Merge pull request #5 from alpha-miner/master

sync from original repo

alphamind/api.py

@@ -27,6 +27,7 @@ from alphamind.data.winsorize import winsorize_normal
 from alphamind.data.standardize import standardize
 from alphamind.data.standardize import projection
 from alphamind.data.neutralize import neutralize
+from alphamind.data.rank import rank
 from alphamind.data.engines.sqlengine import factor_tables
 from alphamind.data.engines.utilities import industry_list
 
@@ -78,6 +79,7 @@ __all__ = [
     'standardize',
     'projection',
     'neutralize',
+    'rank',
     'factor_tables',
     'industry_list',
     'fetch_data_package',

alphamind/data/__init__.py

@@ -8,8 +8,10 @@ Created on 2017-4-25
 from alphamind.data.standardize import standardize
 from alphamind.data.winsorize import winsorize_normal as winsorize
 from alphamind.data.neutralize import neutralize
+from alphamind.data.rank import rank
 
 
 __all__ = ['standardize',
            'winsorize',
-           'neutralize']
+           'neutralize',
+           'rank']

alphamind/data/engines/sqlengine.py

@@ -120,9 +120,28 @@ class SqlEngine(object):
         query = self.session.query(FactorMaster)
         return pd.read_sql(query.statement, query.session.bind)
 
-    def fetch_factor_coverage(self) -> pd.DataFrame:
-        query = self.session.query(FactorLog)
-        return pd.read_sql(query.statement, query.session.bind)
+    def fetch_factor_coverage(self,
+                              start_date: str,
+                              end_date: str,
+                              universe: str=None,
+                              source: str=None) -> pd.DataFrame:
+
+        conditions = []
+        conditions.append(FactorLog.trade_date.between(start_date, end_date))
+
+        if universe:
+            conditions.append(FactorLog.universe == universe)
+
+        if source:
+            conditions.append(FactorLog.source == source)
+
+        query = select([FactorLog]).where(
+            and_(
+                *conditions
+            )
+        )
+
+        return pd.read_sql(query, self.session.bind)
 
     def fetch_risk_meta(self) -> pd.DataFrame:
         query = self.session.query(RiskMaster)