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alpha-mind
Commit d571d54e authored by Dr.李's avatar Dr.李
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update db models

parent b6b4cb16
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Showing with 720 additions and 651 deletions
alphamind/data/dbmodel/models.py
View file @ d571d54e
......@@ -21,441 +21,20 @@ class DailyReturn(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
d1 = Column(Float)
d1 = Column(Float(53))
class Uqer(Base):
__tablename__ = 'uqer'
class FactorMaster(Base):
__tablename__ = 'factor_master'
__table_args__ = (
Index('uqer_Date_Code_uindex', 'Date', 'Code', unique=True),
Index('factor_meta_factor_source_pk', 'factor', 'source', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
AccountsPayablesTDays = Column(Float(asdecimal=True))
AccountsPayablesTRate = Column(Float(asdecimal=True))
AdminiExpenseRate = Column(Float(asdecimal=True))
ARTDays = Column(Float(asdecimal=True))
ARTRate = Column(Float(asdecimal=True))
ASSI = Column(Float(asdecimal=True))
BLEV = Column(Float(asdecimal=True))
BondsPayableToAsset = Column(Float(asdecimal=True))
CashRateOfSales = Column(Float(asdecimal=True))
CashToCurrentLiability = Column(Float(asdecimal=True))
CMRA = Column(Float(asdecimal=True))
CTOP = Column(Float(asdecimal=True))
CTP5 = Column(Float(asdecimal=True))
CurrentAssetsRatio = Column(Float(asdecimal=True))
CurrentAssetsTRate = Column(Float(asdecimal=True))
CurrentRatio = Column(Float(asdecimal=True))
DAVOL10 = Column(Float(asdecimal=True))
DAVOL20 = Column(Float(asdecimal=True))
DAVOL5 = Column(Float(asdecimal=True))
DDNBT = Column(Float(asdecimal=True))
DDNCR = Column(Float(asdecimal=True))
DDNSR = Column(Float(asdecimal=True))
DebtEquityRatio = Column(Float(asdecimal=True))
DebtsAssetRatio = Column(Float(asdecimal=True))
DHILO = Column(Float(asdecimal=True))
DilutedEPS = Column(Float(asdecimal=True))
DVRAT = Column(Float(asdecimal=True))
EBITToTOR = Column(Float(asdecimal=True))
EGRO = Column(Float(asdecimal=True))
EMA10 = Column(Float(asdecimal=True))
EMA120 = Column(Float(asdecimal=True))
EMA20 = Column(Float(asdecimal=True))
EMA5 = Column(Float(asdecimal=True))
EMA60 = Column(Float(asdecimal=True))
EPS = Column(Float(asdecimal=True))
EquityFixedAssetRatio = Column(Float(asdecimal=True))
EquityToAsset = Column(Float(asdecimal=True))
EquityTRate = Column(Float(asdecimal=True))
ETOP = Column(Float(asdecimal=True))
ETP5 = Column(Float(asdecimal=True))
FinancialExpenseRate = Column(Float(asdecimal=True))
FinancingCashGrowRate = Column(Float(asdecimal=True))
FixAssetRatio = Column(Float(asdecimal=True))
FixedAssetsTRate = Column(Float(asdecimal=True))
GrossIncomeRatio = Column(Float(asdecimal=True))
HBETA = Column(Float(asdecimal=True))
HSIGMA = Column(Float(asdecimal=True))
IntangibleAssetRatio = Column(Float(asdecimal=True))
InventoryTDays = Column(Float(asdecimal=True))
InventoryTRate = Column(Float(asdecimal=True))
InvestCashGrowRate = Column(Float(asdecimal=True))
LCAP = Column(Float(asdecimal=True))
LFLO = Column(Float(asdecimal=True))
LongDebtToAsset = Column(Float(asdecimal=True))
LongDebtToWorkingCapital = Column(Float(asdecimal=True))
LongTermDebtToAsset = Column(Float(asdecimal=True))
MA10 = Column(Float(asdecimal=True))
MA120 = Column(Float(asdecimal=True))
MA20 = Column(Float(asdecimal=True))
MA5 = Column(Float(asdecimal=True))
MA60 = Column(Float(asdecimal=True))
MAWVAD = Column(Float(asdecimal=True))
MFI = Column(Float(asdecimal=True))
MLEV = Column(Float(asdecimal=True))
NetAssetGrowRate = Column(Float(asdecimal=True))
NetProfitGrowRate = Column(Float(asdecimal=True))
NetProfitRatio = Column(Float(asdecimal=True))
NOCFToOperatingNI = Column(Float(asdecimal=True))
NonCurrentAssetsRatio = Column(Float(asdecimal=True))
NPParentCompanyGrowRate = Column(Float(asdecimal=True))
NPToTOR = Column(Float(asdecimal=True))
OperatingExpenseRate = Column(Float(asdecimal=True))
OperatingProfitGrowRate = Column(Float(asdecimal=True))
OperatingProfitRatio = Column(Float(asdecimal=True))
OperatingProfitToTOR = Column(Float(asdecimal=True))
OperatingRevenueGrowRate = Column(Float(asdecimal=True))
OperCashGrowRate = Column(Float(asdecimal=True))
OperCashInToCurrentLiability = Column(Float(asdecimal=True))
PB = Column(Float(asdecimal=True))
PCF = Column(Float(asdecimal=True))
PE = Column(Float(asdecimal=True))
PS = Column(Float(asdecimal=True))
PSY = Column(Float(asdecimal=True))
QuickRatio = Column(Float(asdecimal=True))
REVS10 = Column(Float(asdecimal=True))
REVS20 = Column(Float(asdecimal=True))
REVS5 = Column(Float(asdecimal=True))
ROA = Column(Float(asdecimal=True))
ROA5 = Column(Float(asdecimal=True))
ROE = Column(Float(asdecimal=True))
ROE5 = Column(Float(asdecimal=True))
RSI = Column(Float(asdecimal=True))
RSTR12 = Column(Float(asdecimal=True))
RSTR24 = Column(Float(asdecimal=True))
SalesCostRatio = Column(Float(asdecimal=True))
SaleServiceCashToOR = Column(Float(asdecimal=True))
SUE = Column(Float(asdecimal=True))
TaxRatio = Column(Float(asdecimal=True))
TOBT = Column(Float(asdecimal=True))
TotalAssetGrowRate = Column(Float(asdecimal=True))
TotalAssetsTRate = Column(Float(asdecimal=True))
TotalProfitCostRatio = Column(Float(asdecimal=True))
TotalProfitGrowRate = Column(Float(asdecimal=True))
VOL10 = Column(Float(asdecimal=True))
VOL120 = Column(Float(asdecimal=True))
VOL20 = Column(Float(asdecimal=True))
VOL240 = Column(Float(asdecimal=True))
VOL5 = Column(Float(asdecimal=True))
VOL60 = Column(Float(asdecimal=True))
WVAD = Column(Float(asdecimal=True))
REC = Column(Float(asdecimal=True))
DAREC = Column(Float(asdecimal=True))
GREC = Column(Float(asdecimal=True))
FY12P = Column(Float(asdecimal=True))
DAREV = Column(Float(asdecimal=True))
GREV = Column(Float(asdecimal=True))
SFY12P = Column(Float(asdecimal=True))
DASREV = Column(Float(asdecimal=True))
GSREV = Column(Float(asdecimal=True))
FEARNG = Column(Float(asdecimal=True))
FSALESG = Column(Float(asdecimal=True))
TA2EV = Column(Float(asdecimal=True))
CFO2EV = Column(Float(asdecimal=True))
ACCA = Column(Float(asdecimal=True))
DEGM = Column(Float(asdecimal=True))
SUOI = Column(Float(asdecimal=True))
EARNMOM = Column(Float(asdecimal=True))
