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import sqlalchemy as sa |
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from alembic.migration import MigrationContext |
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from alembic.operations import Operations |
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from zipline.assets.asset_writer import write_version_info |
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from zipline.errors import AssetDBImpossibleDowngrade |
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def downgrade(engine, desired_version): |
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"""Downgrades the assets db at the given engine to the desired version. |
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Parameters |
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---------- |
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engine : Engine |
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An SQLAlchemy engine to the assets database. |
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desired_version : int |
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The desired resulting version for the assets database. |
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""" |
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# Check the version of the db at the engine |
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conn = engine.connect() |
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metadata = sa.MetaData(conn) |
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metadata.reflect(bind=engine) |
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version_info_table = metadata.tables['version_info'] |
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starting_version = sa.select((version_info_table.c.version,)).scalar() |
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# Check for accidental upgrade |
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if starting_version < desired_version: |
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raise AssetDBImpossibleDowngrade(db_version=starting_version, |
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desired_version=desired_version) |
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# Check if the desired version is already the db version |
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if starting_version == desired_version: |
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# No downgrade needed |
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return |
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# Create alembic context |
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ctx = MigrationContext.configure(conn) |
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op = Operations(ctx) |
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# Integer keys of downgrades to run |
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# E.g.: [5, 4, 3, 2] would downgrade v6 to v2 |
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downgrade_keys = range(desired_version, starting_version)[::-1] |
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# Disable foreign keys until all downgrades are complete |
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_pragma_foreign_keys(conn, False) |
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# Execute the downgrades in order |
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for downgrade_key in downgrade_keys: |
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_downgrade_methods[downgrade_key](op, version_info_table) |
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# Re-enable foreign keys |
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_pragma_foreign_keys(conn, True) |
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def _pragma_foreign_keys(connection, on): |
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"""Sets the PRAGMA foreign_keys state of the SQLLite database. Disabling |
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the pragma allows for batch modification of tables with foreign keys. |
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Parameters |
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---------- |
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connection : Connection |
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A SQLAlchemy connection to the db |
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on : bool |
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If true, PRAGMA foreign_keys will be set to ON. Otherwise, the PRAGMA |
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foreign_keys will be set to OFF. |
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""" |
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connection.execute("PRAGMA foreign_keys=%s" % ("ON" if on else "OFF")) |
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def _downgrade_v1_to_v0(op, version_info_table): |
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""" |
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Downgrade assets db by removing the 'tick_size' column and renaming the |
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'multiplier' column. |
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""" |
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version_info_table.delete().execute() |
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# Drop indices before batch |
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# This is to prevent index collision when creating the temp table |
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op.drop_index('ix_futures_contracts_root_symbol') |
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op.drop_index('ix_futures_contracts_symbol') |
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# Execute batch op to allow column modification in SQLLite |
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with op.batch_alter_table('futures_contracts') as batch_op: |
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# Rename 'multiplier' |
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batch_op.alter_column(column_name='multiplier', |
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new_column_name='contract_multiplier') |
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# Delete 'tick_size' |
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batch_op.drop_column('tick_size') |
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# Recreate indices after batch |
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op.create_index('ix_futures_contracts_root_symbol', |
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table_name='futures_contracts', |
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columns=['root_symbol']) |
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op.create_index('ix_futures_contracts_symbol', |
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table_name='futures_contracts', |
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columns=['symbol'], |
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unique=True) |
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write_version_info(version_info_table, 0) |
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# This dict contains references to downgrade methods that can be applied to an |
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# assets db. The resulting db's version is the key. |
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# e.g. The method at key '0' is the downgrade method from v1 to v0 |
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_downgrade_methods = { |
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0: _downgrade_v1_to_v0, |
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} |
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quantopian /
zipline
