166 as float) END AS annual_ret#94110659, CASE WHEN ((std_ret#94110167 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3614313 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7514068]
+- *(2) Project [cap#94110648, numcos#94110653, numdates#94110655, sort#93880531, description#93880533, universe#93880535, (cast(numcos#94110653 as double) / cast(universe#93880535 as double)) AS coverage#94110776]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94110648))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7514061]
: +- *(1) Filter isnotnull(cap#94110648)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94110648, numcos#94110653, numdates#94110655], [isnotnull(cap#94110648)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3614327 |
*(1) Project [CASE WHEN (date#94110149 = null) THEN null ELSE cast(date#94110149 as date) END AS date#94110270, CASE WHEN ((overall#94110150 = NA) OR (overall#94110150 = null)) THEN null ELSE cast(overall#94110150 as int) END AS overall#94110271, CASE WHEN ((ret#94110151 = NA) OR (ret#94110151 = null)) THEN null ELSE cast(ret#94110151 as float) END AS ret#94110272, CASE WHEN ((resret#94110152 = NA) OR (resret#94110152 = null)) THEN null ELSE cast(resret#94110152 as float) END AS resret#94110273, CASE WHEN ((retnet#94110153 = NA) OR (retnet#94110153 = null)) THEN null ELSE cast(retnet#94110153 as float) END AS retnet#94110274, CASE WHEN ((turnover#94110154 = NA) OR (turnover#94110154 = null)) THEN null ELSE cast(turnover#94110154 as float) END AS turnover#94110275, CASE WHEN ((numcos#94110155 = NA) OR (numcos#94110155 = null)) THEN null ELSE cast(numcos#94110155 as float) END AS numcos#94110276, CASE WHEN ((benchmark#94110156 = NA) OR (benchmark#94110156 = null)) THEN null ELSE cast(benchmark#94110156 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
233.5 KiB |
0.0 B |
| 3614335 |
*(1) Project [CASE WHEN (date#94110224 = null) THEN null ELSE cast(date#94110224 as date) END AS date#94110305, CASE WHEN ((cap#94110225 = NA) OR (cap#94110225 = null)) THEN null ELSE cast(cap#94110225 as float) END AS cap#94110306, CASE WHEN ((ret#94110226 = NA) OR (ret#94110226 = null)) THEN null ELSE cast(ret#94110226 as float) END AS ret#94110307, CASE WHEN ((resret#94110227 = NA) OR (resret#94110227 = null)) THEN null ELSE cast(resret#94110227 as float) END AS resret#94110308, CASE WHEN ((retnet#94110228 = NA) OR (retnet#94110228 = null)) THEN null ELSE cast(retnet#94110228 as float) END AS retnet#94110309, CASE WHEN ((turnover#94110229 = NA) OR (turnover#94110229 = null)) THEN null ELSE cast(turnover#94110229 as float) END AS turnover#94110310, CASE WHEN ((numcos#94110230 = NA) OR (numcos#94110230 = null)) THEN null ELSE cast(numcos#94110230 as float) END AS numcos#94110311, CASE WHEN ((coverage#94110231 = NA) OR (coverage#94110231 = null)) THEN null ELSE cast(coverage#94110231 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
849.7 KiB |
0.0 B |
| 3614348 |
*(2) Sort [date#94110270 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94110270 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7514117]
+- Union
:- InMemoryTableScan [date#94110270, numcos#94110276]
: +- InMemoryRelation [date#94110270, overall#94110271, ret#94110272, resret#94110273, retnet#94110274, turnover#94110275, numcos#94110276, benchmark#94110277, excess_ret#94110278, excess_resret#94110279, excess_retnet#94110292], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#94110149 = null) THEN null ELSE cast(date#94110149 as date) END AS date#94110270, CASE WHEN ((overall#94110150 = NA) OR (overall#94110150 = null)) THEN null ELSE cast(overall#94110150 as int) END AS overall#94110271, CASE WHEN ((ret#94110151 = NA) OR (ret#94110151 = null)) THEN null ELSE cast(ret#94110151 as float) END AS ret#94110272, CASE WHEN ((resret#94110152 = NA) OR (resret#94110152 = null)) THEN null ELSE cast(resret#94110152 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
98.6 KiB |
0.0 B |
| 3614382 |
*(1) Project [CASE WHEN ((turnover#94113805 = NA) OR (turnover#94113805 = null)) THEN null ELSE cast(turnover#94113805 as float) END AS turnover#94114062, CASE WHEN ((turnover#94113805 = NA) OR (turnover#94113805 = null)) THEN null ELSE (1.0 / cast(cast(turnover#94113805 as float) as double)) END AS days_hold#94114125]
+- *(1) Filter ((isnotnull(cap#94113774) AND NOT coalesce(((cap#94113774 = NA) OR (cap#94113774 = null)), false)) AND (cast(cap#94113774 as float) = 0.0))
+- FileScan csv [cap#94113774,turnover#94113805] Batched: false, DataFilters: [isnotnull(cap#94113774), NOT coalesce(((cap#94113774 = NA) OR (cap#94113774 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/tm1/eatm1_score/stats_..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3614410 |
*(1) Project [CASE WHEN ((year#94113839 = NA) OR (year#94113839 = null)) THEN null ELSE cast(year#94113839 as float) END AS year#94114007, CASE WHEN ((retIC#94113840 = NA) OR (retIC#94113840 = null)) THEN null ELSE cast(retIC#94113840 as float) END AS retIC#94114009, CASE WHEN ((resretIC#94113841 = NA) OR (resretIC#94113841 = null)) THEN null ELSE cast(resretIC#94113841 as float) END AS resretIC#94114011, CASE WHEN ((numcos#94113842 = NA) OR (numcos#94113842 = null)) THEN null ELSE cast(numcos#94113842 as float) END AS numcos#94114013, CASE WHEN ((numdates#94113843 = NA) OR (numdates#94113843 = null)) THEN null ELSE cast(numdates#94113843 as int) END AS numdates#94114015, CASE WHEN ((annual_bmret#94113844 = NA) OR (annual_bmret#94113844 = null)) THEN null ELSE cast(annual_bmret#94113844 as float) END AS annual_bmret#94114018, CASE WHEN ((annual_ret#94113845 = NA) OR (annual_ret#94113845 = null)) THEN null ELSE cast(annual_ret#94113845 as float) END AS annual_ret#94114020, CASE WHEN ((std_ret#94113846 = NA)...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.6 KiB |
0.0 B |
| 3614424 |
*(2) Project [ret_large#94113646, ret_small#94113703, (ret_large#94113646 - ret_small#94113703) AS differential#94113762]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#94110659 AS ret_large#94113646]
: +- *(2) Filter (isnotnull(cap#94110648) AND (cap#94110648 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#94110659, cap#94110648], [isnotnull(cap#94110648), (cap#94110648 = 1.0)]
: +- InMemoryRelation [cap#94110648, retIC#94110650, resretIC#94110652, numcos#94110653, numdates#94110655, annual_bmret#94110657, annual_ret#94110659, std_ret#94110661, Sharpe_ret#94110663, PctPos_ret#94110664, TR_ret#94110666, IR_ret#94110668, annual_resret#94110670, std_resret#94110671, Sharpe_resret#94110673, PctPos_resret#94110675, TR_resret#94110677, IR_resret#94110679, annual_retnet#94110680, std_retnet#94110681, Sharpe_retnet#94110682, PctPos_retnet#94110683, TR_retnet#94110684, IR_retnet#94110685, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3614436 |
