Skip to content

A
alpha-mind
Commit a4eeea4f authored by Dr.李's avatar Dr.李
Browse files
Options

update model

parent 0ee8b1cb
Show whitespace changes
Inline Side-by-side
Showing with 75 additions and 59 deletions
alphamind/data/dbmodel/models.py
View file @ a4eeea4f
......@@ -5,7 +5,7 @@ Created on 2017-6-29
@author: cheng.li
"""
from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, String, Table, Text, text
from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, String, Text, text
from sqlalchemy.ext.declarative import declarative_base
......@@ -30,11 +30,11 @@ class FactorMaster(Base):
Index('factor_master_factor_source_uindex', 'factor', 'source', unique=True),
)
factor = Column(String(30, 'utf8_general_ci'), primary_key=True, nullable=False)
source = Column(String(30, 'utf8_general_ci'), primary_key=True, nullable=False)
alias = Column(String(50, 'utf8_general_ci'), nullable=False)
factor = Column(String(30), primary_key=True, nullable=False)
source = Column(String(30), primary_key=True, nullable=False)
alias = Column(String(50), nullable=False)
updateTime = Column(DateTime)
description = Column(Text(2147483647, 'utf8_general_ci'))
description = Column(Text())
class HaltList(Base):
......@@ -47,11 +47,11 @@ class HaltList(Base):
Code = Column(Integer, primary_key=True, nullable=False)
haltBeginTime = Column(DateTime, primary_key=True, nullable=False)
haltEndTime = Column(DateTime)
secShortName = Column(String(20, 'utf8_general_ci'))
exchangeCD = Column(String(4, 'utf8_general_ci'))
listStatusCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(20))
exchangeCD = Column(String(4))
listStatusCD = Column(String(4))
delistDate = Column(DateTime)
assetClass = Column(String(4, 'utf8_general_ci'))
assetClass = Column(String(4))
class IndexComponent(Base):
......@@ -63,10 +63,10 @@ class IndexComponent(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
effDate = Column(DateTime)
indexShortName = Column(String(20, 'utf8_general_ci'))
indexShortName = Column(String(20))
indexCode = Column(Integer, primary_key=True, nullable=False)
secShortName = Column(String(20, 'utf8_general_ci'))
exchangeCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(20))
exchangeCD = Column(String(4))
weight = Column(Float(53))
......@@ -78,17 +78,17 @@ class Industry(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
industry = Column(String(30, 'utf8_general_ci'), nullable=False)
industry = Column(String(30), nullable=False)
industryID = Column(BigInteger, primary_key=True, nullable=False)
industrySymbol = Column(String(20, 'utf8_general_ci'))
industrySymbol = Column(String(20))
industryID1 = Column(BigInteger, nullable=False)
industryName1 = Column(String(50, 'utf8_general_ci'))
industryName1 = Column(String(50))
industryID2 = Column(BigInteger)
industryName2 = Column(String(50, 'utf8_general_ci'))
industryName2 = Column(String(50))
industryID3 = Column(BigInteger)
industryName3 = Column(String(50, 'utf8_general_ci'))
industryName3 = Column(String(50))
IndustryID4 = Column(BigInteger)
IndustryName4 = Column(String(50, 'utf8_general_ci'))
IndustryName4 = Column(String(50))
class LegacyFactor(Base):
......@@ -175,8 +175,8 @@ class Market(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
secShortName = Column(String(10, 'utf8_general_ci'))
exchangeCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(10))
exchangeCD = Column(String(4))
preClosePrice = Column(Float(53))
actPreClosePrice = Column(Float(53))
openPrice = Column(Float(53))
......@@ -205,11 +205,11 @@ class Performance(Base):
)
Date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False)
portfolio = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
industry = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
source = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False)
universe = Column(String(50, 'utf8_general_ci'), 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)
source = Column(String(20), primary_key=True, nullable=False)
universe = Column(String(50), primary_key=True, nullable=False)
er = Column(Float(53), nullable=False)
turn_over = Column(Float(53))
ic = Column(Float(53))
......@@ -218,16 +218,16 @@ class Performance(Base):
class Performance2(Base):
__tablename__ = 'performance2'
__table_args__ = (
Index('performance2_Date_type_portfolio_industry_source_universe_uindex', 'Date', 'type', 'portfolio', 'industry', 'source', 'universe', 'benchmark', unique=True),
Index('performance2_type_industry_universe_portfolio_index', 'type', 'industry', 'universe', 'portfolio')
Index('performance2_uindex', 'Date', 'type', 'portfolio', 'industry', 'source', 'universe', 'benchmark', unique=True),
Index('performance2_index', 'type', 'industry', 'universe', 'portfolio')
)
Date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False)
portfolio = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
industry = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
source = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False)
universe = Column(String(50, 'utf8_general_ci'), 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)
source = Column(String(20), primary_key=True, nullable=False)
universe = Column(String(50), primary_key=True, nullable=False)
benchmark = Column(Integer, primary_key=True, nullable=False)
er = Column(Float(53), nullable=False)
turn_over = Column(Float(53))
......@@ -243,7 +243,7 @@ class RiskCovDay(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
......@@ -295,7 +295,7 @@ class RiskCovLong(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
......@@ -341,13 +341,13 @@ class RiskCovLong(Base):
class RiskCovShort(Base):
__tablename__ = 'risk_cov_short'
__table_args__ = (
Index('risk_cov_short_Date_Factor_uindex', 'Date', 'Factor', unique=True),
Index('risk_cov_short_Date_FactorID_uindex', 'Date', 'FactorID', unique=True)
Index('risk_cov_short_Date_FactorID_uindex', 'Date', 'FactorID', unique=True),
Index('risk_cov_short_Date_Factor_uindex', 'Date', 'Factor', unique=True)
)
Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
......@@ -398,8 +398,8 @@ class RiskExposure(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(20, 'utf8_general_ci'))
exchangeCD = Column(String(4))
secShortName = Column(String(20))
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
......@@ -445,13 +445,14 @@ class RiskExposure(Base):
class RiskMaster(Base):
__tablename__ = 'risk_master'
factor = Column(String(30, 'utf8_general_ci'), primary_key=True, nullable=False)
source = Column(String(30, 'utf8_general_ci'), primary_key=True, nullable=False)
alias = Column(String(30, 'utf8_general_ci'), nullable=False)
type = Column(String(30, 'utf8_general_ci'))
factor = Column(String(30), primary_key=True, nullable=False)
source = Column(String(30), primary_key=True, nullable=False)
alias = Column(String(30), nullable=False)
type = Column(String(30))
updateTime = Column(DateTime)
description = Column(Text(2147483647, 'utf8_general_ci'))
FactorID = Column(Integer, nullable=False)
description = Column(Text())
FactorID = Column(Integer, nullable=False, unique=True)
vendor = Column(String(30))
class RiskReturn(Base):
......@@ -500,6 +501,22 @@ class RiskReturn(Base):
updateTime = Column(DateTime)
class RiskStat(Base):
__tablename__ = 'risk_stats'
__table_args__ = (
Index('risk_stats_uindex', 'Date', 'type', 'portfolio', 'source', 'universe', 'benchmark', 'factor', unique=True),
)
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)
universe = Column(String(50), primary_key=True, nullable=False)
benchmark = Column(Integer, primary_key=True, nullable=False)
factor = Column(String(30), primary_key=True, nullable=False)
exposure = Column(Float(53))
class SpecificReturn(Base):
__tablename__ = 'specific_return'
__table_args__ = (
......@@ -508,8 +525,8 @@ class SpecificReturn(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(20, 'utf8_general_ci'))
exchangeCD = Column(String(4))
secShortName = Column(String(20))
spret = Column(Float(53))
updateTime = Column(DateTime)
......@@ -522,8 +539,8 @@ class SpecificRiskDay(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(20, 'utf8_general_ci'))
exchangeCD = Column(String(4))
secShortName = Column(String(20))
SRISK = Column(Float(53))
updateTime = Column(DateTime)
......@@ -536,8 +553,8 @@ class SpecificRiskLong(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(20, 'utf8_general_ci'))
exchangeCD = Column(String(4))
secShortName = Column(String(20))
updateTime = Column(DateTime)
SRISK = Column(Float(53))
......@@ -550,8 +567,8 @@ class SpecificRiskShort(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'utf8_general_ci'))
secShortName = Column(String(20, 'utf8_general_ci'))
exchangeCD = Column(String(4))
secShortName = Column(String(20))
SRISK = Column(Float(53))
updateTime = Column(DateTime)
......@@ -563,10 +580,10 @@ class Strategy(Base):
)
Date = Column(DateTime, primary_key=True, nullable=False)
strategyName = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False)
factor = Column(String(50, 'utf8_general_ci'), 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))
source = Column(String(20, 'utf8_general_ci'))
source = Column(String(20))
class Tiny(Base):
......@@ -591,7 +608,7 @@ class Universe(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
universe = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False)
universe = Column(String(20), primary_key=True, nullable=False)
class Uqer(Base):
......@@ -1027,10 +1044,9 @@ class Uqer(Base):
STOA = Column(Float(53))
NLSIZE = Column(Float(53))
if __name__ == '__main__':
from sqlalchemy import create_engine
engine = create_engine('mysql+mysqldb://sa:We051253524522@rm-bp1psdz5615icqc0yo.mysql.rds.aliyuncs.com/test?charset=utf8')
engine = create_engine('postgresql+psycopg2://postgres:A12345678!@10.63.6.220/alpha')
Base.metadata.create_all(engine)
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment