224 lines
11 KiB
Python
224 lines
11 KiB
Python
"""数据中台 ORM 模型（SQLAlchemy 2.0）。"""
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from __future__ import annotations
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import datetime as dt
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from sqlalchemy import (BigInteger, Date, DateTime, Float, Integer, String,
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Text, UniqueConstraint, func)
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from sqlalchemy.orm import DeclarativeBase, Mapped, mapped_column
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class Base(DeclarativeBase):
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pass
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class Security(Base):
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"""证券基础信息。"""
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__tablename__ = "securities"
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code: Mapped[str] = mapped_column(String(12), primary_key=True)
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name: Mapped[str] = mapped_column(String(40))
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market: Mapped[str] = mapped_column(String(8), default="A")
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updated_at: Mapped[dt.datetime] = mapped_column(DateTime, server_default=func.now())
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class DailyQuote(Base):
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"""个股日线（前复权）。"""
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__tablename__ = "quotes_daily"
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__table_args__ = (UniqueConstraint("code", "date", name="uq_quote_code_date"),)
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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code: Mapped[str] = mapped_column(String(12), index=True)
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date: Mapped[dt.date] = mapped_column(Date, index=True)
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open: Mapped[float] = mapped_column(Float)
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high: Mapped[float] = mapped_column(Float)
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low: Mapped[float] = mapped_column(Float)
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close: Mapped[float] = mapped_column(Float)
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volume: Mapped[int] = mapped_column(BigInteger, default=0)
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amount: Mapped[float] = mapped_column(Float, default=0.0)
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class IndexDaily(Base):
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"""指数日线。"""
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__tablename__ = "index_daily"
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__table_args__ = (UniqueConstraint("code", "date", name="uq_index_code_date"),)
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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code: Mapped[str] = mapped_column(String(12), index=True)
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name: Mapped[str] = mapped_column(String(40), default="")
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date: Mapped[dt.date] = mapped_column(Date, index=True)
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open: Mapped[float] = mapped_column(Float)
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high: Mapped[float] = mapped_column(Float)
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low: Mapped[float] = mapped_column(Float)
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close: Mapped[float] = mapped_column(Float)
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volume: Mapped[int] = mapped_column(BigInteger, default=0)
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class SectorDaily(Base):
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"""板块每日快照。"""
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__tablename__ = "sector_daily"
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__table_args__ = (UniqueConstraint("date", "name", name="uq_sector_date_name"),)
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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date: Mapped[dt.date] = mapped_column(Date, index=True)
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name: Mapped[str] = mapped_column(String(40))
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pct: Mapped[float] = mapped_column(Float, default=0.0)
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amount: Mapped[float] = mapped_column(Float, default=0.0)
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count: Mapped[int] = mapped_column(Integer, default=0)
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leader: Mapped[str] = mapped_column(String(40), default="")
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class FundFlowDaily(Base):
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"""行业资金流每日快照。"""
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__tablename__ = "fund_flow_daily"
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__table_args__ = (UniqueConstraint("date", "name", name="uq_fund_date_name"),)
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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date: Mapped[dt.date] = mapped_column(Date, index=True)
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name: Mapped[str] = mapped_column(String(40))
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net: Mapped[float] = mapped_column(Float, default=0.0)
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pct: Mapped[float] = mapped_column(Float, default=0.0)
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class SentimentDaily(Base):
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"""市场情绪每日快照。"""
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__tablename__ = "sentiment_daily"
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date: Mapped[dt.date] = mapped_column(Date, primary_key=True)
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up: Mapped[int] = mapped_column(Integer, default=0)
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down: Mapped[int] = mapped_column(Integer, default=0)
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flat: Mapped[int] = mapped_column(Integer, default=0)
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limit_up: Mapped[int] = mapped_column(Integer, default=0)
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limit_down: Mapped[int] = mapped_column(Integer, default=0)
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class DragonTiger(Base):
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"""龙虎榜明细。"""
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__tablename__ = "dragon_tiger"
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__table_args__ = (UniqueConstraint("date", "code", "reason", name="uq_lhb"),)
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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date: Mapped[dt.date] = mapped_column(Date, index=True)
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code: Mapped[str] = mapped_column(String(12))
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name: Mapped[str] = mapped_column(String(40), default="")
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pct: Mapped[float] = mapped_column(Float, default=0.0)
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net: Mapped[float] = mapped_column(Float, default=0.0)
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reason: Mapped[str] = mapped_column(String(120), default="")
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class StockMetric(Base):
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"""个股最新因子快照（供全市场选股快速查询）。"""
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__tablename__ = "stock_metrics"
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code: Mapped[str] = mapped_column(String(12), primary_key=True)
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name: Mapped[str] = mapped_column(String(40), default="")
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date: Mapped[dt.date] = mapped_column(Date, index=True)
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close: Mapped[float] = mapped_column(Float, default=0.0)
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pct: Mapped[float] = mapped_column(Float, default=0.0, index=True)
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ma5: Mapped[float] = mapped_column(Float, default=0.0)
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ma10: Mapped[float] = mapped_column(Float, default=0.0)
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ma20: Mapped[float] = mapped_column(Float, default=0.0)
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ma60: Mapped[float] = mapped_column(Float, default=0.0)
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vol_ratio: Mapped[float] = mapped_column(Float, default=0.0)
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ret5: Mapped[float] = mapped_column(Float, default=0.0, index=True)
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ret20: Mapped[float] = mapped_column(Float, default=0.0)
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ret60: Mapped[float] = mapped_column(Float, default=0.0)
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pos60: Mapped[float] = mapped_column(Float, default=0.0) # 0~1，60日价格分位
