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alpha-mind
Commit 9e66adbd authored by Dr.李's avatar Dr.李
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update models

parent c2e4ea6c
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Showing with 118 additions and 118 deletions
alphamind/data/dbmodel/models.py
View file @ 9e66adbd
......@@ -5,7 +5,7 @@ Created on 2017-6-29
@author: cheng.li
"""
from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, String, Text, text, JSON
from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, JSON, String, Text, text
from sqlalchemy.ext.declarative import declarative_base
......@@ -16,27 +16,26 @@ metadata = Base.metadata
class DailyReturn(Base):
__tablename__ = 'daily_return'
__table_args__ = (
Index('daily_return_Date_Code_uindex', 'Date', 'Code', unique=True),
Index('daily_return_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
d1 = Column(Float(53))
class Experimental(Base):
__tablename__ = 'experimental'
__table_args__ = (
Index('experimental_Date_Code_uindex', 'Date', 'Code', unique=True),
Index('experimental_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
CHV = Column(Float(53))
DROE = Column(Float(53))
IVR = Column(Float(53))
ROEAfterNonRecurring = Column(Float(53))
EPAfterNonRecurring = Column(Float(53))
class FactorMaster(Base):
......@@ -49,17 +48,17 @@ class FactorMaster(Base):
source = Column(String(30), primary_key=True, nullable=False)
alias = Column(String(50), nullable=False)
updateTime = Column(DateTime)
description = Column(Text())
description = Column(Text)
class HaltList(Base):
__tablename__ = 'halt_list'
__table_args__ = (
Index('halt_list_Date_Code_haltBeginTime_uindex', 'Date', 'Code', 'haltBeginTime', unique=True),
Index('halt_list_Date_Code_haltBeginTime_uindex', 'trade_date', 'code', 'haltBeginTime', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
haltBeginTime = Column(DateTime, primary_key=True, nullable=False)
haltEndTime = Column(DateTime)
secShortName = Column(String(20))
......@@ -72,11 +71,11 @@ class HaltList(Base):
class IndexComponent(Base):
__tablename__ = 'index_components'
__table_args__ = (
Index('index_components_Date_indexCode_Code_uindex', 'Date', 'indexCode', 'Code', unique=True),
Index('index_components_Date_indexCode_Code_uindex', 'trade_date', 'indexCode', 'code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
effDate = Column(DateTime)
indexShortName = Column(String(20))
indexCode = Column(Integer, primary_key=True, nullable=False)
......@@ -88,11 +87,11 @@ class IndexComponent(Base):
class Industry(Base):
__tablename__ = 'industry'
__table_args__ = (
Index('industry_Date_Code_industryID_uindex', 'Date', 'Code', 'industryID', unique=True),
Index('industry_Date_Code_industryID_uindex', 'trade_date', 'code', 'industryID', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
industry = Column(String(30), nullable=False)
industryID = Column(BigInteger, primary_key=True, nullable=False)
industrySymbol = Column(String(20))
......@@ -109,11 +108,11 @@ class Industry(Base):
class LegacyFactor(Base):
__tablename__ = 'legacy_factor'
__table_args__ = (
Index('legacy_factor_Date_Code_uindex', 'Date', 'Code', unique=True),
Index('legacy_factor_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
ROEAfterNonRecurring = Column(Float(53))
EPSAfterNonRecurring = Column(Float(53))
EODPrice = Column(Float(53))
......@@ -185,11 +184,11 @@ class LegacyFactor(Base):
class Market(Base):
__tablename__ = 'market'
__table_args__ = (
Index('market_Date_Code_uindex', 'Date', 'Code', unique=True),
Index('market_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
secShortName = Column(String(10))
exchangeCD = Column(String(4))
preClosePrice = Column(Float(53))
......@@ -209,18 +208,18 @@ class Market(Base):
PE = Column(Float(53))
PE1 = Column(Float(53))