*(3) Project [cap#94113675, turnover#94110686, (1.0 / cast(turnover#94110686 as double)) AS days_hold#94113704]
+- *(3) Sort [cap_sort#94113614 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#94113614 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7514308]
+- *(2) Project [turnover#94110686, cap_description#94113613 AS cap#94113675, cap_sort#94113614]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94110648))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7514300]
: +- *(1) Filter isnotnull(cap#94110648)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94110648, turnover#94110686], [isnotnull(cap#94110648)]
: +- InMemoryRelation [cap#94110648, retIC#941...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3614450 |
*(2) Sort [year#94114007 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#94114007 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7514238]
+- *(1) Project [year#94114007, turnover#94114061, (1.0 / cast(turnover#94114061 as double)) AS days_hold#94114121]
+- *(1) Filter isnotnull(turnover#94114061)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#94114061, year#94114007], [isnotnull(turnover#94114061)]
+- InMemoryRelation [year#94114007, retIC#94114009, resretIC#94114011, numcos#94114013, numdates#94114015, annual_bmret#94114018, annual_ret#94114020, std_ret#94114022, Sharpe_ret#94114024, PctPos_ret#94114027, TR_ret#94114029, IR_ret#94114031, annual_resret#94114034, std_resret#94114036, Sharpe_resret#94114038, PctPos_resret#94114041, TR_resret#94114043, IR_resret#94114045, annual_retnet#94114048, std_retnet#94114050, Sharpe_retnet#94114052, PctPos_retnet#94114055, TR_retnet#94114057, IR_retnet#94114059, turnover#94114061], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
26 |
100% |
11.8 KiB |
0.0 B |
| 3614513 |
*(1) Project [CASE WHEN ((fractile#94117538 = NA) OR (fractile#94117538 = null)) THEN null ELSE cast(fractile#94117538 as int) END AS fractile#94117586, CASE WHEN (cap#94117539 = null) THEN null ELSE cap#94117539 END AS cap#94117587, CASE WHEN ((size#94117540 = NA) OR (size#94117540 = null)) THEN null ELSE cast(size#94117540 as float) END AS size#94117588, CASE WHEN ((value#94117541 = NA) OR (value#94117541 = null)) THEN null ELSE cast(value#94117541 as float) END AS value#94117589, CASE WHEN ((growth#94117542 = NA) OR (growth#94117542 = null)) THEN null ELSE cast(growth#94117542 as float) END AS growth#94117590, CASE WHEN ((leverage#94117543 = NA) OR (leverage#94117543 = null)) THEN null ELSE cast(leverage#94117543 as float) END AS leverage#94117591, CASE WHEN ((volatility#94117544 = NA) OR (volatility#94117544 = null)) THEN null ELSE cast(volatility#94117544 as float) END AS volatility#94117592, CASE WHEN ((momentum#94117545 = NA) OR (momentum#94117545 = null)) THEN null ELSE cast(momentum#94117545 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3614525 |
*(3) Sort [fractile#94117586 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94117586 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7514548]
+- *(2) Project [fractile#94117586, size#94117588, value#94117589, growth#94117590, leverage#94117591, volatility#94117592, momentum#94117593, yield#94117594, ##94117595, min_date#94117596, max_date#94117597]
+- *(2) BroadcastHashJoin [cap_description#94117610], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94117586, cap#94117587 AS cap_description#94117610, size#94117588, value#94117589, growth#94117590, leverage#94117591, volatility#94117592, momentum#94117593, yield#94117594, ##94117595, min_date#94117596, max_date#94117597]
: +- *(2) Filter ((isnotnull(fractile#94117586) AND NOT (fractile#94117586 = -1)) AND isnotnull(cap#94117587))
: +- InMemoryTableScan [##94117595, cap#94117587, fractile#94117586, growth#94117590, leverage#94117591, max_date#94117597, min_date#94117596, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3614539 |
*(1) Project [CASE WHEN ((overall#94113773 = NA) OR (overall#94113773 = null)) THEN null ELSE cast(overall#94113773 as int) END AS overall#94114005, CASE WHEN ((cap#94113774 = NA) OR (cap#94113774 = null)) THEN null ELSE cast(cap#94113774 as float) END AS cap#94114006, CASE WHEN ((retIC#94113775 = NA) OR (retIC#94113775 = null)) THEN null ELSE cast(retIC#94113775 as float) END AS retIC#94114008, CASE WHEN ((resretIC#94113776 = NA) OR (resretIC#94113776 = null)) THEN null ELSE cast(resretIC#94113776 as float) END AS resretIC#94114010, CASE WHEN ((size#94113777 = NA) OR (size#94113777 = null)) THEN null ELSE cast(size#94113777 as float) END AS size#94114012, CASE WHEN ((value#94113778 = NA) OR (value#94113778 = null)) THEN null ELSE cast(value#94113778 as float) END AS value#94114014, CASE WHEN ((growth#94113779 = NA) OR (growth#94113779 = null)) THEN null ELSE cast(growth#94113779 as float) END AS growth#94114016, CASE WHEN ((leverage#94113780 = NA) OR (leverage#94113780 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3614545 |
*(1) Project [yield#94114023, volatility#94114019, momentum#94114021, size#94114012, value#94114014, growth#94114016, leverage#94114017]
+- *(1) Filter (isnotnull(cap#94114006) AND (cap#94114006 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#94114006, growth#94114016, leverage#94114017, momentum#94114021, size#94114012, value#94114014, volatility#94114019, yield#94114023], [isnotnull(cap#94114006), (cap#94114006 = 0.0)]
+- InMemoryRelation [overall#94114005, cap#94114006, retIC#94114008, resretIC#94114010, size#94114012, value#94114014, growth#94114016, leverage#94114017, volatility#94114019, momentum#94114021, yield#94114023, numcos#94114025, numdates#94114026, annual_bmret#94114028, annual_ret#94114030, std_ret#94114032, Sharpe_ret#94114033, PctPos_ret#94114035, TR_ret#94114037, IR_ret#94114039, annual_resret#94114040, std_resret#94114042, Sharpe_resret#94114044, PctPos_resret#94114046, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3614627 |
*(1) Project [CASE WHEN (date#94119419 = null) THEN null ELSE cast(date#94119419 as date) END AS date#94119517, CASE WHEN ((allret#94119420 = NA) OR (allret#94119420 = null)) THEN null ELSE cast(allret#94119420 as float) END AS allret#94119518, CASE WHEN ((allcum#94119421 = NA) OR (allcum#94119421 = null)) THEN null ELSE cast(allcum#94119421 as float) END AS allcum#94119519, CASE WHEN ((drawdown_gross#94119422 = NA) OR (drawdown_gross#94119422 = null)) THEN null ELSE cast(drawdown_gross#94119422 as float) END AS drawdown_gross#94119520, CASE WHEN ((drawdown_length_gross#94119423 = NA) OR (drawdown_length_gross#94119423 = null)) THEN null ELSE cast(drawdown_length_gross#94119423 as int) END AS drawdown_length_gross#94119521, CASE WHEN ((allretnet#94119424 = NA) OR (allretnet#94119424 = null)) THEN null ELSE cast(allretnet#94119424 as float) END AS allretnet#94119522, CASE WHEN ((allcumnet#94119425 = NA) OR (allcumnet#94119425 = null)) THEN null ELSE cast(allcumnet#94119425 as float) END AS allcumnet#9411952...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
