update models

alphamind/api.py

@@ -43,9 +43,11 @@ def map_freq(freq):
     elif freq == '1w':
         horizon = 4
     elif freq == '2w':
-        horizon = 8
+        horizon = 9
     elif freq == '3w':
-        horizon = 12
+        horizon = 14
+    elif freq == '4w':
+        horizon = 19
     elif freq == '1d':
         horizon = 0
     else:

alphamind/data/dbmodel/models.py

@@ -678,6 +678,8 @@ class Experimental(Base):
     na = Column(Float(53))
     eps_q = Column(Float(53))
     roe_q = Column(Float(53))
+    cfinc1_q = Column(Float(53))
+    val_q = Column(Float(53))
 
 
 class FactorMaster(Base):

alphamind/model/data_preparing.py

@@ -82,7 +82,7 @@ def prepare_data(engine: SqlEngine,
                          frequency,
                          calendar='china.sse',
                          dateRule=BizDayConventions.Following,
-                         dateGenerationRule=DateGeneration.Backward)
+                         dateGenerationRule=DateGeneration.Forward)
 
     dates = [d.strftime('%Y-%m-%d') for d in dates]