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alpha-mind
Commit 442c42fc authored by Dr.李's avatar Dr.李
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update models

parent 1f78041b
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Showing with 847 additions and 852 deletions
alphamind/data/dbmodel/models.py
View file @ 442c42fc
......@@ -5,189 +5,17 @@ Created on 2017-6-29
@author: cheng.li
"""
from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, JSON, String, Text, Boolean
from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, JSON, String, Text, Boolean, text
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', 'trade_date', 'code', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
d1 = Column(Float(53))
class Experimental(Base):
__tablename__ = 'experimental'
__table_args__ = (
Index('experimental_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
CHV = Column(Float(53))
DROE = Column(Float(53))
IVR = Column(Float(53))
ROEAfterNonRecurring = Column(Float(53))
EPAfterNonRecurring = Column(Float(53))
DROEAfterNonRecurring = Column(Float(53))
CFinc1 = Column(Float(53))
xueqiu_hotness = Column(Float(53))
class FactorMaster(Base):
__tablename__ = 'factor_master'
__table_args__ = (
Index('factor_master_factor_source_uindex', 'factor', 'source', unique=True),
)
factor = Column(String(30), primary_key=True, nullable=False)
source = Column(String(30), primary_key=True, nullable=False)
alias = Column(String(50), nullable=False)
updateTime = Column(DateTime)
description = Column(Text)
class HaltList(Base):
__tablename__ = 'halt_list'
__table_args__ = (
Index('halt_list_Date_Code_haltBeginTime_uindex', 'trade_date', 'code', 'haltBeginTime', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
haltBeginTime = Column(DateTime, primary_key=True, nullable=False)
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', 'trade_date', 'indexCode', 'code', unique=True),
)
trade_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(53))
class Industry(Base):
__tablename__ = 'industry'
__table_args__ = (
Index('industry_Date_Code_industryID_uindex', 'trade_date', 'code', 'industryID', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
industry = Column(String(30), nullable=False)
industryID = Column(BigInteger, primary_key=True, nullable=False)
industrySymbol = Column(String(20))
industryID1 = Column(BigInteger, nullable=False)
industryName1 = Column(String(50))
industryID2 = Column(BigInteger)
industryName2 = Column(String(50))
industryID3 = Column(BigInteger)
industryName3 = Column(String(50))
IndustryID4 = Column(BigInteger)
IndustryName4 = Column(String(50))
class LegacyFactor(Base):
__tablename__ = 'legacy_factor'
__table_args__ = (
Index('legacy_factor_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
ROEAfterNonRecurring = Column(Float(53))
EPSAfterNonRecurring = Column(Float(53))
EODPrice = Column(Float(53))
LogFloatCap = Column(Float(53))
BPS = Column(Float(53))
SPS = Column(Float(53))
DebtToAsset = Column(Float(53))
STOM = Column(Float(53))
DROEAfterNonRecurring = Column(Float(53))
LogTotalCap = Column(Float(53))
BP = Column(Float(53))
SP = Column(Float(53))
EPAfterNonRecurring = Column(Float(53))
DivToB = Column(Float(53))
DivP = Column(Float(53))
EBITToSales = Column(Float(53))
EBITAToSales = Column(Float(53))
EVToSales = Column(Float(53))
EVToEBIT = Column(Float(53))
EVToEBITDA = Column(Float(53))
EVToNOPLAT = Column(Float(53))
EVToIC = Column(Float(53))
ROIC = Column(Float(53))
FCFFPS = Column(Float(53))
FCFFToEarningAfterNonRecurring = Column(Float(53))
FCFFP = Column(Float(53))
ProfitToAsset = Column(Float(53))
GrossProfitRatio = Column(Float(53))
NetProfitRatio = Column(Float(53))
LATO = Column(Float(53))
FATO = Column(Float(53))
TATO = Column(Float(53))
EquityTO = Column(Float(53))
PayableTO = Column(Float(53))
RecievableTO = Column(Float(53))
RevenueGrowth = Column(Float(53))
GrossProfitGrowth = Column(Float(53))
NetProfitGrowth = Column(Float(53))
GrossCFToRevenue = Column(Float(53))
CFToRevenue = Column(Float(53))
CFToProfit = Column(Float(53))
CFToAsset = Column(Float(53))
GrossCFGrowth = Column(Float(53))
CFGrowth = Column(Float(53))
ICFGrowth = Column(Float(53))
AveAmount60 = Column(Float(53))
PeriodReturn60 = Column(Float(53))
AmountRatio60to250 = Column(Float(53))
CFPS = Column(Float(53))
CFP = Column(Float(53))
NetCFGrowth = Column(Float(53))
NetCFGrowthP = Column(Float(53))
NetCash = Column(Float(53))
NetCashP = Column(Float(53))
BVPSGrowth = Column(Float(53))
EquityPSGrowth = Column(Float(53))
WholeSales = Column(Float(53))
WholeProfitAfterNonRecurring = Column(Float(53))
ExpenseRatio = Column(Float(53))
CurrentRatio = Column(Float(53))
QuickRatio = Column(Float(53))
AcidTestRatio = Column(Float(53))
TimeInterestEarnedRatio = Column(Float(53))
DepositReceivedVsSale = Column(Float(53))
DebtRatioExcemptDepRec = Column(Float(53))
SNBARatio = Column(Float(53))
class Market(Base):
__tablename__ = 'market'
class FullFactorView(Base):
__tablename__ = 'full_factor_view'
__table_args__ = (
Index('market_Date_Code_uindex', 'trade_date', 'code', unique=True),