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rsi14: Mapped[float] = mapped_column(Float, default=0.0)
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macd_gold: Mapped[bool] = mapped_column(default=False)
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ma_bull: Mapped[bool] = mapped_column(default=False)
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up_streak: Mapped[int] = mapped_column(Integer, default=0)
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amount: Mapped[float] = mapped_column(Float, default=0.0)
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class Trade(Base):
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"""交易记录（用于持仓盈亏与归因）。"""
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__tablename__ = "trades"
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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date: Mapped[dt.date] = mapped_column(Date, index=True)
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code: Mapped[str] = mapped_column(String(12), index=True)
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name: Mapped[str] = mapped_column(String(40), default="")
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side: Mapped[str] = mapped_column(String(4)) # buy / sell
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price: Mapped[float] = mapped_column(Float)
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qty: Mapped[int] = mapped_column(Integer)
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fee: Mapped[float] = mapped_column(Float, default=0.0)
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reason: Mapped[str] = mapped_column(String(60), default="")
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emotion: Mapped[str] = mapped_column(String(20), default="")
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created_at: Mapped[dt.datetime] = mapped_column(DateTime, server_default=func.now())
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class AlertRule(Base):
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"""预警规则。"""
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__tablename__ = "alert_rules"
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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code: Mapped[str] = mapped_column(String(12), index=True)
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name: Mapped[str] = mapped_column(String(40), default="")
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kind: Mapped[str] = mapped_column(String(20)) # price_above/price_below/pct_above/pct_below
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threshold: Mapped[float] = mapped_column(Float)
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channel: Mapped[str] = mapped_column(String(20), default="站内")
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note: Mapped[str] = mapped_column(String(80), default="")
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status: Mapped[str] = mapped_column(String(12), default="active") # active/triggered
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last_value: Mapped[float] = mapped_column(Float, default=0.0)
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created_at: Mapped[dt.datetime] = mapped_column(DateTime, server_default=func.now())
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triggered_at: Mapped[dt.datetime | None] = mapped_column(DateTime, nullable=True)
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class AlertEvent(Base):
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"""预警触发事件（站内通知）。"""
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__tablename__ = "alert_events"
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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rule_id: Mapped[int] = mapped_column(Integer, index=True)
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code: Mapped[str] = mapped_column(String(12))
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name: Mapped[str] = mapped_column(String(40), default="")
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message: Mapped[str] = mapped_column(String(160))
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value: Mapped[float] = mapped_column(Float, default=0.0)
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read: Mapped[bool] = mapped_column(default=False)
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created_at: Mapped[dt.datetime] = mapped_column(DateTime, server_default=func.now())
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class DailyReport(Base):
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"""AI 自动复盘日报（收盘后生成，可推送）。"""
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__tablename__ = "daily_reports"
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date: Mapped[dt.date] = mapped_column(Date, primary_key=True)
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source: Mapped[str] = mapped_column(String(8), default="rule") # llm / rule
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title: Mapped[str] = mapped_column(String(80), default="")
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content: Mapped[str] = mapped_column(Text, default="") # markdown 正文
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pushed: Mapped[bool] = mapped_column(default=False)
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created_at: Mapped[dt.datetime] = mapped_column(DateTime, server_default=func.now())
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class SignalStat(Base):
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"""信号历史胜率（基于全市场历史日线回测的统计，支撑 AI 证据链的『历史命中率』）。"""
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__tablename__ = "signal_stats"
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__table_args__ = (UniqueConstraint("signal", "horizon", name="uq_signal_horizon"),)
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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signal: Mapped[str] = mapped_column(String(24), index=True)
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horizon: Mapped[int] = mapped_column(Integer, default=5) # 向后 N 个交易日
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samples: Mapped[int] = mapped_column(Integer, default=0)
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win_rate: Mapped[float] = mapped_column(Float, default=0.0) # 上涨占比 %
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avg_ret: Mapped[float] = mapped_column(Float, default=0.0) # 平均收益 %
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updated_at: Mapped[dt.datetime] = mapped_column(DateTime, server_default=func.now())
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class Prediction(Base):
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"""AI 诊断/预测留痕，N 日后核验真实涨跌，形成可回溯的『实测准确率』。"""
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__tablename__ = "predictions"
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__table_args__ = (UniqueConstraint("code", "date", "kind", name="uq_pred"),)
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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date: Mapped[dt.date] = mapped_column(Date, index=True)
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code: Mapped[str] = mapped_column(String(12), index=True)
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name: Mapped[str] = mapped_column(String(40), default="")
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kind: Mapped[str] = mapped_column(String(16), default="diagnose")
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score: Mapped[float] = mapped_column(Float, default=0.0)
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confidence: Mapped[float] = mapped_column(Float, default=0.0)
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direction: Mapped[str] = mapped_column(String(6), default="flat") # up/down/flat
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horizon: Mapped[int] = mapped_column(Integer, default=5)
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base_close: Mapped[float] = mapped_column(Float, default=0.0)
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actual_ret: Mapped[float] = mapped_column(Float, default=0.0)
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status: Mapped[str] = mapped_column(String(8), default="open") # open/closed
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hit: Mapped[bool | None] = mapped_column(nullable=True)
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created_at: Mapped[dt.datetime] = mapped_column(DateTime, server_default=func.now())
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class JobRun(Base):
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"""定时/手动任务执行日志。"""
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__tablename__ = "job_runs"
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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job: Mapped[str] = mapped_column(String(40))
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status: Mapped[str] = mapped_column(String(16)) # running/success/error
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started_at: Mapped[dt.datetime] = mapped_column(DateTime, server_default=func.now())
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finished_at: Mapped[dt.datetime | None] = mapped_column(DateTime, nullable=True)
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message: Mapped[str] = mapped_column(Text, default="")
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