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Commit a4eeea4f authored by Dr.李's avatar Dr.李
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update model

parent 0ee8b1cb
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Showing with 75 additions and 59 deletions
alphamind/data/dbmodel/models.py
View file @ a4eeea4f
...@@ -5,7 +5,7 @@ Created on 2017-6-29 ...@@ -5,7 +5,7 @@ Created on 2017-6-29
@author: cheng.li @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 from sqlalchemy.ext.declarative import declarative_base
...@@ -30,11 +30,11 @@ class FactorMaster(Base): ...@@ -30,11 +30,11 @@ class FactorMaster(Base):
Index('factor_master_factor_source_uindex', 'factor', 'source', unique=True), Index('factor_master_factor_source_uindex', 'factor', 'source', unique=True),
) )
factor = Column(String(30, 'utf8_general_ci'), primary_key=True, nullable=False) factor = Column(String(30), primary_key=True, nullable=False)
source = Column(String(30, 'utf8_general_ci'), primary_key=True, nullable=False) source = Column(String(30), primary_key=True, nullable=False)
alias = Column(String(50, 'utf8_general_ci'), nullable=False) alias = Column(String(50), nullable=False)
updateTime = Column(DateTime) updateTime = Column(DateTime)
description = Column(Text(2147483647, 'utf8_general_ci')) description = Column(Text())
class HaltList(Base): class HaltList(Base):
...@@ -47,11 +47,11 @@ class HaltList(Base): ...@@ -47,11 +47,11 @@ class HaltList(Base):
Code = Column(Integer, primary_key=True, nullable=False) Code = Column(Integer, primary_key=True, nullable=False)
haltBeginTime = Column(DateTime, primary_key=True, nullable=False) haltBeginTime = Column(DateTime, primary_key=True, nullable=False)
haltEndTime = Column(DateTime) haltEndTime = Column(DateTime)
secShortName = Column(String(20, 'utf8_general_ci')) secShortName = Column(String(20))
exchangeCD = Column(String(4, 'utf8_general_ci')) exchangeCD = Column(String(4))
listStatusCD = Column(String(4, 'utf8_general_ci')) listStatusCD = Column(String(4))
delistDate = Column(DateTime) delistDate = Column(DateTime)
assetClass = Column(String(4, 'utf8_general_ci')) assetClass = Column(String(4))
class IndexComponent(Base): class IndexComponent(Base):
...@@ -63,10 +63,10 @@ class IndexComponent(Base): ...@@ -63,10 +63,10 @@ class IndexComponent(Base):
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False) Code = Column(Integer, primary_key=True, nullable=False)
effDate = Column(DateTime) effDate = Column(DateTime)
indexShortName = Column(String(20, 'utf8_general_ci')) indexShortName = Column(String(20))
indexCode = Column(Integer, primary_key=True, nullable=False) indexCode = Column(Integer, primary_key=True, nullable=False)
secShortName = Column(String(20, 'utf8_general_ci')) secShortName = Column(String(20))
exchangeCD = Column(String(4, 'utf8_general_ci')) exchangeCD = Column(String(4))
weight = Column(Float(53)) weight = Column(Float(53))
...@@ -78,17 +78,17 @@ class Industry(Base): ...@@ -78,17 +78,17 @@ class Industry(Base):
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, 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) industryID = Column(BigInteger, primary_key=True, nullable=False)
industrySymbol = Column(String(20, 'utf8_general_ci')) industrySymbol = Column(String(20))
industryID1 = Column(BigInteger, nullable=False) industryID1 = Column(BigInteger, nullable=False)
industryName1 = Column(String(50, 'utf8_general_ci')) industryName1 = Column(String(50))
industryID2 = Column(BigInteger) industryID2 = Column(BigInteger)
industryName2 = Column(String(50, 'utf8_general_ci')) industryName2 = Column(String(50))
industryID3 = Column(BigInteger) industryID3 = Column(BigInteger)
industryName3 = Column(String(50, 'utf8_general_ci')) industryName3 = Column(String(50))
IndustryID4 = Column(BigInteger) IndustryID4 = Column(BigInteger)
IndustryName4 = Column(String(50, 'utf8_general_ci')) IndustryName4 = Column(String(50))
class LegacyFactor(Base): class LegacyFactor(Base):
...@@ -175,8 +175,8 @@ class Market(Base): ...@@ -175,8 +175,8 @@ class Market(Base):
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False) Code = Column(Integer, primary_key=True, nullable=False)
secShortName = Column(String(10, 'utf8_general_ci')) secShortName = Column(String(10))
exchangeCD = Column(String(4, 'utf8_general_ci')) exchangeCD = Column(String(4))
preClosePrice = Column(Float(53)) preClosePrice = Column(Float(53))