Index('factor_pk', 'trade_date', 'code', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
......@@ -208,496 +36,8 @@ class Market(Base):
negMarketValue = Column(Float(53))
marketValue = Column(Float(53))
chgPct = Column(Float(53))
PE = Column(Float(53))
PE1 = Column(Float(53))
PB = Column(Float(53))
isOpen = Column(Integer)
vwap = Column(Float(53))
class Performance(Base):
__tablename__ = 'performance'
trade_date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20), primary_key=True, nullable=False)
portfolio = Column(String(50), primary_key=True, nullable=False)
source = Column(String(20), primary_key=True, nullable=False)
universe = Column(String(50), primary_key=True, nullable=False)
benchmark = Column(Integer, primary_key=True, nullable=False)
er = Column(Float(53), nullable=False)
turn_over = Column(Float(53))
ic = Column(Float(53))
class PnlLog(Base):
__tablename__ = 'pnl_log'
__table_args__ = (
Index('pnl_log_trade_date_portfolio_name_uindex', 'trade_date', 'portfolio_name', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
portfolio_name = Column(String(50), primary_key=True, nullable=False)
excess_return = Column(Float(53))
pct_change = Column(Float(53))
class Positions(Base):
__tablename__ = 'positions'
source = Column(String(50), primary_key=True, nullable=False, index=True)
universe = Column(String(50), primary_key=True, nullable=False, index=True)
benchmark = Column(Integer, primary_key=True, nullable=False, index=True)
trade_date = Column(DateTime, primary_key=True, nullable=False, index=True)
portfolio = Column(String(50), primary_key=True, nullable=False, index=True)
type = Column(String(50), primary_key=True, nullable=False, index=True)
weight = Column(JSON)
class QuantileAnalysis(Base):
__tablename__ = 'quantile_analysis'
trade_date = Column(DateTime, primary_key=True, nullable=False)
portfolio = Column(String(50), primary_key=True, nullable=False)
universe = Column(String(20), primary_key=True, nullable=False)
benchmark = Column(Integer, primary_key=True, nullable=False)
q1 = Column(Float(53))
q2 = Column(Float(53))
q3 = Column(Float(53))
q4 = Column(Float(53))
q5 = Column(Float(53))
q6 = Column(Float(53))
q7 = Column(Float(53))
q8 = Column(Float(53))
q9 = Column(Float(53))
q10 = Column(Float(53))
class RebalanceLog(Base):
__tablename__ = 'rebalance_log'
__table_args__ = (
Index('rebalance_log_trade_date_code_portfolio_name_uindex', 'trade_date', 'code', 'portfolio_name', unique=True
),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
portfolio_name = Column(String(50), primary_key=True, nullable=False)
factor_date = Column(DateTime, nullable=False)
weight = Column(Float(53), nullable=False)
price = Column(Float(53), nullable=False)
class RiskCovDay(Base):
__tablename__ = 'risk_cov_day'
__table_args__ = (
Index('risk_cov_day_Date_FactorID_uindex', 'trade_date', 'FactorID', unique=True),
Index('risk_cov_day_Date_Factor_uindex', 'trade_date', 'Factor', unique=True)
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(Float(53))
RealEstate = Column(Float(53))
Health = Column(Float(53))
Transportation = Column(Float(53))
Mining = Column(Float(53))
NonFerMetal = Column(Float(53))
HouseApp = Column(Float(53))
LeiService = Column(Float(53))
MachiEquip = Column(Float(53))
BuildDeco = Column(Float(53))
CommeTrade = Column(Float(53))
CONMAT = Column(Float(53))
Auto = Column(Float(53))
Textile = Column(Float(53))
FoodBever = Column(Float(53))
Electronics = Column(Float(53))
Computer = Column(Float(53))
LightIndus = Column(Float(53))
Utilities = Column(Float(53))
Telecom = Column(Float(53))
AgriForest = Column(Float(53))
CHEM = Column(Float(53))
Media = Column(Float(53))
IronSteel = Column(Float(53))
NonBankFinan = Column(Float(53))
ELECEQP = Column(Float(53))
AERODEF = Column(Float(53))
Conglomerates = Column(Float(53))
COUNTRY = Column(Float(53))
updateTime = Column(DateTime)
class RiskCovLong(Base):
__tablename__ = 'risk_cov_long'
__table_args__ = (
Index('risk_cov_long_Date_FactorID_uindex', 'trade_date', 'FactorID', unique=True),
Index('risk_cov_long_Date_Factor_uindex', 'trade_date', 'Factor', unique=True)
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(Float(53))
RealEstate = Column(Float(53))
Health = Column(Float(53))
Transportation = Column(Float(53))
Mining = Column(Float(53))
NonFerMetal = Column(Float(53))
HouseApp = Column(Float(53))
LeiService = Column(Float(53))
MachiEquip = Column(Float(53))
BuildDeco = Column(Float(53))
CommeTrade = Column(Float(53))
CONMAT = Column(Float(53))
Auto = Column(Float(53))
Textile = Column(Float(53))
FoodBever = Column(Float(53))
Electronics = Column(Float(53))
Computer = Column(Float(53))
LightIndus = Column(Float(53))
Utilities = Column(Float(53))
Telecom = Column(Float(53))
AgriForest = Column(Float(53))
CHEM = Column(Float(53))
Media = Column(Float(53))
IronSteel = Column(Float(53))
NonBankFinan = Column(Float(53))
ELECEQP = Column(Float(53))
AERODEF = Column(Float(53))
Conglomerates = Column(Float(53))
COUNTRY = Column(Float(53))
updateTime = Column(DateTime)
class RiskCovShort(Base):
__tablename__ = 'risk_cov_short'
__table_args__ = (
Index('risk_cov_short_Date_FactorID_uindex', 'trade_date', 'FactorID', unique=True),
