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Commit 8a15bbd9 authored by Dr.李's avatar Dr.李
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FEATURE: remove feature specified for mysql

parent 1c3741fb
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Showing with 92 additions and 151 deletions
alphamind/data/dbmodel/models_mysql.py deleted 100644 → 0
View file @ 1c3741fb
"""
Created on 2020-10-11
@author: cheng.li
"""
from sqlalchemy import (
Column,
DECIMAL,
Date,
DateTime,
Float,
Index,
String,
TIMESTAMP,
Table,
Text,
VARBINARY,
text
)
from sqlalchemy.dialects.mysql import (
BIGINT,
INTEGER,
SET,
TIMESTAMP
)
from sqlalchemy.ext.declarative import declarative_base
Base = declarative_base()
metadata = Base.metadata
class _StkDailyPricePro(Base):
__tablename__ = 'stk_daily_price_pro'
__table_args__ = (
Index('unique_stk_daily_price_pro_index', 'trade_date', 'security_code', 'flag', unique=True),
)
id = Column(INTEGER(10), primary_key=True)
trade_date = Column(Date)
code = Column("security_code", String(20))
exchange = Column(String(10))
security_type = Column(String(10))
symbol = Column(String(20))
name = Column(String(100))
cur = Column(String(10))
pre_close = Column(DECIMAL(20, 4))
open = Column(DECIMAL(20, 4))
high = Column(DECIMAL(20, 4))
low = Column(DECIMAL(20, 4))
close = Column(DECIMAL(20, 4))
volume = Column(DECIMAL(20, 0))
money = Column(DECIMAL(20, 3))
deals = Column(DECIMAL(20, 0))
avg_price = Column(DECIMAL(20, 4))
avg_vol = Column(DECIMAL(20, 4))
change = Column(DECIMAL(20, 4))
chgPct = Column("change_pct", DECIMAL(20, 4))
amplitude = Column(DECIMAL(20, 4))
amplitude_lower = Column(DECIMAL(20, 4))
fx_rate = Column(DECIMAL(16, 6))
capitalization = Column(DECIMAL(19, 4))
tot_market_cap_cur = Column(DECIMAL(30, 8))
tot_market_cap = Column(DECIMAL(30, 8))
circulating_cap = Column(DECIMAL(19, 4))
circulating_market_cap_cur = Column(DECIMAL(30, 8))
circulating_market_cap = Column(DECIMAL(30, 8))
restrict_circulating_cap = Column(DECIMAL(19, 4))
restrict_circulating_market_cap_cur = Column(DECIMAL(30, 8))
restrict_circulating_market_cap = Column(DECIMAL(30, 8))
non_circulating_cap = Column(DECIMAL(19, 4))
calc_non_circulating_cap = Column(DECIMAL(19, 4))
no_calc_non_circulating_cap = Column(DECIMAL(19, 4))
calc_non_circulating_market_cap_cur = Column(DECIMAL(30, 8))
turn_rate = Column(DECIMAL(10, 4))
trade_status = Column(String(10))
is_count = Column(INTEGER(11))
upper_limit_price = Column(DECIMAL(20, 4))
lower_limit_price = Column(DECIMAL(20, 4))
change_pct_status = Column(String(1), nullable=False)
special_trade_type = Column(String(2))
is_valid = Column(INTEGER(11), nullable=False)
entry_date = Column(DateTime, nullable=False)
entry_time = Column(String(8), nullable=False)
lat_factor = Column(DECIMAL(29, 16))
flag = Column(INTEGER(11), index=True, server_default=text("'1'"))
is_verify = Column(INTEGER(11), index=True, server_default=text("'0'"))
create_time = Column(TIMESTAMP, server_default=text("CURRENT_TIMESTAMP"))
update_time = Column(TIMESTAMP, index=True, server_default=text("CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP"))
class _StkUniverse(Base):
__tablename__ = 'stk_universe'
__table_args__ = (
Index('unique_stk_universe_index', 'trade_date', 'security_code', 'flag', unique=True),
)
id = Column(INTEGER(10), primary_key=True)
trade_date = Column(Date, nullable=False)
code = Column("security_code", String(20), nullable=False)
aerodef = Column(INTEGER(11), server_default=text("'0'"))
agriforest = Column(INTEGER(11), server_default=text("'0'"))
auto = Column(INTEGER(11), server_default=text("'0'"))
bank = Column(INTEGER(11), server_default=text("'0'"))
builddeco = Column(INTEGER(11), server_default=text("'0'"))
chem = Column(INTEGER(11), server_default=text("'0'"))
conmat = Column(INTEGER(11), server_default=text("'0'"))
commetrade = Column(INTEGER(11), server_default=text("'0'"))
computer = Column(INTEGER(11), server_default=text("'0'"))
conglomerates = Column(INTEGER(11), server_default=text("'0'"))
eleceqp = Column(INTEGER(11), server_default=text("'0'"))
electronics = Column(INTEGER(11), server_default=text("'0'"))
foodbever = Column(INTEGER(11), server_default=text("'0'"))
health = Column(INTEGER(11), server_default=text("'0'"))
houseapp = Column(INTEGER(11), server_default=text("'0'"))
ironsteel = Column(INTEGER(11), server_default=text("'0'"))
leiservice = Column(INTEGER(11), server_default=text("'0'"))
lightindus = Column(INTEGER(11), server_default=text("'0'"))
machiequip = Column(INTEGER(11), server_default=text("'0'"))
media = Column(INTEGER(11), server_default=text("'0'"))
mining = Column(INTEGER(11), server_default=text("'0'"))
nonbankfinan = Column(INTEGER(11), server_default=text("'0'"))
nonfermetal = Column(INTEGER(11), server_default=text("'0'"))
realestate = Column(INTEGER(11), server_default=text("'0'"))
telecom = Column(INTEGER(11), server_default=text("'0'"))
textile = Column(INTEGER(11), server_default=text("'0'"))
transportation = Column(INTEGER(11), server_default=text("'0'"))
utilities = Column(INTEGER(11), server_default=text("'0'"))
ashare = Column(INTEGER(11), server_default=text("'0'"))
ashare_ex = Column(INTEGER(11), server_default=text("'0'"))
cyb = Column(INTEGER(11), server_default=text("'0'"))
hs300 = Column(INTEGER(11), server_default=text("'0'"))
sh50 = Column(INTEGER(11), server_default=text("'0'"))
zxb = Column(INTEGER(11), server_default=text("'0'"))
zz1000 = Column(INTEGER(11), server_default=text("'0'"))
zz500 = Column(INTEGER(11), server_default=text("'0'"))
zz800 = Column(INTEGER(11), server_default=text("'0'"))
flag = Column(INTEGER(11), index=True, server_default=text("'1'"))
is_verify = Column(INTEGER(11), index=True, server_default=text("'0'"))
create_time = Column(TIMESTAMP, server_default=text("CURRENT_TIMESTAMP"))
update_time = Column(TIMESTAMP, index=True, server_default=text("CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP"))
Market = _StkDailyPricePro
Universe = _StkUniverse
alphamind/data/dbmodel/models_rl.py 0 → 100644
View file @ 8a15bbd9
"""
Created on 2020-10-11
@author: cheng.li
"""
from sqlalchemy import (
Column,
INT,
FLOAT,
Date,
Index,
Text,
text
)
from sqlalchemy.ext.declarative import declarative_base
Base = declarative_base()
metadata = Base.metadata
class _StkDailyPricePro(Base):
__tablename__ = 'stk_daily_price_pro'
__table_args__ = (
Index('unique_stk_daily_price_pro_index', 'trade_date', 'security_code', 'flag', unique=True),
)
id = Column(INT, primary_key=True)
trade_date = Column(Date)
code = Column("security_code", Text)
chgPct = Column("change_pct", FLOAT)
is_valid = Column(INT, nullable=False)
flag = Column(INT, index=True, server_default=text("'1'"))
is_verify = Column(INT, index=True, server_default=text("'0'"))
class _StkUniverse(Base):
__tablename__ = 'stk_universe'
__table_args__ = (
Index('unique_stk_universe_index', 'trade_date', 'security_code', 'flag', unique=True),
)
id = Column(INT, primary_key=True)
trade_date = Column(Date, nullable=False)
