Skip to content

A
alpha-mind
Commit 0b508049 authored by Dr.李's avatar Dr.李
Browse files
Options

added cli interface for alpha-mind

parent fd03f62b
Hide whitespace changes
Inline Side-by-side
Showing with 954 additions and 0 deletions
alphamind/bin/alphamind 0 → 100644
View file @ 0b508049
# -*- coding: utf-8 -*-
"""
Created on 2017-6-29
@author: cheng.li
"""
from alphamind.bin.cli import CLIFactory
if __name__ == '__main__':
parser = CLIFactory.get_parser()
args = parser.parse_args()
args.func(args)
\ No newline at end of file
alphamind/bin/cli.py 0 → 100644
View file @ 0b508049
# -*- coding: utf-8 -*-
"""
Created on 2017-6-29
@author: cheng.li
"""
import argparse
from collections import namedtuple
from sqlalchemy import create_engine
from alphamind.data.dbmodel import models
from alphamind.utilities import alpha_logger
def initdb(args):
alpha_logger.info('DB: ' + args.url)
engine = create_engine(args.url)
models.Base.metadata.create_all(engine)
alpha_logger.info('DB initialization finished.')
Arg = namedtuple(
'Arg', ['flags', 'help', 'action', 'default', 'nargs', 'type', 'choices', 'metavar'])
Arg.__new__.__defaults__ = (None, None, None, None, None, None, None)
class CLIFactory(object):
args = {
'url': Arg(
('-u', '--url'),
help='set the url for the db',
type=str)
}
subparsers = (
{
'func': initdb,
'help': 'Initialize the metadata database',
'args': ('url',)
},
)
subparsers_dict = {sp['func'].__name__: sp for sp in subparsers}
@classmethod
def get_parser(cls):
parser = argparse.ArgumentParser()
subparsers = parser.add_subparsers(
help='sub-command help', dest='subcommand')
subparsers.required = True
subparser_list = cls.subparsers_dict.keys()
for sub in subparser_list:
sub = cls.subparsers_dict[sub]
sp = subparsers.add_parser(sub['func'].__name__, help=sub['help'])
for arg in sub['args']:
arg = cls.args[arg]
kwargs = {
f: getattr(arg, f)
for f in arg._fields if f != 'flags' and getattr(arg, f)}
sp.add_argument(*arg.flags, **kwargs)
sp.set_defaults(func=sub['func'])
return parser
def get_parser():
return CLIFactory.get_parser()
\ No newline at end of file
alphamind/data/dbmodel/__init__.py 0 → 100644
View file @ 0b508049
# -*- coding: utf-8 -*-
"""
Created on 2017-6-29
@author: cheng.li
"""
alphamind/data/dbmodel/models.py 0 → 100644
View file @ 0b508049
# -*- coding: utf-8 -*-
"""
Created on 2017-6-29
@author: cheng.li
"""
from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, String
from sqlalchemy.ext.declarative import declarative_base
Base = declarative_base()
metadata = Base.metadata
class DailyReturn(Base):
__tablename__ = 'daily_return'
__table_args__ = (
Index('daily_return_Date_Code_uindex', 'Date', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
d1 = Column(Float)
class Factor(Base):
__tablename__ = 'factors'
__table_args__ = (
Index('factors_Date_Code_uindex', 'Date', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
AccountsPayablesTDays = Column(Float(asdecimal=True))
AccountsPayablesTRate = Column(Float(asdecimal=True))
AdminiExpenseRate = Column(Float(asdecimal=True))
ARTDays = Column(Float(asdecimal=True))
ARTRate = Column(Float(asdecimal=True))
ASSI = Column(Float(asdecimal=True))
BLEV = Column(Float(asdecimal=True))
BondsPayableToAsset = Column(Float(asdecimal=True))
CashRateOfSales = Column(Float(asdecimal=True))
CashToCurrentLiability = Column(Float(asdecimal=True))
CMRA = Column(Float(asdecimal=True))
CTOP = Column(Float(asdecimal=True))
CTP5 = Column(Float(asdecimal=True))
CurrentAssetsRatio = Column(Float(asdecimal=True))
CurrentAssetsTRate = Column(Float(asdecimal=True))
CurrentRatio = Column(Float(asdecimal=True))
DAVOL10 = Column(Float(asdecimal=True))
DAVOL20 = Column(Float(asdecimal=True))
DAVOL5 = Column(Float(asdecimal=True))
DDNBT = Column(Float(asdecimal=True))
DDNCR = Column(Float(asdecimal=True))
DDNSR = Column(Float(asdecimal=True))
DebtEquityRatio = Column(Float(asdecimal=True))
DebtsAssetRatio = Column(Float(asdecimal=True))
DHILO = Column(Float(asdecimal=True))