Index('risk_cov_short_Date_Factor_uindex', 'trade_date', 'Factor', unique=True)
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(Float(53))
RealEstate = Column(Float(53))
Health = Column(Float(53))
Transportation = Column(Float(53))
Mining = Column(Float(53))
NonFerMetal = Column(Float(53))
HouseApp = Column(Float(53))
LeiService = Column(Float(53))
MachiEquip = Column(Float(53))
BuildDeco = Column(Float(53))
CommeTrade = Column(Float(53))
CONMAT = Column(Float(53))
Auto = Column(Float(53))
Textile = Column(Float(53))
FoodBever = Column(Float(53))
Electronics = Column(Float(53))
Computer = Column(Float(53))
LightIndus = Column(Float(53))
Utilities = Column(Float(53))
Telecom = Column(Float(53))
AgriForest = Column(Float(53))
CHEM = Column(Float(53))
Media = Column(Float(53))
IronSteel = Column(Float(53))
NonBankFinan = Column(Float(53))
ELECEQP = Column(Float(53))
AERODEF = Column(Float(53))
Conglomerates = Column(Float(53))
COUNTRY = Column(Float(53))
updateTime = Column(DateTime)
class RiskExposure(Base):
__tablename__ = 'risk_exposure'
__table_args__ = (
Index('risk_exposure_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_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(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
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 RiskMaster(Base):
__tablename__ = 'risk_master'
factor = Column(String(30), primary_key=True, nullable=False)
source = Column(String(30), primary_key=True, nullable=False)
alias = Column(String(30), nullable=False)
type = Column(String(30))
updateTime = Column(DateTime)
description = Column(Text)
FactorID = Column(Integer, nullable=False, unique=True)
vendor = Column(String(30))
class RiskReturn(Base):
__tablename__ = 'risk_return'
trade_date = Column(DateTime, primary_key=True)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(Float(53))
RealEstate = Column(Float(53))
Health = Column(Float(53))
Transportation = Column(Float(53))
Mining = Column(Float(53))
NonFerMetal = Column(Float(53))
HouseApp = Column(Float(53))
LeiService = Column(Float(53))
MachiEquip = Column(Float(53))
BuildDeco = Column(Float(53))
CommeTrade = Column(Float(53))
CONMAT = Column(Float(53))
Auto = Column(Float(53))
Textile = Column(Float(53))
FoodBever = Column(Float(53))
Electronics = Column(Float(53))
Computer = Column(Float(53))
LightIndus = Column(Float(53))
Utilities = Column(Float(53))
Telecom = Column(Float(53))
AgriForest = Column(Float(53))
CHEM = Column(Float(53))
Media = Column(Float(53))
IronSteel = Column(Float(53))
NonBankFinan = Column(Float(53))
ELECEQP = Column(Float(53))
AERODEF = Column(Float(53))
Conglomerates = Column(Float(53))
COUNTRY = Column(Float(53))
updateTime = Column(DateTime)
class RiskStat(Base):
__tablename__ = 'risk_stats'
__table_args__ = (
Index('risk_stats_uindex', 'trade_date', 'type', 'portfolio', 'source', 'universe', 'benchmark', 'factor',
unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20), primary_key=True, nullable=False)
portfolio = Column(String(50), primary_key=True, nullable=False)
source = Column(String(20), primary_key=True, nullable=False)
universe = Column(String(50), primary_key=True, nullable=False)
benchmark = Column(Integer, primary_key=True, nullable=False)
factor = Column(String(30), primary_key=True, nullable=False)
exposure = Column(Float(53))
class SecurityMaster(Base):
__tablename__ = 'security_master'
exchangeCD = Column(String(4))
ListSectorCD = Column(BigInteger)
ListSector = Column(String(6))
transCurrCD = Column(Text)
secShortName = Column(String(10))
secFullName = Column(Text)
listStatusCD = Column(String(2))
listDate = Column(DateTime)
delistDate = Column(DateTime)
equTypeCD = Column(String(4))
equType = Column(String(10))
exCountryCD = Column(String(3))
partyID = Column(BigInteger)
totalShares = Column(Float(53))
nonrestFloatShares = Column(Float(53))
nonrestfloatA = Column(Float(53))
officeAddr = Column(Text)
primeOperating = Column(Text)
endDate = Column(DateTime)
TShEquity = Column(Float(53))
code = Column(Integer, primary_key=True, nullable=False)
class SpecificReturn(Base):
__tablename__ = 'specific_return'
__table_args__ = (
Index('specific_return_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_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(53))
updateTime = Column(DateTime)
class SpecificRiskDay(Base):
__tablename__ = 'specific_risk_day'
__table_args__ = (
Index('specific_risk_day_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_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(53))
updateTime = Column(DateTime)
class SpecificRiskLong(Base):
__tablename__ = 'specific_risk_long'
__table_args__ = (
Index('specific_risk_long_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_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(53))
class SpecificRiskShort(Base):
__tablename__ = 'specific_risk_short'
__table_args__ = (
Index('specific_risk_short_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_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(53))
updateTime = Column(DateTime)
class Strategy(Base):
__tablename__ = 'strategy'
__table_args__ = (
Index('strategy_Date_strategyName_factor_uindex', 'trade_date', 'strategyName', 'factor', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
strategyName = Column(String(20), primary_key=True, nullable=False)
factor = Column(String(50), primary_key=True, nullable=False)
weight = Column(Float(53))
source = Column(String(20))
class Tiny(Base):
__tablename__ = 'tiny'
trade_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))
class Universe(Base):
__tablename__ = 'universe'
__table_args__ = (
Index('universe_Date_universe_Code_uindex', 'trade_date', 'universe', 'code', unique=True),
)
trade_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)
class Uqer(Base):
__tablename__ = 'uqer'
__table_args__ = (
Index('factors_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
AccountsPayablesTDays = Column(Float(53))
AccountsPayablesTRate = Column(Float(53))
AdminiExpenseRate = Column(Float(53))
......@@ -1119,37 +459,856 @@ class Uqer(Base):
SGRO = Column(Float(53))
EgibsLong = Column(Float(53))
STOM = Column(Float(53))
STOQ = Column(Float(53))
STOA = Column(Float(53))
NLSIZE = Column(Float(53))
STOQ = Column(Float(53))
STOA = Column(Float(53))
NLSIZE = Column(Float(53))
ROEAfterNonRecurring = Column(Float(53))
EPSAfterNonRecurring = Column(Float(53))
EODPrice = Column(Float(53))
LogFloatCap = Column(Float(53))
BPS = Column(Float(53))
SPS = Column(Float(53))
DebtToAsset = Column(Float(53))
DROEAfterNonRecurring = Column(Float(53))
LogTotalCap = Column(Float(53))
BP = Column(Float(53))
SP = Column(Float(53))
EPAfterNonRecurring = Column(Float(53))
DivToB = Column(Float(53))
DivP = Column(Float(53))
EBITToSales = Column(Float(53))
EBITAToSales = Column(Float(53))
EVToSales = Column(Float(53))
EVToEBIT = Column(Float(53))
EVToEBITDA = Column(Float(53))
EVToNOPLAT = Column(Float(53))
EVToIC = Column(Float(53))
FCFFPS = Column(Float(53))
FCFFToEarningAfterNonRecurring = Column(Float(53))
FCFFP = Column(Float(53))
ProfitToAsset = Column(Float(53))
GrossProfitRatio = Column(Float(53))
LATO = Column(Float(53))
FATO = Column(Float(53))
TATO = Column(Float(53))
EquityTO = Column(Float(53))
PayableTO = Column(Float(53))
RecievableTO = Column(Float(53))
RevenueGrowth = Column(Float(53))
GrossProfitGrowth = Column(Float(53))
NetProfitGrowth = Column(Float(53))
GrossCFToRevenue = Column(Float(53))
CFToRevenue = Column(Float(53))
CFToProfit = Column(Float(53))
CFToAsset = Column(Float(53))
GrossCFGrowth = Column(Float(53))
CFGrowth = Column(Float(53))
ICFGrowth = Column(Float(53))
AveAmount60 = Column(Float(53))
PeriodReturn60 = Column(Float(53))
AmountRatio60to250 = Column(Float(53))
CFPS = Column(Float(53))
CFP = Column(Float(53))
NetCFGrowth = Column(Float(53))
NetCFGrowthP = Column(Float(53))
NetCash = Column(Float(53))
NetCashP = Column(Float(53))
BVPSGrowth = Column(Float(53))
EquityPSGrowth = Column(Float(53))
WholeSales = Column(Float(53))
WholeProfitAfterNonRecurring = Column(Float(53))
ExpenseRatio = Column(Float(53))
AcidTestRatio = Column(Float(53))
TimeInterestEarnedRatio = Column(Float(53))
DepositReceivedVsSale = Column(Float(53))
DebtRatioExcemptDepRec = Column(Float(53))
SNBARatio = Column(Float(53))
CFinc1 = Column(Float(53))
BDTO = Column(Float(53))
RVOL = Column(Float(53))
CHV = Column(Float(53))
VAL = Column(Float(53))
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
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)
d_srisk = Column(Float(53))
s_srisk = Column(Float(53))
l_srisk = Column(Float(53))
class DailyPortfolios(Base):
__tablename__ = 'daily_portfolios'
__table_args__ = (
Index('daily_portfolios_pk', 'trade_date', 'portfolio_name', 'code', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
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 DailyReturn(Base):
__tablename__ = 'daily_return'
__table_args__ = (
Index('daily_return_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
d1 = Column(Float(53))
class Experimental(Base):
__tablename__ = 'experimental'
__table_args__ = (
Index('experimental_idx', 'trade_date', 'code', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
CHV = Column(Float(53))
DROE = Column(Float(53))
IVR = Column(Float(53))
ROEAfterNonRecurring = Column(Float(53))
EPAfterNonRecurring = Column(Float(53))
DROEAfterNonRecurring = Column(Float(53))
CFinc1 = Column(Float(53))
class FactorMaster(Base):
__tablename__ = 'factor_master'
__table_args__ = (
Index('factor_master_idx', 'factor', 'source', unique=True),
)
factor = Column(String(30), primary_key=True, nullable=False)
source = Column(String(30), primary_key=True, nullable=False)
alias = Column(String(50), nullable=False)
updateTime = Column(DateTime)
description = Column(Text)
class HaltList(Base):
__tablename__ = 'halt_list'
__table_args__ = (
Index('halt_list_Date_Code_haltBeginTime_uindex', 'trade_date', 'code', 'haltBeginTime', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
haltBeginTime = Column(DateTime, primary_key=True, nullable=False)
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_comp_idx', 'trade_date', 'indexCode', 'code', 'weight'),
)
trade_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(53))
