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generate_db.py
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import mysql.connector
mydb = mysql.connector.connect(
host="localhost",
user="root",
passwd="root")
database_name='securities_master'
if __name__ == '__main__':
query = """
-- MySQL Workbench Forward Engineering
SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0;
SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0;
SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='ONLY_FULL_GROUP_BY,STRICT_TRANS_TABLES,NO_ZERO_IN_DATE,NO_ZERO_DATE,ERROR_FOR_DIVISION_BY_ZERO,NO_ENGINE_SUBSTITUTION';
CREATE SCHEMA IF NOT EXISTS `{}` DEFAULT CHARACTER SET utf8 ;
USE `{}` ;
-- -----------------------------------------------------
-- Table asset_class
-- -----------------------------------------------------
CREATE TABLE IF NOT EXISTS `{}`.`asset_class` (
`id` INT(11) NOT NULL AUTO_INCREMENT,
`asset_class` VARCHAR(255) NOT NULL,
PRIMARY KEY (`id`),
UNIQUE INDEX `id_asset_class_UNIQUE` (`id` ASC) VISIBLE,
UNIQUE INDEX `asset_class_UNIQUE` (`asset_class` ASC) VISIBLE)
ENGINE = InnoDB
DEFAULT CHARACTER SET = utf8;
-- -----------------------------------------------------
-- Table data_vendor
-- -----------------------------------------------------
CREATE TABLE IF NOT EXISTS `{}`.`data_vendor` (
`id` INT(11) NOT NULL AUTO_INCREMENT,
`name` VARCHAR(32) NOT NULL,
`website_url` VARCHAR(255) NULL DEFAULT NULL,
PRIMARY KEY (`id`),
UNIQUE INDEX `id_vendor_UNIQUE` (`id` ASC) VISIBLE,
UNIQUE INDEX `name_UNIQUE` (`name` ASC) VISIBLE)
ENGINE = InnoDB
AUTO_INCREMENT = 3
DEFAULT CHARACTER SET = utf8;
-- -----------------------------------------------------
-- Table exchange
-- -----------------------------------------------------
CREATE TABLE IF NOT EXISTS `{}`.`exchange` (
`id` INT(11) NOT NULL AUTO_INCREMENT,
`name` VARCHAR(10) NOT NULL,
`currency` CHAR(10) NULL DEFAULT NULL,
PRIMARY KEY (`id`),
UNIQUE INDEX `id_UNIQUE` (`id` ASC) VISIBLE,
UNIQUE INDEX `name_UNIQUE` (`name` ASC) VISIBLE)
ENGINE = InnoDB
DEFAULT CHARACTER SET = utf8;
-- -----------------------------------------------------
-- Table `security`
-- -----------------------------------------------------
CREATE TABLE IF NOT EXISTS `{}`.`security` (
`id` INT(11) NOT NULL AUTO_INCREMENT,
`ticker` VARCHAR(10) NULL DEFAULT NULL,
`name` VARCHAR(255) NULL DEFAULT NULL,
`code` DECIMAL(10) NULL DEFAULT NULL,
`sector` VARCHAR(255) NULL DEFAULT NULL,
`isdelisted` VARCHAR(3) NULL DEFAULT NULL,
`ttable` VARCHAR(8) NULL DEFAULT NULL,
`category` VARCHAR(45) NULL DEFAULT NULL,
`exchange_id` INT(11) NOT NULL,
`asset_class_id` INT(11) NOT NULL,
`data_vendor_id` INT(11) NOT NULL,
PRIMARY KEY (`id`),
UNIQUE INDEX `id_security_UNIQUE` (`id` ASC) VISIBLE,
UNIQUE INDEX `vendor_tik_table` (`ticker` ASC, `data_vendor_id` ASC, `ttable` ASC) VISIBLE,
INDEX `ticker` (`ticker` ASC) VISIBLE,
INDEX `fk_security_exchange1_idx` (`exchange_id` ASC) VISIBLE,
