finance-dbt/models/dw/dw.fact_stock_minute.sql

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{{
config(
materialized='materialized_view',
engine='MergeTree',
order_by='ts_code, time_id',
unique_key=['ts_code', 'time_id'],
partition_by=['cast(floor(time_id / 1000000) As Int32)'],
query_settings={"join_algorithm": "'partial_merge'"}
)
}}
Select
StgMinutes.ts_code As ts_code,
DimTime.time_id As time_id,
StgMinutes.close As close,
StgMinutes.open As open,
StgMinutes.high As high,
StgMinutes.low As low,
StgMinutes.vol As vol,
StgMinutes.amount As amount,
StgAdjFactor.adj_factor As adj_factor,
now() As dt
From {{ source('finance', 'stg.tushare_minutes') }} As StgMinutes
Inner Join {{ ref('dw.dim_time') }} As DimTime
On StgMinutes.trade_time = formatDateTimeInJodaSyntax(full_time, 'yyyy-MM-dd HH:mm:ss')
Any Left Join {{ source('finance', 'stg.tushare_adj_factor') }} As StgAdjFactor
On StgMinutes.ts_code = StgAdjFactor.ts_code
And StgAdjFactor.trade_date = Cast(DimTime.date_id As String)
where 1 = 1
{% if 'dev' in target.name %}
And StgMinutes.trade_time >= formatDateTimeInJodaSyntax(today(), 'yyyy-01-01 00:00:00')
{% elif target.name == 'test' %}
And StgMinutes.trade_time >= formatDateTimeInJodaSyntax(dateAdd(Year,-1,today()), 'yyyy-01-01 00:00:00')
{% endif %}