class Industry(Base):
__tablename__ = 'industry'
__table_args__ = (
Index('industry_idx', 'trade_date', 'code', 'industryID', 'industryName1', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
industry = Column(String(30), nullable=False)
industryID = Column(BigInteger, primary_key=True, nullable=False)
industrySymbol = Column(String(20))
industryID1 = Column(BigInteger, nullable=False)
industryName1 = Column(String(50))
industryID2 = Column(BigInteger)
industryName2 = Column(String(50))
industryID3 = Column(BigInteger)
industryName3 = Column(String(50))
IndustryID4 = Column(BigInteger)
IndustryName4 = Column(String(50))
class LegacyFactor(Base):
__tablename__ = 'legacy_factor'
__table_args__ = (
Index('legacy_factor_idx', 'trade_date', 'code', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
ROEAfterNonRecurring = Column(Float(53))
EPSAfterNonRecurring = Column(Float(53))
EODPrice = Column(Float(53))
LogFloatCap = Column(Float(53))
BPS = Column(Float(53))
SPS = Column(Float(53))
DebtToAsset = Column(Float(53))
STOM = Column(Float(53))
DROEAfterNonRecurring = Column(Float(53))
LogTotalCap = Column(Float(53))
BP = Column(Float(53))
SP = Column(Float(53))
EPAfterNonRecurring = Column(Float(53))
DivToB = Column(Float(53))
DivP = Column(Float(53))
EBITToSales = Column(Float(53))
EBITAToSales = Column(Float(53))
EVToSales = Column(Float(53))
EVToEBIT = Column(Float(53))
EVToEBITDA = Column(Float(53))
EVToNOPLAT = Column(Float(53))
EVToIC = Column(Float(53))
ROIC = Column(Float(53))
FCFFPS = Column(Float(53))
FCFFToEarningAfterNonRecurring = Column(Float(53))
FCFFP = Column(Float(53))
ProfitToAsset = Column(Float(53))
GrossProfitRatio = Column(Float(53))
NetProfitRatio = Column(Float(53))
LATO = Column(Float(53))
FATO = Column(Float(53))
TATO = Column(Float(53))
EquityTO = Column(Float(53))
PayableTO = Column(Float(53))
RecievableTO = Column(Float(53))
RevenueGrowth = Column(Float(53))
GrossProfitGrowth = Column(Float(53))
NetProfitGrowth = Column(Float(53))
GrossCFToRevenue = Column(Float(53))
CFToRevenue = Column(Float(53))
CFToProfit = Column(Float(53))
CFToAsset = Column(Float(53))
GrossCFGrowth = Column(Float(53))
CFGrowth = Column(Float(53))
ICFGrowth = Column(Float(53))
AveAmount60 = Column(Float(53))
PeriodReturn60 = Column(Float(53))
AmountRatio60to250 = Column(Float(53))
CFPS = Column(Float(53))
CFP = Column(Float(53))
NetCFGrowth = Column(Float(53))
NetCFGrowthP = Column(Float(53))
NetCash = Column(Float(53))
NetCashP = Column(Float(53))
BVPSGrowth = Column(Float(53))
EquityPSGrowth = Column(Float(53))
WholeSales = Column(Float(53))
WholeProfitAfterNonRecurring = Column(Float(53))
ExpenseRatio = Column(Float(53))
CurrentRatio = Column(Float(53))
QuickRatio = Column(Float(53))
AcidTestRatio = Column(Float(53))
TimeInterestEarnedRatio = Column(Float(53))
DepositReceivedVsSale = Column(Float(53))
DebtRatioExcemptDepRec = Column(Float(53))
SNBARatio = Column(Float(53))
class Market(Base):
__tablename__ = 'market'
__table_args__ = (
Index('market_idx', 'trade_date', 'code', unique=True),
)
trade_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(53))
actPreClosePrice = Column(Float(53))
openPrice = Column(Float(53))
highestPrice = Column(Float(53))
lowestPrice = Column(Float(53))
closePrice = Column(Float(53))
turnoverVol = Column(BigInteger)
turnoverValue = Column(Float(53))
dealAmount = Column(BigInteger)
turnoverRate = Column(Float(53))
accumAdjFactor = Column(Float(53))
negMarketValue = Column(Float(53))
marketValue = Column(Float(53))
chgPct = Column(Float(53))
PE = Column(Float(53))
PE1 = Column(Float(53))
PB = Column(Float(53))
isOpen = Column(Integer)
vwap = Column(Float(53))
class Model(Base):
__tablename__ = 'models'
__table_args__ = (
Index('model_pk', 'trade_date', 'model_type', 'model_version', unique=True),
)
trade_date = Column(DateTime, nullable=False)
model_type = Column(String(30), nullable=False)
model_version = Column(BigInteger, nullable=False)
update_time = Column(DateTime, nullable=False)
model_desc = Column(JSON, nullable=False)
model_id = Column(Integer, primary_key=True, server_default=text("nextval('models_model_id_seq'::regclass)"))
class Performance(Base):
__tablename__ = 'performance'
__table_args__ = (
Index('performance_pk', 'trade_date', 'type', 'portfolio', 'source', 'universe', 'benchmark', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20), primary_key=True, nullable=False)
portfolio = Column(String(50), primary_key=True, nullable=False)
source = Column(String(20), primary_key=True, nullable=False)
universe = Column(String(50), primary_key=True, nullable=False)
benchmark = Column(Integer, primary_key=True, nullable=False)
er = Column(Float(53), nullable=False)
turn_over = Column(Float(53))
ic = Column(Float(53))
class PnlLog(Base):
__tablename__ = 'pnl_log'
__table_args__ = (
Index('pnl_log_idx', 'trade_date', 'portfolio_name', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
portfolio_name = Column(String(50), primary_key=True, nullable=False)
excess_return = Column(Float(53))
pct_change = Column(Float(53))
class PortfolioSettings(Base):
__tablename__ = 'portfolio_settings'
__table_args__ = (
Index('portfolio_pk', 'trade_date', 'portfolio_name', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
portfolio_name = Column(String(50), primary_key=True, nullable=False)
model_id = Column(BigInteger, nullable=False)
class Positions(Base):
__tablename__ = 'positions'
__table_args__ = (
Index('positions_idx', 'trade_date', 'source', 'universe', 'benchmark', 'portfolio', 'type', unique=True),
)
source = Column(String(50), primary_key=True, nullable=False)
universe = Column(String(50), primary_key=True, nullable=False)
benchmark = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
portfolio = Column(String(50), primary_key=True, nullable=False)
type = Column(String(50), primary_key=True, nullable=False)
weight = Column(JSON)
class QuantileAnalysi(Base):
__tablename__ = 'quantile_analysis'
__table_args__ = (
Index('quantile_idx', 'trade_date', 'portfolio', 'universe', 'benchmark', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
portfolio = Column(String(50), primary_key=True, nullable=False)
universe = Column(String(20), primary_key=True, nullable=False)
benchmark = Column(Integer, primary_key=True, nullable=False)
q1 = Column(Float(53))
q2 = Column(Float(53))
q3 = Column(Float(53))
q4 = Column(Float(53))
q5 = Column(Float(53))
q6 = Column(Float(53))
q7 = Column(Float(53))
q8 = Column(Float(53))
q9 = Column(Float(53))
q10 = Column(Float(53))
class RebalanceLog(Base):
__tablename__ = 'rebalance_log'
__table_args__ = (
Index('rebalance_idx', 'trade_date', 'portfolio_name', 'code', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
portfolio_name = Column(String(50), primary_key=True, nullable=False)
factor_date = Column(DateTime, nullable=False)
weight = Column(Float(53), nullable=False)
price = Column(Float(53), nullable=False)
class RiskCovDay(Base):
__tablename__ = 'risk_cov_day'
__table_args__ = (
Index('risk_cov_day_idx', 'trade_date', 'FactorID', 'Factor', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer, nullable=False)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(Float(53))
RealEstate = Column(Float(53))
Health = Column(Float(53))
Transportation = Column(Float(53))
Mining = Column(Float(53))
NonFerMetal = Column(Float(53))
HouseApp = Column(Float(53))
LeiService = Column(Float(53))
MachiEquip = Column(Float(53))
BuildDeco = Column(Float(53))
CommeTrade = Column(Float(53))
CONMAT = Column(Float(53))
Auto = Column(Float(53))
Textile = Column(Float(53))
FoodBever = Column(Float(53))
Electronics = Column(Float(53))
Computer = Column(Float(53))
class RiskCovLong(Base):
__tablename__ = 'risk_cov_long'
__table_args__ = (
Index('risk_cov_long_Date_Factor_uindex', 'trade_date', 'Factor', unique=True),
Index('risk_cov_long_Date_FactorID_uindex', 'trade_date', 'FactorID', unique=True)
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(Float(53))
RealEstate = Column(Float(53))
Health = Column(Float(53))
Transportation = Column(Float(53))
Mining = Column(Float(53))
NonFerMetal = Column(Float(53))
HouseApp = Column(Float(53))
LeiService = Column(Float(53))
MachiEquip = Column(Float(53))
BuildDeco = Column(Float(53))
CommeTrade = Column(Float(53))
CONMAT = Column(Float(53))
Auto = Column(Float(53))
Textile = Column(Float(53))
FoodBever = Column(Float(53))
Electronics = Column(Float(53))
Computer = Column(Float(53))
LightIndus = Column(Float(53))
Utilities = Column(Float(53))
Telecom = Column(Float(53))
AgriForest = Column(Float(53))
CHEM = Column(Float(53))
Media = Column(Float(53))
IronSteel = Column(Float(53))
NonBankFinan = Column(Float(53))
ELECEQP = Column(Float(53))
AERODEF = Column(Float(53))
Conglomerates = Column(Float(53))
COUNTRY = Column(Float(53))
updateTime = Column(DateTime)
class RiskCovShort(Base):
__tablename__ = 'risk_cov_short'
__table_args__ = (
Index('risk_cov_short_Date_FactorID_uindex', 'trade_date', 'FactorID', unique=True),
Index('risk_cov_short_Date_Factor_uindex', 'trade_date', 'Factor', unique=True)
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(Float(53))
RealEstate = Column(Float(53))
Health = Column(Float(53))
Transportation = Column(Float(53))
Mining = Column(Float(53))
NonFerMetal = Column(Float(53))
HouseApp = Column(Float(53))
LeiService = Column(Float(53))
MachiEquip = Column(Float(53))
BuildDeco = Column(Float(53))
CommeTrade = Column(Float(53))
CONMAT = Column(Float(53))
Auto = Column(Float(53))
Textile = Column(Float(53))
FoodBever = Column(Float(53))
Electronics = Column(Float(53))
Computer = Column(Float(53))
LightIndus = Column(Float(53))
Utilities = Column(Float(53))
Telecom = Column(Float(53))
AgriForest = Column(Float(53))
CHEM = Column(Float(53))
Media = Column(Float(53))
IronSteel = Column(Float(53))
NonBankFinan = Column(Float(53))
ELECEQP = Column(Float(53))
AERODEF = Column(Float(53))
Conglomerates = Column(Float(53))
COUNTRY = Column(Float(53))
updateTime = Column(DateTime)
class RiskExposure(Base):
__tablename__ = 'risk_exposure'
__table_args__ = (
Index('risk_exposure_idx', 'trade_date', 'code', unique=True),
)
trade_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(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