INDEX `fk_security_asset_class1_idx` (`asset_class_id` ASC) VISIBLE,
INDEX `fk_security_data_vendor1_idx` (`data_vendor_id` ASC) VISIBLE,
CONSTRAINT `fk_security_asset_class1`
FOREIGN KEY (`asset_class_id`)
REFERENCES `{}`.`asset_class` (`id`),
CONSTRAINT `fk_security_data_vendor1`
FOREIGN KEY (`data_vendor_id`)
REFERENCES `{}`.`data_vendor` (`id`),
CONSTRAINT `fk_security_exchange1`
FOREIGN KEY (`exchange_id`)
REFERENCES `{}`.`exchange` (`id`))
ENGINE = InnoDB
DEFAULT CHARACTER SET = utf8;
-- -----------------------------------------------------
-- Table `SP500_const`
-- -----------------------------------------------------
CREATE TABLE IF NOT EXISTS `{}`.`SP500_const` (
`id` INT(11) NOT NULL AUTO_INCREMENT,
`date` DATE NOT NULL,
`action` VARCHAR(10) NULL DEFAULT NULL,
`ticker` VARCHAR(10) NULL,
`contraticker` VARCHAR(10) NULL DEFAULT NULL,
`security_id` INT(11) NOT NULL,
PRIMARY KEY (`id`),
INDEX `fk_SP500_const_security1_idx` (`security_id` ASC) VISIBLE,
UNIQUE INDEX `id_UNIQUE` (`id` ASC) VISIBLE,
UNIQUE INDEX `sec_id_date` (`security_id` ASC, `date` ASC) VISIBLE,
CONSTRAINT `fk_SP500_const_security1`
FOREIGN KEY (`security_id`)
REFERENCES `{}`.`security` (`id`))
ENGINE = InnoDB
DEFAULT CHARACTER SET = utf8;
-- -----------------------------------------------------
-- Table `corp_action`
-- -----------------------------------------------------
CREATE TABLE IF NOT EXISTS `{}`.`corp_action` (
`id` INT(11) NOT NULL AUTO_INCREMENT,
`date` DATE NOT NULL,
`action` VARCHAR(30) NULL DEFAULT NULL,
`value` DOUBLE NULL DEFAULT NULL,
`contraticker` VARCHAR(10) NULL DEFAULT NULL,
`security_id` INT(11) NOT NULL,
PRIMARY KEY (`id`),
UNIQUE INDEX `sec_id_date` (`date` ASC, `security_id` ASC, `action` ASC) VISIBLE,
INDEX `fk_corp_action_security1_idx` (`security_id` ASC) VISIBLE,
UNIQUE INDEX `id_UNIQUE` (`id` ASC) VISIBLE,
CONSTRAINT `fk_corp_action_security1`
FOREIGN KEY (`security_id`)
REFERENCES `{}`.`security` (`id`))
ENGINE = InnoDB
DEFAULT CHARACTER SET = utf8;
-- -----------------------------------------------------
-- Table `daily_price`
-- -----------------------------------------------------
CREATE TABLE IF NOT EXISTS `{}`.`daily_price` (
`id` INT(11) NOT NULL AUTO_INCREMENT,
`trade_date` DATE NOT NULL,
`open` DOUBLE UNSIGNED NULL DEFAULT NULL,
`high` DOUBLE NULL DEFAULT NULL,
`low` DOUBLE NULL DEFAULT NULL,
`close` DOUBLE NULL DEFAULT NULL,
`closeunadj` DOUBLE NULL DEFAULT NULL,
`volume` DOUBLE NULL DEFAULT NULL,
`security_id` INT(11) NOT NULL,
PRIMARY KEY (`id`),
UNIQUE INDEX `id_price_UNIQUE` (`id` ASC) VISIBLE,
UNIQUE INDEX `date_sec_id` (`trade_date` ASC, `security_id` ASC) VISIBLE,
INDEX `price_date` (`trade_date` ASC) VISIBLE,
INDEX `fk_daily_price_security1_idx` (`security_id` ASC) VISIBLE,
CONSTRAINT `fk_daily_price_security1`
FOREIGN KEY (`security_id`)
REFERENCES `{}`.`security` (`id`))
ENGINE = InnoDB
DEFAULT CHARACTER SET = utf8;
