Commit 60aa3422 authored by Dr.李's avatar Dr.李

added fetch risk meta

parent 70b16fcb
......@@ -23,6 +23,7 @@ from alphamind.data.dbmodel.models import DailyReturn
from alphamind.data.dbmodel.models import IndexComponent
from alphamind.data.dbmodel.models import Industry
from alphamind.data.dbmodel.models import Experimental
from alphamind.data.dbmodel.models import RiskMaster
from alphamind.data.dbmodel.models import RiskCovDay
from alphamind.data.dbmodel.models import RiskCovShort
from alphamind.data.dbmodel.models import RiskCovLong
......@@ -137,6 +138,10 @@ class SqlEngine(object):
query = self.session.query(FactorMaster)
return pd.read_sql(query.statement, query.session.bind)
def fetch_risk_meta(self) -> pd.DataFrame:
query = self.session.query(RiskMaster)
return pd.read_sql(query.statement, query.session.bind)
def fetch_strategy(self, ref_date: str, strategy: str) -> pd.DataFrame():
query = select([Strategy.strategyName, Strategy.factor, Strategy.weight]).where(
and_(
......
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