DilutedEPS = Column(Float(asdecimal=True))
DVRAT = Column(Float(asdecimal=True))
EBITToTOR = Column(Float(asdecimal=True))
EGRO = Column(Float(asdecimal=True))
EMA10 = Column(Float(asdecimal=True))
EMA120 = Column(Float(asdecimal=True))
EMA20 = Column(Float(asdecimal=True))
EMA5 = Column(Float(asdecimal=True))
EMA60 = Column(Float(asdecimal=True))
EPS = Column(Float(asdecimal=True))
EquityFixedAssetRatio = Column(Float(asdecimal=True))
EquityToAsset = Column(Float(asdecimal=True))
EquityTRate = Column(Float(asdecimal=True))
ETOP = Column(Float(asdecimal=True))
ETP5 = Column(Float(asdecimal=True))
FinancialExpenseRate = Column(Float(asdecimal=True))
FinancingCashGrowRate = Column(Float(asdecimal=True))
FixAssetRatio = Column(Float(asdecimal=True))
FixedAssetsTRate = Column(Float(asdecimal=True))
GrossIncomeRatio = Column(Float(asdecimal=True))
HBETA = Column(Float(asdecimal=True))
HSIGMA = Column(Float(asdecimal=True))
IntangibleAssetRatio = Column(Float(asdecimal=True))
InventoryTDays = Column(Float(asdecimal=True))
InventoryTRate = Column(Float(asdecimal=True))
InvestCashGrowRate = Column(Float(asdecimal=True))
LCAP = Column(Float(asdecimal=True))
LFLO = Column(Float(asdecimal=True))
LongDebtToAsset = Column(Float(asdecimal=True))
LongDebtToWorkingCapital = Column(Float(asdecimal=True))
LongTermDebtToAsset = Column(Float(asdecimal=True))
MA10 = Column(Float(asdecimal=True))
MA120 = Column(Float(asdecimal=True))
MA20 = Column(Float(asdecimal=True))
MA5 = Column(Float(asdecimal=True))
MA60 = Column(Float(asdecimal=True))
MAWVAD = Column(Float(asdecimal=True))
MFI = Column(Float(asdecimal=True))
MLEV = Column(Float(asdecimal=True))
NetAssetGrowRate = Column(Float(asdecimal=True))
NetProfitGrowRate = Column(Float(asdecimal=True))
NetProfitRatio = Column(Float(asdecimal=True))
NOCFToOperatingNI = Column(Float(asdecimal=True))
NonCurrentAssetsRatio = Column(Float(asdecimal=True))
NPParentCompanyGrowRate = Column(Float(asdecimal=True))
NPToTOR = Column(Float(asdecimal=True))
OperatingExpenseRate = Column(Float(asdecimal=True))
OperatingProfitGrowRate = Column(Float(asdecimal=True))
OperatingProfitRatio = Column(Float(asdecimal=True))
OperatingProfitToTOR = Column(Float(asdecimal=True))
OperatingRevenueGrowRate = Column(Float(asdecimal=True))
OperCashGrowRate = Column(Float(asdecimal=True))
OperCashInToCurrentLiability = Column(Float(asdecimal=True))
PB = Column(Float(asdecimal=True))
PCF = Column(Float(asdecimal=True))
PE = Column(Float(asdecimal=True))
PS = Column(Float(asdecimal=True))
PSY = Column(Float(asdecimal=True))
QuickRatio = Column(Float(asdecimal=True))
REVS10 = Column(Float(asdecimal=True))
REVS20 = Column(Float(asdecimal=True))
REVS5 = Column(Float(asdecimal=True))
ROA = Column(Float(asdecimal=True))
ROA5 = Column(Float(asdecimal=True))
ROE = Column(Float(asdecimal=True))
ROE5 = Column(Float(asdecimal=True))
RSI = Column(Float(asdecimal=True))
RSTR12 = Column(Float(asdecimal=True))
RSTR24 = Column(Float(asdecimal=True))
SalesCostRatio = Column(Float(asdecimal=True))
SaleServiceCashToOR = Column(Float(asdecimal=True))
SUE = Column(Float(asdecimal=True))
TaxRatio = Column(Float(asdecimal=True))
TOBT = Column(Float(asdecimal=True))
TotalAssetGrowRate = Column(Float(asdecimal=True))
TotalAssetsTRate = Column(Float(asdecimal=True))
TotalProfitCostRatio = Column(Float(asdecimal=True))
TotalProfitGrowRate = Column(Float(asdecimal=True))
VOL10 = Column(Float(asdecimal=True))
VOL120 = Column(Float(asdecimal=True))
VOL20 = Column(Float(asdecimal=True))
VOL240 = Column(Float(asdecimal=True))
VOL5 = Column(Float(asdecimal=True))
VOL60 = Column(Float(asdecimal=True))
WVAD = Column(Float(asdecimal=True))
REC = Column(Float(asdecimal=True))
DAREC = Column(Float(asdecimal=True))
GREC = Column(Float(asdecimal=True))
FY12P = Column(Float(asdecimal=True))
DAREV = Column(Float(asdecimal=True))
GREV = Column(Float(asdecimal=True))
SFY12P = Column(Float(asdecimal=True))
DASREV = Column(Float(asdecimal=True))
GSREV = Column(Float(asdecimal=True))