actPreClosePrice = Column(Float(53)) actPreClosePrice = Column(Float(53))
openPrice = Column(Float(53)) openPrice = Column(Float(53))
...@@ -205,11 +205,11 @@ class Performance(Base): ...@@ -205,11 +205,11 @@ class Performance(Base):
) )
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False) type = Column(String(20), primary_key=True, nullable=False)
portfolio = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False) portfolio = Column(String(50), primary_key=True, nullable=False)
industry = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False) industry = Column(String(50), primary_key=True, nullable=False)
source = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False) source = Column(String(20), primary_key=True, nullable=False)
universe = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False) universe = Column(String(50), primary_key=True, nullable=False)
er = Column(Float(53), nullable=False) er = Column(Float(53), nullable=False)
turn_over = Column(Float(53)) turn_over = Column(Float(53))
ic = Column(Float(53)) ic = Column(Float(53))
...@@ -218,16 +218,16 @@ class Performance(Base): ...@@ -218,16 +218,16 @@ class Performance(Base):
class Performance2(Base): class Performance2(Base):
__tablename__ = 'performance2' __tablename__ = 'performance2'
__table_args__ = ( __table_args__ = (
Index('performance2_Date_type_portfolio_industry_source_universe_uindex', 'Date', 'type', 'portfolio', 'industry', 'source', 'universe', 'benchmark', unique=True), Index('performance2_uindex', 'Date', 'type', 'portfolio', 'industry', 'source', 'universe', 'benchmark', unique=True),
Index('performance2_type_industry_universe_portfolio_index', 'type', 'industry', 'universe', 'portfolio') Index('performance2_index', 'type', 'industry', 'universe', 'portfolio')
) )
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False) type = Column(String(20), primary_key=True, nullable=False)
portfolio = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False) portfolio = Column(String(50), primary_key=True, nullable=False)
industry = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False) industry = Column(String(50), primary_key=True, nullable=False)
source = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False) source = Column(String(20), primary_key=True, nullable=False)
universe = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False) universe = Column(String(50), primary_key=True, nullable=False)
benchmark = Column(Integer, primary_key=True, nullable=False) benchmark = Column(Integer, primary_key=True, nullable=False)
er = Column(Float(53), nullable=False) er = Column(Float(53), nullable=False)
turn_over = Column(Float(53)) turn_over = Column(Float(53))
...@@ -243,7 +243,7 @@ class RiskCovDay(Base): ...@@ -243,7 +243,7 @@ class RiskCovDay(Base):
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer) 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)) BETA = Column(Float(53))
MOMENTUM = Column(Float(53)) MOMENTUM = Column(Float(53))
SIZE = Column(Float(53)) SIZE = Column(Float(53))
...@@ -295,7 +295,7 @@ class RiskCovLong(Base): ...@@ -295,7 +295,7 @@ class RiskCovLong(Base):
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer) 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)) BETA = Column(Float(53))
MOMENTUM = Column(Float(53)) MOMENTUM = Column(Float(53))
SIZE = Column(Float(53)) SIZE = Column(Float(53))
...@@ -341,13 +341,13 @@ class RiskCovLong(Base): ...@@ -341,13 +341,13 @@ class RiskCovLong(Base):
class RiskCovShort(Base): class RiskCovShort(Base):
__tablename__ = 'risk_cov_short' __tablename__ = 'risk_cov_short'
__table_args__ = ( __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) Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer) 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)) BETA = Column(Float(53))
MOMENTUM = Column(Float(53)) MOMENTUM = Column(Float(53))
SIZE = Column(Float(53)) SIZE = Column(Float(53))
...@@ -398,8 +398,8 @@ class RiskExposure(Base): ...@@ -398,8 +398,8 @@ class RiskExposure(Base):
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False) Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'utf8_general_ci')) exchangeCD = Column(String(4))
secShortName = Column(String(20, 'utf8_general_ci')) secShortName = Column(String(20))
BETA = Column(Float(53)) BETA = Column(Float(53))
MOMENTUM = Column(Float(53)) MOMENTUM = Column(Float(53))
SIZE = Column(Float(53)) SIZE = Column(Float(53))
