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