release: 0.2.0
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parent
f1efaf2c2e
commit
ec07e9ca89
@ -10,7 +10,8 @@
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)
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}}
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SELECT
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toUInt32(year(date) * 10000 + month(date) * 100 + day(date)) AS date_id,
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toYYYYMMDD(date) AS date_id,
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formatDateTimeInJodaSyntax(date, 'yyyyMMdd') AS date_id_str,
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date AS full_date,
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toYear(date) AS year,
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toUInt8(quarter(date)) AS quarter,
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@ -1,10 +1,10 @@
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{{
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config(
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materialized='incremental',
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engine='ReplacingMergeTree',
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engine='MergeTree',
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order_by='(date_id, ts_code)',
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unique_key=['date_id', 'ts_code'],
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incremental_strategy='append',
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incremental_strategy='delete+insert',
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query_settings={
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"join_algorithm": "'full_sorting_merge'",
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}
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@ -1,7 +1,7 @@
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{{
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config(
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materialized='incremental',
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engine='ReplacingMergeTree',
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engine='MergeTree',
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order_by='(time_id, ts_code)',
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unique_key=['time_id', 'ts_code'],
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incremental_strategy='append',
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@ -7,22 +7,22 @@ models:
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columns:
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- name: exchange_id
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description: "The primary key for this table"
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tests:
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data_tests:
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- unique
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- not_null
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- name: ts_exchange_code
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description: "交易所代码"
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tests:
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data_tests:
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- not_null
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- unique
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- name: exchange_name
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description: "交易所名称"
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tests:
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data_tests:
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- not_null
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- unique
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- name: dw.dim_date
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description: "日期"
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- year
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@ -31,41 +31,46 @@ models:
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columns:
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- name: date_id
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description: "日期键"
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tests:
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data_tests:
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- unique
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- not_null
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- name: date_id_str
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description: "日期字符串(yyyyMMdd)"
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data_tests:
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- not_null
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- unique
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- name: full_date
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description: "日期"
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tests:
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data_tests:
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- not_null
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- unique
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- name: year
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description: "年"
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tests:
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data_tests:
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- not_null
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- name: quarter
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description: "季度"
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tests:
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data_tests:
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- not_null
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- name: month
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description: "月"
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tests:
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data_tests:
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- not_null
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- name: day
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description: "日"
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tests:
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data_tests:
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- not_null
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- name: week_num_of_year
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description: "年中第几周"
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tests:
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data_tests:
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- not_null
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- name: day_num_of_week
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description: "星期"
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tests:
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data_tests:
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- not_null
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- name: dw.dim_time
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description: "时间"
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- date_id
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@ -74,38 +79,38 @@ models:
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columns:
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- name: time_id
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description: "时间键"
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tests:
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data_tests:
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- unique
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- not_null
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- name: full_time
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description: "时间"
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tests:
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data_tests:
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- not_null
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- unique
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- name: date_id
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description: "日期键"
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tests:
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data_tests:
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- not_null
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- name: hour
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description: "小时"
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tests:
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data_tests:
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- not_null
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- name: minute
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description: "分钟"
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tests:
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data_tests:
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- not_null
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- name: full_time_str
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description: "时间字符串(yyyy-MM-dd HH:mm:ss)"
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tests:
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data_tests:
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- not_null
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- unique
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- name: date_id_str
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description: "日期字符串(yyyy-MM-dd)"
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tests:
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description: "日期字符串(yyyyMMdd)"
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data_tests:
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- not_null
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- name: dw.dim_hs_calendar
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description: "沪深交易日历"
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- exchange_id
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@ -113,19 +118,19 @@ models:
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columns:
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- name: exchange_id
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description: "The primary key for this table"
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tests:
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data_tests:
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- not_null
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- name: date_id
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description: "交易日期键"
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tests:
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data_tests:
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- not_null
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- name: is_open
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description: "是否交易"
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tests:
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data_tests:
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- not_null
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- name: dw.dim_stock
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description: "股票"
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- exchange_id
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@ -133,34 +138,34 @@ models:
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columns:
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- name: ts_code
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description: "tushare 股票编码"
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tests:
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data_tests:
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- unique
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- not_null
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- name: exchange_id
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description: "交易所键"
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tests:
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data_tests:
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- not_null
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- name: code
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description: "股票代码"
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tests:
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data_tests:
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- not_null
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- name: name
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description: "股票名称"
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tests:
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data_tests:
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- not_null
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- unique
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- name: full_name
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description: "股票全称"
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tests:
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data_tests:
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- not_null
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- unique
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- name: name_en
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description: "股票英文名称"
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tests:
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data_tests:
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- not_null
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- name: cn_spell
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description: "拼音缩写"
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tests:
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data_tests:
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- not_null
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- name: area
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description: "地区"
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@ -176,11 +181,11 @@ models:
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description: "退市日期"
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- name: is_active
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description: "当前是否在市"
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tests:
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data_tests:
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- not_null
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- name: is_hongkong_connect
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description: "是否沪深通标的"
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tests:
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data_tests:
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- not_null
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- name: actual_controller
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description: "实际控制人"
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@ -190,7 +195,7 @@ models:
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description: "更新时间"
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- name: dw.fact_stock_daily
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description: "股票日数据"
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- ts_code