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 RiskMaster(Base):
__tablename__ = 'risk_master'
factor = Column(String(30), nullable=False, unique=True)
source = Column(String(30), nullable=False)
alias = Column(String(30), nullable=False)
type = Column(String(30))
updateTime = Column(DateTime)
description = Column(Text)
FactorID = Column(Integer, primary_key=True, unique=True)
vendor = Column(String(30))
class RiskReturn(Base):
__tablename__ = 'risk_return'
trade_date = Column(DateTime, primary_key=True, unique=True)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(Float(53))
RealEstate = Column(Float(53))
Health = Column(Float(53))
Transportation = Column(Float(53))
Mining = Column(Float(53))
NonFerMetal = Column(Float(53))
HouseApp = Column(Float(53))
LeiService = Column(Float(53))
MachiEquip = Column(Float(53))
BuildDeco = Column(Float(53))
CommeTrade = Column(Float(53))
CONMAT = Column(Float(53))
Auto = Column(Float(53))
Textile = Column(Float(53))
FoodBever = Column(Float(53))
Electronics = Column(Float(53))
Computer = Column(Float(53))
LightIndus = Column(Float(53))
Utilities = Column(Float(53))
Telecom = Column(Float(53))
AgriForest = Column(Float(53))
CHEM = Column(Float(53))
Media = Column(Float(53))
IronSteel = Column(Float(53))
NonBankFinan = Column(Float(53))
ELECEQP = Column(Float(53))
AERODEF = Column(Float(53))
Conglomerates = Column(Float(53))
COUNTRY = Column(Float(53))
updateTime = Column(DateTime)
class RiskStat(Base):
__tablename__ = 'risk_stats'
__table_args__ = (
Index('risk_stats_uindex', 'trade_date', 'type', 'portfolio', 'source', 'universe', 'benchmark', 'factor', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20), primary_key=True, nullable=False)
portfolio = Column(String(50), primary_key=True, nullable=False)
source = Column(String(20), primary_key=True, nullable=False)
universe = Column(String(50), primary_key=True, nullable=False)
benchmark = Column(Integer, primary_key=True, nullable=False)
factor = Column(String(30), primary_key=True, nullable=False)
exposure = Column(Float(53))
class SecurityMaster(Base):
__tablename__ = 'security_master'
exchangeCD = Column(String(4))
ListSectorCD = Column(BigInteger)
ListSector = Column(String(6))
transCurrCD = Column(Text)
secShortName = Column(String(10))
secFullName = Column(Text)
listStatusCD = Column(String(2))
listDate = Column(DateTime)
delistDate = Column(DateTime)
equTypeCD = Column(String(4))
equType = Column(String(10))
exCountryCD = Column(String(3))
partyID = Column(BigInteger)
totalShares = Column(Float(53))
nonrestFloatShares = Column(Float(53))
nonrestfloatA = Column(Float(53))
officeAddr = Column(Text)
primeOperating = Column(Text)
endDate = Column(DateTime)
TShEquity = Column(Float(53))
code = Column(Integer, primary_key=True, unique=True)
class SpecialTreatment(Base):
__tablename__ = 'special_treatment'
__table_args__ = (
Index('special_treament_pk', 'trade_date', 'portfolio_name', 'code', 'treatment', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
portfolio_name = Column(String(50), primary_key=True, nullable=False)
code = Column(BigInteger, primary_key=True, nullable=False)
treatment = Column(String(30), primary_key=True, nullable=False)
comment = Column(Text)
weight = Column(Float(53))
class SpecificReturn(Base):
__tablename__ = 'specific_return'
__table_args__ = (
Index('specific_return_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_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(53))
updateTime = Column(DateTime)
class SpecificRiskDay(Base):
__tablename__ = 'specific_risk_day'
__table_args__ = (
Index('specific_risk_day_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_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(53))
updateTime = Column(DateTime)
class FullFactorView(Base):
__tablename__ = 'full_factor_view'
class SpecificRiskLong(Base):
__tablename__ = 'specific_risk_long'
__table_args__ = (
Index('factor_pk', 'trade_date', 'code', unique=True),
Index('specific_risk_long_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_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(53))
actPreClosePrice = Column(Float(53))
openPrice = Column(Float(53))
highestPrice = Column(Float(53))
lowestPrice = Column(Float(53))
closePrice = Column(Float(53))
turnoverVol = Column(BigInteger)
turnoverValue = Column(Float(53))
dealAmount = Column(BigInteger)
turnoverRate = Column(Float(53))
accumAdjFactor = Column(Float(53))
negMarketValue = Column(Float(53))
marketValue = Column(Float(53))
chgPct = Column(Float(53))
isOpen = Column(Integer)
vwap = Column(Float(53))
secShortName = Column(String(20))
updateTime = Column(DateTime)
SRISK = Column(Float(53))
class SpecificRiskShort(Base):
__tablename__ = 'specific_risk_short'
__table_args__ = (
Index('specific_risk_short_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
trade_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(53))
updateTime = Column(DateTime)
class Strategy(Base):
__tablename__ = 'strategy'
__table_args__ = (
Index('strategy_idx', 'trade_date', 'strategyName', 'factor', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