376.9 KiB |
0.0 B |
| 3614639 |
*(2) Sort [date#94121010 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94121010 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7514805]
+- *(1) Project [date#94121010, allcum#94121015 AS cum_gross#94121249, allcumnet#94121019 AS cum_net#94121250]
+- InMemoryTableScan [allcum#94121015, allcumnet#94121019, date#94121010]
+- InMemoryRelation [date#94121010, allret#94121013, allcum#94121015, drawdown_gross#94121016, drawdown_length_gross#94121017, allretnet#94121018, allcumnet#94121019, drawdown_net#94121020, drawdown_length_net#94121021, numcos#94121022, largecum#94121133, largecumnet#94121134, largeret#94121135, largeretnet#94121136, midcum#94121137, midcumnet#94121138, midret#94121139, midretnet#94121140, smallcum#94121141, smallcumnet#94121142, smallret#94121143, smallretnet#94121144], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94119419 = null) THEN null ELSE cast(date#94119419 as date) END AS date#94119517, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
122.7 KiB |
0.0 B |
| 3614660 |
*(2) Sort [date#94120626 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94120626 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7514838]
+- *(1) Project [date#94120626, allret#94120627 AS daily_gross#94120960, allretnet#94120631 AS daily_net#94120961]
+- InMemoryTableScan [allret#94120627, allretnet#94120631, date#94120626]
+- InMemoryRelation [date#94120626, allret#94120627, allcum#94120628, drawdown_gross#94120629, drawdown_length_gross#94120630, allretnet#94120631, allcumnet#94120632, drawdown_net#94120633, drawdown_length_net#94120634, numcos#94120635, largecum#94120636, largecumnet#94120637, largeret#94120639, largeretnet#94120640, midcum#94120641, midcumnet#94120642, midret#94120644, midretnet#94120645, smallcum#94120646, smallcumnet#94120669, smallret#94120692, smallretnet#94120693], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94119419 = null) THEN null ELSE cast(date#94119419 as date) END AS date#941195...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
122.7 KiB |
0.0 B |
| 3614680 |
*(1) Sort [date#94119731 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94119731 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7514856]
+- InMemoryTableScan [date#94119731, drawdown_gross#94119761, drawdown_net#94119791]
+- InMemoryRelation [date#94119731, allret#94119734, allcum#94119737, drawdown_gross#94119761, drawdown_length_gross#94119785, allretnet#94119786, allcumnet#94119790, drawdown_net#94119791, drawdown_length_net#94119792, numcos#94119793, largecum#94119794, largecumnet#94119795, largeret#94119796, largeretnet#94119797, midcum#94119798, midcumnet#94119801, midret#94119803, midretnet#94119806, smallcum#94119809, smallcumnet#94119811, smallret#94119814, smallretnet#94119817], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94119419 = null) THEN null ELSE cast(date#94119419 as date) END AS date#94119517, CASE WHEN ((allret#94119420 = NA) OR (allret#94119420 = null)) THEN null ELSE cast(allret#94119420 as float) END...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
122.7 KiB |
0.0 B |
| 3614701 |
*(2) Sort [date#94119517 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94119517 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7514878]
+- *(1) Project [date#94119517, (drawdown_length_gross#94119521 * -1) AS drawdown_length_gross#94119762]
+- InMemoryTableScan [date#94119517, drawdown_length_gross#94119521]
+- InMemoryRelation [date#94119517, allret#94119518, allcum#94119519, drawdown_gross#94119520, drawdown_length_gross#94119521, allretnet#94119522, allcumnet#94119523, drawdown_net#94119524, drawdown_length_net#94119525, numcos#94119527, largecum#94119529, largecumnet#94119555, largeret#94119556, largeretnet#94119557, midcum#94119558, midcumnet#94119559, midret#94119565, midretnet#94119570, smallcum#94119572, smallcumnet#94119578, smallret#94119579, smallretnet#94119585], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94119419 = null) THEN null ELSE cast(date#94119419 as date) END AS date#94119517, CASE WHEN (...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
71.0 KiB |
0.0 B |
| 3614715 |
*(1) Project [CASE WHEN ((fractile#94119373 = NA) OR (fractile#94119373 = null)) THEN null ELSE cast(fractile#94119373 as int) END AS fractile#94119415, CASE WHEN ((overall#94119374 = NA) OR (overall#94119374 = null)) THEN null ELSE cast(overall#94119374 as int) END AS overall#94119417, CASE WHEN ((annual_ret#94119375 = NA) OR (annual_ret#94119375 = null)) THEN null ELSE cast(annual_ret#94119375 as float) END AS annual_ret#94119441, CASE WHEN ((annual_resret#94119376 = NA) OR (annual_resret#94119376 = null)) THEN null ELSE cast(annual_resret#94119376 as float) END AS annual_resret#94119526, CASE WHEN ((numcos#94119377 = NA) OR (numcos#94119377 = null)) THEN null ELSE cast(numcos#94119377 as float) END AS numcos#94119528]
+- FileScan csv [fractile#94119373,overall#94119374,annual_ret#94119375,annual_resret#94119376,numcos#94119377] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/transcripts/transcript..., PartitionFilters: []...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
656.0 B |
0.0 B |
| 3614724 |
*(1) Project [CASE WHEN ((fractile#94119384 = NA) OR (fractile#94119384 = null)) THEN null ELSE cast(fractile#94119384 as int) END AS fractile#94119416, CASE WHEN ((cap#94119385 = NA) OR (cap#94119385 = null)) THEN null ELSE cast(cap#94119385 as float) END AS cap#94119418, CASE WHEN ((annual_ret#94119386 = NA) OR (annual_ret#94119386 = null)) THEN null ELSE cast(annual_ret#94119386 as float) END AS annual_ret#94119442, CASE WHEN ((annual_resret#94119387 = NA) OR (annual_resret#94119387 = null)) THEN null ELSE cast(annual_resret#94119387 as float) END AS annual_resret#94119465, CASE WHEN ((numcos#94119388 = NA) OR (numcos#94119388 = null)) THEN null ELSE cast(numcos#94119388 as float) END AS numcos#94119466]
+- FileScan csv [fractile#94119384,cap#94119385,annual_ret#94119386,annual_resret#94119387,numcos#94119388] Batched: false, DataFilters: [], Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/transcripts/transcript..., PartitionFilters: [], PushedFilters: [...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
1080.0 B |
0.0 B |
| 3614731 |
Union
:- *(1) ColumnarToRow
: +- InMemoryTableScan [fractile#94119415, annual_ret#94119441, annual_resret#94119526, numcos#94119528]
