def _downgrade_v1(op):
"""
Downgrade assets db by removing the 'tick_size' column and renaming the
'multiplier' column.
"""
# Drop indices before batch
# This is to prevent index collision when creating the temp table
op.drop_index('ix_futures_contracts_root_symbol')
op.drop_index('ix_futures_contracts_symbol')
# Execute batch op to allow column modification in SQLite
with op.batch_alter_table('futures_contracts') as batch_op:
# Rename 'multiplier'
batch_op.alter_column(column_name='multiplier',
new_column_name='contract_multiplier')
# Delete 'tick_size'
batch_op.drop_column('tick_size')
# Recreate indices after batch
op.create_index('ix_futures_contracts_root_symbol',
table_name='futures_contracts',
columns=['root_symbol'])
op.create_index('ix_futures_contracts_symbol',
table_name='futures_contracts',
columns=['symbol'],
unique=True)
def _downgrade_v1(op):
"""
Downgrade assets db by removing the 'tick_size' column and renaming the
'multiplier' column.
"""
# Drop indices before batch
# This is to prevent index collision when creating the temp table
op.drop_index('ix_futures_contracts_root_symbol')
op.drop_index('ix_futures_contracts_symbol')
# Execute batch op to allow column modification in SQLite
with op.batch_alter_table('futures_contracts') as batch_op:
# Rename 'multiplier'
batch_op.alter_column(column_name='multiplier',
new_column_name='contract_multiplier')
# Delete 'tick_size'
batch_op.drop_column('tick_size')
# Recreate indices after batch
op.create_index('ix_futures_contracts_root_symbol',
table_name='futures_contracts',
columns=['root_symbol'])
op.create_index('ix_futures_contracts_symbol',
table_name='futures_contracts',
columns=['symbol'],
unique=True)
def _downgrade_v3(op):
"""
Downgrade assets db by adding a not null constraint on
``equities.first_traded``
"""
op.create_table(
'_new_equities',
sa.Column(
'sid',
sa.Integer,
unique=True,
nullable=False,
primary_key=True,
),
sa.Column('symbol', sa.Text),
sa.Column('company_symbol', sa.Text),
sa.Column('share_class_symbol', sa.Text),
sa.Column('fuzzy_symbol', sa.Text),
sa.Column('asset_name', sa.Text),
sa.Column('start_date', sa.Integer, default=0, nullable=False),
sa.Column('end_date', sa.Integer, nullable=False),
sa.Column('first_traded', sa.Integer, nullable=False),
sa.Column('auto_close_date', sa.Integer),
sa.Column('exchange', sa.Text),
)
op.execute(
"""
insert into _new_equities
select * from equities
where equities.first_traded is not null
""",
)
op.drop_table('equities')
op.rename_table('_new_equities', 'equities')
# we need to make sure the indicies have the proper names after the rename
op.create_index(
'ix_equities_company_symbol',
'equities',
['company_symbol'],
)
op.create_index(
'ix_equities_fuzzy_symbol',
'equities',
['fuzzy_symbol'],
)
def _downgrade_v3(op):
"""
Downgrade assets db by adding a not null constraint on
``equities.first_traded``
"""
op.create_table(
'_new_equities',
sa.Column(
'sid',
sa.Integer,
unique=True,
nullable=False,
primary_key=True,
),
sa.Column('symbol', sa.Text),
sa.Column('company_symbol', sa.Text),
sa.Column('share_class_symbol', sa.Text),
sa.Column('fuzzy_symbol', sa.Text),
sa.Column('asset_name', sa.Text),
sa.Column('start_date', sa.Integer, default=0, nullable=False),
sa.Column('end_date', sa.Integer, nullable=False),
sa.Column('first_traded', sa.Integer, nullable=False),
sa.Column('auto_close_date', sa.Integer),
sa.Column('exchange', sa.Text),
)
op.execute(
"""
insert into _new_equities
select * from equities
where equities.first_traded is not null
""", )
op.drop_table('equities')
op.rename_table('_new_equities', 'equities')
# we need to make sure the indices have the proper names after the rename
op.create_index(
'ix_equities_company_symbol',
'equities',
['company_symbol'],
)
op.create_index(
'ix_equities_fuzzy_symbol',
'equities',
['fuzzy_symbol'],
)
def _downgrade_v4(op):
"""
Downgrades assets db by copying the `exchange_full` column to `exchange`,
then dropping the `exchange_full` column.
"""
op.drop_index('ix_equities_fuzzy_symbol')
op.drop_index('ix_equities_company_symbol')
op.execute("UPDATE equities SET exchange = exchange_full")
with op.batch_alter_table('equities') as batch_op:
batch_op.drop_column('exchange_full')
op.create_index('ix_equities_fuzzy_symbol',
table_name='equities',
columns=['fuzzy_symbol'])
op.create_index('ix_equities_company_symbol',
table_name='equities',
columns=['company_symbol'])
def _downgrade_v4(op):
"""
Downgrades assets db by copying the `exchange_full` column to `exchange`,
then dropping the `exchange_full` column.