FEARNG = Column(Float(asdecimal=True))
FSALESG = Column(Float(asdecimal=True))
TA2EV = Column(Float(asdecimal=True))
CFO2EV = Column(Float(asdecimal=True))
ACCA = Column(Float(asdecimal=True))
DEGM = Column(Float(asdecimal=True))
SUOI = Column(Float(asdecimal=True))
EARNMOM = Column(Float(asdecimal=True))
FiftyTwoWeekHigh = Column(Float(asdecimal=True))
Volatility = Column(Float(asdecimal=True))
Skewness = Column(Float(asdecimal=True))
ILLIQUIDITY = Column(Float(asdecimal=True))
BackwardADJ = Column(Float(asdecimal=True))
MACD = Column(Float(asdecimal=True))
ADTM = Column(Float(asdecimal=True))
ATR14 = Column(Float(asdecimal=True))
ATR6 = Column(Float(asdecimal=True))
BIAS10 = Column(Float(asdecimal=True))
BIAS20 = Column(Float(asdecimal=True))
BIAS5 = Column(Float(asdecimal=True))
BIAS60 = Column(Float(asdecimal=True))
BollDown = Column(Float(asdecimal=True))
BollUp = Column(Float(asdecimal=True))
CCI10 = Column(Float(asdecimal=True))
CCI20 = Column(Float(asdecimal=True))
CCI5 = Column(Float(asdecimal=True))
CCI88 = Column(Float(asdecimal=True))
KDJ_K = Column(Float(asdecimal=True))
KDJ_D = Column(Float(asdecimal=True))
KDJ_J = Column(Float(asdecimal=True))
ROC6 = Column(Float(asdecimal=True))
ROC20 = Column(Float(asdecimal=True))
SBM = Column(Float(asdecimal=True))
STM = Column(Float(asdecimal=True))
UpRVI = Column(Float(asdecimal=True))
DownRVI = Column(Float(asdecimal=True))
RVI = Column(Float(asdecimal=True))
SRMI = Column(Float(asdecimal=True))
ChandeSD = Column(Float(asdecimal=True))
ChandeSU = Column(Float(asdecimal=True))
CMO = Column(Float(asdecimal=True))
DBCD = Column(Float(asdecimal=True))
ARC = Column(Float(asdecimal=True))
OBV = Column(Float(asdecimal=True))
OBV6 = Column(Float(asdecimal=True))
OBV20 = Column(Float(asdecimal=True))
TVMA20 = Column(Float(asdecimal=True))
TVMA6 = Column(Float(asdecimal=True))
TVSTD20 = Column(Float(asdecimal=True))
TVSTD6 = Column(Float(asdecimal=True))
VDEA = Column(Float(asdecimal=True))
VDIFF = Column(Float(asdecimal=True))
VEMA10 = Column(Float(asdecimal=True))
VEMA12 = Column(Float(asdecimal=True))
VEMA26 = Column(Float(asdecimal=True))
VEMA5 = Column(Float(asdecimal=True))
VMACD = Column(Float(asdecimal=True))
VOSC = Column(Float(asdecimal=True))
VR = Column(Float(asdecimal=True))
VROC12 = Column(Float(asdecimal=True))
VROC6 = Column(Float(asdecimal=True))
VSTD10 = Column(Float(asdecimal=True))
VSTD20 = Column(Float(asdecimal=True))
KlingerOscillator = Column(Float(asdecimal=True))
MoneyFlow20 = Column(Float(asdecimal=True))
AD = Column(Float(asdecimal=True))
AD20 = Column(Float(asdecimal=True))
AD6 = Column(Float(asdecimal=True))
CoppockCurve = Column(Float(asdecimal=True))
ASI = Column(Float(asdecimal=True))
ChaikinOscillator = Column(Float(asdecimal=True))
ChaikinVolatility = Column(Float(asdecimal=True))
EMV14 = Column(Float(asdecimal=True))
EMV6 = Column(Float(asdecimal=True))
plusDI = Column(Float(asdecimal=True))
minusDI = Column(Float(asdecimal=True))
ADX = Column(Float(asdecimal=True))
ADXR = Column(Float(asdecimal=True))
Aroon = Column(Float(asdecimal=True))
AroonDown = Column(Float(asdecimal=True))
AroonUp = Column(Float(asdecimal=True))
DEA = Column(Float(asdecimal=True))
DIFF = Column(Float(asdecimal=True))
DDI = Column(Float(asdecimal=True))
DIZ = Column(Float(asdecimal=True))
DIF = Column(Float(asdecimal=True))
MTM = Column(Float(asdecimal=True))
MTMMA = Column(Float(asdecimal=True))
PVT = Column(Float(asdecimal=True))
PVT6 = Column(Float(asdecimal=True))
PVT12 = Column(Float(asdecimal=True))
TRIX5 = Column(Float(asdecimal=True))
TRIX10 = Column(Float(asdecimal=True))
UOS = Column(Float(asdecimal=True))
MA10RegressCoeff12 = Column(Float(asdecimal=True))
MA10RegressCoeff6 = Column(Float(asdecimal=True))
PLRC6 = Column(Float(asdecimal=True))
PLRC12 = Column(Float(asdecimal=True))
SwingIndex = Column(Float(asdecimal=True))
Ulcer10 = Column(Float(asdecimal=True))
Ulcer5 = Column(Float(asdecimal=True))
Hurst = Column(Float(asdecimal=True))
ACD6 = Column(Float(asdecimal=True))
