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
    data_tests:
    - dbt_utils.unique_combination_of_columns:
        combination_of_columns:
        - exchange
        - cal_date
    columns:
    - name: exchange
      description: "The exchange code"
      data_tests:
      - not_null
    - name: cal_date
      description: "The date"
      data_tests:
      - not_null
    - name: is_open
      description: "Whether the exchange is open"
      data_tests:
      - not_null
    - name: pretrade_date
      description: "The previous trading date"
  - name: stg.tushare_stock_basic
    columns:
    - name: ts_code
      description: TS代码
      data_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
      data_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"
    data_tests:
    - dbt_utils.unique_combination_of_columns:
        combination_of_columns:
        - ts_code
        - trade_date
    columns:
    - name: ts_code
      description: TS代码
      data_tests:
      - not_null
    - name: trade_date
      description: 交易日期
      data_tests:
      - not_null
    - name: open
      description: 开盘价
      data_tests:
      - not_null
    - name: high
      description: 最高价
      data_tests:
      - not_null
    - name: low
      description: 最低价
      data_tests:
      - not_null
    - name: close
      description: 收盘价
      data_tests:
      - not_null
    - name: pre_close
      description: 昨收价
      data_tests:
      - not_null
    - name: change
      description: 涨跌额
      data_tests:
      - not_null
    - name: pct_chg
      description: 涨跌幅
      data_tests:
      - not_null
    - name: vol
      description: 成交量
      data_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"
    data_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"
    data_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: "更新时间"
      data_type: DateTime
  - name: stg.tushare_minutes
    description: "沪深分钟级交易数据"
    data_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
      data_tests:
      - not_null
    - name: trade_time
      description: "The trading time."
      data_type: String
      data_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