-- -----------------------------------------------------
-- Table `dividends`
-- -----------------------------------------------------
CREATE TABLE IF NOT EXISTS `{}`.`dividends` (
`id` INT(11) NOT NULL AUTO_INCREMENT,
`date` DATE NOT NULL,
`dividends` DOUBLE NULL DEFAULT NULL,
`security_id` INT(11) NOT NULL,
PRIMARY KEY (`id`),
UNIQUE INDEX `sec_id_date` (`date` ASC, `security_id` ASC) VISIBLE,
INDEX `fk_dividents_security1_idx` (`security_id` ASC) VISIBLE,
UNIQUE INDEX `id_UNIQUE` (`id` ASC) VISIBLE,
CONSTRAINT `fk_dividents_security1`
FOREIGN KEY (`security_id`)
REFERENCES `{}`.`security` (`id`))
ENGINE = InnoDB
DEFAULT CHARACTER SET = utf8;
-- -----------------------------------------------------
-- Table `fundamental`
-- -----------------------------------------------------
CREATE TABLE IF NOT EXISTS `{}`.`fundamental` (
`id` INT(11) NOT NULL AUTO_INCREMENT,
`revenue` DOUBLE NULL DEFAULT NULL,
`cor` DOUBLE NULL DEFAULT NULL,
`sgna` DOUBLE NULL DEFAULT NULL,
`rnd` DOUBLE NULL DEFAULT NULL,
`opex` DOUBLE NULL DEFAULT NULL,
`intexp` DOUBLE NULL DEFAULT NULL,
`taxexp` DOUBLE NULL DEFAULT NULL,
`netincdis` DOUBLE NULL DEFAULT NULL,
`consolinc` DOUBLE NULL DEFAULT NULL,
`netincnci` DOUBLE NULL DEFAULT NULL,
`netinc` DOUBLE NULL DEFAULT NULL,
`prefdivis` DOUBLE NULL DEFAULT NULL,
`netinccmn` DOUBLE NULL DEFAULT NULL,
`eps` DOUBLE NULL DEFAULT NULL,
`epsdil` DOUBLE NULL DEFAULT NULL,
`shareswa` DOUBLE NULL DEFAULT NULL,
`shareswadil` DOUBLE NULL DEFAULT NULL,
`capex` DOUBLE NULL DEFAULT NULL,
`ncfbus` DOUBLE NULL DEFAULT NULL,
`ncfinv` DOUBLE NULL DEFAULT NULL,
`ncff` DOUBLE NULL DEFAULT NULL,
`ncfdebt` DOUBLE NULL DEFAULT NULL,
`ncfcommon` DOUBLE NULL DEFAULT NULL,
`ncfdiv` DOUBLE NULL DEFAULT NULL,
`ncfi` DOUBLE NULL DEFAULT NULL,
`ncfo` DOUBLE NULL DEFAULT NULL,
`ncfx` DOUBLE NULL DEFAULT NULL,
`ncf` DOUBLE NULL DEFAULT NULL,
`sbcomp` DOUBLE NULL DEFAULT NULL,
`depamor` DOUBLE NULL DEFAULT NULL,
`assets` DOUBLE NULL DEFAULT NULL,
`cashneq` DOUBLE NULL DEFAULT NULL,
`investments` DOUBLE NULL DEFAULT NULL,
`investmentsc` DOUBLE NULL DEFAULT NULL,
`investmentsnc` DOUBLE NULL DEFAULT NULL,
`deferredrev` DOUBLE NULL DEFAULT NULL,
`deposits` DOUBLE NULL DEFAULT NULL,
`ppnenet` DOUBLE NULL DEFAULT NULL,
`inventory` DOUBLE NULL DEFAULT NULL,
`taxassets` DOUBLE NULL DEFAULT NULL,
`receivables` DOUBLE NULL DEFAULT NULL,
`payables` DOUBLE NULL DEFAULT NULL,
`intangibles` DOUBLE NULL DEFAULT NULL,
`liabilities` DOUBLE NULL DEFAULT NULL,
`equity` DOUBLE NULL DEFAULT NULL,
`retearn` DOUBLE NULL DEFAULT NULL,
`accoci` DOUBLE NULL DEFAULT NULL,
`assetsc` DOUBLE NULL DEFAULT NULL,
`assetsnc` DOUBLE NULL DEFAULT NULL,
`liabilitiesc` DOUBLE NULL DEFAULT NULL,
`liabilitiesnc` DOUBLE NULL DEFAULT NULL,
`taxliabilities` DOUBLE NULL DEFAULT NULL,
`debt` DOUBLE NULL DEFAULT NULL,
`debtc` DOUBLE NULL DEFAULT NULL,
`debtnc` DOUBLE NULL DEFAULT NULL,
`ebt` DOUBLE NULL DEFAULT NULL,
`ebit` DOUBLE NULL DEFAULT NULL,
`ebitda` DOUBLE NULL DEFAULT NULL,
`fxusd` DOUBLE NULL DEFAULT NULL,
`equityusd` DOUBLE NULL DEFAULT NULL,
`epsusd` DOUBLE NULL DEFAULT NULL,
`revenueusd` DOUBLE NULL DEFAULT NULL,
`netinccmnusd` DOUBLE NULL DEFAULT NULL,
`cashnequsd` DOUBLE NULL DEFAULT NULL,
`debtusd` DOUBLE NULL DEFAULT NULL,
`ebitusd` DOUBLE NULL DEFAULT NULL,
`ebitdausd` DOUBLE NULL DEFAULT NULL,
`sharesbas` DOUBLE NULL DEFAULT NULL,
`dps` DOUBLE NULL DEFAULT NULL,
`sharefactor` DOUBLE NULL DEFAULT NULL,
`marketcap` DOUBLE NULL DEFAULT NULL,
`ev` DOUBLE NULL DEFAULT NULL,
`invcap` DOUBLE NULL DEFAULT NULL,
`equityavg` DOUBLE NULL DEFAULT NULL,
`assetsavg` DOUBLE NULL DEFAULT NULL,
`invcapavg` DOUBLE NULL DEFAULT NULL,
`tangibles` DOUBLE NULL DEFAULT NULL,
`roe` DOUBLE NULL DEFAULT NULL,
`roa` DOUBLE NULL DEFAULT NULL,
`fcf` DOUBLE NULL DEFAULT NULL,
`roic` DOUBLE NULL DEFAULT NULL,
`gp` DOUBLE NULL DEFAULT NULL,
`opinc` DOUBLE NULL DEFAULT NULL,
`grossmargin` DOUBLE NULL DEFAULT NULL,
`netmargin` DOUBLE NULL DEFAULT NULL,
`ebitdamargin` DOUBLE NULL DEFAULT NULL,
`ros` DOUBLE NULL DEFAULT NULL,
`assetturnover` DOUBLE NULL DEFAULT NULL,
`payoutratio` DOUBLE NULL DEFAULT NULL,
`evebitda` DOUBLE NULL DEFAULT NULL,
`evebit` DOUBLE NULL DEFAULT NULL,
`pe` DOUBLE NULL DEFAULT NULL,
`pe1` DOUBLE NULL DEFAULT NULL,
`sps` DOUBLE NULL DEFAULT NULL,
`ps1` DOUBLE NULL DEFAULT NULL,
`ps` DOUBLE NULL DEFAULT NULL,
`pb` DOUBLE NULL DEFAULT NULL,
`de` DOUBLE NULL DEFAULT NULL,
`divyield` DOUBLE NULL DEFAULT NULL,
`currentratio` DOUBLE NULL DEFAULT NULL,
`workingcapital` DOUBLE NULL DEFAULT NULL,
`fcfps` DOUBLE NULL DEFAULT NULL,
`bvps` DOUBLE NULL DEFAULT NULL,
`tbvps` DOUBLE NULL DEFAULT NULL,
`price` DOUBLE NULL DEFAULT NULL,
`ticker` CHAR(10) NULL DEFAULT NULL,
`dimension` CHAR(5) NULL DEFAULT NULL,
`calendardate` DATE NULL DEFAULT NULL,
`datekey` DATE NULL DEFAULT NULL,
`reportperiod` DATE NULL DEFAULT NULL,
`lastupdated` DATE NULL DEFAULT NULL,
`security_id` INT(11) NOT NULL,
PRIMARY KEY (`id`),
UNIQUE INDEX `id_fundamental_UNIQUE` (`id` ASC) VISIBLE,
UNIQUE INDEX `id_sec_date_dim` (`datekey` ASC, `security_id` ASC, `dimension` ASC) VISIBLE,
INDEX `fk_fundamental_security1_idx` (`security_id` ASC) VISIBLE,
CONSTRAINT `fk_fundamental_security1`
FOREIGN KEY (`security_id`)
REFERENCES `{}`.`security` (`id`))
ENGINE = InnoDB
DEFAULT CHARACTER SET = utf8;
SET SQL_MODE=@OLD_SQL_MODE;
SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS;
SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS;
""".format( database_name, database_name, database_name, database_name,
database_name, database_name, database_name, database_name, database_name,
database_name, database_name, database_name, database_name, database_name,
database_name, database_name, database_name, database_name, database_name, database_name )
#print(query)
mycursor = mydb.cursor()
mycursor.execute(query)
print('ready, database generated -> ' , database_name)