models/dw/dw.dim_date.sql

@@ -10,8 +10,7 @@
     ) 
 }}
 SELECT
-    toYYYYMMDD(date) AS date_id,
+    toUInt32(year(date) * 10000 + month(date) * 100 + day(date)) AS date_id,
-    formatDateTimeInJodaSyntax(date, 'yyyyMMdd') AS date_id_str,
     date AS full_date,
     toYear(date) AS year,
     toUInt8(quarter(date)) AS quarter,

models/dw/dw.dim_time.sql

@@ -2,7 +2,7 @@
     config(
         materialized='table',
         engine='MergeTree',
-        order_by='time_id',
+        order_by='(date_id_str, full_time_str, time_id)'
     ) 
 }}
 Select toYYYYMMDDhhmmss(`full_time`) As time_id

models/dw/dw.fact_stock_daily.sql

@@ -2,11 +2,12 @@
     config(
         materialized='incremental',
         engine='MergeTree',
-        order_by='(date_id, ts_code)',
+        order_by='ts_code, date_id',
-        unique_key=['date_id', 'ts_code'],
+        unique_key=['ts_code', 'date_id'],
         incremental_strategy='delete+insert',
         query_settings={
             "join_algorithm": "'full_sorting_merge'", 
+            "max_bytes_before_external_sort": "'1000M'"
         }
     )
 }}
@@ -38,7 +39,7 @@ Select
     StgDailyBasic.free_share As free_share,
     StgDailyBasic.total_mv As total_mv,
     StgDailyBasic.circ_mv As circ_mv
-From {{ source('finance', 'stg.tushare_daily') }} As StgDaily
+From {{ source('finance', 'stg.tushare_daily') }} As StgDaily Final
 Inner Join {{ ref('dw.dim_date') }} As DimDate
     On StgDaily.trade_date = Cast(DimDate.date_id As String)
 Any Left Join {{ source('finance', 'stg.tushare_daily_basic') }} As StgDailyBasic

models/dw/dw.fact_stock_minute.sql

@@ -2,12 +2,14 @@
     config(
         materialized='incremental',
         engine='MergeTree',
-        order_by='(time_id, ts_code)',
+        order_by='ts_code, time_id',
-        unique_key=['time_id', 'ts_code'],
+        unique_key=['ts_code', 'time_id'],
-        incremental_strategy='append',
+        incremental_strategy='delete+insert',
-        partition_by=['toYYYYMM(toDateTime(time_id))'],
+        partition_by=['cast(floor(time_id / 1000000) As Int32)'],
         query_settings={
             "join_algorithm": "'full_sorting_merge'", 
+            "max_bytes_before_external_sort": "'1000M'",
+            "max_bytes_before_external_group_by":"'1000M'",
         }
     )
 }}
@@ -31,7 +33,7 @@ Any Left Join {{ ref('ods.tushare_adj_factor') }} As OdsAdjFactor
         And OdsAdjFactor.date_id = DimTime.date_id
 where 1 = 1
 {% if is_incremental() %}
-    And OdsMinutes.time_id >= (Select toYYYYMMDDhhmmss(toStartOfDay(YYYYMMDDhhmmssToDateTime(max(`time_id`)))) From {{ this }})
+    And OdsMinutes.time_id >= (Select max(`time_id`) From {{ this }})
 {% endif %}
 {% if 'dev' in target.name %}
     And OdsMinutes.time_id >= toYYYYMMDDhhmmss(dateAdd(Month,-1,today()))

