Commit b03929b9 authored by Dr.李's avatar Dr.李

added one more risk

parent 5517da1a
......@@ -64,6 +64,8 @@ industry_styles = [
'Conglomerates'
]
macro_styles = ['COUNTRY']
def append_industry_info(df):
industry_arr = np.array(industry_styles)
......@@ -146,7 +148,7 @@ class SqlEngine(object):
factor_str = mapping_factors(factors)
total_risk_factors = list(set(risk_styles + industry_styles).difference(factors))
total_risk_factors = list(set(risk_styles + industry_styles + macro_styles).difference(factors))
if total_risk_factors:
risk_str = ','.join('risk_exposure.' + f for f in total_risk_factors)
......@@ -205,15 +207,15 @@ class SqlEngine(object):
if __name__ == '__main__':
db_url = 'mssql+pymssql://licheng:A12345678!@10.63.6.220/alpha?charset=utf8'
db_url = 'mssql+pymssql://licheng:A12345678!@10.63.6.220/alpha?charset=cp936'
from alphamind.data.dbmodel.models import Uqer
import datetime as dt
universe = Universe('zz500', ['ashare'], filter_cond=(Uqer.BLEV >= 0.) & (Uqer.BLEV <= 0.1), include_universe=['hs300'])
universe = Universe('custom', ['ashare'])
engine = SqlEngine(db_url)
ref_date = '2017-07-04'
ref_date = '2017-07-21'
codes = engine.fetch_codes(ref_date, universe)
......
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