PB = Column(Float(53))
vwap = Column(Float(53))
isOpen = Column(Integer)
vwap = Column(Float(53))
class Performance(Base):
__tablename__ = 'performance'
__table_args__ = (
Index('performance_Date_type_portfolio_industry_source_universe_uindex', 'Date', 'type', 'portfolio', 'industry', 'source', 'universe', unique=True),
Index('performance_type_industry_universe_portfolio_index', 'type', 'industry', 'universe', 'portfolio')
Index('performance_type_industry_universe_portfolio_index', 'type', 'industry', 'universe', 'portfolio'),
Index('performance_Date_type_portfolio_industry_source_universe_uindex', 'trade_date', 'type', 'portfolio', 'industry', 'source', 'universe', unique=True)
)
Date = Column(DateTime, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20), primary_key=True, nullable=False)
portfolio = Column(String(50), primary_key=True, nullable=False)
industry = Column(String(50), primary_key=True, nullable=False)
......@@ -234,11 +233,11 @@ class Performance(Base):
class Performance2(Base):
__tablename__ = 'performance2'
__table_args__ = (
Index('performance2_uindex', 'Date', 'type', 'portfolio', 'industry', 'source', 'universe', 'benchmark', unique=True),
Index('performance2_uindex', 'trade_date', 'type', 'portfolio', 'industry', 'source', 'universe', 'benchmark', unique=True),
Index('performance2_index', 'type', 'industry', 'universe', 'portfolio')
)
Date = Column(DateTime, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20), primary_key=True, nullable=False)
portfolio = Column(String(50), primary_key=True, nullable=False)
industry = Column(String(50), primary_key=True, nullable=False)
......@@ -250,26 +249,45 @@ class Performance2(Base):
ic = Column(Float(53))
class Positions(Base):
class Position(Base):
__tablename__ = 'positions'
source = Column(String(50), primary_key=True, nullable=False, index=True)
universe = Column(String(50), primary_key=True, nullable=False, index=True)
benchmark = Column(Integer, primary_key=True, nullable=False, index=True)
Date = Column(DateTime, primary_key=True, nullable=False, index=True)
trade_date = Column(DateTime, primary_key=True, nullable=False, index=True)
portfolio = Column(String(50), primary_key=True, nullable=False, index=True)
type = Column(String(50), primary_key=True, nullable=False, index=True)
weight = Column(JSON)
class QuantileAnalysi(Base):
__tablename__ = 'quantile_analysis'
trade_date = Column(DateTime, primary_key=True, nullable=False)
portfolio = Column(String(50), primary_key=True, nullable=False)
universe = Column(String(20), primary_key=True, nullable=False)
benchmark = Column(Integer, primary_key=True, nullable=False)
q1 = Column(Float(53))
q2 = Column(Float(53))
q3 = Column(Float(53))
q4 = Column(Float(53))
q5 = Column(Float(53))
q6 = Column(Float(53))
q7 = Column(Float(53))
q8 = Column(Float(53))
q9 = Column(Float(53))
q10 = Column(Float(53))
class RiskCovDay(Base):
__tablename__ = 'risk_cov_day'
__table_args__ = (
Index('risk_cov_day_Date_Factor_uindex', 'Date', 'Factor', unique=True),
Index('risk_cov_day_Date_FactorID_uindex', 'Date', 'FactorID', unique=True)
Index('risk_cov_day_Date_FactorID_uindex', 'trade_date', 'FactorID', unique=True),
Index('risk_cov_day_Date_Factor_uindex', 'trade_date', 'Factor', unique=True)
)
Date = Column(DateTime, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float(53))
......@@ -317,11 +335,11 @@ class RiskCovDay(Base):
class RiskCovLong(Base):
__tablename__ = 'risk_cov_long'
__table_args__ = (
Index('risk_cov_long_Date_FactorID_uindex', 'Date', 'FactorID', unique=True),
Index('risk_cov_long_Date_Factor_uindex', 'Date', 'Factor', unique=True)
Index('risk_cov_long_Date_FactorID_uindex', 'trade_date', 'FactorID', unique=True),
Index('risk_cov_long_Date_Factor_uindex', 'trade_date', 'Factor', unique=True)
)
