finance-dbt/models/dw/schema.yml

version: 2

models:
- name: dw.dim_exchange
  description: "交易所"
  columns:
  - name: exchange_id
    description: "The primary key for this table"
    data_tests:
    - unique
    - not_null
  - name: ts_exchange_code
    description: "交易所代码"
    data_tests:
    - not_null
    - unique
  - name: exchange_name
    description: "交易所名称"
    data_tests:
    - not_null
    - unique
- name: dw.dim_date
  description: "日期"
  data_tests:
  - dbt_utils.unique_combination_of_columns:
      combination_of_columns:
      - year
      - month
      - day
  columns:
  - name: date_id
    description: "日期键"
    data_tests:
    - unique
    - not_null
  - name: date_id_str
    description: "日期字符串（yyyyMMdd）"
    data_tests:
    - not_null
    - unique
  - name: full_date
    description: "日期"
    data_tests:
    - not_null
    - unique
  - name: year
    description: "年"
    data_tests:
    - not_null
  - name: quarter
    description: "季度"
    data_tests:
    - not_null
  - name: month
    description: "月"
    data_tests:
    - not_null
  - name: day
    description: "日"
    data_tests:
    - not_null
  - name: week_num_of_year
    description: "年中第几周"
    data_tests:
    - not_null
  - name: day_num_of_week
    description: "星期"
    data_tests:
    - not_null
- name: dw.dim_time
  description: "时间"
  data_tests:
  - dbt_utils.unique_combination_of_columns:
      combination_of_columns:
      - date_id
      - hour
      - minute
  columns:
  - name: time_id
    description: "时间键"
    data_tests:
    - unique
    - not_null
  - name: full_time
    description: "时间"
    data_tests:
    - not_null
    - unique
  - name: date_id
    description: "日期键"
    data_tests:
    - not_null
  - name: hour
    description: "小时"
    data_tests:
    - not_null
  - name: minute
    description: "分钟"
    data_tests:
    - not_null
  - name: full_time_str
    description: "时间字符串（yyyy-MM-dd HH:mm:ss）"
    data_tests:
    - not_null
    - unique
  - name: date_id_str
    description: "日期字符串（yyyyMMdd）"
    data_tests:
    - not_null
- name: dw.dim_hs_calendar
  description: "沪深交易日历"
  data_tests:
  - dbt_utils.unique_combination_of_columns:
      combination_of_columns:
      - exchange_id
      - date_id
  columns:
  - name: exchange_id
    description: "The primary key for this table"
    data_tests:
    - not_null
  - name: date_id
    description: "交易日期键"
    data_tests:
    - not_null
  - name: is_open
    description: "是否交易"
    data_tests:
    - not_null
- name: dw.dim_stock
  description: "股票"
  data_tests:
  - dbt_utils.unique_combination_of_columns:
      combination_of_columns:
      - exchange_id
      - code
  columns:
  - name: ts_code
    description: "tushare 股票编码"
    data_tests:
    - unique
    - not_null
  - name: exchange_id
    description: "交易所键"
    data_tests:
    - not_null
  - name: code
    description: "股票代码"
    data_tests:
    - not_null
  - name: name
    description: "股票名称"
    data_tests:
    - not_null
    - unique
  - name: full_name
    description: "股票全称"
    data_tests:
    - not_null
    - unique
  - name: name_en
    description: "股票英文名称"
    data_tests:
    - not_null
  - name: cn_spell
    description: "拼音缩写"
    data_tests:
    - not_null
  - name: area
    description: "地区"
  - name: industry
    description: "行业"
  - name: market
    description: "市场类型 （主板/中小板/创业板）"
  - name: currency
    description: "交易货币"
  - name: list_date
    description: "上市日期"
  - name: delist_date
    description: "退市日期"
  - name: is_active
    description: "当前是否在市"
    data_tests:
    - not_null
  - name: is_hongkong_connect
    description: "是否沪深通标的"
    data_tests:
    - not_null
  - name: actual_controller
    description: "实际控制人"
  - name: actual_controller_enterprise_type
    description: "实际控制人企业类型"
  - name: dt
    description: "更新时间"
- name: dw.fact_stock_daily
  description: "股票日数据"
  data_tests:
  - dbt_utils.unique_combination_of_columns:
      combination_of_columns:
      - ts_code
      - date_id
  columns:
  - name: ts_code
    description: "股票键"
    data_tests:
    - not_null
  - name: date_id
    description: "日期键"
    data_tests:
    - not_null
  - name: open
    description: "开盘价"
  - name: high
    description: "最高价"
  - name: low
    description: "最低价"
  - name: close
    description: "收盘价"
  - name: pre_close
    description: "昨收价"
  - name: change
    description: "涨跌额"
  - name: pct_chg
    description: "涨跌幅"
  - name: vol
    description: "成交量"
  - name: amount
    description: "成交额"
  - name: adj_factor
    description: "复权因子"
  - name: turnover_rate
    description: "换手率"
  - name: turnover_rate_free
    description: "换手率（自由流通股）"
  - name: volume_ratio
    description: "量比"
  - name: pe
    description: "市盈率（总市值/净利润， 亏损的PE为空）"
  - name: pe_ttm
    description: "市盈率（TTM）"
  - name: pb
    description: "市净率（总市值/净资产）"
  - name: ps
    description: "市销率"
  - name: ps_ttm
    description: "市销率（TTM）"
  - name: dv_ratio
    description: "股息率"
  - name: dv_ttm
    description: "股息率（TTM）"
  - name: total_share
    description: "总股本（万股）"
  - name: float_share
    description: "流通股本（万股）"
  - name: free_share
    description: "自由流通股本（万）"
  - name: total_mv
    description: "总市值（万元）"
  - name: circ_mv
    description: "流通市值（万元）"
- name: dw.fact_stock_minute
  description: "股票分钟数据"
  data_tests:
  - dbt_utils.unique_combination_of_columns:
      combination_of_columns:
      - ts_code
      - time_id
  columns:
  - name: ts_code
    description: "股票键"
    data_type: "String"
    data_tests:
    - not_null
  - name: time_id
    description: "时间键"
    data_type: "Int64"
    data_tests:
    - not_null
  - name: open
    description: "开盘价"
    data_type: "Nullable(Decimal(16,2))"
  - name: high
    description: "最高价"
    data_type: "Nullable(Decimal(16,2))"
  - name: low
    description: "最低价"
    data_type: "Nullable(Decimal(16,2))"
  - name: close
    description: "收盘价"
    data_type: "Nullable(Decimal(16,2))"
  - name: vol
    description: "成交量"
    data_type: "Nullable(Int32)"
  - name: amount
    description: "成交额"
    data_type: "Nullable(Decimal(18,2))"
  - name: adj_factor
    description: "复权因子"
    data_type: "Decimal(16,6)"
  - name: dt
    description: "时间"
    data_type: "DateTime"