models/dw/schema.yml

@@ -7,22 +7,22 @@ models:
   columns:
   - name: exchange_id
     description: "The primary key for this table"
-    data_tests:
+    tests:
     - unique
     - not_null
   - name: ts_exchange_code
     description: "交易所代码"
-    data_tests:
+    tests:
     - not_null
     - unique
   - name: exchange_name
     description: "交易所名称"
-    data_tests:
+    tests:
     - not_null
     - unique
 - name: dw.dim_date
   description: "日期"
-  data_tests:
+  tests:
   - dbt_utils.unique_combination_of_columns:
       combination_of_columns:
       - year
@@ -31,46 +31,41 @@ models:
   columns:
   - name: date_id
     description: "日期键"
-    data_tests:
+    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:
+    tests:
     - not_null
     - unique
   - name: year
     description: "年"
-    data_tests:
+    tests:
     - not_null
   - name: quarter
     description: "季度"
-    data_tests:
+    tests:
     - not_null
   - name: month
     description: "月"
-    data_tests:
+    tests:
     - not_null
   - name: day
     description: "日"
-    data_tests:
+    tests:
     - not_null
   - name: week_num_of_year
     description: "年中第几周"
-    data_tests:
+    tests:
     - not_null
   - name: day_num_of_week
     description: "星期"
-    data_tests:
+    tests:
     - not_null
 - name: dw.dim_time
   description: "时间"
-  data_tests:
+  tests:
   - dbt_utils.unique_combination_of_columns:
       combination_of_columns:
       - date_id
@@ -79,38 +74,38 @@ models:
   columns:
   - name: time_id
     description: "时间键"
-    data_tests:
+    tests:
     - unique
     - not_null
   - name: full_time
     description: "时间"
-    data_tests:
+    tests:
     - not_null
     - unique
   - name: date_id
     description: "日期键"
-    data_tests:
+    tests:
     - not_null
   - name: hour
     description: "小时"
-    data_tests:
+    tests:
     - not_null
   - name: minute
     description: "分钟"
-    data_tests:
+    tests:
     - not_null
   - name: full_time_str
     description: "时间字符串（yyyy-MM-dd HH:mm:ss）"
-    data_tests:
+    tests:
     - not_null
     - unique
   - name: date_id_str
-    description: "日期字符串（yyyyMMdd）"
+    description: "日期字符串（yyyy-MM-dd）"
-    data_tests:
+    tests:
     - not_null
 - name: dw.dim_hs_calendar
   description: "沪深交易日历"
-  data_tests:
+  tests:
   - dbt_utils.unique_combination_of_columns:
       combination_of_columns:
       - exchange_id
@@ -118,19 +113,19 @@ models:
   columns:
   - name: exchange_id
     description: "The primary key for this table"
-    data_tests:
+    tests:
     - not_null
   - name: date_id
     description: "交易日期键"
-    data_tests:
+    tests:
     - not_null
   - name: is_open
     description: "是否交易"
-    data_tests:
+    tests:
     - not_null
 - name: dw.dim_stock
   description: "股票"
-  data_tests:
+  tests:
   - dbt_utils.unique_combination_of_columns:
       combination_of_columns:
       - exchange_id
@@ -138,34 +133,34 @@ models:
   columns:
   - name: ts_code
     description: "tushare 股票编码"
-    data_tests:
+    tests:
     - unique
     - not_null
   - name: exchange_id
     description: "交易所键"
-    data_tests:
+    tests:
     - not_null
   - name: code
     description: "股票代码"
-    data_tests:
+    tests:
     - not_null
   - name: name
     description: "股票名称"
-    data_tests:
+    tests:
     - not_null
     - unique
   - name: full_name
     description: "股票全称"
-    data_tests:
+    tests:
     - not_null
     - unique
   - name: name_en
     description: "股票英文名称"
-    data_tests:
+    tests:
     - not_null
   - name: cn_spell
     description: "拼音缩写"
-    data_tests:
+    tests:
     - not_null
   - name: area
     description: "地区"
@@ -181,11 +176,11 @@ models:
     description: "退市日期"
   - name: is_active
     description: "当前是否在市"
-    data_tests:
+    tests:
     - not_null
   - name: is_hongkong_connect
     description: "是否沪深通标的"
-    data_tests:
+    tests:
     - not_null
   - name: actual_controller
     description: "实际控制人"
@@ -195,7 +190,7 @@ models:
     description: "更新时间"
 - name: dw.fact_stock_daily
   description: "股票日数据"
-  data_tests:
+  tests:
   - dbt_utils.unique_combination_of_columns:
       combination_of_columns:
       - ts_code
@@ -203,11 +198,11 @@ models:
   columns:
   - name: ts_code
     description: "股票键"
-    data_tests:
+    tests:
     - not_null
   - name: date_id
     description: "日期键"
-    data_tests:
+    tests:
     - not_null
   - name: open
     description: "开盘价"
@@ -261,7 +256,7 @@ models:
     description: "流通市值（万元）"
 - name: dw.fact_stock_minute
   description: "股票分钟数据"
-  data_tests:
+  tests:
   - dbt_utils.unique_combination_of_columns:
       combination_of_columns:
       - ts_code
@@ -270,12 +265,12 @@ models:
   - name: ts_code
     description: "股票键"
     data_type: "String"
-    data_tests:
+    tests:
     - not_null
   - name: time_id
     description: "时间键"
     data_type: "Int64"
-    data_tests:
+    tests:
     - not_null
   - name: open
     description: "开盘价"