ACD20 = Column(Float(asdecimal=True))
EMA12 = Column(Float(asdecimal=True))
EMA26 = Column(Float(asdecimal=True))
APBMA = Column(Float(asdecimal=True))
BBI = Column(Float(asdecimal=True))
BBIC = Column(Float(asdecimal=True))
TEMA10 = Column(Float(asdecimal=True))
TEMA5 = Column(Float(asdecimal=True))
MA10Close = Column(Float(asdecimal=True))
AR = Column(Float(asdecimal=True))
BR = Column(Float(asdecimal=True))
ARBR = Column(Float(asdecimal=True))
CR20 = Column(Float(asdecimal=True))
MassIndex = Column(Float(asdecimal=True))
BearPower = Column(Float(asdecimal=True))
BullPower = Column(Float(asdecimal=True))
Elder = Column(Float(asdecimal=True))
NVI = Column(Float(asdecimal=True))
PVI = Column(Float(asdecimal=True))
RC12 = Column(Float(asdecimal=True))
RC24 = Column(Float(asdecimal=True))
JDQS20 = Column(Float(asdecimal=True))
Variance20 = Column(Float(asdecimal=True))
Variance60 = Column(Float(asdecimal=True))
Variance120 = Column(Float(asdecimal=True))
Kurtosis20 = Column(Float(asdecimal=True))
Kurtosis60 = Column(Float(asdecimal=True))
Kurtosis120 = Column(Float(asdecimal=True))
Alpha20 = Column(Float(asdecimal=True))
Alpha60 = Column(Float(asdecimal=True))
Alpha120 = Column(Float(asdecimal=True))
Beta20 = Column(Float(asdecimal=True))
Beta60 = Column(Float(asdecimal=True))
Beta120 = Column(Float(asdecimal=True))
SharpeRatio20 = Column(Float(asdecimal=True))
SharpeRatio60 = Column(Float(asdecimal=True))
SharpeRatio120 = Column(Float(asdecimal=True))
TreynorRatio20 = Column(Float(asdecimal=True))
TreynorRatio60 = Column(Float(asdecimal=True))
TreynorRatio120 = Column(Float(asdecimal=True))
InformationRatio20 = Column(Float(asdecimal=True))
InformationRatio60 = Column(Float(asdecimal=True))
InformationRatio120 = Column(Float(asdecimal=True))
GainVariance20 = Column(Float(asdecimal=True))
GainVariance60 = Column(Float(asdecimal=True))
GainVariance120 = Column(Float(asdecimal=True))
LossVariance20 = Column(Float(asdecimal=True))
LossVariance60 = Column(Float(asdecimal=True))
LossVariance120 = Column(Float(asdecimal=True))
GainLossVarianceRatio20 = Column(Float(asdecimal=True))
GainLossVarianceRatio60 = Column(Float(asdecimal=True))
GainLossVarianceRatio120 = Column(Float(asdecimal=True))
RealizedVolatility = Column(Float(asdecimal=True))
REVS60 = Column(Float(asdecimal=True))
REVS120 = Column(Float(asdecimal=True))
REVS250 = Column(Float(asdecimal=True))
REVS750 = Column(Float(asdecimal=True))
REVS5m20 = Column(Float(asdecimal=True))
REVS5m60 = Column(Float(asdecimal=True))
REVS5Indu1 = Column(Float(asdecimal=True))
REVS20Indu1 = Column(Float(asdecimal=True))
Volumn1M = Column(Float(asdecimal=True))
Volumn3M = Column(Float(asdecimal=True))
Price1M = Column(Float(asdecimal=True))
Price3M = Column(Float(asdecimal=True))
Price1Y = Column(Float(asdecimal=True))
Rank1M = Column(Float(asdecimal=True))
CashDividendCover = Column(Float(asdecimal=True))
DividendCover = Column(Float(asdecimal=True))
DividendPaidRatio = Column(Float(asdecimal=True))
RetainedEarningRatio = Column(Float(asdecimal=True))
CashEquivalentPS = Column(Float(asdecimal=True))
DividendPS = Column(Float(asdecimal=True))
EPSTTM = Column(Float(asdecimal=True))
NetAssetPS = Column(Float(asdecimal=True))
TORPS = Column(Float(asdecimal=True))
TORPSLatest = Column(Float(asdecimal=True))
OperatingRevenuePS = Column(Float(asdecimal=True))
OperatingRevenuePSLatest = Column(Float(asdecimal=True))
OperatingProfitPS = Column(Float(asdecimal=True))
OperatingProfitPSLatest = Column(Float(asdecimal=True))
CapitalSurplusFundPS = Column(Float(asdecimal=True))
SurplusReserveFundPS = Column(Float(asdecimal=True))
UndividedProfitPS = Column(Float(asdecimal=True))
RetainedEarningsPS = Column(Float(asdecimal=True))
OperCashFlowPS = Column(Float(asdecimal=True))
CashFlowPS = Column(Float(asdecimal=True))
NetNonOIToTP = Column(Float(asdecimal=True))
NetNonOIToTPLatest = Column(Float(asdecimal=True))
PeriodCostsRate = Column(Float(asdecimal=True))
InterestCover = Column(Float(asdecimal=True))
