Commit 9c51cf03 authored by Dr.李's avatar Dr.李

added more parameters for fetch factor coverage

parent aec38028
......@@ -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)
......
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