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alpha-mind
Commit b81fc005 authored by Dr.李's avatar Dr.李
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added short_name

parent cf325544
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Showing with 2 additions and 2 deletions
alphamind/data/engines/sqlengine.py
View file @ b81fc005
......@@ -348,7 +348,7 @@ class SqlEngine(object):
joined_tables.add(t.__table__.name)
query = select(
[Market.trade_date, Market.code, Market.chgPct] + list(factor_cols.keys())) \
[Market.trade_date, Market.code, Market.chgPct, Market.secShortName] + list(factor_cols.keys())) \
.select_from(big_table).where(and_(Market.trade_date.between(start_date, end_date),
Market.code.in_(codes)))
......@@ -403,7 +403,7 @@ class SqlEngine(object):
universe_df = universe.query(self, start_date, end_date, dates)
query = select(
[Market.trade_date, Market.code, Market.chgPct] + list(factor_cols.keys())) \
[Market.trade_date, Market.code, Market.chgPct, Market.secShortName] + list(factor_cols.keys())) \
.select_from(big_table).where(
and_(
Market.code.in_(universe_df.code.unique().tolist()),
......
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