FiftyTwoWeekHigh = Column(Float(asdecimal=True))
Volatility = Column(Float(asdecimal=True))
Skewness = Column(Float(asdecimal=True))
ILLIQUIDITY = Column(Float(asdecimal=True))
BackwardADJ = Column(Float(asdecimal=True))
MACD = Column(Float(asdecimal=True))
ADTM = Column(Float(asdecimal=True))
ATR14 = Column(Float(asdecimal=True))
ATR6 = Column(Float(asdecimal=True))
BIAS10 = Column(Float(asdecimal=True))
BIAS20 = Column(Float(asdecimal=True))
BIAS5 = Column(Float(asdecimal=True))
BIAS60 = Column(Float(asdecimal=True))
BollDown = Column(Float(asdecimal=True))
BollUp = Column(Float(asdecimal=True))
CCI10 = Column(Float(asdecimal=True))
CCI20 = Column(Float(asdecimal=True))
CCI5 = Column(Float(asdecimal=True))
CCI88 = Column(Float(asdecimal=True))
KDJ_K = Column(Float(asdecimal=True))
KDJ_D = Column(Float(asdecimal=True))
KDJ_J = Column(Float(asdecimal=True))
ROC6 = Column(Float(asdecimal=True))
ROC20 = Column(Float(asdecimal=True))
SBM = Column(Float(asdecimal=True))
STM = Column(Float(asdecimal=True))
UpRVI = Column(Float(asdecimal=True))
DownRVI = Column(Float(asdecimal=True))
RVI = Column(Float(asdecimal=True))
SRMI = Column(Float(asdecimal=True))
ChandeSD = Column(Float(asdecimal=True))
ChandeSU = Column(Float(asdecimal=True))
CMO = Column(Float(asdecimal=True))
DBCD = Column(Float(asdecimal=True))
ARC = Column(Float(asdecimal=True))
OBV = Column(Float(asdecimal=True))
OBV6 = Column(Float(asdecimal=True))
OBV20 = Column(Float(asdecimal=True))
TVMA20 = Column(Float(asdecimal=True))
TVMA6 = Column(Float(asdecimal=True))
TVSTD20 = Column(Float(asdecimal=True))
TVSTD6 = Column(Float(asdecimal=True))
VDEA = Column(Float(asdecimal=True))
VDIFF = Column(Float(asdecimal=True))
VEMA10 = Column(Float(asdecimal=True))
VEMA12 = Column(Float(asdecimal=True))
VEMA26 = Column(Float(asdecimal=True))
VEMA5 = Column(Float(asdecimal=True))
VMACD = Column(Float(asdecimal=True))
VOSC = Column(Float(asdecimal=True))
VR = Column(Float(asdecimal=True))
VROC12 = Column(Float(asdecimal=True))
VROC6 = Column(Float(asdecimal=True))
VSTD10 = Column(Float(asdecimal=True))
VSTD20 = Column(Float(asdecimal=True))
KlingerOscillator = Column(Float(asdecimal=True))
MoneyFlow20 = Column(Float(asdecimal=True))
AD = Column(Float(asdecimal=True))
AD20 = Column(Float(asdecimal=True))
AD6 = Column(Float(asdecimal=True))
CoppockCurve = Column(Float(asdecimal=True))
ASI = Column(Float(asdecimal=True))
ChaikinOscillator = Column(Float(asdecimal=True))
ChaikinVolatility = Column(Float(asdecimal=True))
EMV14 = Column(Float(asdecimal=True))
EMV6 = Column(Float(asdecimal=True))
plusDI = Column(Float(asdecimal=True))
minusDI = Column(Float(asdecimal=True))
ADX = Column(Float(asdecimal=True))
ADXR = Column(Float(asdecimal=True))
Aroon = Column(Float(asdecimal=True))
AroonDown = Column(Float(asdecimal=True))
AroonUp = Column(Float(asdecimal=True))
DEA = Column(Float(asdecimal=True))
DIFF = Column(Float(asdecimal=True))
DDI = Column(Float(asdecimal=True))
DIZ = Column(Float(asdecimal=True))
DIF = Column(Float(asdecimal=True))
MTM = Column(Float(asdecimal=True))
MTMMA = Column(Float(asdecimal=True))
PVT = Column(Float(asdecimal=True))
PVT6 = Column(Float(asdecimal=True))
PVT12 = Column(Float(asdecimal=True))
TRIX5 = Column(Float(asdecimal=True))
TRIX10 = Column(Float(asdecimal=True))
UOS = Column(Float(asdecimal=True))
MA10RegressCoeff12 = Column(Float(asdecimal=True))
MA10RegressCoeff6 = Column(Float(asdecimal=True))
PLRC6 = Column(Float(asdecimal=True))
PLRC12 = Column(Float(asdecimal=True))
SwingIndex = Column(Float(asdecimal=True))
Ulcer10 = Column(Float(asdecimal=True))
Ulcer5 = Column(Float(asdecimal=True))
Hurst = Column(Float(asdecimal=True))
ACD6 = Column(Float(asdecimal=True))
ACD20 = Column(Float(asdecimal=True))
EMA12 = Column(Float(asdecimal=True))
EMA26 = Column(Float(asdecimal=True))
APBMA = Column(Float(asdecimal=True))
BBI = Column(Float(asdecimal=True))
BBIC = Column(Float(asdecimal=True))
TEMA10 = Column(Float(asdecimal=True))
TEMA5 = Column(Float(asdecimal=True))
MA10Close = Column(Float(asdecimal=True))
AR = Column(Float(asdecimal=True))
BR = Column(Float(asdecimal=True))
ARBR = Column(Float(asdecimal=True))
CR20 = Column(Float(asdecimal=True))
MassIndex = Column(Float(asdecimal=True))
BearPower = Column(Float(asdecimal=True))
BullPower = Column(Float(asdecimal=True))
Elder = Column(Float(asdecimal=True))
NVI = Column(Float(asdecimal=True))
PVI = Column(Float(asdecimal=True))
RC12 = Column(Float(asdecimal=True))
RC24 = Column(Float(asdecimal=True))
JDQS20 = Column(Float(asdecimal=True))
Variance20 = Column(Float(asdecimal=True))
Variance60 = Column(Float(asdecimal=True))
Variance120 = Column(Float(asdecimal=True))
Kurtosis20 = Column(Float(asdecimal=True))
Kurtosis60 = Column(Float(asdecimal=True))
Kurtosis120 = Column(Float(asdecimal=True))
Alpha20 = Column(Float(asdecimal=True))
Alpha60 = Column(Float(asdecimal=True))
Alpha120 = Column(Float(asdecimal=True))
Beta20 = Column(Float(asdecimal=True))
Beta60 = Column(Float(asdecimal=True))
Beta120 = Column(Float(asdecimal=True))
SharpeRatio20 = Column(Float(asdecimal=True))
SharpeRatio60 = Column(Float(asdecimal=True))
SharpeRatio120 = Column(Float(asdecimal=True))
TreynorRatio20 = Column(Float(asdecimal=True))
TreynorRatio60 = Column(Float(asdecimal=True))
TreynorRatio120 = Column(Float(asdecimal=True))
InformationRatio20 = Column(Float(asdecimal=True))
InformationRatio60 = Column(Float(asdecimal=True))
InformationRatio120 = Column(Float(asdecimal=True))
GainVariance20 = Column(Float(asdecimal=True))
GainVariance60 = Column(Float(asdecimal=True))
GainVariance120 = Column(Float(asdecimal=True))
LossVariance20 = Column(Float(asdecimal=True))
LossVariance60 = Column(Float(asdecimal=True))
LossVariance120 = Column(Float(asdecimal=True))
GainLossVarianceRatio20 = Column(Float(asdecimal=True))
GainLossVarianceRatio60 = Column(Float(asdecimal=True))
GainLossVarianceRatio120 = Column(Float(asdecimal=True))
RealizedVolatility = Column(Float(asdecimal=True))
REVS60 = Column(Float(asdecimal=True))
REVS120 = Column(Float(asdecimal=True))
REVS250 = Column(Float(asdecimal=True))
REVS750 = Column(Float(asdecimal=True))