"""
op.drop_index('ix_equities_fuzzy_symbol')
op.drop_index('ix_equities_company_symbol')
op.execute("UPDATE equities SET exchange = exchange_full")
with op.batch_alter_table('equities') as batch_op:
batch_op.drop_column('exchange_full')
op.create_index('ix_equities_fuzzy_symbol',
table_name='equities',
columns=['fuzzy_symbol'])
op.create_index('ix_equities_company_symbol',
table_name='equities',
columns=['company_symbol'])
def _downgrade_v2(op):
"""
Downgrade assets db by removing the 'auto_close_date' column.
"""
# Drop indices before batch
# This is to prevent index collision when creating the temp table
op.drop_index('ix_equities_fuzzy_symbol')
op.drop_index('ix_equities_company_symbol')
# Execute batch op to allow column modification in SQLite
with op.batch_alter_table('equities') as batch_op:
batch_op.drop_column('auto_close_date')
# Recreate indices after batch
op.create_index('ix_equities_fuzzy_symbol',
table_name='equities',
columns=['fuzzy_symbol'])
op.create_index('ix_equities_company_symbol',
table_name='equities',
columns=['company_symbol'])
def _downgrade_v2(op):
"""
Downgrade assets db by removing the 'auto_close_date' column.
"""
# Drop indices before batch
# This is to prevent index collision when creating the temp table
op.drop_index('ix_equities_fuzzy_symbol')
op.drop_index('ix_equities_company_symbol')
# Execute batch op to allow column modification in SQLite
with op.batch_alter_table('equities') as batch_op:
batch_op.drop_column('auto_close_date')
# Recreate indices after batch
op.create_index('ix_equities_fuzzy_symbol',
table_name='equities',
columns=['fuzzy_symbol'])
op.create_index('ix_equities_company_symbol',
table_name='equities',
columns=['company_symbol'])
def _downgrade_v5(op):
op.create_table(
'_new_equities',
sa.Column(
'sid',
sa.Integer,
unique=True,
nullable=False,
primary_key=True,
), sa.Column('symbol', sa.Text), sa.Column('company_symbol', sa.Text),
sa.Column('share_class_symbol', sa.Text),
sa.Column('fuzzy_symbol', sa.Text), sa.Column('asset_name', sa.Text),
sa.Column('start_date', sa.Integer, default=0, nullable=False),
sa.Column('end_date', sa.Integer, nullable=False),
sa.Column('first_traded', sa.Integer),
sa.Column('auto_close_date', sa.Integer),
sa.Column('exchange', sa.Text), sa.Column('exchange_full', sa.Text))
op.execute(
"""
insert into _new_equities
select
equities.sid as sid,
sym.symbol as symbol,
sym.company_symbol as company_symbol,
sym.share_class_symbol as share_class_symbol,
sym.company_symbol || sym.share_class_symbol as fuzzy_symbol,
equities.asset_name as asset_name,
equities.start_date as start_date,
equities.end_date as end_date,
equities.first_traded as first_traded,
equities.auto_close_date as auto_close_date,
equities.exchange as exchange,
equities.exchange_full as exchange_full
from
equities
inner join
-- Nested select here to take the most recently held ticker
-- for each sid. The group by with no aggregation function will
-- take the last element in the group, so we first order by
-- the end date ascending to ensure that the groupby takes
-- the last ticker.