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@ -198,11 +203,11 @@ models:
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columns:
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- name: ts_code
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description: "股票键"
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tests:
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data_tests:
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- not_null
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- name: date_id
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description: "日期键"
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tests:
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data_tests:
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- not_null
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- name: open
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description: "开盘价"
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@ -256,7 +261,7 @@ models:
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description: "流通市值(万元)"
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- name: dw.fact_stock_minute
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description: "股票分钟数据"
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- ts_code
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@ -265,12 +270,12 @@ models:
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- name: ts_code
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description: "股票键"
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data_type: "String"
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tests:
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data_tests:
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- not_null
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- name: time_id
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description: "时间键"
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data_type: "Int64"
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tests:
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data_tests:
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- not_null
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- name: open
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description: "开盘价"
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- name: stg.tushare_trade_calendar
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description: >
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The source table for the trade calendar data from Tushare
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- exchange
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@ -15,15 +15,15 @@ sources:
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columns:
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- name: exchange
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description: "The exchange code"
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tests:
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data_tests:
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- not_null
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- name: cal_date
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description: "The date"
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tests:
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data_tests:
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- not_null
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- name: is_open
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description: "Whether the exchange is open"
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tests:
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data_tests:
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- not_null
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- name: pretrade_date
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description: "The previous trading date"
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@ -31,7 +31,7 @@ sources:
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columns:
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- name: ts_code
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description: TS代码
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tests:
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data_tests:
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- not_null
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- name: symbol
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description: 股票代码
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@ -51,7 +51,7 @@ sources:
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description: 市场类型 (主板/中小板/创业板)
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- name: exchange
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description: 交易所代码
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tests:
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data_tests:
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- not_null
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- name: curr_type
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description: 交易货币
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@ -76,7 +76,7 @@ sources:
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- ts_code
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- name: stg.tushare_daily
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description: "沪深股票交易日线数据"
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- ts_code
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@ -84,49 +84,49 @@ sources:
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columns:
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- name: ts_code
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description: TS代码
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tests:
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data_tests:
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- not_null
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- name: trade_date
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description: 交易日期
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tests:
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data_tests:
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- not_null
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- name: open
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description: 开盘价
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tests:
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data_tests:
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- not_null
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- name: high
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description: 最高价
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tests:
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data_tests:
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- not_null
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- name: low
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description: 最低价
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tests:
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data_tests:
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- not_null
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- name: close
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description: 收盘价
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tests:
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data_tests:
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- not_null
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- name: pre_close
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description: 昨收价
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tests:
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data_tests:
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- not_null
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- name: change
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description: 涨跌额
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tests:
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data_tests:
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- not_null
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- name: pct_chg
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description: 涨跌幅
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tests:
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data_tests:
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- not_null
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- name: vol
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description: 成交量
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tests:
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data_tests:
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- not_null
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- name: amount
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description: 成交额
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- name: stg.tushare_daily_basic
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description: "沪深股票每日指标数据"
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- ts_code
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@ -189,7 +189,7 @@ sources:
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data_type: Nullable(Float32)
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- name: stg.tushare_adj_factor
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description: "沪深股票复权因子"
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- ts_code
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@ -209,7 +209,7 @@ sources:
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data_type: DateTime
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- name: stg.tushare_minutes
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description: "沪深分钟级交易数据"
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- ts_code
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@ -220,12 +220,12 @@ sources:
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- name: ts_code
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description: "The stock code."
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data_type: String
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tests:
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data_tests:
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- not_null
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- name: trade_time
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description: "The trading time."
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data_type: String
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tests:
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data_tests:
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- not_null
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- name: close
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description: "The closing price."
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|
@ -1,10 +1,10 @@
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{{
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config(
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materialized='incremental',
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engine="ReplacingMergeTree",
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engine="MergeTree",
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order_by="(date_id, ts_code)",
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unique_key=['date_id', 'ts_code'],
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incremental_strategy='append',
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incremental_strategy='delete+insert',
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)
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}}
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|
@ -1,11 +1,11 @@
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{{
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config(
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materialized='incremental',
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engine="ReplacingMergeTree",
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engine="MergeTree",
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order_by='(time_id, ts_code)',
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unique_key=['time_id', 'ts_code'],
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partition_by=['toYYYYMM(toDateTime(time_id))'],
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incremental_strategy='append',
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incremental_strategy='delete+insert',
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query_settings={
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"join_algorithm": "'full_sorting_merge'",
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"max_bytes_before_external_sort": "'1000M'",
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|
@ -4,7 +4,7 @@ version: 2
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models:
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- name: ods.tushare_minutes
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description: "沪深股票交易分钟线数据"
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- ts_code
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@ -12,11 +12,11 @@ models:
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columns:
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- name: ts_code
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description: TS代码
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tests:
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data_tests:
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- not_null
|
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- name: time_id
|
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description: 交易日期
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tests:
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data_tests:
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- not_null
|
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- name: close
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description: 收盘价
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@ -34,7 +34,7 @@ models:
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description: 更新时间
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- name: ods.tushare_adj_factor
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description: "沪深股票复权因子"
|
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tests:
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data_tests:
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- dbt_utils.unique_combination_of_columns:
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combination_of_columns:
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- ts_code
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@ -42,11 +42,11 @@ models:
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columns:
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- name: ts_code
|
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description: TS代码
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tests:
|
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data_tests:
|
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- not_null
|
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- name: date_id
|
||||
description: 交易日期
|
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tests:
|
||||
data_tests:
|
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- not_null
|
||||
- name: adj_factor
|
||||
description: 复权因子
|
||||
|
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