code = Column("security_code", Text, nullable=False)
aerodef = Column(INT, server_default=text("'0'"))
agriforest = Column(INT, server_default=text("'0'"))
auto = Column(INT, server_default=text("'0'"))
bank = Column(INT, server_default=text("'0'"))
builddeco = Column(INT, server_default=text("'0'"))
chem = Column(INT, server_default=text("'0'"))
conmat = Column(INT, server_default=text("'0'"))
commetrade = Column(INT, server_default=text("'0'"))
computer = Column(INT, server_default=text("'0'"))
conglomerates = Column(INT, server_default=text("'0'"))
eleceqp = Column(INT, server_default=text("'0'"))
electronics = Column(INT, server_default=text("'0'"))
foodbever = Column(INT, server_default=text("'0'"))
health = Column(INT, server_default=text("'0'"))
houseapp = Column(INT, server_default=text("'0'"))
ironsteel = Column(INT, server_default=text("'0'"))
leiservice = Column(INT, server_default=text("'0'"))
lightindus = Column(INT, server_default=text("'0'"))
machiequip = Column(INT, server_default=text("'0'"))
media = Column(INT, server_default=text("'0'"))
mining = Column(INT, server_default=text("'0'"))
nonbankfinan = Column(INT, server_default=text("'0'"))
nonfermetal = Column(INT, server_default=text("'0'"))
realestate = Column(INT, server_default=text("'0'"))
telecom = Column(INT, server_default=text("'0'"))
textile = Column(INT, server_default=text("'0'"))
transportation = Column(INT, server_default=text("'0'"))
utilities = Column(INT, server_default=text("'0'"))
ashare = Column(INT, server_default=text("'0'"))
ashare_ex = Column(INT, server_default=text("'0'"))
cyb = Column(INT, server_default=text("'0'"))
hs300 = Column(INT, server_default=text("'0'"))
sh50 = Column(INT, server_default=text("'0'"))
zxb = Column(INT, server_default=text("'0'"))
zz1000 = Column(INT, server_default=text("'0'"))
zz500 = Column(INT, server_default=text("'0'"))
zz800 = Column(INT, server_default=text("'0'"))
flag = Column(INT, index=True, server_default=text("'1'"))
is_verify = Column(INT, index=True, server_default=text("'0'"))
Market = _StkDailyPricePro
Universe = _StkUniverse
alphamind/data/engines/sqlengine_mysql.py → alphamind/data/engines/sqlengine_rl.py
View file @ 8a15bbd9
......@@ -23,10 +23,10 @@ from sqlalchemy.sql import func
from PyFin.api import advanceDateByCalendar
from alphamind.data.dbmodel.models_mysql import (
from alphamind.data.dbmodel.models_rl import (
Market
)
from alphamind.data.dbmodel.models_mysql import Universe as UniverseTable
from alphamind.data.dbmodel.models_rl import Universe as UniverseTable
from alphamind.data.engines.universe import Universe
from alphamind.data.processing import factor_processing
......@@ -112,8 +112,6 @@ class SqlEngine:
if __name__ == "__main__":
import os
os.environ["DB_VENDOR"] = "mysql"
db_url = "mysql+mysqldb://reader:Reader#2020@121.37.138.1:13317/vision?charset=utf8"
sql_engine = SqlEngine(db_url=db_url)
......
alphamind/data/engines/universe.py
View file @ 8a15bbd9
......@@ -16,8 +16,8 @@ from sqlalchemy import or_
from sqlalchemy import select
if "DB_VENDOR" in os.environ and os.environ["DB_VENDOR"].lower() == "mysql":
from alphamind.data.dbmodel.models_mysql import Universe as UniverseTable
if "DB_VENDOR" in os.environ and os.environ["DB_VENDOR"].lower() == "rl":
from alphamind.data.dbmodel.models_rl import Universe as UniverseTable
else:
from alphamind.data.dbmodel.models import Universe as UniverseTable
......
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