Date = Column(DateTime, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float(53))
......@@ -369,11 +387,11 @@ class RiskCovLong(Base):
class RiskCovShort(Base):
__tablename__ = 'risk_cov_short'
__table_args__ = (
Index('risk_cov_short_Date_FactorID_uindex', 'Date', 'FactorID', unique=True),
Index('risk_cov_short_Date_Factor_uindex', 'Date', 'Factor', unique=True)
Index('risk_cov_short_Date_FactorID_uindex', 'trade_date', 'FactorID', unique=True),
Index('risk_cov_short_Date_Factor_uindex', 'trade_date', 'Factor', unique=True)
)
Date = Column(DateTime, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float(53))
......@@ -421,11 +439,11 @@ class RiskCovShort(Base):
class RiskExposure(Base):
__tablename__ = 'risk_exposure'
__table_args__ = (
Index('risk_exposure_Date_Code_uindex', 'Date', 'Code', unique=True),
Index('risk_exposure_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
BETA = Column(Float(53))
......@@ -478,7 +496,7 @@ class RiskMaster(Base):
alias = Column(String(30), nullable=False)
type = Column(String(30))
updateTime = Column(DateTime)
description = Column(Text())
description = Column(Text)
FactorID = Column(Integer, nullable=False, unique=True)
vendor = Column(String(30))
......@@ -486,7 +504,7 @@ class RiskMaster(Base):
class RiskReturn(Base):
__tablename__ = 'risk_return'
Date = Column(DateTime, primary_key=True, unique=True)
trade_date = Column(DateTime, primary_key=True)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
......@@ -532,10 +550,10 @@ class RiskReturn(Base):
class RiskStat(Base):
__tablename__ = 'risk_stats'
__table_args__ = (
Index('risk_stats_uindex', 'Date', 'type', 'portfolio', 'source', 'universe', 'benchmark', 'factor', unique=True),
Index('risk_stats_uindex', 'trade_date', 'type', 'portfolio', 'source', 'universe', 'benchmark', 'factor', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20), primary_key=True, nullable=False)
portfolio = Column(String(50), primary_key=True, nullable=False)
source = Column(String(20), primary_key=True, nullable=False)
......@@ -545,14 +563,40 @@ class RiskStat(Base):
exposure = Column(Float(53))
class SecurityMaster(Base):
__tablename__ = 'security_master'
exchangeCD = Column(String(4))
ListSectorCD = Column(BigInteger)
ListSector = Column(String(6))
transCurrCD = Column(Text)
secShortName = Column(String(10))
secFullName = Column(Text)
listStatusCD = Column(String(2))
listDate = Column(DateTime)
delistDate = Column(DateTime)
equTypeCD = Column(String(4))
equType = Column(String(10))
exCountryCD = Column(String(3))
partyID = Column(BigInteger)
totalShares = Column(Float(53))
nonrestFloatShares = Column(Float(53))
nonrestfloatA = Column(Float(53))
officeAddr = Column(Text)
primeOperating = Column(Text)
endDate = Column(DateTime)
TShEquity = Column(Float(53))
code = Column(Integer, primary_key=True, nullable=False)
class SpecificReturn(Base):
__tablename__ = 'specific_return'
__table_args__ = (
Index('specific_return_Date_Code_uindex', 'Date', 'Code', unique=True),
Index('specific_return_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
spret = Column(Float(53))
......@@ -562,11 +606,11 @@ class SpecificReturn(Base):
class SpecificRiskDay(Base):
__tablename__ = 'specific_risk_day'
__table_args__ = (
Index('specific_risk_day_Date_Code_uindex', 'Date', 'Code', unique=True),
Index('specific_risk_day_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
SRISK = Column(Float(53))
......@@ -576,11 +620,11 @@ class SpecificRiskDay(Base):
class SpecificRiskLong(Base):
__tablename__ = 'specific_risk_long'
__table_args__ = (
Index('specific_risk_long_Date_Code_uindex', 'Date', 'Code', unique=True),
Index('specific_risk_long_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
updateTime = Column(DateTime)
......@@ -590,11 +634,11 @@ class SpecificRiskLong(Base):
class SpecificRiskShort(Base):
