IFactor/creatDatabase.dos at main · myvrml/IFactor · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
// dropDatabase("dfs://dayFactorDB")
db = database("dfs://dayFactorDB")
dropTable(db,"factor_basic")
//为提高效率建议两个数据库dayFactorDB存放因子,k_day_level存放交易数据
create database "dfs://dayFactorDB"
partitioned by RANGE(date(datetimeAdd(2015.01M,0..25*12,'M'))), VALUE(`f1`f2),
engine='TSDB'

create table "dfs://dayFactorDB"."factor_basic"(
    trade_date DATE[comment="时间列", compress="delta"],
    ts_code SYMBOL,
    pe DOUBLE,
    pb DOUBLE,
    gpr DOUBLE,
    npr DOUBLE,
    total_mv DOUBLE,
    turn_over DOUBLE,
    vol_ratio DOUBLE,
    strength DOUBLE,
    roe DOUBLE
)
partitioned by trade_date, ts_code,
sortColumns=[`ts_code, `trade_date]
create table "dfs://dayFactorDB"."factor_computed"(
    trade_date DATE[comment="时间列", compress="delta"],
    ts_code SYMBOL,
    value DOUBLE,
    factorname SYMBOL
)
partitioned by trade_date, factorname,
sortColumns=[`ts_code, `trade_date],
keepDuplicates=ALL,
sortKeyMappingFunction=[hashBucket{, 500}]

create database "dfs://k_day_level"
partitioned by RANGE(2005.01M + (0..35)*12)
engine='OLAP'

create table "dfs://k_day_level"."k_day"(
	ts_code SYMBOL
	trade_date TIMESTAMP
	open DOUBLE
    high DOUBLE
	low DOUBLE
	close DOUBLE
	vol DOUBLE
)
partitioned by trade_date

create table "dfs://k_day_level"."trade_cal"(
	exchange SYMBOL
	cal_date TIMESTAMP
	is_open INT
    pretrade_date TIMESTAMP
)
partitioned by cal_date

create table "dfs://k_day_level"."suspend_d"(
	ts_code SYMBOL
	trade_date TIMESTAMP
	suspend_type SYMBOL
)
partitioned by trade_date

create table "dfs://k_day_level"."company_detail"(
	ts_code SYMBOL
	trade_date TIMESTAMP
	name SYMBOL
    industry SYMBOL
    list_date  TIMESTAMP
)
partitioned by trade_date