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Dr.李
alpha-mind
Commits
7dd87a8b
Commit
7dd87a8b
authored
Sep 19, 2017
by
Dr.李
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added experimental to full factor table
parent
c1112a56
Changes
1
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create_view.sql
scripts/create_view.sql
+2
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scripts/create_view.sql
View file @
7dd87a8b
...
...
@@ -31,6 +31,7 @@ u."AccountsPayablesTDays",u."AccountsPayablesTRate",u."AdminiExpenseRate",u."ART
l
.
"ROEAfterNonRecurring"
,
l
.
"EPSAfterNonRecurring"
,
l
.
"EODPrice"
,
l
.
"LogFloatCap"
,
l
.
"BPS"
,
l
.
"SPS"
,
l
.
"DebtToAsset"
,
l
.
"DROEAfterNonRecurring"
,
l
.
"LogTotalCap"
,
l
.
"BP"
,
l
.
"SP"
,
l
.
"EPAfterNonRecurring"
,
l
.
"DivToB"
,
l
.
"DivP"
,
l
.
"EBITToSales"
,
l
.
"EBITAToSales"
,
l
.
"EVToSales"
,
l
.
"EVToEBIT"
,
l
.
"EVToEBITDA"
,
l
.
"EVToNOPLAT"
,
l
.
"EVToIC"
,
l
.
"FCFFPS"
,
l
.
"FCFFToEarningAfterNonRecurring"
,
l
.
"FCFFP"
,
l
.
"ProfitToAsset"
,
l
.
"GrossProfitRatio"
,
l
.
"LATO"
,
l
.
"FATO"
,
l
.
"TATO"
,
l
.
"EquityTO"
,
l
.
"PayableTO"
,
l
.
"RecievableTO"
,
l
.
"RevenueGrowth"
,
l
.
"GrossProfitGrowth"
,
l
.
"NetProfitGrowth"
,
l
.
"GrossCFToRevenue"
,
l
.
"CFToRevenue"
,
l
.
"CFToProfit"
,
l
.
"CFToAsset"
,
l
.
"GrossCFGrowth"
,
l
.
"CFGrowth"
,
l
.
"ICFGrowth"
,
l
.
"AveAmount60"
,
l
.
"PeriodReturn60"
,
l
.
"AmountRatio60to250"
,
l
.
"CFPS"
,
l
.
"CFP"
,
l
.
"NetCFGrowth"
,
l
.
"NetCFGrowthP"
,
l
.
"NetCash"
,
l
.
"NetCashP"
,
l
.
"BVPSGrowth"
,
l
.
"EquityPSGrowth"
,
l
.
"WholeSales"
,
l
.
"WholeProfitAfterNonRecurring"
,
l
.
"ExpenseRatio"
,
l
.
"AcidTestRatio"
,
l
.
"TimeInterestEarnedRatio"
,
l
.
"DepositReceivedVsSale"
,
l
.
"DebtRatioExcemptDepRec"
,
l
.
"SNBARatio"
,
t
.
"CFinc1"
,
t
.
"BDTO"
,
t
.
"RVOL"
,
t
.
"CHV"
,
t
.
"VAL"
,
r
.
"BETA"
,
r
.
"MOMENTUM"
,
r
.
"SIZE"
,
r
.
"EARNYILD"
,
r
.
"RESVOL"
,
r
.
"GROWTH"
,
r
.
"BTOP"
,
r
.
"LEVERAGE"
,
r
.
"LIQUIDTY"
,
r
.
"SIZENL"
,
r
.
"Bank"
,
r
.
"RealEstate"
,
r
.
"Health"
,
r
.
"Transportation"
,
r
.
"Mining"
,
r
.
"NonFerMetal"
,
r
.
"HouseApp"
,
r
.
"LeiService"
,
r
.
"MachiEquip"
,
r
.
"BuildDeco"
,
r
.
"CommeTrade"
,
r
.
"CONMAT"
,
r
.
"Auto"
,
r
.
"Textile"
,
r
.
"FoodBever"
,
r
.
"Electronics"
,
r
.
"Computer"
,
r
.
"LightIndus"
,
r
.
"Utilities"
,
r
.
"Telecom"
,
r
.
"AgriForest"
,
r
.
"CHEM"
,
r
.
"Media"
,
r
.
"IronSteel"
,
r
.
"NonBankFinan"
,
r
.
"ELECEQP"
,
r
.
"AERODEF"
,
r
.
"Conglomerates"
,
r
.
"COUNTRY"
,
e
.
"DROE"
,
e
.
"IVR"
,
e
.
"xueqiu_hotness"
,
s1
.
"SRISK"
as
d_srisk
,
s2
.
"SRISK"
as
s_srisk
,
s3
.
"SRISK"
as
l_srisk
FROM
market
AS
m
left
join
uqer
AS
u
on
m
.
trade_date
=
u
.
trade_date
and
m
.
code
=
u
.
code
inner
join
risk_exposure
AS
r
on
m
.
trade_date
=
r
.
trade_date
and
m
.
code
=
r
.
code
...
...
@@ -39,5 +40,6 @@ u."AccountsPayablesTDays",u."AccountsPayablesTRate",u."AdminiExpenseRate",u."ART
inner
join
specific_risk_long
as
s3
on
m
.
trade_date
=
s3
.
trade_date
and
m
.
code
=
s3
.
code
left
join
legacy_factor
as
l
on
m
.
trade_date
=
l
.
trade_date
and
m
.
code
=
l
.
code
left
join
tiny
as
t
on
m
.
trade_date
=
t
.
trade_date
and
m
.
code
=
t
.
code
left
join
experimental
as
e
on
m
.
trade_date
=
e
.
trade_date
and
m
.
code
=
e
.
code
;
create
UNIQUE
index
on
full_factor_view
(
trade_date
,
code
)
\ No newline at end of file
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