: +- InMemoryRelation [fractile#94119415, overall#94119417, annual_ret#94119441, annual_resret#94119526, numcos#94119528], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN ((fractile#94119373 = NA) OR (fractile#94119373 = null)) THEN null ELSE cast(fractile#94119373 as int) END AS fractile#94119415, CASE WHEN ((overall#94119374 = NA) OR (overall#94119374 = null)) THEN null ELSE cast(overall#94119374 as int) END AS overall#94119417, CASE WHEN ((annual_ret#94119375 = NA) OR (annual_ret#94119375 = null)) THEN null ELSE cast(annual_ret#94119375 as float) END AS annual_ret#94119441, CASE WHEN ((annual_resret#94119376 = NA) OR (annual_resret#94119376 = null)) THEN null ELSE cast(annual_resret#94119376 as float) END AS annual_resret#94119526, CASE WHEN ((numcos#94119377 = NA) OR (numcos#94119377 = null)) THEN null ELSE cast(numco...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
608.0 B |
0.0 B |
| 3614751 |
*(1) Project [CASE WHEN (group#94120694 = null) THEN null ELSE group#94120694 END AS group#94120786, CASE WHEN ((annual_bmret#94120695 = NA) OR (annual_bmret#94120695 = null)) THEN null ELSE cast(annual_bmret#94120695 as float) END AS annual_bmret#94120787, CASE WHEN ((annual_ret#94120696 = NA) OR (annual_ret#94120696 = null)) THEN null ELSE cast(annual_ret#94120696 as float) END AS annual_ret#94120788, CASE WHEN ((std_ret#94120697 = NA) OR (std_ret#94120697 = null)) THEN null ELSE cast(std_ret#94120697 as float) END AS std_ret#94120811, CASE WHEN ((Sharpe_ret#94120698 = NA) OR (Sharpe_ret#94120698 = null)) THEN null ELSE cast(Sharpe_ret#94120698 as float) END AS Sharpe_ret#94120812, CASE WHEN ((PctPos_ret#94120699 = NA) OR (PctPos_ret#94120699 = null)) THEN null ELSE cast(PctPos_ret#94120699 as float) END AS PctPos_ret#94120813, CASE WHEN ((TR_ret#94120700 = NA) OR (TR_ret#94120700 = null)) THEN null ELSE cast(TR_ret#94120700 as float) END AS TR_ret#94120814, CASE WHEN ((IR_ret#94120701 = NA) OR (IR_ret#9...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
13.2 KiB |
0.0 B |
| 3614757 |
*(2) Project [Category#93875767, Label#93875768, annual_ret#94120788, Sharpe_ret#94120812, PctPos_ret#94120813, annual_resret#94120816, Sharpe_resret#94120818, PctPos_resret#94120819, annual_retnet#94120823, Sharpe_retnet#94120825, PctPos_retnet#94120826]
+- *(2) BroadcastHashJoin [group#94120786], [group#93875766], Inner, BuildRight, false
:- *(2) Filter isnotnull(group#94120786)
: +- InMemoryTableScan [group#94120786, annual_ret#94120788, Sharpe_ret#94120812, PctPos_ret#94120813, annual_resret#94120816, Sharpe_resret#94120818, PctPos_resret#94120819, annual_retnet#94120823, Sharpe_retnet#94120825, PctPos_retnet#94120826], [isnotnull(group#94120786)]
: +- InMemoryRelation [group#94120786, annual_bmret#94120787, annual_ret#94120788, std_ret#94120811, Sharpe_ret#94120812, PctPos_ret#94120813, TR_ret#94120814, IR_ret#94120815, annual_resret#94120816, std_resret#94120817, Sharpe_resret#94120818, PctPos_resret#94120819, TR_resret#94120820, IR_resret#94120821, annual_retnet#94120823, std_retnet...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
6.7 KiB |
0.0 B |
| 3614813 |
*(1) Project [CASE WHEN ((sector_id#94125150 = NA) OR (sector_id#94125150 = null)) THEN null ELSE cast(sector_id#94125150 as int) END AS sector_id#94125513, CASE WHEN ((retIC#94125151 = NA) OR (retIC#94125151 = null)) THEN null ELSE cast(retIC#94125151 as float) END AS retIC#94125514, CASE WHEN ((resretIC#94125152 = NA) OR (resretIC#94125152 = null)) THEN null ELSE cast(resretIC#94125152 as float) END AS resretIC#94125515, CASE WHEN ((numcos#94125153 = NA) OR (numcos#94125153 = null)) THEN null ELSE cast(numcos#94125153 as float) END AS numcos#94125528, CASE WHEN ((numdates#94125154 = NA) OR (numdates#94125154 = null)) THEN null ELSE cast(numdates#94125154 as int) END AS numdates#94125529, CASE WHEN ((annual_bmret#94125155 = NA) OR (annual_bmret#94125155 = null)) THEN null ELSE cast(annual_bmret#94125155 as float) END AS annual_bmret#94125530, CASE WHEN ((annual_ret#94125156 = NA) OR (annual_ret#94125156 = null)) THEN null ELSE cast(annual_ret#94125156 as float) END AS annual_ret#94125531, CASE WHEN ((std_...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.5 KiB |
0.0 B |
| 3614825 |
*(3) Sort [sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880530 ASC NULLS FIRST, description#93880532 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7515156]
+- *(2) Project [sector_id#94125513, numcos#94125528, numdates#94125529, sort#93880530, description#93880532, universe#94125754, coverage#94125694]
+- *(2) BroadcastHashJoin [sector_id#94125513], [sector_id#93880529], Inner, BuildRight, false
:- *(2) Project [sector_id#94125513, numcos#94125528, numdates#94125529, coverage#94125694, round((cast(numcos#94125528 as double) / cast(coverage#94125694 as double)), 0) AS universe#94125754]
: +- *(2) Filter isnotnull(sector_id#94125513)
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [coverage#94125694, numcos#94125528, numdates#94125529, sector_id#94125513], [isnotnull(sector_id#94125513)]
: +- InMemoryRelation [sector_id#94125513, retIC#94125514, resretIC#94125...
|
Disk Memory Deserialized 1x Replicated
|
13 |
100% |
11.5 KiB |
0.0 B |
| 3614839 |
*(1) Project [CASE WHEN ((cap#94125227 = NA) OR (cap#94125227 = null)) THEN null ELSE cast(cap#94125227 as float) END AS cap#94125439, CASE WHEN ((retIC#94125228 = NA) OR (retIC#94125228 = null)) THEN null ELSE cast(retIC#94125228 as float) END AS retIC#94125440, CASE WHEN ((resretIC#94125229 = NA) OR (resretIC#94125229 = null)) THEN null ELSE cast(resretIC#94125229 as float) END AS resretIC#94125441, CASE WHEN ((numcos#94125230 = NA) OR (numcos#94125230 = null)) THEN null ELSE cast(numcos#94125230 as float) END AS numcos#94125442, CASE WHEN ((numdates#94125231 = NA) OR (numdates#94125231 = null)) THEN null ELSE cast(numdates#94125231 as int) END AS numdates#94125443, CASE WHEN ((annual_bmret#94125232 = NA) OR (annual_bmret#94125232 = null)) THEN null ELSE cast(annual_bmret#94125232 as float) END AS annual_bmret#94125456, CASE WHEN ((annual_ret#94125233 = NA) OR (annual_ret#94125233 = null)) THEN null ELSE cast(annual_ret#94125233 as float) END AS annual_ret#94125545, CASE WHEN ((std_ret#94125234 = NA) OR ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
2.6 KiB |
0.0 B |
| 3614856 |
*(3) Sort [sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(sort#93880531 ASC NULLS FIRST, description#93880533 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7515228]
+- *(2) Project [cap#94125439, numcos#94125442, numdates#94125443, sort#93880531, description#93880533, universe#93880535, (cast(numcos#94125442 as double) / cast(universe#93880535 as double)) AS coverage#94125769]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94125439))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7515221]
: +- *(1) Filter isnotnull(cap#94125439)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94125439, numcos#94125442, numdates#94125443], [isnotnull(cap#94125439)]
...