NetProfitGrowRate3Y = Column(Float(asdecimal=True))
NetProfitGrowRate5Y = Column(Float(asdecimal=True))
OperatingRevenueGrowRate3Y = Column(Float(asdecimal=True))
OperatingRevenueGrowRate5Y = Column(Float(asdecimal=True))
NetCashFlowGrowRate = Column(Float(asdecimal=True))
NetProfitCashCover = Column(Float(asdecimal=True))
OperCashInToAsset = Column(Float(asdecimal=True))
CashConversionCycle = Column(Float(asdecimal=True))
OperatingCycle = Column(Float(asdecimal=True))
PEG3Y = Column(Float(asdecimal=True))
PEG5Y = Column(Float(asdecimal=True))
PEIndu = Column(Float(asdecimal=True))
PBIndu = Column(Float(asdecimal=True))
PSIndu = Column(Float(asdecimal=True))
PCFIndu = Column(Float(asdecimal=True))
PEHist20 = Column(Float(asdecimal=True))
PEHist60 = Column(Float(asdecimal=True))
PEHist120 = Column(Float(asdecimal=True))
PEHist250 = Column(Float(asdecimal=True))
StaticPE = Column(Float(asdecimal=True))
ForwardPE = Column(Float(asdecimal=True))
EnterpriseFCFPS = Column(Float(asdecimal=True))
ShareholderFCFPS = Column(Float(asdecimal=True))
ROEDiluted = Column(Float(asdecimal=True))
ROEAvg = Column(Float(asdecimal=True))
ROEWeighted = Column(Float(asdecimal=True))
ROECut = Column(Float(asdecimal=True))
ROECutWeighted = Column(Float(asdecimal=True))
ROIC = Column(Float(asdecimal=True))
ROAEBIT = Column(Float(asdecimal=True))
ROAEBITTTM = Column(Float(asdecimal=True))
OperatingNIToTP = Column(Float(asdecimal=True))
OperatingNIToTPLatest = Column(Float(asdecimal=True))
InvestRAssociatesToTP = Column(Float(asdecimal=True))
InvestRAssociatesToTPLatest = Column(Float(asdecimal=True))
NPCutToNP = Column(Float(asdecimal=True))
SuperQuickRatio = Column(Float(asdecimal=True))
TSEPToInterestBearDebt = Column(Float(asdecimal=True))
DebtTangibleEquityRatio = Column(Float(asdecimal=True))
TangibleAToInteBearDebt = Column(Float(asdecimal=True))
TangibleAToNetDebt = Column(Float(asdecimal=True))
NOCFToTLiability = Column(Float(asdecimal=True))
NOCFToInterestBearDebt = Column(Float(asdecimal=True))
NOCFToNetDebt = Column(Float(asdecimal=True))
TSEPToTotalCapital = Column(Float(asdecimal=True))
InteBearDebtToTotalCapital = Column(Float(asdecimal=True))
NPParentCompanyCutYOY = Column(Float(asdecimal=True))
SalesServiceCashToORLatest = Column(Float(asdecimal=True))
CashRateOfSalesLatest = Column(Float(asdecimal=True))
NOCFToOperatingNILatest = Column(Float(asdecimal=True))
TotalAssets = Column(Float(asdecimal=True))
MktValue = Column(Float(asdecimal=True))
NegMktValue = Column(Float(asdecimal=True))
TEAP = Column(Float(asdecimal=True))
NIAP = Column(Float(asdecimal=True))
TotalFixedAssets = Column(Float(asdecimal=True))
IntFreeCL = Column(Float(asdecimal=True))
IntFreeNCL = Column(Float(asdecimal=True))
IntCL = Column(Float(asdecimal=True))
IntDebt = Column(Float(asdecimal=True))
NetDebt = Column(Float(asdecimal=True))
NetTangibleAssets = Column(Float(asdecimal=True))
WorkingCapital = Column(Float(asdecimal=True))
NetWorkingCapital = Column(Float(asdecimal=True))
TotalPaidinCapital = Column(Float(asdecimal=True))
RetainedEarnings = Column(Float(asdecimal=True))
OperateNetIncome = Column(Float(asdecimal=True))
ValueChgProfit = Column(Float(asdecimal=True))
NetIntExpense = Column(Float(asdecimal=True))
EBIT = Column(Float(asdecimal=True))
EBITDA = Column(Float(asdecimal=True))
EBIAT = Column(Float(asdecimal=True))
NRProfitLoss = Column(Float(asdecimal=True))
NIAPCut = Column(Float(asdecimal=True))
FCFF = Column(Float(asdecimal=True))
FCFE = Column(Float(asdecimal=True))
DA = Column(Float(asdecimal=True))
TRevenueTTM = Column(Float(asdecimal=True))
TCostTTM = Column(Float(asdecimal=True))
RevenueTTM = Column(Float(asdecimal=True))
CostTTM = Column(Float(asdecimal=True))
GrossProfitTTM = Column(Float(asdecimal=True))
SalesExpenseTTM = Column(Float(asdecimal=True))
AdminExpenseTTM = Column(Float(asdecimal=True))
FinanExpenseTTM = Column(Float(asdecimal=True))
AssetImpairLossTTM = Column(Float(asdecimal=True))
NPFromOperatingTTM = Column(Float(asdecimal=True))
