76 lines
3.4 KiB
SQL
76 lines
3.4 KiB
SQL
-- astock-kg 因子插槽接口：只读视图（供 akg-factor-bridge 消费）
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-- 应用：docker compose exec -T akg-factor-bridge python run.py apply-views
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--
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-- 用 DROP + CREATE 而非 CREATE OR REPLACE：后者不允许改变已有列的名字与顺序
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-- （只能在末尾追加），而本次调整了列。已确认这四个视图在 astock-kg 内无任何
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-- 消费方（grep v_factor_ 零命中），DROP 安全。
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-- 顺序要求：ALTER 必须在引用新列的视图之前。
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ALTER TABLE transmission_candidates ADD COLUMN IF NOT EXISTS mkt_trade_date DATE;
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CREATE INDEX IF NOT EXISTS idx_tc_target ON transmission_candidates (target, scan_date);
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-- 覆盖池 universe = 全部 industry_pools 成员并集。
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-- 注意它是当前态：池只存最新快照、每周一 refresh_pools 自动长大。
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DROP VIEW IF EXISTS v_factor_universe;
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CREATE VIEW v_factor_universe AS
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SELECT DISTINCT m->>'ts_code' AS ts_code
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FROM industry_pools p
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CROSS JOIN LATERAL jsonb_array_elements(COALESCE(p.members, '[]'::jsonb)) AS m
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WHERE m->>'ts_code' IS NOT NULL AND m->>'ts_code' <> '';
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-- 一致预期（供 upside）：桥按 trade_date 做 as-of backward。
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DROP VIEW IF EXISTS v_factor_consensus;
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CREATE VIEW v_factor_consensus AS
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SELECT ts_code, asof_date, target_mid_avg, eps_med, np_med, n_orgs, n_reports_90d
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FROM consensus_daily
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WHERE target_mid_avg IS NOT NULL;
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-- 利好利空事件（供 event）。
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-- source_type 供桥做年报污染防护：年报同样带 company_ts_code 锚，而一份年报能抽
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-- 十几条 EVENT 且含历史诉讼/处罚，会在披露日形成负值尖峰。
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-- doc_id 供单文档封顶。取值：annual_report/research_report/announcement/news/interactive_qa
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DROP VIEW IF EXISTS v_factor_events;
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CREATE VIEW v_factor_events AS
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SELECT d.meta->>'company_ts_code' AS ts_code,
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c.disclosure_date,
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c.qualifiers->>'event_type' AS event_type,
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c.qualifiers->>'direction' AS direction,
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c.qualifiers->>'scope' AS scope,
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c.confidence,
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c.tier,
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c.dedup_key,
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c.doc_id,
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d.source_type
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FROM claims c
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JOIN documents d ON d.doc_id = c.doc_id
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WHERE c.predicate = 'EVENT'
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AND d.meta->>'company_ts_code' IS NOT NULL;
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-- 板块传导（供 transmission）：quiet 未动成员摊平成每股一行。
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-- n_sources = 指向该环节的 distinct 源数（新）；n_paths = 原路径条数（保留原义）。
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-- 二者的比值就是路径重复计数的倍数：cascade 的变长边 *1..N 每种长度各返回一条，
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-- transmission_targets 的 updown/supply/drives 三桶之间也不去重。
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-- members_total / n_quiet_stored / mkt_trade_date 供桥自检上游截断与快照新鲜度。
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DROP VIEW IF EXISTS v_factor_transmission;
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CREATE VIEW v_factor_transmission AS
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SELECT t.scan_date,
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q->>'ts_code' AS ts_code,
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jsonb_array_length(COALESCE(t.paths, '[]'::jsonb)) AS n_paths,
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t.moved_ratio,
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(SELECT count(DISTINCT p->>'source')
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FROM jsonb_array_elements(COALESCE(t.paths, '[]'::jsonb)) p) AS n_sources,
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t.rank,
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t.target,
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t.target_type,
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t.members_total,
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t.moved,
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jsonb_array_length(COALESCE(t.quiet, '[]'::jsonb)) AS n_quiet_stored,
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t.mkt_trade_date
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FROM transmission_candidates t
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CROSS JOIN LATERAL jsonb_array_elements(COALESCE(t.quiet, '[]'::jsonb)) AS q
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WHERE q->>'ts_code' IS NOT NULL AND q->>'ts_code' <> '';
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