|
Disk Memory Deserialized 1x Replicated
|
3 |
100% |
2.7 KiB |
0.0 B |
| 3614870 |
*(1) Project [CASE WHEN (date#94125102 = null) THEN null ELSE cast(date#94125102 as date) END AS date#94125225, CASE WHEN ((overall#94125103 = NA) OR (overall#94125103 = null)) THEN null ELSE cast(overall#94125103 as int) END AS overall#94125226, CASE WHEN ((ret#94125104 = NA) OR (ret#94125104 = null)) THEN null ELSE cast(ret#94125104 as float) END AS ret#94125253, CASE WHEN ((resret#94125105 = NA) OR (resret#94125105 = null)) THEN null ELSE cast(resret#94125105 as float) END AS resret#94125254, CASE WHEN ((retnet#94125106 = NA) OR (retnet#94125106 = null)) THEN null ELSE cast(retnet#94125106 as float) END AS retnet#94125281, CASE WHEN ((turnover#94125107 = NA) OR (turnover#94125107 = null)) THEN null ELSE cast(turnover#94125107 as float) END AS turnover#94125294, CASE WHEN ((numcos#94125108 = NA) OR (numcos#94125108 = null)) THEN null ELSE cast(numcos#94125108 as float) END AS numcos#94125295, CASE WHEN ((benchmark#94125109 = NA) OR (benchmark#94125109 = null)) THEN null ELSE cast(benchmark#94125109 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
176.6 KiB |
0.0 B |
| 3614878 |
*(1) Project [CASE WHEN (date#94125124 = null) THEN null ELSE cast(date#94125124 as date) END AS date#94125311, CASE WHEN ((cap#94125125 = NA) OR (cap#94125125 = null)) THEN null ELSE cast(cap#94125125 as float) END AS cap#94125313, CASE WHEN ((ret#94125126 = NA) OR (ret#94125126 = null)) THEN null ELSE cast(ret#94125126 as float) END AS ret#94125314, CASE WHEN ((resret#94125127 = NA) OR (resret#94125127 = null)) THEN null ELSE cast(resret#94125127 as float) END AS resret#94125341, CASE WHEN ((retnet#94125128 = NA) OR (retnet#94125128 = null)) THEN null ELSE cast(retnet#94125128 as float) END AS retnet#94125342, CASE WHEN ((turnover#94125129 = NA) OR (turnover#94125129 = null)) THEN null ELSE cast(turnover#94125129 as float) END AS turnover#94125343, CASE WHEN ((numcos#94125130 = NA) OR (numcos#94125130 = null)) THEN null ELSE cast(numcos#94125130 as float) END AS numcos#94125370, CASE WHEN ((coverage#94125131 = NA) OR (coverage#94125131 = null)) THEN null ELSE cast(coverage#94125131 as float) END AS cover...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
642.5 KiB |
0.0 B |
| 3614891 |
*(2) Sort [date#94125225 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94125225 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7515277]
+- Union
:- InMemoryTableScan [date#94125225, numcos#94125295]
: +- InMemoryRelation [date#94125225, overall#94125226, ret#94125253, resret#94125254, retnet#94125281, turnover#94125294, numcos#94125295, benchmark#94125308, excess_ret#94125309, excess_resret#94125310, excess_retnet#94125312], StorageLevel(disk, memory, deserialized, 1 replicas)
: +- *(1) Project [CASE WHEN (date#94125102 = null) THEN null ELSE cast(date#94125102 as date) END AS date#94125225, CASE WHEN ((overall#94125103 = NA) OR (overall#94125103 = null)) THEN null ELSE cast(overall#94125103 as int) END AS overall#94125226, CASE WHEN ((ret#94125104 = NA) OR (ret#94125104 = null)) THEN null ELSE cast(ret#94125104 as float) END AS ret#94125253, CASE WHEN ((resret#94125105 = NA) OR (resret#94125105 = null)) THEN null ELSE cast(resret#94125105 as float) END A...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
86.3 KiB |
0.0 B |
| 3614930 |
*(1) Project [CASE WHEN ((turnover#94128862 = NA) OR (turnover#94128862 = null)) THEN null ELSE cast(turnover#94128862 as float) END AS turnover#94129068, CASE WHEN ((turnover#94128862 = NA) OR (turnover#94128862 = null)) THEN null ELSE (1.0 / cast(cast(turnover#94128862 as float) as double)) END AS days_hold#94129129]
+- *(1) Filter ((isnotnull(cap#94128831) AND NOT coalesce(((cap#94128831 = NA) OR (cap#94128831 = null)), false)) AND (cast(cap#94128831 as float) = 0.0))
+- FileScan csv [cap#94128831,turnover#94128862] Batched: false, DataFilters: [isnotnull(cap#94128831), NOT coalesce(((cap#94128831 = NA) OR (cap#94128831 = null)), false), (c..., Format: CSV, Location: InMemoryFileIndex(1 paths)[file:/srv/plusamp/data/default/ea-market/output/transcripts/transcript..., PartitionFilters: [], PushedFilters: [IsNotNull(cap)], ReadSchema: struct<cap:string,turnover:string>
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
368.0 B |
0.0 B |
| 3614947 |
*(1) Project [CASE WHEN ((year#94128778 = NA) OR (year#94128778 = null)) THEN null ELSE cast(year#94128778 as float) END AS year#94129013, CASE WHEN ((retIC#94128779 = NA) OR (retIC#94128779 = null)) THEN null ELSE cast(retIC#94128779 as float) END AS retIC#94129015, CASE WHEN ((resretIC#94128780 = NA) OR (resretIC#94128780 = null)) THEN null ELSE cast(resretIC#94128780 as float) END AS resretIC#94129017, CASE WHEN ((numcos#94128781 = NA) OR (numcos#94128781 = null)) THEN null ELSE cast(numcos#94128781 as float) END AS numcos#94129020, CASE WHEN ((numdates#94128782 = NA) OR (numdates#94128782 = null)) THEN null ELSE cast(numdates#94128782 as int) END AS numdates#94129022, CASE WHEN ((annual_bmret#94128783 = NA) OR (annual_bmret#94128783 = null)) THEN null ELSE cast(annual_bmret#94128783 as float) END AS annual_bmret#94129024, CASE WHEN ((annual_ret#94128784 = NA) OR (annual_ret#94128784 = null)) THEN null ELSE cast(annual_ret#94128784 as float) END AS annual_ret#94129026, CASE WHEN ((std_ret#94128785 = NA)...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
4.0 KiB |
0.0 B |
| 3614967 |
*(2) Project [ret_large#94128625, ret_small#94128655, (ret_large#94128625 - ret_small#94128655) AS differential#94128744]
+- *(2) BroadcastNestedLoopJoin BuildRight, Cross
:- *(2) Project [annual_ret#94125545 AS ret_large#94128625]
: +- *(2) Filter (isnotnull(cap#94125439) AND (cap#94125439 = 1.0))
: +- *(2) ColumnarToRow
: +- InMemoryTableScan [annual_ret#94125545, cap#94125439], [isnotnull(cap#94125439), (cap#94125439 = 1.0)]
: +- InMemoryRelation [cap#94125439, retIC#94125440, resretIC#94125441, numcos#94125442, numdates#94125443, annual_bmret#94125456, annual_ret#94125545, std_ret#94125546, Sharpe_ret#94125559, PctPos_ret#94125560, TR_ret#94125561, IR_ret#94125574, annual_resret#94125575, std_resret#94125636, Sharpe_resret#94125637, PctPos_resret#94125650, TR_resret#94125654, IR_resret#94125668, annual_retnet#94125672, std_retnet#94125674, Sharpe_retnet#94125676, PctPos_retnet#94125678, TR_retnet#94125680, IR_retnet#94125682, ... 2 more fields], StorageLevel(disk...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
424.0 B |
0.0 B |
| 3614981 |
*(2) Sort [year#94129013 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(year#94129013 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7515398]
+- *(1) Project [year#94129013, turnover#94129069, (1.0 / cast(turnover#94129069 as double)) AS days_hold#94129128]
+- *(1) Filter isnotnull(turnover#94129069)
+- *(1) ColumnarToRow
+- InMemoryTableScan [turnover#94129069, year#94129013], [isnotnull(turnover#94129069)]
+- InMemoryRelation [year#94129013, retIC#94129015, resretIC#94129017, numcos#94129020, numdates#94129022, annual_bmret#94129024, annual_ret#94129026, std_ret#94129029, Sharpe_ret#94129031, PctPos_ret#94129033, TR_ret#94129035, IR_ret#94129038, annual_resret#94129040, std_resret#94129043, Sharpe_resret#94129045, PctPos_resret#94129047, TR_resret#94129050, IR_resret#94129052, annual_retnet#94129054, std_retnet#94129057, Sharpe_retnet#94129059, PctPos_retnet#94129061, TR_retnet#94129064, IR_retnet#94129066, turnover#94129069], StorageLevel(disk, ...
|
Disk Memory Deserialized 1x Replicated
|
20 |
100% |
9.1 KiB |
0.0 B |
| 3614986 |
*(3) Project [cap#94128683, turnover#94125684, (1.0 / cast(turnover#94125684 as double)) AS days_hold#94128738]
+- *(3) Sort [cap_sort#94128621 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(cap_sort#94128621 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7515468]
+- *(2) Project [turnover#94125684, cap_description#94128620 AS cap#94128683, cap_sort#94128621]
+- *(2) BroadcastHashJoin [knownfloatingpointnormalized(normalizenanandzero(cap#94125439))], [knownfloatingpointnormalized(normalizenanandzero(cast(cap#93880528 as float)))], Inner, BuildLeft, false
:- BroadcastExchange HashedRelationBroadcastMode(List(knownfloatingpointnormalized(normalizenanandzero(input[0, float, false]))),false), [id=#7515460]
: +- *(1) Filter isnotnull(cap#94125439)
: +- *(1) ColumnarToRow
: +- InMemoryTableScan [cap#94125439, turnover#94125684], [isnotnull(cap#94125439)]
: +- InMemoryRelation [cap#94125439, retIC#941...