(select
*
from
(select
*
from
equity_symbol_mappings
order by
equity_symbol_mappings.end_date asc)
group by
sid) sym
on
equities.sid == sym.sid
""", )
op.drop_table('equity_symbol_mappings')
op.drop_table('equities')
op.rename_table('_new_equities', 'equities')
# we need to make sure the indicies have the proper names after the rename
op.create_index(
'ix_equities_company_symbol',
'equities',
['company_symbol'],
)
op.create_index(
'ix_equities_fuzzy_symbol',
'equities',
['fuzzy_symbol'],
)
def _downgrade_v4(op):
op.create_table(
'_new_equities',
sa.Column(
'sid',
sa.Integer,
unique=True,
nullable=False,
primary_key=True,
),
sa.Column('symbol', sa.Text),
sa.Column('company_symbol', sa.Text, index=True),
sa.Column('share_class_symbol', sa.Text),
sa.Column('fuzzy_symbol', sa.Text, index=True),
sa.Column('asset_name', sa.Text),
sa.Column('start_date', sa.Integer, default=0, nullable=False),
sa.Column('end_date', sa.Integer, nullable=False),
sa.Column('first_traded', sa.Integer),
sa.Column('auto_close_date', sa.Integer),
sa.Column('exchange', sa.Text),
)
op.execute(
"""
insert into _new_equities
select
equities.sid as sid,
sym.symbol as symbol,
sym.company_symbol as company_symbol,
sym.share_class_symbol as share_class_symbol,
sym.company_symbol || sym.share_class_symbol as fuzzy_symbol,
equities.asset_name as asset_name,
equities.start_date as start_date,
equities.end_date as end_date,
equities.first_traded as first_traded,
equities.auto_close_date as auto_close_date,
equities.exchange as exchange
from
equities
inner join
(select
*
from
equity_symbol_mappings
group by
equity_symbol_mappings.sid
order by
equity_symbol_mappings.end_date desc) sym
on
equities.sid == sym.sid
""",
)
op.drop_table('equity_symbol_mappings')
op.drop_table('equities')
op.rename_table('_new_equities', 'equities')
# we need to make sure the indicies have the proper names after the rename
op.create_index(
'ix_equities_company_symbol',
'equities',
['company_symbol'],
)
op.create_index(
'ix_equities_fuzzy_symbol',
'equities',
['fuzzy_symbol'],
)
def _downgrade_v5(op):
op.create_table(
'_new_equities',
sa.Column(
'sid',
sa.Integer,
unique=True,
nullable=False,
primary_key=True,
),
sa.Column('symbol', sa.Text),
sa.Column('company_symbol', sa.Text),
sa.Column('share_class_symbol', sa.Text),
sa.Column('fuzzy_symbol', sa.Text),
sa.Column('asset_name', sa.Text),
sa.Column('start_date', sa.Integer, default=0, nullable=False),
sa.Column('end_date', sa.Integer, nullable=False),
sa.Column('first_traded', sa.Integer),
sa.Column('auto_close_date', sa.Integer),
sa.Column('exchange', sa.Text),
sa.Column('exchange_full', sa.Text)
)
op.execute(
"""
insert into _new_equities
select
equities.sid as sid,
sym.symbol as symbol,
sym.company_symbol as company_symbol,
sym.share_class_symbol as share_class_symbol,
sym.company_symbol || sym.share_class_symbol as fuzzy_symbol,
equities.asset_name as asset_name,
equities.start_date as start_date,
equities.end_date as end_date,
equities.first_traded as first_traded,
equities.auto_close_date as auto_close_date,
equities.exchange as exchange,
equities.exchange_full as exchange_full
from
equities
inner join
-- Nested select here to take the most recently held ticker
-- for each sid. The group by with no aggregation function will
-- take the last element in the group, so we first order by
-- the end date ascending to ensure that the groupby takes
-- the last ticker.
(select
*
from
(select
*
from
equity_symbol_mappings
order by
equity_symbol_mappings.end_date asc)
group by
sid) sym
on
equities.sid == sym.sid
""",
)
op.drop_table('equity_symbol_mappings')
op.drop_table('equities')
op.rename_table('_new_equities', 'equities')
# we need to make sure the indicies have the proper names after the rename
op.create_index(
'ix_equities_company_symbol',
'equities',
['company_symbol'],
)
op.create_index(
'ix_equities_fuzzy_symbol',
'equities',
['fuzzy_symbol'],
)
def _downgrade_v5(op):
op.create_table(
'_new_equities',
sa.Column(
'sid',
sa.Integer,
unique=True,
nullable=False,
primary_key=True,
), sa.Column('symbol', sa.Text), sa.Column('company_symbol', sa.Text),
sa.Column('share_class_symbol', sa.Text),
sa.Column('fuzzy_symbol', sa.Text), sa.Column('asset_name', sa.Text),
sa.Column('start_date', sa.Integer, default=0, nullable=False),
sa.Column('end_date', sa.Integer, nullable=False),
sa.Column('first_traded', sa.Integer),
sa.Column('auto_close_date', sa.Integer),
sa.Column('exchange', sa.Text), sa.Column('exchange_full', sa.Text))
op.execute(
"""
insert into _new_equities
select
equities.sid as sid,
sym.symbol as symbol,
sym.company_symbol as company_symbol,
sym.share_class_symbol as share_class_symbol,
sym.company_symbol || sym.share_class_symbol as fuzzy_symbol,
equities.asset_name as asset_name,
equities.start_date as start_date,
equities.end_date as end_date,
equities.first_traded as first_traded,
equities.auto_close_date as auto_close_date,
equities.exchange as exchange,
equities.exchange_full as exchange_full
from
equities
inner join
(select
*
from
equity_symbol_mappings
group by
equity_symbol_mappings.sid
order by
equity_symbol_mappings.end_date desc) sym
on
equities.sid == sym.sid
""", )
op.drop_table('equity_symbol_mappings')
op.drop_table('equities')
op.rename_table('_new_equities', 'equities')
# we need to make sure the indicies have the proper names after the rename
op.create_index(
'ix_equities_company_symbol',
'equities',
['company_symbol'],
)
op.create_index(
'ix_equities_fuzzy_symbol',
'equities',
['fuzzy_symbol'],
)