...@@ -445,13 +445,14 @@ class RiskExposure(Base): ...@@ -445,13 +445,14 @@ class RiskExposure(Base):
class RiskMaster(Base): class RiskMaster(Base):
__tablename__ = 'risk_master' __tablename__ = 'risk_master'
factor = Column(String(30, 'utf8_general_ci'), primary_key=True, nullable=False) factor = Column(String(30), primary_key=True, nullable=False)
source = Column(String(30, 'utf8_general_ci'), primary_key=True, nullable=False) source = Column(String(30), primary_key=True, nullable=False)
alias = Column(String(30, 'utf8_general_ci'), nullable=False) alias = Column(String(30), nullable=False)
type = Column(String(30, 'utf8_general_ci')) type = Column(String(30))
updateTime = Column(DateTime) updateTime = Column(DateTime)
description = Column(Text(2147483647, 'utf8_general_ci')) description = Column(Text())
FactorID = Column(Integer, nullable=False) FactorID = Column(Integer, nullable=False, unique=True)
vendor = Column(String(30))
class RiskReturn(Base): class RiskReturn(Base):
...@@ -500,6 +501,22 @@ class RiskReturn(Base): ...@@ -500,6 +501,22 @@ class RiskReturn(Base):
updateTime = Column(DateTime) 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): class SpecificReturn(Base):
__tablename__ = 'specific_return' __tablename__ = 'specific_return'
__table_args__ = ( __table_args__ = (
...@@ -508,8 +525,8 @@ class SpecificReturn(Base): ...@@ -508,8 +525,8 @@ class SpecificReturn(Base):
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False) Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'utf8_general_ci')) exchangeCD = Column(String(4))
secShortName = Column(String(20, 'utf8_general_ci')) secShortName = Column(String(20))
spret = Column(Float(53)) spret = Column(Float(53))
updateTime = Column(DateTime) updateTime = Column(DateTime)
...@@ -522,8 +539,8 @@ class SpecificRiskDay(Base): ...@@ -522,8 +539,8 @@ class SpecificRiskDay(Base):
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False) Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'utf8_general_ci')) exchangeCD = Column(String(4))
secShortName = Column(String(20, 'utf8_general_ci')) secShortName = Column(String(20))
SRISK = Column(Float(53)) SRISK = Column(Float(53))
updateTime = Column(DateTime) updateTime = Column(DateTime)
...@@ -536,8 +553,8 @@ class SpecificRiskLong(Base): ...@@ -536,8 +553,8 @@ class SpecificRiskLong(Base):
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False) Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'utf8_general_ci')) exchangeCD = Column(String(4))
secShortName = Column(String(20, 'utf8_general_ci')) secShortName = Column(String(20))
updateTime = Column(DateTime) updateTime = Column(DateTime)
SRISK = Column(Float(53)) SRISK = Column(Float(53))
...@@ -550,8 +567,8 @@ class SpecificRiskShort(Base): ...@@ -550,8 +567,8 @@ class SpecificRiskShort(Base):
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False) Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4, 'utf8_general_ci')) exchangeCD = Column(String(4))
secShortName = Column(String(20, 'utf8_general_ci')) secShortName = Column(String(20))
SRISK = Column(Float(53)) SRISK = Column(Float(53))
updateTime = Column(DateTime) updateTime = Column(DateTime)
...@@ -563,10 +580,10 @@ class Strategy(Base): ...@@ -563,10 +580,10 @@ class Strategy(Base):
) )
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
strategyName = Column(String(20, 'utf8_general_ci'), primary_key=True, nullable=False) strategyName = Column(String(20), primary_key=True, nullable=False)
factor = Column(String(50, 'utf8_general_ci'), primary_key=True, nullable=False) factor = Column(String(50), primary_key=True, nullable=False)
weight = Column(Float(53)) weight = Column(Float(53))
source = Column(String(20, 'utf8_general_ci')) source = Column(String(20))
class Tiny(Base): class Tiny(Base):
...@@ -591,7 +608,7 @@ class Universe(Base): ...@@ -591,7 +608,7 @@ class Universe(Base):
Date = Column(DateTime, primary_key=True, nullable=False) Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, 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): class Uqer(Base):
...@@ -1027,10 +1044,9 @@ class Uqer(Base): ...@@ -1027,10 +1044,9 @@ class Uqer(Base):
STOA = Column(Float(53)) STOA = Column(Float(53))
NLSIZE = Column(Float(53)) NLSIZE = Column(Float(53))
if __name__ == '__main__': if __name__ == '__main__':
from sqlalchemy import create_engine 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) Base.metadata.create_all(engine)
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