Commit 4ad392f5 authored by Dr.李's avatar Dr.李

depreciated usage of full factor table

parent 55e8b676
This diff is collapsed.
......@@ -10,22 +10,27 @@ from typing import Dict
from alphamind.data.dbmodel.models import RiskCovDay
from alphamind.data.dbmodel.models import RiskCovShort
from alphamind.data.dbmodel.models import RiskCovLong
from alphamind.data.dbmodel.models import FullFactor
from alphamind.data.dbmodel.models import SpecificRiskDay
from alphamind.data.dbmodel.models import SpecificRiskShort
from alphamind.data.dbmodel.models import SpecificRiskLong
from alphamind.data.dbmodel.models import Uqer
from alphamind.data.dbmodel.models import Gogoal
from alphamind.data.dbmodel.models import Experimental
from alphamind.data.dbmodel.models import LegacyFactor
from alphamind.data.dbmodel.models import Tiny
from alphamind.data.engines.industries import INDUSTRY_MAPPING
factor_tables = [FullFactor, Gogoal, Experimental]
factor_tables = [Uqer, Gogoal, Experimental, LegacyFactor, Tiny]
def _map_risk_model_table(risk_model: str) -> tuple:
if risk_model == 'day':
return RiskCovDay, FullFactor.d_srisk
return RiskCovDay, SpecificRiskDay
elif risk_model == 'short':
return RiskCovShort, FullFactor.s_srisk
return RiskCovShort, SpecificRiskShort
elif risk_model == 'long':
return RiskCovLong, FullFactor.l_srisk
return RiskCovLong, SpecificRiskLong
else:
raise ValueError("risk model name {0} is not recognized".format(risk_model))
......
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