update models

alphamind/data/dbmodel/models.py

@@ -5,7 +5,8 @@ Created on 2017-6-29
 @author: cheng.li
 """
 
-from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, JSON, String, Text, Boolean, text
+from sqlalchemy import BigInteger, Column, DateTime, Float, Index, Integer, String, Text, Boolean, text
+from sqlalchemy.dialects.postgresql import JSONB
 from sqlalchemy.ext.declarative import declarative_base
 
 Base = declarative_base()
@@ -800,7 +801,8 @@ class Models(Base):
     model_type = Column(String(30), nullable=False)
     model_version = Column(BigInteger, nullable=False)
     update_time = Column(DateTime, nullable=False)
-    model_desc = Column(JSON, nullable=False)
+    model_desc = Column(JSONB, nullable=False)
+    is_primary = Column(Boolean, default=False)
     model_id = Column(Integer, primary_key=True, server_default=text("nextval('models_model_id_seq'::regclass)"))
 
 
@@ -856,7 +858,7 @@ class Positions(Base):
     trade_date = Column(DateTime, primary_key=True, nullable=False)
     portfolio = Column(String(50), primary_key=True, nullable=False)
     type = Column(String(50), primary_key=True, nullable=False)
-    weight = Column(JSON)
+    weight = Column(JSONB)
 
 
 class QuantileAnalysis(Base):

alphamind/data/engines/sqlengine.py

@@ -534,11 +534,19 @@ class SqlEngine(object):
         return total_data
 
     def fetch_model(self,
-                    ref_date,
+                    ref_date=None,
                     model_type=None,
-                    model_version=None) -> pd.DataFrame:
+                    model_version=None,
+                    is_primary=True,
+                    model_id=None) -> pd.DataFrame:
 
-        conditions = [Models.trade_date == ref_date]
+        conditions = []
+
+        if ref_date:
+            conditions.append(Models.trade_date == ref_date)
+
+        if model_id:
+            conditions.append(Models.model_id == model_id)
 
         if model_type:
             conditions.append(Models.model_type == model_type)
@@ -546,6 +554,8 @@ class SqlEngine(object):
         if model_version:
             conditions.append(Models.model_version == model_version)
 
+        conditions.append(Models.is_primary == is_primary)
+
         query = select([Models]).where(and_(*conditions))
 
         model_df = pd.read_sql(query, self.engine)

requirements.txt

@@ -8,5 +8,5 @@ scipy >= 0.19.0
 simpleutils >= 0.1.0
 sqlalchemy >= 1.1.9
 pandas >= 0.19.2
-psycopg2 >= 2.7.3
+psycopg2 >= 2.7.1
 Finance-Python >= 0.5.5