models/finance_source.yml

@@ -7,7 +7,7 @@ sources:
   - name: stg.tushare_trade_calendar
     description: >
       The source table for the trade calendar data from Tushare
-    data_tests:
+    tests:
     - dbt_utils.unique_combination_of_columns:
         combination_of_columns:
         - exchange
@@ -15,15 +15,15 @@ sources:
     columns:
     - name: exchange
       description: "The exchange code"
-      data_tests:
+      tests:
       - not_null
     - name: cal_date
       description: "The date"
-      data_tests:
+      tests:
       - not_null
     - name: is_open
       description: "Whether the exchange is open"
-      data_tests:
+      tests:
       - not_null
     - name: pretrade_date
       description: "The previous trading date"
@@ -31,7 +31,7 @@ sources:
     columns:
     - name: ts_code
       description: TS代码
-      data_tests:
+      tests:
       - not_null
     - name: symbol
       description: 股票代码
@@ -51,7 +51,7 @@ sources:
       description: 市场类型 （主板/中小板/创业板）
     - name: exchange
       description: 交易所代码
-      data_tests:
+      tests:
       - not_null
     - name: curr_type
       description: 交易货币
@@ -76,7 +76,7 @@ sources:
       - ts_code
   - name: stg.tushare_daily
     description: "沪深股票交易日线数据"
-    data_tests:
+    tests:
     - dbt_utils.unique_combination_of_columns:
         combination_of_columns:
         - ts_code
@@ -84,49 +84,49 @@ sources:
     columns:
     - name: ts_code
       description: TS代码
-      data_tests:
+      tests:
       - not_null
     - name: trade_date
       description: 交易日期
-      data_tests:
+      tests:
       - not_null
     - name: open
       description: 开盘价
-      data_tests:
+      tests:
       - not_null
     - name: high
       description: 最高价
-      data_tests:
+      tests:
       - not_null
     - name: low
       description: 最低价
-      data_tests:
+      tests:
       - not_null
     - name: close
       description: 收盘价
-      data_tests:
+      tests:
       - not_null
     - name: pre_close
       description: 昨收价
-      data_tests:
+      tests:
       - not_null
     - name: change
       description: 涨跌额
-      data_tests:
+      tests:
       - not_null
     - name: pct_chg
       description: 涨跌幅
-      data_tests:
+      tests:
       - not_null
     - name: vol
       description: 成交量
-      data_tests:
+      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:
+    tests:
     - dbt_utils.unique_combination_of_columns:
         combination_of_columns:
         - ts_code
@@ -189,7 +189,7 @@ sources:
       data_type: Nullable(Float32)
   - name: stg.tushare_adj_factor
     description: "沪深股票复权因子"
-    data_tests:
+    tests:
     - dbt_utils.unique_combination_of_columns:
         combination_of_columns:
         - ts_code
@@ -209,7 +209,7 @@ sources:
       data_type: DateTime
   - name: stg.tushare_minutes
     description: "沪深分钟级交易数据"
-    data_tests:
+    tests:
     - dbt_utils.unique_combination_of_columns:
         combination_of_columns:
         - ts_code
@@ -220,12 +220,12 @@ sources:
     - name: ts_code
       description: "The stock code."
       data_type: String
-      data_tests:
+      tests:
       - not_null
     - name: trade_time
       description: "The trading time."
       data_type: String
-      data_tests:
+      tests:
       - not_null
     - name: close
       description: "The closing price."

