finance-dbt/models/finance_source.yml

version: 2
sources:
- name: finance
  schema: '{{ env_var("FINANCE_CLICKHOUSE_DATABASE") }}'
  description: "The source for financial data"
  tables:
    - name: stg.tushare_trade_calendar
      description: >
        The source table for the trade calendar data from Tushare
      tests:
      - dbt_utils.unique_combination_of_columns:
          combination_of_columns:
            - exchange
            - cal_date
      columns:
      - name: exchange
        description: "The exchange code"
        tests:
          - not_null
      - name: cal_date
        description: "The date"
        tests:
          - not_null
      - name: is_open
        description: "Whether the exchange is open"
        tests:
          - not_null
      - name: pretrade_date
        description: "The previous trading date"
    - name: stg.tushare_stock_basic
      columns:
        - name: ts_code
          description: TS代码
          tests:
            - not_null
        - name: symbol
          description: 股票代码
        - name: name
          description: 股票名称
        - name: area
          description: 所在地域
        - name: industry
          description: 所属行业
        - name: fullname
          description: 股票全称
        - name: enname
          description: 英文全称
        - name: cnspell
          description: 拼音缩写
        - name: market
          description: 市场类型 （主板/中小板/创业板）
        - name: exchange
          description: 交易所代码
          tests:
            - not_null
        - name: curr_type
          description: 交易货币
        - name: list_status
          description: 上市状态： L上市 D退市 P暂停上市
        - name: list_date
          description: 上市日期
        - name: delist_date
          description: 退市日期
        - name: is_hs
          description: 是否沪深港通标的，N否 H沪股通 S深股通
        - name: act_name
          description: 实控人名称
        - name: act_ent_type
          description: 实控人企业性质
        - name: dt
          description: 最后修改时间
      unique_composite:
        - name: unique_exchange_ts_code
          columns:
            - exchange
            - ts_code
    - name: stg.tushare_daily
      description: "沪深股票交易日线数据"
      tests:
        - dbt_utils.unique_combination_of_columns:
            combination_of_columns:
              - ts_code
              - trade_date
      columns:
        - name: ts_code
          description: TS代码
          tests:
            - not_null
        - name: trade_date
          description: 交易日期
          tests:
            - not_null
        - name: open
          description: 开盘价
          tests:
            - not_null
        - name: high
          description: 最高价
          tests:
            - not_null
        - name: low
          description: 最低价
          tests:
            - not_null
        - name: close
          description: 收盘价
          tests:
            - not_null
        - name: pre_close
          description: 昨收价
          tests:
            - not_null
        - name: change
          description: 涨跌额
          tests:
            - not_null
        - name: pct_chg
          description: 涨跌幅
          tests:
            - not_null
        - name: vol
          description: 成交量
          tests:
            - not_null
        - name: amount
          description: 成交额
    - name: stg.tushare_daily_basic
      description: "沪深股票每日指标数据"
      tests:
        - dbt_utils.unique_combination_of_columns:
            combination_of_columns:
              - ts_code
              - trade_date

      columns:
        - name: ts_code
          description: "股票代码"
          data_type: String
        - name: trade_date
          description: "交易日期"
          data_type: String
        - name: close
          description: "当日收盘价"
          data_type: Nullable(Float32)
        - name: turnover_rate
          description: "换手率（%）"
          data_type: Nullable(Float32)
        - name: turnover_rate_f
          description: "换手率（自由流通股）"
          data_type: Nullable(Float32)
        - name: volume_ratio
          description: "量比"
          data_type: Nullable(Float32)
        - name: pe
          description: "市盈率（总市值/净利润， 亏损的PE为空）"
          data_type: Nullable(Float32)
        - name: pe_ttm
          description: "市盈率（TTM，亏损的PE为空）"
          data_type: Nullable(Float32)
        - name: pb
          description: "市净率（总市值/净资产）"
          data_type: Nullable(Float32)
        - name: ps
          description: "市销率"
          data_type: Nullable(Float32)
        - name: ps_ttm
          description: "市销率（TTM）"
          data_type: Nullable(Float32)
        - name: dv_ratio
          description: "股息率 （%）"
          data_type: Nullable(Float32)
        - name: dv_ttm
          description: "股息率（TTM）（%）"
          data_type: Nullable(Float32)
        - name: total_share
          description: "总股本 （万股）"
          data_type: Nullable(Float32)
        - name: float_share
          description: "流通股本 （万股）"
          data_type: Nullable(Float32)
        - name: free_share
          description: "自由流通股本 （万）"
          data_type: Nullable(Float32)
        - name: total_mv
          description: "总市值 （万元）"
          data_type: Nullable(Float32)
        - name: circ_mv
          description: "流通市值（万元）"
          data_type: Nullable(Float32)
    - name: stg.tushare_adj_factor
      description: "沪深股票复权因子"
      tests:
        - dbt_utils.unique_combination_of_columns:
            combination_of_columns:
              - ts_code
              - trade_date
      columns:
        - name: ts_code
          description: "股票代码"
          data_type: String
        - name: trade_date
          description: "交易日期"
          data_type: String
        - name: adj_factor
          description: "复权因子"
          data_type: Nullable(Decimal(16, 6))
        - name: dt
          description: "更新日期"
          data_type: DateTime
    - name: stg.tushare_minutes
      description: "沪深分钟级交易数据"
      tests:
        - dbt_utils.unique_combination_of_columns:
            combination_of_columns:
              - ts_code
              - trade_time
            config:
              where: "left(trade_time,7)>=concat(cast(year(today())-1 As String), '-01')"
      columns:
        - name: ts_code
          description: "The stock code."
          data_type: String
          tests:
            - not_null
        - name: trade_time
          description: "The trading time."
          data_type: String
          tests:
            - not_null
        - name: close
          description: "The closing price."
          data_type: Nullable(Float32)
        - name: open
          description: "The opening price."
          data_type: Nullable(Float32)
        - name: high
          description: "The highest price."
          data_type: Nullable(Float32)
        - name: low
          description: "The lowest price."
          data_type: Nullable(Float32)
        - name: vol
          description: "The volume of trades."
          data_type: Nullable(Float32)
        - name: amount
          description: "The amount of trades."
          data_type: Nullable(Float32)
      meta:
        engine: ReplacingMergeTree
        partition_by: "left(trade_time, 7)"
        order_by: "(ts_code, trade_time)"
        settings:
          index_granularity: 8192