NPFromValueChgTTM = Column(Float(asdecimal=True))
OperateProfitTTM = Column(Float(asdecimal=True))
NonOperatingNPTTM = Column(Float(asdecimal=True))
TProfitTTM = Column(Float(asdecimal=True))
NetProfitTTM = Column(Float(asdecimal=True))
NetProfitAPTTM = Column(Float(asdecimal=True))
SaleServiceRenderCashTTM = Column(Float(asdecimal=True))
NetOperateCFTTM = Column(Float(asdecimal=True))
NetInvestCFTTM = Column(Float(asdecimal=True))
NetFinanceCFTTM = Column(Float(asdecimal=True))
GrossProfit = Column(Float(asdecimal=True))
Beta252 = Column(Float(asdecimal=True))
RSTR504 = Column(Float(asdecimal=True))
EPIBS = Column(Float(asdecimal=True))
CETOP = Column(Float(asdecimal=True))
DASTD = Column(Float(asdecimal=True))
CmraCNE5 = Column(Float(asdecimal=True))
HsigmaCNE5 = Column(Float(asdecimal=True))
SGRO = Column(Float(asdecimal=True))
EgibsLong = Column(Float(asdecimal=True))
STOM = Column(Float(asdecimal=True))
STOQ = Column(Float(asdecimal=True))
STOA = Column(Float(asdecimal=True))
NLSIZE = Column(Float(asdecimal=True))
class HaltList(Base):
__tablename__ = 'halt_list'
__table_args__ = (
Index('halt_list_Date_Code_uindex', 'Date', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
haltBeginTime = Column(DateTime)
haltEndTime = Column(DateTime)
secShortName = Column(String(20))
exchangeCD = Column(String(4))
listStatusCD = Column(String(4))
delistDate = Column(DateTime)
assetClass = Column(String(4))
class IndexComponent(Base):
__tablename__ = 'index_components'
__table_args__ = (
Index('index_components_Date_indexCode_Code_uindex', 'Date', 'indexCode', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
effDate = Column(DateTime)
indexShortName = Column(String(20))
indexCode = Column(Integer, primary_key=True, nullable=False)
secShortName = Column(String(20))
exchangeCD = Column(String(4))
weight = Column(Float)
class Market(Base):
__tablename__ = 'market'
__table_args__ = (
Index('market_Date_Code_uindex', 'Date', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
secShortName = Column(String(10))
exchangeCD = Column(String(4))
preClosePrice = Column(Float)
actPreClosePrice = Column(Float)
openPrice = Column(Float)
highestPrice = Column(Float)
lowestPrice = Column(Float)
closePrice = Column(Float)
turnoverVol = Column(Integer)
turnoverValue = Column(Float)
dealAmount = Column(Integer)
turnoverRate = Column(Float)
accumAdjFactor = Column(Float)
negMarketValue = Column(Float)
marketValue = Column(Float)
chgPct = Column(Float)
PE = Column(Float)
PE1 = Column(Float)
PB = Column(Float)
isOpen = Column(Integer)
class RiskCovDay(Base):
__tablename__ = 'risk_cov_day'
__table_args__ = (
Index('risk_cov_day_Date_Factor_uindex', 'Date', 'Factor', unique=True),
Index('risk_cov_day_Date_FactorID_uindex', 'Date', 'FactorID', unique=True)
)
Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float)
MOMENTUM = Column(Float)
SIZE = Column(Float)
EARNYILD = Column(Float)
RESVOL = Column(Float)
GROWTH = Column(Float)
BTOP = Column(Float)
LEVERAGE = Column(Float)
LIQUIDTY = Column(Float)
SIZENL = Column(Float)
Bank = Column(Float)
RealEstate = Column(Float)
Health = Column(Float)
Transportation = Column(Float)
Mining = Column(Float)
NonFerMetal = Column(Float)
HouseApp = Column(Float)
LeiService = Column(Float)
MachiEquip = Column(Float)
BuildDeco = Column(Float)
CommeTrade = Column(Float)
CONMAT = Column(Float)
Auto = Column(Float)
Textile = Column(Float)
FoodBever = Column(Float)
Electronics = Column(Float)
Computer = Column(Float)
LightIndus = Column(Float)
Utilities = Column(Float)
Telecom = Column(Float)
AgriForest = Column(Float)
CHEM = Column(Float)
Media = Column(Float)
IronSteel = Column(Float)
NonBankFinan = Column(Float)
ELECEQP = Column(Float)
AERODEF = Column(Float)
Conglomerates = Column(Float)
COUNTRY = Column(Float)
updateTime = Column(DateTime)
class RiskCovLong(Base):
__tablename__ = 'risk_cov_long'
__table_args__ = (
Index('risk_cov_long_Date_Factor_uindex', 'Date', 'Factor', unique=True),