models/ods/ods.tushare_adj_factor.sql

@@ -2,8 +2,8 @@
     config(
         materialized='incremental',
         engine="MergeTree",
-        order_by="(date_id, ts_code)",
+        order_by="ts_code, date_id",
-        unique_key=['date_id', 'ts_code'],
+        unique_key=['ts_code', 'date_id'],
         incremental_strategy='delete+insert',
     )
 }}

models/ods/ods.tushare_minutes.sql

@@ -2,15 +2,9 @@
     config(
         materialized='incremental',
         engine="MergeTree",
-        order_by='(time_id, ts_code)',
+        order_by='ts_code, time_id',
-        unique_key=['time_id', 'ts_code'],
+        unique_key=['ts_code', 'time_id'],
-        partition_by=['toYYYYMM(toDateTime(time_id))'],
         incremental_strategy='delete+insert',
-        query_settings={
-            "join_algorithm": "'full_sorting_merge'", 
-            "max_bytes_before_external_sort": "'1000M'",
-            "max_bytes_before_external_group_by":"'1000M'",
-        }
     )
 }}
 
@@ -26,7 +20,7 @@ Select
 From {{ source('finance', 'stg.tushare_minutes') }} As StgMinutes 
 where 1 = 1
 {% if is_incremental() %}
-    And StgMinutes.trade_time >= (Select formatDateTimeInJodaSyntax(toStartOfDay(YYYYMMDDhhmmssToDateTime(max(time_id))), 'yyyy-MM-dd HH:mm:ss') From {{ this }})
+    And StgMinutes.trade_time >= (Select formatDateTimeInJodaSyntax(YYYYMMDDhhmmssToDateTime(max(time_id)), 'yyyy-MM-dd hh:mm:ss') From {{ this }})
 {% endif %}
 {% if 'dev' in target.name %}
     And StgMinutes.trade_time >= formatDateTimeInJodaSyntax(dateAdd(Month,-1,today()), 'yyyy-01-01 00:00:00')

models/ods/schema.yml

@@ -4,7 +4,7 @@ version: 2
 models:
 - name: ods.tushare_minutes
   description: "沪深股票交易分钟线数据"
-  data_tests:
+  tests:
   - dbt_utils.unique_combination_of_columns:
       combination_of_columns:
       - ts_code
@@ -12,11 +12,11 @@ models:
   columns:
   - name: ts_code
     description: TS代码
-    data_tests:
+    tests:
     - not_null
   - name: time_id
     description: 交易日期
-    data_tests:
+    tests:
     - not_null
   - name: close
     description: 收盘价
@@ -34,7 +34,7 @@ models:
     description: 更新时间
 - name: ods.tushare_adj_factor
   description: "沪深股票复权因子"
-  data_tests:
+  tests:
   - dbt_utils.unique_combination_of_columns:
       combination_of_columns:
       - ts_code
@@ -42,11 +42,11 @@ models:
   columns:
   - name: ts_code
     description: TS代码
-    data_tests:
+    tests:
     - not_null
   - name: date_id
     description: 交易日期
-    data_tests:
+    tests:
     - not_null
   - name: adj_factor
     description: 复权因子

profiles.yml

@@ -15,7 +15,7 @@ finance_dbt:
       retries: 1
       compression: gzip
       connect_timeout: 10
-      send_receive_timeout: 24000
+      send_receive_timeout: 300
       cluster_mode: False
       use_lw_deletes: True
       check_exchange: True