|
Disk Memory Deserialized 1x Replicated
|
2 |
100% |
656.0 B |
0.0 B |
| 3615056 |
*(1) Project [CASE WHEN ((fractile#94132545 = NA) OR (fractile#94132545 = null)) THEN null ELSE cast(fractile#94132545 as int) END AS fractile#94132593, CASE WHEN (cap#94132546 = null) THEN null ELSE cap#94132546 END AS cap#94132594, CASE WHEN ((size#94132547 = NA) OR (size#94132547 = null)) THEN null ELSE cast(size#94132547 as float) END AS size#94132595, CASE WHEN ((value#94132548 = NA) OR (value#94132548 = null)) THEN null ELSE cast(value#94132548 as float) END AS value#94132596, CASE WHEN ((growth#94132549 = NA) OR (growth#94132549 = null)) THEN null ELSE cast(growth#94132549 as float) END AS growth#94132597, CASE WHEN ((leverage#94132550 = NA) OR (leverage#94132550 = null)) THEN null ELSE cast(leverage#94132550 as float) END AS leverage#94132598, CASE WHEN ((volatility#94132551 = NA) OR (volatility#94132551 = null)) THEN null ELSE cast(volatility#94132551 as float) END AS volatility#94132599, CASE WHEN ((momentum#94132552 = NA) OR (momentum#94132552 = null)) THEN null ELSE cast(momentum#94132552 as fl...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.0 KiB |
0.0 B |
| 3615068 |
*(3) Sort [fractile#94132593 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94132593 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7515708]
+- *(2) Project [fractile#94132593, size#94132595, value#94132596, growth#94132597, leverage#94132598, volatility#94132599, momentum#94132600, yield#94132601, ##94132602, min_date#94132603, max_date#94132604]
+- *(2) BroadcastHashJoin [cap_description#94132617], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94132593, cap#94132594 AS cap_description#94132617, size#94132595, value#94132596, growth#94132597, leverage#94132598, volatility#94132599, momentum#94132600, yield#94132601, ##94132602, min_date#94132603, max_date#94132604]
: +- *(2) Filter ((isnotnull(fractile#94132593) AND NOT (fractile#94132593 = -1)) AND isnotnull(cap#94132594))
: +- InMemoryTableScan [##94132602, cap#94132594, fractile#94132593, growth#94132597, leverage#94132598, max_date#94132604, min_date#94132603, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3615082 |
*(1) Project [CASE WHEN ((overall#94128830 = NA) OR (overall#94128830 = null)) THEN null ELSE cast(overall#94128830 as int) END AS overall#94129012, CASE WHEN ((cap#94128831 = NA) OR (cap#94128831 = null)) THEN null ELSE cast(cap#94128831 as float) END AS cap#94129014, CASE WHEN ((retIC#94128832 = NA) OR (retIC#94128832 = null)) THEN null ELSE cast(retIC#94128832 as float) END AS retIC#94129016, CASE WHEN ((resretIC#94128833 = NA) OR (resretIC#94128833 = null)) THEN null ELSE cast(resretIC#94128833 as float) END AS resretIC#94129018, CASE WHEN ((size#94128834 = NA) OR (size#94128834 = null)) THEN null ELSE cast(size#94128834 as float) END AS size#94129019, CASE WHEN ((value#94128835 = NA) OR (value#94128835 = null)) THEN null ELSE cast(value#94128835 as float) END AS value#94129021, CASE WHEN ((growth#94128836 = NA) OR (growth#94128836 = null)) THEN null ELSE cast(growth#94128836 as float) END AS growth#94129023, CASE WHEN ((leverage#94128837 = NA) OR (leverage#94128837 = null)) THEN null ELSE cast(leverag...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
3.2 KiB |
0.0 B |
| 3615088 |
*(1) Project [yield#94129030, volatility#94129027, momentum#94129028, size#94129019, value#94129021, growth#94129023, leverage#94129025]
+- *(1) Filter (isnotnull(cap#94129014) AND (cap#94129014 = 0.0))
+- *(1) ColumnarToRow
+- InMemoryTableScan [cap#94129014, growth#94129023, leverage#94129025, momentum#94129028, size#94129019, value#94129021, volatility#94129027, yield#94129030], [isnotnull(cap#94129014), (cap#94129014 = 0.0)]
+- InMemoryRelation [overall#94129012, cap#94129014, retIC#94129016, resretIC#94129018, size#94129019, value#94129021, growth#94129023, leverage#94129025, volatility#94129027, momentum#94129028, yield#94129030, numcos#94129032, numdates#94129034, annual_bmret#94129036, annual_ret#94129037, std_ret#94129039, Sharpe_ret#94129041, PctPos_ret#94129042, TR_ret#94129044, IR_ret#94129046, annual_resret#94129048, std_resret#94129049, Sharpe_resret#94129051, PctPos_resret#94129053, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3615191 |
*(1) Project [yield#94014273, volatility#94014269, momentum#94014271, size#94014260, value#94014263, growth#94014265, leverage#94014267]
+- *(1) Filter (isnotnull(cap#94014254) AND (cap#94014254 = 1.0))
+- InMemoryTableScan [cap#94014254, growth#94014265, leverage#94014267, momentum#94014271, size#94014260, value#94014263, volatility#94014269, yield#94014273], [isnotnull(cap#94014254), (cap#94014254 = 1.0)]
+- InMemoryRelation [overall#94014252, cap#94014254, retIC#94014256, resretIC#94014258, size#94014260, value#94014263, growth#94014265, leverage#94014267, volatility#94014269, momentum#94014271, yield#94014273, numcos#94014276, numdates#94014278, annual_bmret#94014280, annual_ret#94014282, std_ret#94014284, Sharpe_ret#94014286, PctPos_ret#94014288, TR_ret#94014290, IR_ret#94014291, annual_resret#94014293, std_resret#94014294, Sharpe_resret#94014295, PctPos_resret#94014296, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN ((ove...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3615242 |
*(2) Sort [date#94010641 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94010641 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7515934]
+- *(1) Project [date#94010643 AS date#94010641, numcos#94010669 AS numcos#94010663]
+- *(1) Filter (isnotnull(cap#94010646) AND (cast(cap#94010646 as string) = 1))
+- InMemoryTableScan [cap#94010646, date#94010643, numcos#94010669], [isnotnull(cap#94010646), (cast(cap#94010646 as string) = 1)]
+- InMemoryRelation [date#94010643, cap#94010646, ret#94010650, resret#94010656, retnet#94010660, turnover#94010664, numcos#94010669, coverage#94010673, benchmark#94010677, excess_ret#94010681, excess_resret#94010683, excess_retnet#94010698], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94010359 = null) THEN null ELSE cast(date#94010359 as date) END AS date#94010643, CASE WHEN ((cap#94010360 = NA) OR (cap#94010360 = null)) THEN null ELSE cast(cap#94010360 as float) END AS ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
16.0 B |
0.0 B |
| 3615254 |
*(3) Sort [fractile#94017829 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94017829 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7515879]
+- *(2) Project [fractile#94017829, size#94017831, value#94017832, growth#94017833, leverage#94017834, volatility#94017835, momentum#94017836, yield#94017837, ##94017838, min_date#94017839, max_date#94017840]
+- *(2) BroadcastHashJoin [cap_description#94135062], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94017829, cap#94017830 AS cap_description#94135062, size#94017831, value#94017832, growth#94017833, leverage#94017834, volatility#94017835, momentum#94017836, yield#94017837, ##94017838, min_date#94017839, max_date#94017840]
: +- *(2) Filter ((isnotnull(fractile#94017829) AND NOT (fractile#94017829 = -1)) AND isnotnull(cap#94017830))
: +- InMemoryTableScan [##94017838, cap#94017830, fractile#94017829, growth#94017833, leverage#94017834, max_date#94017840, min_date#94017839, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3615274 |
*(2) Sort [date#94006072 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94006072 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7515843]
+- *(1) Project [date#94006072, largecum#94006091 AS cum_gross#94135477, largecumnet#94006093 AS cum_net#94135478]