REVS5m20 = Column(Float(asdecimal=True))
REVS5m60 = Column(Float(asdecimal=True))
REVS5Indu1 = Column(Float(asdecimal=True))
REVS20Indu1 = Column(Float(asdecimal=True))
Volumn1M = Column(Float(asdecimal=True))
Volumn3M = Column(Float(asdecimal=True))
Price1M = Column(Float(asdecimal=True))
Price3M = Column(Float(asdecimal=True))
Price1Y = Column(Float(asdecimal=True))
Rank1M = Column(Float(asdecimal=True))
CashDividendCover = Column(Float(asdecimal=True))
DividendCover = Column(Float(asdecimal=True))
DividendPaidRatio = Column(Float(asdecimal=True))
RetainedEarningRatio = Column(Float(asdecimal=True))
CashEquivalentPS = Column(Float(asdecimal=True))
DividendPS = Column(Float(asdecimal=True))
EPSTTM = Column(Float(asdecimal=True))
NetAssetPS = Column(Float(asdecimal=True))
TORPS = Column(Float(asdecimal=True))
TORPSLatest = Column(Float(asdecimal=True))
OperatingRevenuePS = Column(Float(asdecimal=True))
OperatingRevenuePSLatest = Column(Float(asdecimal=True))
OperatingProfitPS = Column(Float(asdecimal=True))
OperatingProfitPSLatest = Column(Float(asdecimal=True))
CapitalSurplusFundPS = Column(Float(asdecimal=True))
SurplusReserveFundPS = Column(Float(asdecimal=True))
UndividedProfitPS = Column(Float(asdecimal=True))
RetainedEarningsPS = Column(Float(asdecimal=True))
OperCashFlowPS = Column(Float(asdecimal=True))
CashFlowPS = Column(Float(asdecimal=True))
NetNonOIToTP = Column(Float(asdecimal=True))
NetNonOIToTPLatest = Column(Float(asdecimal=True))
PeriodCostsRate = Column(Float(asdecimal=True))
InterestCover = Column(Float(asdecimal=True))
NetProfitGrowRate3Y = Column(Float(asdecimal=True))
NetProfitGrowRate5Y = Column(Float(asdecimal=True))
OperatingRevenueGrowRate3Y = Column(Float(asdecimal=True))
OperatingRevenueGrowRate5Y = Column(Float(asdecimal=True))
NetCashFlowGrowRate = Column(Float(asdecimal=True))
NetProfitCashCover = Column(Float(asdecimal=True))
OperCashInToAsset = Column(Float(asdecimal=True))
CashConversionCycle = Column(Float(asdecimal=True))
OperatingCycle = Column(Float(asdecimal=True))
PEG3Y = Column(Float(asdecimal=True))
PEG5Y = Column(Float(asdecimal=True))
PEIndu = Column(Float(asdecimal=True))
PBIndu = Column(Float(asdecimal=True))
PSIndu = Column(Float(asdecimal=True))
PCFIndu = Column(Float(asdecimal=True))
PEHist20 = Column(Float(asdecimal=True))
PEHist60 = Column(Float(asdecimal=True))
PEHist120 = Column(Float(asdecimal=True))
PEHist250 = Column(Float(asdecimal=True))
StaticPE = Column(Float(asdecimal=True))
ForwardPE = Column(Float(asdecimal=True))
EnterpriseFCFPS = Column(Float(asdecimal=True))
ShareholderFCFPS = Column(Float(asdecimal=True))
ROEDiluted = Column(Float(asdecimal=True))
ROEAvg = Column(Float(asdecimal=True))
ROEWeighted = Column(Float(asdecimal=True))
ROECut = Column(Float(asdecimal=True))
ROECutWeighted = Column(Float(asdecimal=True))
ROIC = Column(Float(asdecimal=True))
ROAEBIT = Column(Float(asdecimal=True))
ROAEBITTTM = Column(Float(asdecimal=True))
OperatingNIToTP = Column(Float(asdecimal=True))
OperatingNIToTPLatest = Column(Float(asdecimal=True))
InvestRAssociatesToTP = Column(Float(asdecimal=True))
InvestRAssociatesToTPLatest = Column(Float(asdecimal=True))
NPCutToNP = Column(Float(asdecimal=True))
SuperQuickRatio = Column(Float(asdecimal=True))
TSEPToInterestBearDebt = Column(Float(asdecimal=True))
DebtTangibleEquityRatio = Column(Float(asdecimal=True))
TangibleAToInteBearDebt = Column(Float(asdecimal=True))
TangibleAToNetDebt = Column(Float(asdecimal=True))
NOCFToTLiability = Column(Float(asdecimal=True))
NOCFToInterestBearDebt = Column(Float(asdecimal=True))
NOCFToNetDebt = Column(Float(asdecimal=True))
TSEPToTotalCapital = Column(Float(asdecimal=True))
InteBearDebtToTotalCapital = Column(Float(asdecimal=True))
NPParentCompanyCutYOY = Column(Float(asdecimal=True))
SalesServiceCashToORLatest = Column(Float(asdecimal=True))
CashRateOfSalesLatest = Column(Float(asdecimal=True))
NOCFToOperatingNILatest = Column(Float(asdecimal=True))
TotalAssets = Column(Float(asdecimal=True))
MktValue = Column(Float(asdecimal=True))
NegMktValue = Column(Float(asdecimal=True))
TEAP = Column(Float(asdecimal=True))
NIAP = Column(Float(asdecimal=True))
TotalFixedAssets = Column(Float(asdecimal=True))
IntFreeCL = Column(Float(asdecimal=True))
IntFreeNCL = Column(Float(asdecimal=True))
IntCL = Column(Float(asdecimal=True))
IntDebt = Column(Float(asdecimal=True))
NetDebt = Column(Float(asdecimal=True))
NetTangibleAssets = Column(Float(asdecimal=True))
WorkingCapital = Column(Float(asdecimal=True))
NetWorkingCapital = Column(Float(asdecimal=True))
TotalPaidinCapital = Column(Float(asdecimal=True))
RetainedEarnings = Column(Float(asdecimal=True))
OperateNetIncome = Column(Float(asdecimal=True))
ValueChgProfit = Column(Float(asdecimal=True))
NetIntExpense = Column(Float(asdecimal=True))
EBIT = Column(Float(asdecimal=True))
EBITDA = Column(Float(asdecimal=True))
EBIAT = Column(Float(asdecimal=True))
NRProfitLoss = Column(Float(asdecimal=True))
NIAPCut = Column(Float(asdecimal=True))
FCFF = Column(Float(asdecimal=True))
FCFE = Column(Float(asdecimal=True))
DA = Column(Float(asdecimal=True))
TRevenueTTM = Column(Float(asdecimal=True))
TCostTTM = Column(Float(asdecimal=True))
RevenueTTM = Column(Float(asdecimal=True))
CostTTM = Column(Float(asdecimal=True))
GrossProfitTTM = Column(Float(asdecimal=True))
SalesExpenseTTM = Column(Float(asdecimal=True))
AdminExpenseTTM = Column(Float(asdecimal=True))
FinanExpenseTTM = Column(Float(asdecimal=True))
AssetImpairLossTTM = Column(Float(asdecimal=True))
NPFromOperatingTTM = Column(Float(asdecimal=True))
NPFromValueChgTTM = Column(Float(asdecimal=True))
OperateProfitTTM = Column(Float(asdecimal=True))
NonOperatingNPTTM = Column(Float(asdecimal=True))
TProfitTTM = Column(Float(asdecimal=True))
NetProfitTTM = Column(Float(asdecimal=True))
NetProfitAPTTM = Column(Float(asdecimal=True))
SaleServiceRenderCashTTM = Column(Float(asdecimal=True))
NetOperateCFTTM = Column(Float(asdecimal=True))
NetInvestCFTTM = Column(Float(asdecimal=True))
NetFinanceCFTTM = Column(Float(asdecimal=True))
GrossProfit = Column(Float(asdecimal=True))
Beta252 = Column(Float(asdecimal=True))
RSTR504 = Column(Float(asdecimal=True))
