update model

alphamind/data/dbmodel/models.py

@@ -5,7 +5,7 @@ Created on 2017-6-29
 @author: cheng.li
 """
 
-from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, JSON, String, Text, Table
+from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, JSON, String, Text, Boolean
 from sqlalchemy.ext.declarative import declarative_base
 
 Base = declarative_base()
@@ -1707,6 +1707,10 @@ class DailyPortfolios(Base):
     portfolio_name = Column(String(50), primary_key=True, nullable=False)
     code = Column(BigInteger, primary_key=True, nullable=False)
     weight = Column(Float(53), nullable=False)
+    er = Column(Float(53), nullable=False)
+    industry = Column(String(50), nullable=False)
+    benchmark_weight = Column(Float(53), nullable=False)
+    is_tradable = Column(Boolean, nullable=False)
 
 
 class PortfolioSettings(Base):

alphamind/data/engines/sqlengine.py

@@ -535,20 +535,16 @@ class SqlEngine(object):
 
     def fetch_model(self,
                     ref_date,
-                    portfolio=None,
                     model_type=None,
-                    version=None) -> pd.DataFrame:
+                    model_version=None) -> pd.DataFrame:
 
         conditions = [Models.trade_date == ref_date]
 
-        if portfolio:
-            conditions.append(Models.portfolio_name == portfolio)
-
         if model_type:
             conditions.append(Models.model_type == model_type)
 
-        if version:
-            conditions.append(Models.version == version)
+        if model_version:
+            conditions.append(Models.model_version == model_version)
 
         query = select([Models]).where(and_(*conditions))