+- InMemoryTableScan [date#94006072, largecum#94006091, largecumnet#94006093]
+- InMemoryRelation [date#94006072, allret#94006074, allcum#94006076, drawdown_gross#94006078, drawdown_length_gross#94006080, allretnet#94006081, allcumnet#94006083, drawdown_net#94006085, drawdown_length_net#94006087, numcos#94006089, largecum#94006091, largecumnet#94006093, largeret#94006095, largeretnet#94006096, midcum#94006098, midcumnet#94006101, midret#94006104, midretnet#94006107, smallcum#94006109, smallcumnet#94006111, smallret#94006114, smallretnet#94006116], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94005174 = null) THEN null ELSE cast(date#94005174 as date) END AS date#94...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
96.9 KiB |
0.0 B |
| 3615288 |
*(2) Sort [date#94006072 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94006072 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7515990]
+- *(1) Project [date#94006072, largeret#94006095 AS daily_gross#94135448, largeretnet#94006096 AS daily_net#94135449]
+- InMemoryTableScan [date#94006072, largeret#94006095, largeretnet#94006096]
+- InMemoryRelation [date#94006072, allret#94006074, allcum#94006076, drawdown_gross#94006078, drawdown_length_gross#94006080, allretnet#94006081, allcumnet#94006083, drawdown_net#94006085, drawdown_length_net#94006087, numcos#94006089, largecum#94006091, largecumnet#94006093, largeret#94006095, largeretnet#94006096, midcum#94006098, midcumnet#94006101, midret#94006104, midretnet#94006107, smallcum#94006109, smallcumnet#94006111, smallret#94006114, smallretnet#94006116], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94005174 = null) THEN null ELSE cast(date#94005174 as date) END AS dat...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
96.9 KiB |
0.0 B |
| 3615321 |
*(1) Project [fractile#94005101 AS fractile#94005106, annual_ret#94005103 AS annual_ret#94005109, annual_resret#94005104 AS annual_resret#94005115, numcos#94005105 AS numcos#94005116]
+- *(1) Filter (isnotnull(cap#94005102) AND (cast(cap#94005102 as string) = 1))
+- *(1) ColumnarToRow
+- InMemoryTableScan [annual_resret#94005104, annual_ret#94005103, cap#94005102, fractile#94005101, numcos#94005105], [isnotnull(cap#94005102), (cast(cap#94005102 as string) = 1)]
+- InMemoryRelation [fractile#94005101, cap#94005102, annual_ret#94005103, annual_resret#94005104, numcos#94005105], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN ((fractile#94005058 = NA) OR (fractile#94005058 = null)) THEN null ELSE cast(fractile#94005058 as float) END AS fractile#94005101, CASE WHEN ((cap#94005059 = NA) OR (cap#94005059 = null)) THEN null ELSE cast(cap#94005059 as float) END AS cap#94005102, CASE WHEN ((annual_ret#94005060 = NA) OR (annual_ret#94005060 = nul...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
16.0 B |
0.0 B |
| 3615402 |
*(1) Project [yield#94014273, volatility#94014269, momentum#94014271, size#94014260, value#94014263, growth#94014265, leverage#94014267]
+- *(1) Filter (isnotnull(cap#94014254) AND (cap#94014254 = 2.0))
+- InMemoryTableScan [cap#94014254, growth#94014265, leverage#94014267, momentum#94014271, size#94014260, value#94014263, volatility#94014269, yield#94014273], [isnotnull(cap#94014254), (cap#94014254 = 2.0)]
+- InMemoryRelation [overall#94014252, cap#94014254, retIC#94014256, resretIC#94014258, size#94014260, value#94014263, growth#94014265, leverage#94014267, volatility#94014269, momentum#94014271, yield#94014273, numcos#94014276, numdates#94014278, annual_bmret#94014280, annual_ret#94014282, std_ret#94014284, Sharpe_ret#94014286, PctPos_ret#94014288, TR_ret#94014290, IR_ret#94014291, annual_resret#94014293, std_resret#94014294, Sharpe_resret#94014295, PctPos_resret#94014296, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN ((ove...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3615411 |
*(2) Sort [date#94010641 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94010641 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7516160]
+- *(1) Project [date#94010643 AS date#94010641, numcos#94010669 AS numcos#94010663]
+- *(1) Filter (isnotnull(cap#94010646) AND (cast(cap#94010646 as string) = 2))
+- InMemoryTableScan [cap#94010646, date#94010643, numcos#94010669], [isnotnull(cap#94010646), (cast(cap#94010646 as string) = 2)]
+- InMemoryRelation [date#94010643, cap#94010646, ret#94010650, resret#94010656, retnet#94010660, turnover#94010664, numcos#94010669, coverage#94010673, benchmark#94010677, excess_ret#94010681, excess_resret#94010683, excess_retnet#94010698], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94010359 = null) THEN null ELSE cast(date#94010359 as date) END AS date#94010643, CASE WHEN ((cap#94010360 = NA) OR (cap#94010360 = null)) THEN null ELSE cast(cap#94010360 as float) END AS ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
16.0 B |
0.0 B |
| 3615440 |
*(2) Sort [date#94006072 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94006072 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7516120]
+- *(1) Project [date#94006072, midcum#94006098 AS cum_gross#94140030, midcumnet#94006101 AS cum_net#94140031]
+- InMemoryTableScan [date#94006072, midcum#94006098, midcumnet#94006101]
+- InMemoryRelation [date#94006072, allret#94006074, allcum#94006076, drawdown_gross#94006078, drawdown_length_gross#94006080, allretnet#94006081, allcumnet#94006083, drawdown_net#94006085, drawdown_length_net#94006087, numcos#94006089, largecum#94006091, largecumnet#94006093, largeret#94006095, largeretnet#94006096, midcum#94006098, midcumnet#94006101, midret#94006104, midretnet#94006107, smallcum#94006109, smallcumnet#94006111, smallret#94006114, smallretnet#94006116], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94005174 = null) THEN null ELSE cast(date#94005174 as date) END AS date#94005335, ...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
96.9 KiB |
0.0 B |
| 3615456 |
*(3) Sort [fractile#94017829 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94017829 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7516232]
+- *(2) Project [fractile#94017829, size#94017831, value#94017832, growth#94017833, leverage#94017834, volatility#94017835, momentum#94017836, yield#94017837, ##94017838, min_date#94017839, max_date#94017840]
+- *(2) BroadcastHashJoin [cap_description#94140226], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94017829, cap#94017830 AS cap_description#94140226, size#94017831, value#94017832, growth#94017833, leverage#94017834, volatility#94017835, momentum#94017836, yield#94017837, ##94017838, min_date#94017839, max_date#94017840]
: +- *(2) Filter ((isnotnull(fractile#94017829) AND NOT (fractile#94017829 = -1)) AND isnotnull(cap#94017830))
: +- InMemoryTableScan [##94017838, cap#94017830, fractile#94017829, growth#94017833, leverage#94017834, max_date#94017840, min_date#94017839, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |
| 3615494 |
*(1) Project [fractile#94005101 AS fractile#94005106, annual_ret#94005103 AS annual_ret#94005109, annual_resret#94005104 AS annual_resret#94005115, numcos#94005105 AS numcos#94005116]
+- *(1) Filter (isnotnull(cap#94005102) AND (cast(cap#94005102 as string) = 2))
+- *(1) ColumnarToRow
+- InMemoryTableScan [annual_resret#94005104, annual_ret#94005103, cap#94005102, fractile#94005101, numcos#94005105], [isnotnull(cap#94005102), (cast(cap#94005102 as string) = 2)]