EPIBS = Column(Float(asdecimal=True))
CETOP = Column(Float(asdecimal=True))
DASTD = Column(Float(asdecimal=True))
CmraCNE5 = Column(Float(asdecimal=True))
HsigmaCNE5 = Column(Float(asdecimal=True))
SGRO = Column(Float(asdecimal=True))
EgibsLong = Column(Float(asdecimal=True))
STOM = Column(Float(asdecimal=True))
STOQ = Column(Float(asdecimal=True))
STOA = Column(Float(asdecimal=True))
NLSIZE = Column(Float(asdecimal=True))
factor = Column(String(30, 'Chinese_PRC_CI_AS'), nullable=False)
source = Column(String(30, 'Chinese_PRC_CI_AS'), nullable=False)
alias = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True)
updateTime = Column(DateTime, nullable=False)
description = Column(Text(2147483647, 'Chinese_PRC_CI_AS'))
class HaltList(Base):
......@@ -468,11 +47,11 @@ class HaltList(Base):
Code = Column(Integer, primary_key=True, nullable=False)
haltBeginTime = Column(DateTime)
haltEndTime = Column(DateTime)
secShortName = Column(String(20))
exchangeCD = Column(String(4))
listStatusCD = Column(String(4))
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
listStatusCD = Column(String(4, 'Chinese_PRC_CI_AS'))
delistDate = Column(DateTime)
assetClass = Column(String(4))
assetClass = Column(String(4, 'Chinese_PRC_CI_AS'))
class IndexComponent(Base):
......@@ -484,11 +63,32 @@ 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))
indexShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
indexCode = Column(Integer, primary_key=True, nullable=False)
secShortName = Column(String(20))
exchangeCD = Column(String(4))
weight = Column(Float)
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
weight = Column(Float(53))
class Industry(Base):
__tablename__ = 'industry'
__table_args__ = (
Index('industry_Date_Code_industryID_uindex', 'Date', 'Code', 'industryID', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
industry = Column(String(30, 'Chinese_PRC_CI_AS'), nullable=False)
industryID = Column(BigInteger, primary_key=True, nullable=False)
industrySymbol = Column(String(20, 'Chinese_PRC_CI_AS'))
industryID1 = Column(BigInteger, nullable=False)
industryName1 = Column(String(50, 'Chinese_PRC_CI_AS'))
industryID2 = Column(BigInteger)
industryName2 = Column(String(50, 'Chinese_PRC_CI_AS'))
industryID3 = Column(BigInteger)
industryName3 = Column(String(50, 'Chinese_PRC_CI_AS'))
IndustryID4 = Column(BigInteger)
IndustryName4 = Column(String(50, 'Chinese_PRC_CI_AS'))
class Market(Base):
......@@ -499,28 +99,46 @@ class Market(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
secShortName = Column(String(10))
exchangeCD = Column(String(4))
preClosePrice = Column(Float)
actPreClosePrice = Column(Float)
openPrice = Column(Float)
highestPrice = Column(Float)
lowestPrice = Column(Float)
closePrice = Column(Float)
secShortName = Column(String(10, 'Chinese_PRC_CI_AS'))
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
preClosePrice = Column(Float(53))
actPreClosePrice = Column(Float(53))
openPrice = Column(Float(53))
highestPrice = Column(Float(53))
lowestPrice = Column(Float(53))
closePrice = Column(Float(53))
turnoverVol = Column(Integer)
turnoverValue = Column(Float)
turnoverValue = Column(Float(53))
dealAmount = Column(Integer)
turnoverRate = Column(Float)
accumAdjFactor = Column(Float)
negMarketValue = Column(Float)
marketValue = Column(Float)
chgPct = Column(Float)
PE = Column(Float)
PE1 = Column(Float)
PB = Column(Float)
turnoverRate = Column(Float(53))
accumAdjFactor = Column(Float(53))
negMarketValue = Column(Float(53))
marketValue = Column(Float(53))
chgPct = Column(Float(53))
PE = Column(Float(53))
PE1 = Column(Float(53))
PB = Column(Float(53))
isOpen = Column(Integer)
class Performance(Base):
__tablename__ = 'performance'
__table_args__ = (
Index('performance_Date_type_portfolio_industry_source_universe_uindex', 'Date', 'type', 'portfolio', 'industry', 'source', 'universe', unique=True),
Index('performance_type_industry_universe_portfolio_index', 'type', 'industry', 'universe', 'portfolio')
)
Date = Column(DateTime, primary_key=True, nullable=False)
type = Column(String(20, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
portfolio = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
industry = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
source = Column(String(20, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
universe = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
er = Column(Float(53), nullable=False)
turn_over = Column(Float(53))
ic = Column(Float(53))
class RiskCovDay(Base):
__tablename__ = 'risk_cov_day'
__table_args__ = (
......@@ -530,46 +148,46 @@ class RiskCovDay(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float)
MOMENTUM = Column(Float)
SIZE = Column(Float)
EARNYILD = Column(Float)
RESVOL = Column(Float)
GROWTH = Column(Float)
BTOP = Column(Float)
LEVERAGE = Column(Float)
LIQUIDTY = Column(Float)
SIZENL = Column(Float)
Bank = Column(Float)
RealEstate = Column(Float)
Health = Column(Float)
Transportation = Column(Float)
Mining = Column(Float)
NonFerMetal = Column(Float)
HouseApp = Column(Float)
LeiService = Column(Float)
MachiEquip = Column(Float)
BuildDeco = Column(Float)
CommeTrade = Column(Float)
CONMAT = Column(Float)
Auto = Column(Float)
Textile = Column(Float)
FoodBever = Column(Float)
Electronics = Column(Float)
Computer = Column(Float)
LightIndus = Column(Float)
Utilities = Column(Float)
Telecom = Column(Float)
AgriForest = Column(Float)
CHEM = Column(Float)
Media = Column(Float)
IronSteel = Column(Float)
NonBankFinan = Column(Float)
ELECEQP = Column(Float)
AERODEF = Column(Float)
Conglomerates = Column(Float)
COUNTRY = Column(Float)
Factor = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(Float(53))
RealEstate = Column(Float(53))
Health = Column(Float(53))
Transportation = Column(Float(53))
Mining = Column(Float(53))
NonFerMetal = Column(Float(53))
HouseApp = Column(Float(53))
LeiService = Column(Float(53))
MachiEquip = Column(Float(53))
BuildDeco = Column(Float(53))
CommeTrade = Column(Float(53))
CONMAT = Column(Float(53))
Auto = Column(Float(53))
Textile = Column(Float(53))
FoodBever = Column(Float(53))
Electronics = Column(Float(53))
Computer = Column(Float(53))
LightIndus = Column(Float(53))
Utilities = Column(Float(53))
Telecom = Column(Float(53))
AgriForest = Column(Float(53))
CHEM = Column(Float(53))
Media = Column(Float(53))
IronSteel = Column(Float(53))
NonBankFinan = Column(Float(53))
ELECEQP = Column(Float(53))
AERODEF = Column(Float(53))
Conglomerates = Column(Float(53))
COUNTRY = Column(Float(53))
updateTime = Column(DateTime)
......@@ -582,98 +200,98 @@ class RiskCovLong(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
FactorID = Column(Integer)
Factor = Column(String(50), primary_key=True, nullable=False)
BETA = Column(Float)
MOMENTUM = Column(Float)
SIZE = Column(Float)
EARNYILD = Column(Float)
RESVOL = Column(Float)
GROWTH = Column(Float)
BTOP = Column(Float)
LEVERAGE = Column(Float)
LIQUIDTY = Column(Float)
SIZENL = Column(Float)
Bank = Column(Float)
RealEstate = Column(Float)
Health = Column(Float)
Transportation = Column(Float)
Mining = Column(Float)
NonFerMetal = Column(Float)
HouseApp = Column(Float)
LeiService = Column(Float)
MachiEquip = Column(Float)
BuildDeco = Column(Float)
CommeTrade = Column(Float)
CONMAT = Column(Float)
Auto = Column(Float)
Textile = Column(Float)
FoodBever = Column(Float)
Electronics = Column(Float)
Computer = Column(Float)
LightIndus = Column(Float)
Utilities = Column(Float)
Telecom = Column(Float)
AgriForest = Column(Float)
CHEM = Column(Float)
Media = Column(Float)
IronSteel = Column(Float)
NonBankFinan = Column(Float)
ELECEQP = Column(Float)
AERODEF = Column(Float)
Conglomerates = Column(Float)
COUNTRY = Column(Float)
Factor = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(Float(53))
RealEstate = Column(Float(53))
Health = Column(Float(53))
Transportation = Column(Float(53))
Mining = Column(Float(53))
NonFerMetal = Column(Float(53))
HouseApp = Column(Float(53))
LeiService = Column(Float(53))
MachiEquip = Column(Float(53))
BuildDeco = Column(Float(53))
CommeTrade = Column(Float(53))
CONMAT = Column(Float(53))
Auto = Column(Float(53))
Textile = Column(Float(53))
FoodBever = Column(Float(53))
Electronics = Column(Float(53))
Computer = Column(Float(53))
LightIndus = Column(Float(53))
Utilities = Column(Float(53))
Telecom = Column(Float(53))
AgriForest = Column(Float(53))
CHEM = Column(Float(53))
Media = Column(Float(53))
IronSteel = Column(Float(53))
NonBankFinan = Column(Float(53))
ELECEQP = Column(Float(53))
AERODEF = Column(Float(53))
Conglomerates = Column(Float(53))
COUNTRY = Column(Float(53))
updateTime = Column(DateTime)
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), primary_key=True, nullable=False)
BETA = Column(Float)
MOMENTUM = Column(Float)
SIZE = Column(Float)
EARNYILD = Column(Float)
RESVOL = Column(Float)
GROWTH = Column(Float)
BTOP = Column(Float)
LEVERAGE = Column(Float)
LIQUIDTY = Column(Float)
SIZENL = Column(Float)
Bank = Column(Float)
RealEstate = Column(Float)
Health = Column(Float)
Transportation = Column(Float)
Mining = Column(Float)
NonFerMetal = Column(Float)
HouseApp = Column(Float)
LeiService = Column(Float)
MachiEquip = Column(Float)
BuildDeco = Column(Float)
CommeTrade = Column(Float)
CONMAT = Column(Float)
Auto = Column(Float)
Textile = Column(Float)
FoodBever = Column(Float)
Electronics = Column(Float)
Computer = Column(Float)
LightIndus = Column(Float)
Utilities = Column(Float)
Telecom = Column(Float)
AgriForest = Column(Float)
CHEM = Column(Float)
Media = Column(Float)
IronSteel = Column(Float)
NonBankFinan = Column(Float)
ELECEQP = Column(Float)
AERODEF = Column(Float)
Conglomerates = Column(Float)
COUNTRY = Column(Float)
Factor = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(Float(53))
RealEstate = Column(Float(53))
Health = Column(Float(53))
Transportation = Column(Float(53))
Mining = Column(Float(53))
NonFerMetal = Column(Float(53))
HouseApp = Column(Float(53))
LeiService = Column(Float(53))
MachiEquip = Column(Float(53))
BuildDeco = Column(Float(53))
CommeTrade = Column(Float(53))
CONMAT = Column(Float(53))
Auto = Column(Float(53))
Textile = Column(Float(53))
FoodBever = Column(Float(53))
Electronics = Column(Float(53))
Computer = Column(Float(53))
LightIndus = Column(Float(53))
Utilities = Column(Float(53))
Telecom = Column(Float(53))
AgriForest = Column(Float(53))
CHEM = Column(Float(53))
Media = Column(Float(53))
IronSteel = Column(Float(53))
NonBankFinan = Column(Float(53))
ELECEQP = Column(Float(53))
AERODEF = Column(Float(53))
Conglomerates = Column(Float(53))
COUNTRY = Column(Float(53))
updateTime = Column(DateTime)
......@@ -685,18 +303,18 @@ class RiskExposure(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
BETA = Column(Float(asdecimal=True))
MOMENTUM = Column(Float(asdecimal=True))
SIZE = Column(Float(asdecimal=True))
EARNYILD = Column(Float(asdecimal=True))
RESVOL = Column(Float(asdecimal=True))
GROWTH = Column(Float(asdecimal=True))
BTOP = Column(Float(asdecimal=True))
LEVERAGE = Column(Float(asdecimal=True))
LIQUIDTY = Column(Float(asdecimal=True))
SIZENL = Column(Float(asdecimal=True))
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(BigInteger)
RealEstate = Column(BigInteger)
Health = Column(BigInteger)
......@@ -733,45 +351,45 @@ class RiskReturn(Base):
__tablename__ = 'risk_return'
Date = Column(DateTime, primary_key=True, unique=True)
BETA = Column(Float(asdecimal=True))
MOMENTUM = Column(Float(asdecimal=True))
SIZE = Column(Float(asdecimal=True))
EARNYILD = Column(Float(asdecimal=True))
RESVOL = Column(Float(asdecimal=True))
GROWTH = Column(Float(asdecimal=True))
BTOP = Column(Float(asdecimal=True))
LEVERAGE = Column(Float(asdecimal=True))
LIQUIDTY = Column(Float(asdecimal=True))
SIZENL = Column(Float(asdecimal=True))
Bank = Column(Float(asdecimal=True))
RealEstate = Column(Float(asdecimal=True))
Health = Column(Float(asdecimal=True))
Transportation = Column(Float(asdecimal=True))
Mining = Column(Float(asdecimal=True))
NonFerMetal = Column(Float(asdecimal=True))
HouseApp = Column(Float(asdecimal=True))
LeiService = Column(Float(asdecimal=True))
MachiEquip = Column(Float(asdecimal=True))
BuildDeco = Column(Float(asdecimal=True))
CommeTrade = Column(Float(asdecimal=True))
CONMAT = Column(Float(asdecimal=True))
Auto = Column(Float(asdecimal=True))
Textile = Column(Float(asdecimal=True))
FoodBever = Column(Float(asdecimal=True))
Electronics = Column(Float(asdecimal=True))
Computer = Column(Float(asdecimal=True))
LightIndus = Column(Float(asdecimal=True))
Utilities = Column(Float(asdecimal=True))
Telecom = Column(Float(asdecimal=True))
AgriForest = Column(Float(asdecimal=True))
CHEM = Column(Float(asdecimal=True))
Media = Column(Float(asdecimal=True))
IronSteel = Column(Float(asdecimal=True))
NonBankFinan = Column(Float(asdecimal=True))
ELECEQP = Column(Float(asdecimal=True))
AERODEF = Column(Float(asdecimal=True))
Conglomerates = Column(Float(asdecimal=True))
COUNTRY = Column(Float(asdecimal=True))
BETA = Column(Float(53))
MOMENTUM = Column(Float(53))
SIZE = Column(Float(53))
EARNYILD = Column(Float(53))
RESVOL = Column(Float(53))
GROWTH = Column(Float(53))
BTOP = Column(Float(53))
LEVERAGE = Column(Float(53))
LIQUIDTY = Column(Float(53))
SIZENL = Column(Float(53))
Bank = Column(Float(53))
RealEstate = Column(Float(53))
Health = Column(Float(53))
Transportation = Column(Float(53))
Mining = Column(Float(53))
NonFerMetal = Column(Float(53))
HouseApp = Column(Float(53))
LeiService = Column(Float(53))
MachiEquip = Column(Float(53))
BuildDeco = Column(Float(53))
CommeTrade = Column(Float(53))
CONMAT = Column(Float(53))
Auto = Column(Float(53))
Textile = Column(Float(53))
FoodBever = Column(Float(53))
Electronics = Column(Float(53))
Computer = Column(Float(53))
LightIndus = Column(Float(53))
Utilities = Column(Float(53))
Telecom = Column(Float(53))
AgriForest = Column(Float(53))
CHEM = Column(Float(53))
Media = Column(Float(53))
IronSteel = Column(Float(53))
NonBankFinan = Column(Float(53))
ELECEQP = Column(Float(53))
AERODEF = Column(Float(53))
Conglomerates = Column(Float(53))
COUNTRY = Column(Float(53))
updateTime = Column(DateTime)
......@@ -783,9 +401,9 @@ class SpecificReturn(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
spret = Column(Float(asdecimal=True))
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
spret = Column(Float(53))
updateTime = Column(DateTime)
......@@ -797,9 +415,9 @@ class SpecificRiskDay(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
SRISK = Column(Float(asdecimal=True))
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
SRISK = Column(Float(53))
updateTime = Column(DateTime)
......@@ -811,10 +429,10 @@ class SpecificRiskLong(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
updateTime = Column(DateTime)
SRISK = Column(Float(asdecimal=True))
SRISK = Column(Float(53))
class SpecificRiskShort(Base):
......@@ -825,9 +443,9 @@ class SpecificRiskShort(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
exchangeCD = Column(String(4))
secShortName = Column(String(20))
SRISK = Column(Float(asdecimal=True))
exchangeCD = Column(String(4, 'Chinese_PRC_CI_AS'))
secShortName = Column(String(20, 'Chinese_PRC_CI_AS'))
SRISK = Column(Float(53))
updateTime = Column(DateTime)
......@@ -838,10 +456,24 @@ class Strategy(Base):
)
Date = Column(DateTime, 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)
source = Column(String(20))
strategyName = Column(String(20, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
factor = Column(String(50, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
weight = Column(Float(53))
source = Column(String(20, 'Chinese_PRC_CI_AS'))
class Tiny(Base):
__tablename__ = 'tiny'
Date = Column(DateTime, primary_key=True, nullable=False, server_default=text("(NULL)"))
Code = Column(Integer, primary_key=True, nullable=False, server_default=text("(NULL)"))
CFinc1 = Column(Float(53), server_default=text("(NULL)"))
BDTO = Column(Float(53), server_default=text("(NULL)"))
RVOL = Column(Float(53), server_default=text("(NULL)"))
CHV = Column(Float(53), server_default=text("(NULL)"))
VAL = Column(Float(53))
EPSAfterNonRecurring = Column(Float(53))
DivP = Column(Float(53))
class Universe(Base):
......@@ -852,7 +484,441 @@ class Universe(Base):
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
universe = Column(String(20), primary_key=True, nullable=False)
universe = Column(String(20, 'Chinese_PRC_CI_AS'), primary_key=True, nullable=False)
class Uqer(Base):
__tablename__ = 'uqer'
__table_args__ = (
Index('factors_Date_Code_uindex', 'Date', 'Code', unique=True),
)
Date = Column(DateTime, primary_key=True, nullable=False)
Code = Column(Integer, primary_key=True, nullable=False)
AccountsPayablesTDays = Column(Float(53))
AccountsPayablesTRate = Column(Float(53))
AdminiExpenseRate = Column(Float(53))
ARTDays = Column(Float(53))
ARTRate = Column(Float(53))
ASSI = Column(Float(53))
BLEV = Column(Float(53))
BondsPayableToAsset = Column(Float(53))
CashRateOfSales = Column(Float(53))
CashToCurrentLiability = Column(Float(53))
CMRA = Column(Float(53))
CTOP = Column(Float(53))
CTP5 = Column(Float(53))
CurrentAssetsRatio = Column(Float(53))
CurrentAssetsTRate = Column(Float(53))
CurrentRatio = Column(Float(53))
DAVOL10 = Column(Float(53))
DAVOL20 = Column(Float(53))
DAVOL5 = Column(Float(53))
DDNBT = Column(Float(53))
DDNCR = Column(Float(53))
DDNSR = Column(Float(53))
DebtEquityRatio = Column(Float(53))
DebtsAssetRatio = Column(Float(53))
DHILO = Column(Float(53))
DilutedEPS = Column(Float(53))
DVRAT = Column(Float(53))
EBITToTOR = Column(Float(53))
EGRO = Column(Float(53))
EMA10 = Column(Float(53))
EMA120 = Column(Float(53))
EMA20 = Column(Float(53))
EMA5 = Column(Float(53))
EMA60 = Column(Float(53))
EPS = Column(Float(53))
EquityFixedAssetRatio = Column(Float(53))
EquityToAsset = Column(Float(53))
EquityTRate = Column(Float(53))
ETOP = Column(Float(53))
ETP5 = Column(Float(53))
FinancialExpenseRate = Column(Float(53))
FinancingCashGrowRate = Column(Float(53))
FixAssetRatio = Column(Float(53))
FixedAssetsTRate = Column(Float(53))
GrossIncomeRatio = Column(Float(53))
HBETA = Column(Float(53))
HSIGMA = Column(Float(53))
IntangibleAssetRatio = Column(Float(53))
InventoryTDays = Column(Float(53))
InventoryTRate = Column(Float(53))
InvestCashGrowRate = Column(Float(53))
LCAP = Column(Float(53))
LFLO = Column(Float(53))
LongDebtToAsset = Column(Float(53))
LongDebtToWorkingCapital = Column(Float(53))
LongTermDebtToAsset = Column(Float(53))
MA10 = Column(Float(53))
MA120 = Column(Float(53))
MA20 = Column(Float(53))
MA5 = Column(Float(53))
MA60 = Column(Float(53))
MAWVAD = Column(Float(53))
MFI = Column(Float(53))
MLEV = Column(Float(53))
NetAssetGrowRate = Column(Float(53))
NetProfitGrowRate = Column(Float(53))
NetProfitRatio = Column(Float(53))
NOCFToOperatingNI = Column(Float(53))
NonCurrentAssetsRatio = Column(Float(53))
NPParentCompanyGrowRate = Column(Float(53))
NPToTOR = Column(Float(53))
OperatingExpenseRate = Column(Float(53))
OperatingProfitGrowRate = Column(Float(53))
OperatingProfitRatio = Column(Float(53))
OperatingProfitToTOR = Column(Float(53))
OperatingRevenueGrowRate = Column(Float(53))
OperCashGrowRate = Column(Float(53))
OperCashInToCurrentLiability = Column(Float(53))
PB = Column(Float(53))
PCF = Column(Float(53))
PE = Column(Float(53))
PS = Column(Float(53))
PSY = Column(Float(53))
QuickRatio = Column(Float(53))
REVS10 = Column(Float(53))
REVS20 = Column(Float(53))
REVS5 = Column(Float(53))
ROA = Column(Float(53))
ROA5 = Column(Float(53))
ROE = Column(Float(53))
ROE5 = Column(Float(53))
RSI = Column(Float(53))
RSTR12 = Column(Float(53))
RSTR24 = Column(Float(53))
SalesCostRatio = Column(Float(53))
SaleServiceCashToOR = Column(Float(53))
SUE = Column(Float(53))
TaxRatio = Column(Float(53))
TOBT = Column(Float(53))
TotalAssetGrowRate = Column(Float(53))
TotalAssetsTRate = Column(Float(53))
TotalProfitCostRatio = Column(Float(53))
TotalProfitGrowRate = Column(Float(53))
VOL10 = Column(Float(53))
VOL120 = Column(Float(53))
VOL20 = Column(Float(53))
VOL240 = Column(Float(53))
VOL5 = Column(Float(53))
VOL60 = Column(Float(53))
WVAD = Column(Float(53))
REC = Column(Float(53))
DAREC = Column(Float(53))
GREC = Column(Float(53))
FY12P = Column(Float(53))
DAREV = Column(Float(53))
GREV = Column(Float(53))
SFY12P = Column(Float(53))
DASREV = Column(Float(53))
GSREV = Column(Float(53))
FEARNG = Column(Float(53))
FSALESG = Column(Float(53))
TA2EV = Column(Float(53))
CFO2EV = Column(Float(53))
ACCA = Column(Float(53))
DEGM = Column(Float(53))
SUOI = Column(Float(53))
EARNMOM = Column(Float(53))
FiftyTwoWeekHigh = Column(Float(53))
Volatility = Column(Float(53))
Skewness = Column(Float(53))
ILLIQUIDITY = Column(Float(53))
BackwardADJ = Column(Float(53))
MACD = Column(Float(53))
ADTM = Column(Float(53))
ATR14 = Column(Float(53))
ATR6 = Column(Float(53))
BIAS10 = Column(Float(53))
BIAS20 = Column(Float(53))
BIAS5 = Column(Float(53))
BIAS60 = Column(Float(53))
BollDown = Column(Float(53))
BollUp = Column(Float(53))
CCI10 = Column(Float(53))
CCI20 = Column(Float(53))
CCI5 = Column(Float(53))
CCI88 = Column(Float(53))
KDJ_K = Column(Float(53))
KDJ_D = Column(Float(53))
KDJ_J = Column(Float(53))
ROC6 = Column(Float(53))
ROC20 = Column(Float(53))
SBM = Column(Float(53))
STM = Column(Float(53))
UpRVI = Column(Float(53))
DownRVI = Column(Float(53))
RVI = Column(Float(53))
SRMI = Column(Float(53))
ChandeSD = Column(Float(53))
ChandeSU = Column(Float(53))
CMO = Column(Float(53))
DBCD = Column(Float(53))
ARC = Column(Float(53))
OBV = Column(Float(53))
OBV6 = Column(Float(53))
OBV20 = Column(Float(53))
TVMA20 = Column(Float(53))
TVMA6 = Column(Float(53))
TVSTD20 = Column(Float(53))
TVSTD6 = Column(Float(53))
VDEA = Column(Float(53))
VDIFF = Column(Float(53))
VEMA10 = Column(Float(53))
VEMA12 = Column(Float(53))
VEMA26 = Column(Float(53))
VEMA5 = Column(Float(53))
VMACD = Column(Float(53))
VOSC = Column(Float(53))
VR = Column(Float(53))
VROC12 = Column(Float(53))
VROC6 = Column(Float(53))
VSTD10 = Column(Float(53))
VSTD20 = Column(Float(53))
KlingerOscillator = Column(Float(53))
MoneyFlow20 = Column(Float(53))
AD = Column(Float(53))
AD20 = Column(Float(53))
AD6 = Column(Float(53))
CoppockCurve = Column(Float(53))
ASI = Column(Float(53))
ChaikinOscillator = Column(Float(53))
ChaikinVolatility = Column(Float(53))
EMV14 = Column(Float(53))
EMV6 = Column(Float(53))
plusDI = Column(Float(53))
minusDI = Column(Float(53))
ADX = Column(Float(53))
ADXR = Column(Float(53))
Aroon = Column(Float(53))
AroonDown = Column(Float(53))
AroonUp = Column(Float(53))
DEA = Column(Float(53))
DIFF = Column(Float(53))
DDI = Column(Float(53))
DIZ = Column(Float(53))
DIF = Column(Float(53))
MTM = Column(Float(53))
MTMMA = Column(Float(53))
PVT = Column(Float(53))
PVT6 = Column(Float(53))
PVT12 = Column(Float(53))
TRIX5 = Column(Float(53))
TRIX10 = Column(Float(53))
UOS = Column(Float(53))
MA10RegressCoeff12 = Column(Float(53))
MA10RegressCoeff6 = Column(Float(53))
PLRC6 = Column(Float(53))
PLRC12 = Column(Float(53))
SwingIndex = Column(Float(53))
Ulcer10 = Column(Float(53))
Ulcer5 = Column(Float(53))
Hurst = Column(Float(53))
ACD6 = Column(Float(53))
ACD20 = Column(Float(53))
EMA12 = Column(Float(53))
EMA26 = Column(Float(53))
APBMA = Column(Float(53))
BBI = Column(Float(53))
BBIC = Column(Float(53))
TEMA10 = Column(Float(53))
TEMA5 = Column(Float(53))
MA10Close = Column(Float(53))
AR = Column(Float(53))
BR = Column(Float(53))
ARBR = Column(Float(53))
CR20 = Column(Float(53))
MassIndex = Column(Float(53))
BearPower = Column(Float(53))
BullPower = Column(Float(53))
Elder = Column(Float(53))
NVI = Column(Float(53))
PVI = Column(Float(53))
RC12 = Column(Float(53))
RC24 = Column(Float(53))
JDQS20 = Column(Float(53))
Variance20 = Column(Float(53))
Variance60 = Column(Float(53))
Variance120 = Column(Float(53))
Kurtosis20 = Column(Float(53))
Kurtosis60 = Column(Float(53))
Kurtosis120 = Column(Float(53))
Alpha20 = Column(Float(53))
Alpha60 = Column(Float(53))
Alpha120 = Column(Float(53))
Beta20 = Column(Float(53))
Beta60 = Column(Float(53))
Beta120 = Column(Float(53))
SharpeRatio20 = Column(Float(53))
SharpeRatio60 = Column(Float(53))
SharpeRatio120 = Column(Float(53))
TreynorRatio20 = Column(Float(53))
TreynorRatio60 = Column(Float(53))
TreynorRatio120 = Column(Float(53))
InformationRatio20 = Column(Float(53))
InformationRatio60 = Column(Float(53))
InformationRatio120 = Column(Float(53))
GainVariance20 = Column(Float(53))
GainVariance60 = Column(Float(53))
GainVariance120 = Column(Float(53))
LossVariance20 = Column(Float(53))
LossVariance60 = Column(Float(53))
LossVariance120 = Column(Float(53))
GainLossVarianceRatio20 = Column(Float(53))
GainLossVarianceRatio60 = Column(Float(53))
GainLossVarianceRatio120 = Column(Float(53))
RealizedVolatility = Column(Float(53))
REVS60 = Column(Float(53))
REVS120 = Column(Float(53))
REVS250 = Column(Float(53))
REVS750 = Column(Float(53))
REVS5m20 = Column(Float(53))
REVS5m60 = Column(Float(53))
REVS5Indu1 = Column(Float(53))
REVS20Indu1 = Column(Float(53))
Volumn1M = Column(Float(53))
Volumn3M = Column(Float(53))
Price1M = Column(Float(53))
Price3M = Column(Float(53))
Price1Y = Column(Float(53))
Rank1M = Column(Float(53))
CashDividendCover = Column(Float(53))
DividendCover = Column(Float(53))
DividendPaidRatio = Column(Float(53))
RetainedEarningRatio = Column(Float(53))
CashEquivalentPS = Column(Float(53))
DividendPS = Column(Float(53))
EPSTTM = Column(Float(53))
NetAssetPS = Column(Float(53))
TORPS = Column(Float(53))
TORPSLatest = Column(Float(53))
OperatingRevenuePS = Column(Float(53))
OperatingRevenuePSLatest = Column(Float(53))
OperatingProfitPS = Column(Float(53))
OperatingProfitPSLatest = Column(Float(53))
CapitalSurplusFundPS = Column(Float(53))
SurplusReserveFundPS = Column(Float(53))
UndividedProfitPS = Column(Float(53))
RetainedEarningsPS = Column(Float(53))
OperCashFlowPS = Column(Float(53))
CashFlowPS = Column(Float(53))
NetNonOIToTP = Column(Float(53))
NetNonOIToTPLatest = Column(Float(53))
PeriodCostsRate = Column(Float(53))
InterestCover = Column(Float(53))
NetProfitGrowRate3Y = Column(Float(53))
NetProfitGrowRate5Y = Column(Float(53))
OperatingRevenueGrowRate3Y = Column(Float(53))
OperatingRevenueGrowRate5Y = Column(Float(53))
NetCashFlowGrowRate = Column(Float(53))
NetProfitCashCover = Column(Float(53))
OperCashInToAsset = Column(Float(53))
CashConversionCycle = Column(Float(53))
OperatingCycle = Column(Float(53))
PEG3Y = Column(Float(53))
PEG5Y = Column(Float(53))
PEIndu = Column(Float(53))
PBIndu = Column(Float(53))
PSIndu = Column(Float(53))
PCFIndu = Column(Float(53))
PEHist20 = Column(Float(53))
PEHist60 = Column(Float(53))
PEHist120 = Column(Float(53))
PEHist250 = Column(Float(53))
StaticPE = Column(Float(53))
ForwardPE = Column(Float(53))
EnterpriseFCFPS = Column(Float(53))
ShareholderFCFPS = Column(Float(53))
ROEDiluted = Column(Float(53))
ROEAvg = Column(Float(53))
ROEWeighted = Column(Float(53))
ROECut = Column(Float(53))
ROECutWeighted = Column(Float(53))
ROIC = Column(Float(53))
ROAEBIT = Column(Float(53))
ROAEBITTTM = Column(Float(53))
OperatingNIToTP = Column(Float(53))
OperatingNIToTPLatest = Column(Float(53))
InvestRAssociatesToTP = Column(Float(53))
InvestRAssociatesToTPLatest = Column(Float(53))
NPCutToNP = Column(Float(53))
SuperQuickRatio = Column(Float(53))
TSEPToInterestBearDebt = Column(Float(53))
DebtTangibleEquityRatio = Column(Float(53))
TangibleAToInteBearDebt = Column(Float(53))
TangibleAToNetDebt = Column(Float(53))
NOCFToTLiability = Column(Float(53))
NOCFToInterestBearDebt = Column(Float(53))
NOCFToNetDebt = Column(Float(53))
TSEPToTotalCapital = Column(Float(53))
InteBearDebtToTotalCapital = Column(Float(53))
NPParentCompanyCutYOY = Column(Float(53))
SalesServiceCashToORLatest = Column(Float(53))
CashRateOfSalesLatest = Column(Float(53))
NOCFToOperatingNILatest = Column(Float(53))
TotalAssets = Column(Float(53))
MktValue = Column(Float(53))
NegMktValue = Column(Float(53))
TEAP = Column(Float(53))
NIAP = Column(Float(53))
TotalFixedAssets = Column(Float(53))
IntFreeCL = Column(Float(53))
IntFreeNCL = Column(Float(53))
IntCL = Column(Float(53))
IntDebt = Column(Float(53))
NetDebt = Column(Float(53))
NetTangibleAssets = Column(Float(53))
WorkingCapital = Column(Float(53))
NetWorkingCapital = Column(Float(53))
TotalPaidinCapital = Column(Float(53))
RetainedEarnings = Column(Float(53))
OperateNetIncome = Column(Float(53))
ValueChgProfit = Column(Float(53))
NetIntExpense = Column(Float(53))
EBIT = Column(Float(53))
EBITDA = Column(Float(53))
EBIAT = Column(Float(53))
NRProfitLoss = Column(Float(53))
NIAPCut = Column(Float(53))
FCFF = Column(Float(53))
FCFE = Column(Float(53))
DA = Column(Float(53))
TRevenueTTM = Column(Float(53))
TCostTTM = Column(Float(53))
RevenueTTM = Column(Float(53))
CostTTM = Column(Float(53))
GrossProfitTTM = Column(Float(53))
SalesExpenseTTM = Column(Float(53))
AdminExpenseTTM = Column(Float(53))
FinanExpenseTTM = Column(Float(53))
AssetImpairLossTTM = Column(Float(53))
NPFromOperatingTTM = Column(Float(53))
NPFromValueChgTTM = Column(Float(53))
OperateProfitTTM = Column(Float(53))
NonOperatingNPTTM = Column(Float(53))
TProfitTTM = Column(Float(53))
NetProfitTTM = Column(Float(53))
NetProfitAPTTM = Column(Float(53))
SaleServiceRenderCashTTM = Column(Float(53))
NetOperateCFTTM = Column(Float(53))
NetInvestCFTTM = Column(Float(53))
NetFinanceCFTTM = Column(Float(53))
GrossProfit = Column(Float(53))
Beta252 = Column(Float(53))
RSTR504 = Column(Float(53))
EPIBS = Column(Float(53))
CETOP = Column(Float(53))
DASTD = Column(Float(53))
CmraCNE5 = Column(Float(53))
HsigmaCNE5 = Column(Float(53))
SGRO = Column(Float(53))
EgibsLong = Column(Float(53))
STOM = Column(Float(53))
STOQ = Column(Float(53))
STOA = Column(Float(53))
NLSIZE = Column(Float(53))
if __name__ == '__main__':
......
alphamind/data/store.py
View file @ d571d54e
......@@ -88,6 +88,14 @@ def industry_mapping(industry_arr, industry_codes, industry_dummies):
[industry_codes[row][0] for row in industry_dummies],
def append_industry_info(df):
industry_arr = np.array(industry_styles)
industry_codes = np.arange(len(industry_styles), dtype=int)
industry_dummies = df[industry_styles].values.astype(bool)
df['industry'], df['industry_code'] = industry_mapping(industry_arr, industry_codes, industry_dummies)
def fetch_data(factors: Iterable[str],
start_date: str,
end_date: str,
......@@ -157,12 +165,7 @@ def fetch_data(factors: Iterable[str],
benchmark_data = pd.read_sql(sql, engine)
total_data['benchmark'] = benchmark_data
industry_arr = np.array(industry_styles)
industry_codes = np.arange(len(industry_styles), dtype=int)
industry_dummies = factor_data[industry_styles].values.astype(bool)
factor_data['industry'], factor_data['industry_code'] = industry_mapping(industry_arr, industry_codes, industry_dummies)
append_industry_info(factor_data)
return total_data
......
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