Index('risk_cov_long_Date_FactorID_uindex', 'Date', 'FactorID', unique=True)
)
Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float)
MOMENTUM = Column(Float)
SIZE = Column(Float)
EARNYILD = Column(Float)
RESVOL = Column(Float)
GROWTH = Column(Float)
BTOP = Column(Float)
LEVERAGE = Column(Float)
LIQUIDTY = Column(Float)
SIZENL = Column(Float)
Bank = Column(Float)
RealEstate = Column(Float)
Health = Column(Float)
Transportation = Column(Float)
Mining = Column(Float)
NonFerMetal = Column(Float)
HouseApp = Column(Float)
LeiService = Column(Float)
MachiEquip = Column(Float)
BuildDeco = Column(Float)
CommeTrade = Column(Float)
CONMAT = Column(Float)
Auto = Column(Float)
Textile = Column(Float)
FoodBever = Column(Float)
Electronics = Column(Float)
Computer = Column(Float)
LightIndus = Column(Float)
Utilities = Column(Float)
Telecom = Column(Float)
AgriForest = Column(Float)
CHEM = Column(Float)
Media = Column(Float)
IronSteel = Column(Float)
NonBankFinan = Column(Float)
ELECEQP = Column(Float)
AERODEF = Column(Float)
Conglomerates = Column(Float)
COUNTRY = Column(Float)
updateTime = Column(DateTime)
class RiskCovShort(Base):
__tablename__ = 'risk_cov_short'
__table_args__ = (
Index('risk_cov_short_Date_Factor_uindex', 'Date', 'Factor', unique=True),
Index('risk_cov_short_Date_FactorID_uindex', 'Date', 'FactorID', unique=True)
)
Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float)
MOMENTUM = Column(Float)
SIZE = Column(Float)
EARNYILD = Column(Float)
RESVOL = Column(Float)
GROWTH = Column(Float)
BTOP = Column(Float)
LEVERAGE = Column(Float)
LIQUIDTY = Column(Float)
SIZENL = Column(Float)
Bank = Column(Float)
RealEstate = Column(Float)
Health = Column(Float)
Transportation = Column(Float)
Mining = Column(Float)
NonFerMetal = Column(Float)
HouseApp = Column(Float)
LeiService = Column(Float)
MachiEquip = Column(Float)
BuildDeco = Column(Float)
CommeTrade = Column(Float)
CONMAT = Column(Float)
Auto = Column(Float)
Textile = Column(Float)
FoodBever = Column(Float)
Electronics = Column(Float)
Computer = Column(Float)
LightIndus = Column(Float)
Utilities = Column(Float)
Telecom = Column(Float)
AgriForest = Column(Float)
CHEM = Column(Float)
Media = Column(Float)
IronSteel = Column(Float)
NonBankFinan = Column(Float)
ELECEQP = Column(Float)
AERODEF = Column(Float)
Conglomerates = Column(Float)
COUNTRY = Column(Float)
updateTime = Column(DateTime)
class RiskExposure(Base):
__tablename__ = 'risk_exposure'
__table_args__ = (
Index('risk_exposure_Date_Code_uindex', 'Date', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
BETA = Column(Float(asdecimal=True))
MOMENTUM = Column(Float(asdecimal=True))
SIZE = Column(Float(asdecimal=True))
EARNYILD = Column(Float(asdecimal=True))
RESVOL = Column(Float(asdecimal=True))
GROWTH = Column(Float(asdecimal=True))
BTOP = Column(Float(asdecimal=True))
LEVERAGE = Column(Float(asdecimal=True))
LIQUIDTY = Column(Float(asdecimal=True))
SIZENL = Column(Float(asdecimal=True))
Bank = Column(BigInteger)
RealEstate = Column(BigInteger)
Health = Column(BigInteger)
Transportation = Column(BigInteger)
Mining = Column(BigInteger)
NonFerMetal = Column(BigInteger)
HouseApp = Column(BigInteger)
LeiService = Column(BigInteger)
MachiEquip = Column(BigInteger)
BuildDeco = Column(BigInteger)
CommeTrade = Column(BigInteger)
CONMAT = Column(BigInteger)
Auto = Column(BigInteger)
Textile = Column(BigInteger)
FoodBever = Column(BigInteger)
Electronics = Column(BigInteger)
Computer = Column(BigInteger)
LightIndus = Column(BigInteger)
Utilities = Column(BigInteger)
Telecom = Column(BigInteger)
AgriForest = Column(BigInteger)
CHEM = Column(BigInteger)
Media = Column(BigInteger)
IronSteel = Column(BigInteger)
NonBankFinan = Column(BigInteger)
ELECEQP = Column(BigInteger)
AERODEF = Column(BigInteger)
Conglomerates = Column(BigInteger)
COUNTRY = Column(BigInteger)
updateTime = Column(DateTime)
class RiskReturn(Base):
__tablename__ = 'risk_return'
Date = Column(DateTime, primary_key=True, unique=True)
BETA = Column(Float(asdecimal=True))