strategyName = Column(String(20), primary_key=True, nullable=False)
factor = Column(String(50), primary_key=True, nullable=False)
weight = Column(Float(53))
source = Column(String(20), primary_key=True, nullable=False)
class Tiny(Base):
__tablename__ = 'tiny'
__table_args__ = (
Index('tiny_idx', 'trade_date', 'code', unique=True),
)
trade_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))
class Universe(Base):
__tablename__ = 'universe'
__table_args__ = (
Index('universe_idx', 'trade_date', 'universe', 'code', unique=True),
)
trade_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)
class Uqer(Base):
__tablename__ = 'uqer'
__table_args__ = (
Index('uqer_idx', 'trade_date', 'code', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
AccountsPayablesTDays = Column(Float(53))
AccountsPayablesTRate = Column(Float(53))
AdminiExpenseRate = Column(Float(53))
......@@ -1574,174 +1733,10 @@ class FullFactorView(Base):
STOQ = Column(Float(53))
STOA = Column(Float(53))
NLSIZE = Column(Float(53))
ROEAfterNonRecurring = Column(Float(53))
EPSAfterNonRecurring = Column(Float(53))
EODPrice = Column(Float(53))
LogFloatCap = Column(Float(53))
BPS = Column(Float(53))
SPS = Column(Float(53))
DebtToAsset = Column(Float(53))
DROEAfterNonRecurring = Column(Float(53))
LogTotalCap = Column(Float(53))
BP = Column(Float(53))
SP = Column(Float(53))
EPAfterNonRecurring = Column(Float(53))
DivToB = Column(Float(53))
DivP = Column(Float(53))
EBITToSales = Column(Float(53))
EBITAToSales = Column(Float(53))
EVToSales = Column(Float(53))
EVToEBIT = Column(Float(53))
EVToEBITDA = Column(Float(53))
EVToNOPLAT = Column(Float(53))
EVToIC = Column(Float(53))
FCFFPS = Column(Float(53))
FCFFToEarningAfterNonRecurring = Column(Float(53))
FCFFP = Column(Float(53))
ProfitToAsset = Column(Float(53))
GrossProfitRatio = Column(Float(53))
LATO = Column(Float(53))
FATO = Column(Float(53))
TATO = Column(Float(53))
EquityTO = Column(Float(53))
PayableTO = Column(Float(53))
RecievableTO = Column(Float(53))
RevenueGrowth = Column(Float(53))
GrossProfitGrowth = Column(Float(53))
NetProfitGrowth = Column(Float(53))
GrossCFToRevenue = Column(Float(53))
CFToRevenue = Column(Float(53))
CFToProfit = Column(Float(53))
CFToAsset = Column(Float(53))
GrossCFGrowth = Column(Float(53))
CFGrowth = Column(Float(53))
ICFGrowth = Column(Float(53))
AveAmount60 = Column(Float(53))
PeriodReturn60 = Column(Float(53))
AmountRatio60to250 = Column(Float(53))
CFPS = Column(Float(53))
CFP = Column(Float(53))
NetCFGrowth = Column(Float(53))
NetCFGrowthP = Column(Float(53))
NetCash = Column(Float(53))
NetCashP = Column(Float(53))
BVPSGrowth = Column(Float(53))
EquityPSGrowth = Column(Float(53))
WholeSales = Column(Float(53))
WholeProfitAfterNonRecurring = Column(Float(53))
ExpenseRatio = Column(Float(53))
AcidTestRatio = Column(Float(53))
TimeInterestEarnedRatio = Column(Float(53))
DepositReceivedVsSale = Column(Float(53))
DebtRatioExcemptDepRec = Column(Float(53))
SNBARatio = Column(Float(53))
CFinc1 = Column(Float(53))
BDTO = Column(Float(53))
RVOL = Column(Float(53))
CHV = Column(Float(53))
VAL = Column(Float(53))
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
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)
d_srisk = Column(Float(53))
s_srisk = Column(Float(53))
l_srisk = Column(Float(53))
class Models(Base):
__tablename__ = 'models'
__table_args__ = (
Index('model_pk', 'trade_date', 'model_type', 'model_version', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
model_type = Column(String(30), primary_key=True, nullable=False)
model_version = Column(BigInteger, primary_key=True, nullable=False)
update_time = Column(DateTime, nullable=False)
model_desc = Column(JSON, nullable=False)
class DailyPortfolios(Base):
__tablename__ = 'daily_portfolios'
__table_args__ = (
Index('daily_portfolios_pk', 'trade_date', 'portfolio_name', 'code', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
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):
__tablename__ = 'portfolio_settings'
__table_args__ = (
Index('portfolio_pk', 'trade_date', 'portfolio_name', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
portfolio_name = Column(String(50), primary_key=True, nullable=False)
model_type = Column(String(30), nullable=False)
model_date = Column(DateTime, nullable=False)
model_version = Column(BigInteger, nullable=False)
class SpecialTreatment(Base):
__tablename__ = 'special_treatment'
__table_args__ = (
Index('special_treament_pk', 'trade_date', 'portfolio_name', 'code', 'treatment', unique=True),
)
trade_date = Column(DateTime, primary_key=True, nullable=False)
portfolio_name = Column(String(50), primary_key=True, nullable=False)
code = Column(BigInteger, primary_key=True, nullable=False)
treatment = Column(String(30), primary_key=True, nullable=False)
comment = Column(Text)
weight = Column(Float(53))
if __name__ == '__main__':
from sqlalchemy import create_engine
engine = create_engine('postgresql+psycopg2://postgres:A12345678!@10.63.6.220/alpha')
engine = create_engine('postgresql+psycopg2://postgres:we083826@192.168.0.102/alpha')
Base.metadata.create_all(engine)
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