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