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alpha-mind
Commit 42b5d826 authored by Dr.李's avatar Dr.李
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update models

parent d571d54e
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Showing with 52 additions and 48 deletions
alphamind/data/dbmodel/models.py
View file @ 42b5d826
......@@ -5,7 +5,7 @@ Created on 2017-6-29
@author: cheng.li
"""
from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, String
from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, String, Text, text
from sqlalchemy.ext.declarative import declarative_base
......@@ -30,11 +30,11 @@ class FactorMaster(Base):
Index('factor_meta_factor_source_pk', 'factor', 'source', unique=True),
)
factor = Column(String(30, 'Chinese_PRC_CI_AS'), nullable=False)
source = Column(String(30, 'Chinese_PRC_CI_AS'), nullable=False)
alias = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True)
factor = Column(String(30, 'utf8_general_ci'), nullable=False)
source = Column(String(30, 'utf8_general_ci'), nullable=False)
alias = Column(String(50, 'utf8_general_ci'), primary_key=True)
updateTime = Column(DateTime, nullable=False)
description = Column(Text(2147483647, 'Chinese_PRC_CI_AS'))
description = Column(Text(2147483647, 'utf8_general_ci'))
class HaltList(Base):
......@@ -47,11 +47,11 @@ class HaltList(Base):
Code = Column(Integer, primary_key=True, nullable=False)
haltBeginTime = Column(DateTime)
haltEndTime = Column(DateTime)
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
listStatusCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(20, 'utf8_general_ci'))
exchangeCD = Column(String(4, 'utf8_general_ci'))
listStatusCD = Column(String(4, 'utf8_general_ci'))
delistDate = Column(DateTime)
assetClass = Column(String(4, 'Chinese_PRC_CI_AS'))
assetClass = Column(String(4, 'utf8_general_ci'))
class IndexComponent(Base):
......@@ -63,10 +63,10 @@ class IndexComponent(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
effDate = Column(DateTime)
indexShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
indexShortName = Column(String(20, 'utf8_general_ci'))
indexCode = Column(Integer, primary_key=True, nullable=False)
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(20, 'utf8_general_ci'))
exchangeCD = Column(String(4, 'utf8_general_ci'))
weight = Column(Float(53))
......@@ -78,17 +78,17 @@ class Industry(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
industry = Column(String(30, 'Chinese_PRC_CI_AS'), nullable=False)
industry = Column(String(30, 'utf8_general_ci'), nullable=False)
industryID = Column(BigInteger, primary_key=True, nullable=False)
industrySymbol = Column(String(20, 'Chinese_PRC_CI_AS'))
industrySymbol = Column(String(20, 'utf8_general_ci'))
industryID1 = Column(BigInteger, nullable=False)
industryName1 = Column(String(50, 'Chinese_PRC_CI_AS'))
industryName1 = Column(String(50, 'utf8_general_ci'))
industryID2 = Column(BigInteger)
industryName2 = Column(String(50, 'Chinese_PRC_CI_AS'))
industryName2 = Column(String(50, 'utf8_general_ci'))
industryID3 = Column(BigInteger)
industryName3 = Column(String(50, 'Chinese_PRC_CI_AS'))
industryName3 = Column(String(50, 'utf8_general_ci'))
IndustryID4 = Column(BigInteger)
IndustryName4 = Column(String(50, 'Chinese_PRC_CI_AS'))
IndustryName4 = Column(String(50, 'utf8_general_ci'))
class Market(Base):
......@@ -99,8 +99,8 @@ class Market(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
secShortName = Column(String(10, 'Chinese_PRC_CI_AS'))
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(10, 'utf8_general_ci'))
exchangeCD = Column(String(4, 'utf8_general_ci'))
preClosePrice = Column(Float(53))
actPreClosePrice = Column(Float(53))
openPrice = Column(Float(53))
......@@ -129,11 +129,11 @@ class Performance(Base):
)
Date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
portfolio = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
industry = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
source = Column(String(20, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
universe = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
type = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False)
portfolio = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
industry = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
source = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False)
universe = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
er = Column(Float(53), nullable=False)
turn_over = Column(Float(53))
ic = Column(Float(53))
......@@ -148,7 +148,7 @@ class RiskCovDay(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
Factor = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
......@@ -200,7 +200,7 @@ class RiskCovLong(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
Factor = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
......@@ -252,7 +252,7 @@ class RiskCovShort(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
Factor = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
......@@ -303,8 +303,8 @@ class RiskExposure(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
exchangeCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(20, 'utf8_general_ci'))
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
......@@ -401,8 +401,8 @@ class SpecificReturn(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
exchangeCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(20, 'utf8_general_ci'))
spret = Column(Float(53))
updateTime = Column(DateTime)
......@@ -415,8 +415,8 @@ class SpecificRiskDay(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
exchangeCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(20, 'utf8_general_ci'))
SRISK = Column(Float(53))
updateTime = Column(DateTime)
......@@ -429,8 +429,8 @@ class SpecificRiskLong(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
exchangeCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(20, 'utf8_general_ci'))
updateTime = Column(DateTime)
SRISK = Column(Float(53))
......@@ -443,8 +443,8 @@ class SpecificRiskShort(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
exchangeCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(20, 'utf8_general_ci'))
SRISK = Column(Float(53))
updateTime = Column(DateTime)
......@@ -456,21 +456,25 @@ class Strategy(Base):
)
Date = Column(DateTime, primary_key=True, nullable=False)
strategyName = Column(String(20, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
factor = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
strategyName = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False)
factor = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
weight = Column(Float(53))
source = Column(String(20, 'Chinese_PRC_CI_AS'))
source = Column(String(20, 'utf8_general_ci'))
class Tiny(Base):
__tablename__ = 'tiny'
Date = Column(DateTime, primary_key=True, nullable=False, server_default=text("(NULL)"))
Code = Column(Integer, primary_key=True, nullable=False, server_default=text("(NULL)"))
CFinc1 = Column(Float(53), server_default=text("(NULL)"))
BDTO = Column(Float(53), server_default=text("(NULL)"))
RVOL = Column(Float(53), server_default=text("(NULL)"))
CHV = Column(Float(53), server_default=text("(NULL)"))
__table_args__ = (
Index('tiny_Date_Code_uindex', 'Date', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
CFinc1 = Column(Float(53))
BDTO = Column(Float(53))
RVOL = Column(Float(53))
CHV = Column(Float(53))
VAL = Column(Float(53))
EPSAfterNonRecurring = Column(Float(53))
DivP = Column(Float(53))
......@@ -484,7 +488,7 @@ class Universe(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
universe = Column(String(20, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
universe = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False)
class Uqer(Base):
......
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