+- InMemoryRelation [fractile#94005101, cap#94005102, annual_ret#94005103, annual_resret#94005104, numcos#94005105], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN ((fractile#94005058 = NA) OR (fractile#94005058 = null)) THEN null ELSE cast(fractile#94005058 as float) END AS fractile#94005101, CASE WHEN ((cap#94005059 = NA) OR (cap#94005059 = null)) THEN null ELSE cast(cap#94005059 as float) END AS cap#94005102, CASE WHEN ((annual_ret#94005060 = NA) OR (annual_ret#94005060 = nul...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
16.0 B |
0.0 B |
| 3615506 |
*(2) Sort [date#94006072 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94006072 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7516276]
+- *(1) Project [date#94006072, midret#94006104 AS daily_gross#94140035, midretnet#94006107 AS daily_net#94140036]
+- InMemoryTableScan [date#94006072, midret#94006104, midretnet#94006107]
+- InMemoryRelation [date#94006072, allret#94006074, allcum#94006076, drawdown_gross#94006078, drawdown_length_gross#94006080, allretnet#94006081, allcumnet#94006083, drawdown_net#94006085, drawdown_length_net#94006087, numcos#94006089, largecum#94006091, largecumnet#94006093, largeret#94006095, largeretnet#94006096, midcum#94006098, midcumnet#94006101, midret#94006104, midretnet#94006107, smallcum#94006109, smallcumnet#94006111, smallret#94006114, smallretnet#94006116], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94005174 = null) THEN null ELSE cast(date#94005174 as date) END AS date#940053...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
96.9 KiB |
0.0 B |
| 3615598 |
*(2) Sort [date#94010641 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94010641 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7516445]
+- *(1) Project [date#94010643 AS date#94010641, numcos#94010669 AS numcos#94010663]
+- *(1) Filter (isnotnull(cap#94010646) AND (cast(cap#94010646 as string) = 3))
+- InMemoryTableScan [cap#94010646, date#94010643, numcos#94010669], [isnotnull(cap#94010646), (cast(cap#94010646 as string) = 3)]
+- InMemoryRelation [date#94010643, cap#94010646, ret#94010650, resret#94010656, retnet#94010660, turnover#94010664, numcos#94010669, coverage#94010673, benchmark#94010677, excess_ret#94010681, excess_resret#94010683, excess_retnet#94010698], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94010359 = null) THEN null ELSE cast(date#94010359 as date) END AS date#94010643, CASE WHEN ((cap#94010360 = NA) OR (cap#94010360 = null)) THEN null ELSE cast(cap#94010360 as float) END AS ...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
16.0 B |
0.0 B |
| 3615613 |
*(2) Sort [date#94006072 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94006072 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7516472]
+- *(1) Project [date#94006072, smallret#94006114 AS daily_gross#94144989, smallretnet#94006116 AS daily_net#94144990]
+- InMemoryTableScan [date#94006072, smallret#94006114, smallretnet#94006116]
+- InMemoryRelation [date#94006072, allret#94006074, allcum#94006076, drawdown_gross#94006078, drawdown_length_gross#94006080, allretnet#94006081, allcumnet#94006083, drawdown_net#94006085, drawdown_length_net#94006087, numcos#94006089, largecum#94006091, largecumnet#94006093, largeret#94006095, largeretnet#94006096, midcum#94006098, midcumnet#94006101, midret#94006104, midretnet#94006107, smallcum#94006109, smallcumnet#94006111, smallret#94006114, smallretnet#94006116], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94005174 = null) THEN null ELSE cast(date#94005174 as date) END AS dat...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
96.9 KiB |
0.0 B |
| 3615618 |
*(2) Sort [date#94006072 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(date#94006072 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7516417]
+- *(1) Project [date#94006072, smallcum#94006109 AS cum_gross#94144955, smallcumnet#94006111 AS cum_net#94144956]
+- InMemoryTableScan [date#94006072, smallcum#94006109, smallcumnet#94006111]
+- InMemoryRelation [date#94006072, allret#94006074, allcum#94006076, drawdown_gross#94006078, drawdown_length_gross#94006080, allretnet#94006081, allcumnet#94006083, drawdown_net#94006085, drawdown_length_net#94006087, numcos#94006089, largecum#94006091, largecumnet#94006093, largeret#94006095, largeretnet#94006096, midcum#94006098, midcumnet#94006101, midret#94006104, midretnet#94006107, smallcum#94006109, smallcumnet#94006111, smallret#94006114, smallretnet#94006116], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN (date#94005174 = null) THEN null ELSE cast(date#94005174 as date) END AS date#94...
|
Disk Memory Deserialized 1x Replicated
|
200 |
100% |
96.9 KiB |
0.0 B |
| 3615662 |
*(1) Project [fractile#94005101 AS fractile#94005106, annual_ret#94005103 AS annual_ret#94005109, annual_resret#94005104 AS annual_resret#94005115, numcos#94005105 AS numcos#94005116]
+- *(1) Filter (isnotnull(cap#94005102) AND (cast(cap#94005102 as string) = 3))
+- *(1) ColumnarToRow
+- InMemoryTableScan [annual_resret#94005104, annual_ret#94005103, cap#94005102, fractile#94005101, numcos#94005105], [isnotnull(cap#94005102), (cast(cap#94005102 as string) = 3)]
+- InMemoryRelation [fractile#94005101, cap#94005102, annual_ret#94005103, annual_resret#94005104, numcos#94005105], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN ((fractile#94005058 = NA) OR (fractile#94005058 = null)) THEN null ELSE cast(fractile#94005058 as float) END AS fractile#94005101, CASE WHEN ((cap#94005059 = NA) OR (cap#94005059 = null)) THEN null ELSE cast(cap#94005059 as float) END AS cap#94005102, CASE WHEN ((annual_ret#94005060 = NA) OR (annual_ret#94005060 = nul...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
16.0 B |
0.0 B |
| 3615680 |
*(1) Project [yield#94014273, volatility#94014269, momentum#94014271, size#94014260, value#94014263, growth#94014265, leverage#94014267]
+- *(1) Filter (isnotnull(cap#94014254) AND (cap#94014254 = 3.0))
+- InMemoryTableScan [cap#94014254, growth#94014265, leverage#94014267, momentum#94014271, size#94014260, value#94014263, volatility#94014269, yield#94014273], [isnotnull(cap#94014254), (cap#94014254 = 3.0)]
+- InMemoryRelation [overall#94014252, cap#94014254, retIC#94014256, resretIC#94014258, size#94014260, value#94014263, growth#94014265, leverage#94014267, volatility#94014269, momentum#94014271, yield#94014273, numcos#94014276, numdates#94014278, annual_bmret#94014280, annual_ret#94014282, std_ret#94014284, Sharpe_ret#94014286, PctPos_ret#94014288, TR_ret#94014290, IR_ret#94014291, annual_resret#94014293, std_resret#94014294, Sharpe_resret#94014295, PctPos_resret#94014296, ... 9 more fields], StorageLevel(disk, memory, deserialized, 1 replicas)
+- *(1) Project [CASE WHEN ((ove...
|
Disk Memory Deserialized 1x Replicated
|
1 |
100% |
776.0 B |
0.0 B |
| 3615699 |
*(3) Sort [fractile#94017829 ASC NULLS FIRST], true, 0
+- Exchange rangepartitioning(fractile#94017829 ASC NULLS FIRST, 200), ENSURE_REQUIREMENTS, [id=#7516528]
+- *(2) Project [fractile#94017829, size#94017831, value#94017832, growth#94017833, leverage#94017834, volatility#94017835, momentum#94017836, yield#94017837, ##94017838, min_date#94017839, max_date#94017840]
+- *(2) BroadcastHashJoin [cap_description#94144890], [description#93880533], Inner, BuildRight, false
:- *(2) Project [fractile#94017829, cap#94017830 AS cap_description#94144890, size#94017831, value#94017832, growth#94017833, leverage#94017834, volatility#94017835, momentum#94017836, yield#94017837, ##94017838, min_date#94017839, max_date#94017840]
: +- *(2) Filter ((isnotnull(fractile#94017829) AND NOT (fractile#94017829 = -1)) AND isnotnull(cap#94017830))
: +- InMemoryTableScan [##94017838, cap#94017830, fractile#94017829, growth#94017833, leverage#94017834, max_date#94017840, min_date#94017839, mo...
|
Disk Memory Deserialized 1x Replicated
|
10 |
100% |
10.8 KiB |
0.0 B |