"""
实时数据模型
"""
from datetime import datetime
from sqlalchemy import Column, Integer, String, BigInteger, Numeric, DateTime
from app.db.base import Base


class RealtimeSnapshot(Base):
    """实时快照数据表"""
    __tablename__ = "realtime_snapshot"
    
    id = Column(BigInteger, primary_key=True, index=True)
    code = Column(String(20), nullable=False, index=True)
    security_type = Column(String(20), nullable=False)  # stock, future, index, etf, kzz, option
    trade_time = Column(DateTime, nullable=False, index=True)
    
    # 价格数据
    pre_close = Column(Numeric(12, 4))
    last = Column(Numeric(12, 4))
    open = Column(Numeric(12, 4))
    high = Column(Numeric(12, 4))
    low = Column(Numeric(12, 4))
    close = Column(Numeric(12, 4))
    volume = Column(BigInteger)
    amount = Column(Numeric(18, 4))
    
    # 盘口数据 - 卖盘
    ask_price1 = Column(Numeric(12, 4))
    ask_price2 = Column(Numeric(12, 4))
    ask_price3 = Column(Numeric(12, 4))
    ask_price4 = Column(Numeric(12, 4))
    ask_price5 = Column(Numeric(12, 4))
    ask_volume1 = Column(Integer)
    ask_volume2 = Column(Integer)
    ask_volume3 = Column(Integer)
    ask_volume4 = Column(Integer)
    ask_volume5 = Column(Integer)
    
    # 盘口数据 - 买盘
    bid_price1 = Column(Numeric(12, 4))
    bid_price2 = Column(Numeric(12, 4))
    bid_price3 = Column(Numeric(12, 4))
    bid_price4 = Column(Numeric(12, 4))
    bid_price5 = Column(Numeric(12, 4))
    bid_volume1 = Column(Integer)
    bid_volume2 = Column(Integer)
    bid_volume3 = Column(Integer)
    bid_volume4 = Column(Integer)
    bid_volume5 = Column(Integer)
    
    # 期货特有字段
    settle = Column(Numeric(12, 4))
    open_interest = Column(BigInteger)
    pre_settle = Column(Numeric(12, 4))
    average_price = Column(Numeric(12, 4))
    trading_phase_code = Column(String(10))
    
    created_at = Column(DateTime(timezone=True), default=datetime.utcnow)
    expires_at = Column(DateTime(timezone=True), nullable=False, index=True)