__tablename__ = 'specific_risk_short'
__table_args__ = (
Index('specific_risk_short_Date_Code_uindex', 'Date', 'Code', unique=True),
Index('specific_risk_short_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
SRISK = Column(Float(53))
......@@ -604,10 +648,10 @@ class SpecificRiskShort(Base):
class Strategy(Base):
__tablename__ = 'strategy'
__table_args__ = (
Index('strategy_Date_strategyName_factor_uindex', 'Date', 'strategyName', 'factor', unique=True),
Index('strategy_Date_strategyName_factor_uindex', 'trade_date', 'strategyName', 'factor', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
strategyName = Column(String(20), primary_key=True, nullable=False)
factor = Column(String(50), primary_key=True, nullable=False)
weight = Column(Float(53))
......@@ -617,12 +661,12 @@ class Strategy(Base):
class Tiny(Base):
__tablename__ = 'tiny'
Date = Column(DateTime, primary_key=True, nullable=False, server_default=text("(NULL)"))
Code = Column(Integer, primary_key=True, nullable=False, server_default=text("(NULL)"))
CFinc1 = Column(Float(53), server_default=text("(NULL)"))
BDTO = Column(Float(53), server_default=text("(NULL)"))
RVOL = Column(Float(53), server_default=text("(NULL)"))
CHV = Column(Float(53), server_default=text("(NULL)"))
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
CFinc1 = Column(Float(53))
BDTO = Column(Float(53))
RVOL = Column(Float(53))
CHV = Column(Float(53))
VAL = Column(Float(53))
EPSAfterNonRecurring = Column(Float(53))
DivP = Column(Float(53))
......@@ -631,22 +675,22 @@ class Tiny(Base):
class Universe(Base):
__tablename__ = 'universe'
__table_args__ = (
Index('universe_Date_universe_Code_uindex', 'Date', 'universe', 'Code', unique=True),
Index('universe_Date_universe_Code_uindex', 'trade_date', 'universe', 'code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
universe = Column(String(20), primary_key=True, nullable=False)
class Uqer(Base):
__tablename__ = 'uqer'
__table_args__ = (
Index('factors_Date_Code_uindex', 'Date', 'Code', unique=True),
Index('factors_Date_Code_uindex', 'trade_date', 'code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
trade_date = Column(DateTime, primary_key=True, nullable=False)
code = Column(Integer, primary_key=True, nullable=False)
AccountsPayablesTDays = Column(Float(53))
AccountsPayablesTRate = Column(Float(53))
AdminiExpenseRate = Column(Float(53))
......@@ -1073,50 +1117,6 @@ class Uqer(Base):
NLSIZE = Column(Float(53))
class SecurityMaster(Base):
__tablename__ = 'security_master'
exchangeCD = Column(String(4))
ListSectorCD = Column(BigInteger)
ListSector = Column(String(6))
transCurrCD = Column(Text())
secShortName = Column(String(10))
secFullName = Column(Text())
listStatusCD = Column(String(2))
listDate = Column(DateTime)
delistDate = Column(DateTime)
equTypeCD = Column(String(4))
equType = Column(String(10))
exCountryCD = Column(String(3))
partyID = Column(BigInteger)
totalShares = Column(Float(53))
nonrestFloatShares = Column(Float(53))
nonrestfloatA = Column(Float(53))
officeAddr = Column(Text())
primeOperating = Column(Text())
endDate = Column(DateTime)
TShEquity = Column(Float(53))
Code = Column(Integer, primary_key=True)
class QuantileAnalysis(Base):
__tablename__ = 'quantile_analysis'
Date = Column(DateTime, primary_key=True, nullable=False)
portfolio = Column(String(50), primary_key=True, nullable=False)
universe = Column(String(20), primary_key=True, nullable=False)
benchmark = Column(Integer, primary_key=True, nullable=False)
q1 = Column(Float(53))
q2 = Column(Float(53))
q3 = Column(Float(53))
q4 = Column(Float(53))
q5 = Column(Float(53))
q6 = Column(Float(53))
q7 = Column(Float(53))
q8 = Column(Float(53))
q9 = Column(Float(53))
q10 = Column(Float(53))
if __name__ == '__main__':
......
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