Commit fb1af4db authored by Dr.李's avatar Dr.李

update tree based model

parent 60aa3422
...@@ -18,6 +18,7 @@ from sqlalchemy import select, and_, outerjoin, join ...@@ -18,6 +18,7 @@ from sqlalchemy import select, and_, outerjoin, join
from sqlalchemy.sql import func from sqlalchemy.sql import func
from alphamind.data.engines.universe import Universe from alphamind.data.engines.universe import Universe
from alphamind.data.dbmodel.models import FactorMaster from alphamind.data.dbmodel.models import FactorMaster
from alphamind.data.dbmodel.models import FactorLog
from alphamind.data.dbmodel.models import Strategy from alphamind.data.dbmodel.models import Strategy
from alphamind.data.dbmodel.models import DailyReturn from alphamind.data.dbmodel.models import DailyReturn
from alphamind.data.dbmodel.models import IndexComponent from alphamind.data.dbmodel.models import IndexComponent
...@@ -138,6 +139,10 @@ class SqlEngine(object): ...@@ -138,6 +139,10 @@ class SqlEngine(object):
query = self.session.query(FactorMaster) query = self.session.query(FactorMaster)
return pd.read_sql(query.statement, query.session.bind) return pd.read_sql(query.statement, query.session.bind)
def fetch_factor_coverage(self) -> pd.DataFrame:
query = self.session.query(FactorLog)
return pd.read_sql(query.statement, query.session.bind)
def fetch_risk_meta(self) -> pd.DataFrame: def fetch_risk_meta(self) -> pd.DataFrame:
query = self.session.query(RiskMaster) query = self.session.query(RiskMaster)
return pd.read_sql(query.statement, query.session.bind) return pd.read_sql(query.statement, query.session.bind)
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