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import sqlalchemy as sa |
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# Define a version number for the database generated by these writers |
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# Increment this version number any time a change is made to the schema of the |
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# assets database |
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ASSET_DB_VERSION = 0 |
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def generate_asset_db_metadata(bind=None): |
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# NOTE: When modifying this schema, update the ASSET_DB_VERSION value |
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metadata = sa.MetaData(bind=bind) |
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_version_table_schema(metadata) |
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_equities_table_schema(metadata) |
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_futures_exchanges_schema(metadata) |
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_futures_root_symbols_schema(metadata) |
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_futures_contracts_schema(metadata) |
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_asset_router_schema(metadata) |
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return metadata |
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# A list of the names of all tables in the assets db |
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# NOTE: When modifying this schema, update the ASSET_DB_VERSION value |
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asset_db_table_names = ['version_info', 'equities', 'futures_exchanges', |
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'futures_root_symbols', 'futures_contracts', |
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'asset_router'] |
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def _equities_table_schema(metadata): |
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# NOTE: When modifying this schema, update the ASSET_DB_VERSION value |
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return sa.Table( |
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'equities', |
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metadata, |
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sa.Column( |
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'sid', |
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sa.Integer, |
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unique=True, |
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nullable=False, |
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primary_key=True, |
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), |
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sa.Column('symbol', sa.Text), |
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sa.Column('company_symbol', sa.Text, index=True), |
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sa.Column('share_class_symbol', sa.Text), |
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sa.Column('fuzzy_symbol', sa.Text, index=True), |
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sa.Column('asset_name', sa.Text), |
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sa.Column('start_date', sa.Integer, default=0, nullable=False), |
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sa.Column('end_date', sa.Integer, nullable=False), |
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sa.Column('first_traded', sa.Integer, nullable=False), |
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sa.Column('exchange', sa.Text), |
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) |
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def _futures_exchanges_schema(metadata): |
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# NOTE: When modifying this schema, update the ASSET_DB_VERSION value |
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return sa.Table( |
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'futures_exchanges', |
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metadata, |
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sa.Column( |
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'exchange', |
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sa.Text, |
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unique=True, |
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nullable=False, |
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primary_key=True, |
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), |
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sa.Column('timezone', sa.Text), |
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) |
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def _futures_root_symbols_schema(metadata): |
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# NOTE: When modifying this schema, update the ASSET_DB_VERSION value |
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return sa.Table( |
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'futures_root_symbols', |
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metadata, |
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sa.Column( |
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'root_symbol', |
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sa.Text, |
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unique=True, |
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nullable=False, |
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primary_key=True, |
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), |
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sa.Column('root_symbol_id', sa.Integer), |
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sa.Column('sector', sa.Text), |
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sa.Column('description', sa.Text), |
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sa.Column( |
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'exchange', |
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sa.Text, |
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sa.ForeignKey('futures_exchanges.exchange'), |
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), |
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) |
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def _futures_contracts_schema(metadata): |
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# NOTE: When modifying this schema, update the ASSET_DB_VERSION value |
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return sa.Table( |
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'futures_contracts', |
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metadata, |
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sa.Column( |
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'sid', |
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sa.Integer, |
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unique=True, |
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nullable=False, |
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primary_key=True, |
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), |
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sa.Column('symbol', sa.Text, unique=True, index=True), |
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sa.Column( |
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'root_symbol', |
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sa.Text, |
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sa.ForeignKey('futures_root_symbols.root_symbol'), |
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index=True |
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), |
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sa.Column('asset_name', sa.Text), |
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sa.Column('start_date', sa.Integer, default=0, nullable=False), |
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sa.Column('end_date', sa.Integer, nullable=False), |
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sa.Column('first_traded', sa.Integer, nullable=False), |
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sa.Column( |
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'exchange', |
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sa.Text, |
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sa.ForeignKey('futures_exchanges.exchange'), |
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), |
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sa.Column('notice_date', sa.Integer, nullable=False), |
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sa.Column('expiration_date', sa.Integer, nullable=False), |
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sa.Column('auto_close_date', sa.Integer, nullable=False), |
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sa.Column('contract_multiplier', sa.Float), |
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) |
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def _asset_router_schema(metadata): |
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# NOTE: When modifying this schema, update the ASSET_DB_VERSION value |
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return sa.Table( |
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'asset_router', |
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metadata, |
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sa.Column( |
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'sid', |
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sa.Integer, |
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unique=True, |
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nullable=False, |
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primary_key=True), |
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sa.Column('asset_type', sa.Text), |
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) |
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def _version_table_schema(metadata): |
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# NOTE: When modifying this schema, update the ASSET_DB_VERSION value |
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return sa.Table( |
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'version_info', |
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metadata, |
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sa.Column( |
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'id', |
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sa.Integer, |
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unique=True, |
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nullable=False, |
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primary_key=True, |
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), |
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sa.Column( |
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'version', |
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sa.Integer, |
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unique=True, |
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nullable=False, |
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), |
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# This constraint ensures a single entry in this table |
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161
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sa.CheckConstraint('id <= 1'), |
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) |
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quantopian /
zipline