MOMENTUM = Column(Float(asdecimal=True))
SIZE = Column(Float(asdecimal=True))
EARNYILD = Column(Float(asdecimal=True))
RESVOL = Column(Float(asdecimal=True))
GROWTH = Column(Float(asdecimal=True))
BTOP = Column(Float(asdecimal=True))
LEVERAGE = Column(Float(asdecimal=True))
LIQUIDTY = Column(Float(asdecimal=True))
SIZENL = Column(Float(asdecimal=True))
Bank = Column(Float(asdecimal=True))
RealEstate = Column(Float(asdecimal=True))
Health = Column(Float(asdecimal=True))
Transportation = Column(Float(asdecimal=True))
Mining = Column(Float(asdecimal=True))
NonFerMetal = Column(Float(asdecimal=True))
HouseApp = Column(Float(asdecimal=True))
LeiService = Column(Float(asdecimal=True))
MachiEquip = Column(Float(asdecimal=True))
BuildDeco = Column(Float(asdecimal=True))
CommeTrade = Column(Float(asdecimal=True))
CONMAT = Column(Float(asdecimal=True))
Auto = Column(Float(asdecimal=True))
Textile = Column(Float(asdecimal=True))
FoodBever = Column(Float(asdecimal=True))
Electronics = Column(Float(asdecimal=True))
Computer = Column(Float(asdecimal=True))
LightIndus = Column(Float(asdecimal=True))
Utilities = Column(Float(asdecimal=True))
Telecom = Column(Float(asdecimal=True))
AgriForest = Column(Float(asdecimal=True))
CHEM = Column(Float(asdecimal=True))
Media = Column(Float(asdecimal=True))
IronSteel = Column(Float(asdecimal=True))
NonBankFinan = Column(Float(asdecimal=True))
ELECEQP = Column(Float(asdecimal=True))
AERODEF = Column(Float(asdecimal=True))
Conglomerates = Column(Float(asdecimal=True))
COUNTRY = Column(Float(asdecimal=True))
updateTime = Column(DateTime)
class SpecificReturn(Base):
__tablename__ = 'specific_return'
__table_args__ = (
Index('specific_return_Date_Code_uindex', 'Date', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
spret = Column(Float(asdecimal=True))
updateTime = Column(DateTime)
class SpecificRiskDay(Base):
__tablename__ = 'specific_risk_day'
__table_args__ = (
Index('specific_risk_day_Date_Code_uindex', 'Date', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
SRISK = Column(Float(asdecimal=True))
updateTime = Column(DateTime)
class SpecificRiskLong(Base):
__tablename__ = 'specific_risk_long'
__table_args__ = (
Index('specific_risk_long_Date_Code_uindex', 'Date', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
updateTime = Column(DateTime)
SRISK = Column(Float(asdecimal=True))
class SpecificRiskShort(Base):
__tablename__ = 'specific_risk_short'
__table_args__ = (
Index('specific_risk_short_Date_Code_uindex', 'Date', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
SRISK = Column(Float(asdecimal=True))
updateTime = Column(DateTime)
class Strategy(Base):
__tablename__ = 'strategy'
__table_args__ = (
Index('strategy_Date_strategyName_factor_uindex', 'Date', 'strategyName', 'factor', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
strategyName = Column(String(20), primary_key=True, nullable=False)
factor = Column(String(20), primary_key=True, nullable=False)
weight = Column(Float)
source = Column(String(20))
class Universe(Base):
__tablename__ = 'universe'
__table_args__ = (
Index('universe_Date_universe_Code_uindex', 'Date', 'universe', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
universe = Column(String(20), primary_key=True, nullable=False)
if __name__ == '__main__':
from sqlalchemy import create_engine
engine = create_engine('mysql+mysqldb://sa:We051253524522@rm-bp1psdz5615icqc0yo.mysql.rds.aliyuncs.com/test?charset=utf8')
Base.metadata.create_all(engine)
setup.py
View file @ 0b508049
...@@ -27,6 +27,7 @@ setup( ...@@ -27,6 +27,7 @@ setup(
license='MIT', license='MIT',
author='wegamekinglc', author='wegamekinglc',
author_email='', author_email='',
scripts=['alphamind/bin/alphamind'],
install_requires=io.open('requirements.txt', encoding='utf8').read(), install_requires=io.open('requirements.txt', encoding='utf8').read(),
include_dirs=[np.get_include()], include_dirs=[np.get_include()],
description='' description=''
......
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment