Commit d9bca04c authored by Dr.李's avatar Dr.李

added risk_cov comparing

parent eff1ec4b
......@@ -18,6 +18,8 @@ from alphamind.data.dbmodel.models import Market
from alphamind.data.dbmodel.models import IndexMarket
from alphamind.data.dbmodel.models import IndexComponent
from alphamind.data.dbmodel.models import Uqer
from alphamind.data.dbmodel.models import RiskCovShort
from alphamind.data.dbmodel.models import RiskExposure
from alphamind.data.engines.sqlengine import SqlEngine
from alphamind.data.engines.universe import Universe
......@@ -287,3 +289,11 @@ class TestSqlEngine(unittest.TestCase):
risk_cov, risk_exp = self.engine.fetch_risk_model(ref_date, codes, risk_model='short')
self.assertListEqual(risk_cov.Factor.tolist(), risk_cov.columns[2:].tolist())
query = select([RiskCovShort]).where(
RiskCovShort.trade_date == ref_date
)
cov_df = pd.read_sql(query, con=self.engine.engine)
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