buffer_platform/buffer_platform_v2/app/models/analysis.py

"""分析相关 ORM 模型 - 14 张表"""

from datetime import datetime

from sqlalchemy import JSON, Boolean, DateTime, Float, Index, Integer, String, Text
from sqlalchemy.orm import Mapped, mapped_column

from app.database import Base


class FuturesAnalysis(Base):
    """期货分析报告表。"""

    __tablename__ = "futures_analysis"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    symbol: Mapped[str] = mapped_column(String(32), nullable=False, index=True, comment="品种合约代码")
    analysis_time: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=datetime.now, index=True, comment="分析时间")
    period: Mapped[str] = mapped_column(String(16), nullable=False, default="15min", comment="分析周期")
    suggestion: Mapped[str | None] = mapped_column(String(32), nullable=True, comment="交易建议")
    suggestion_type: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="建议类型: up/down/neutral")
    entry_price: Mapped[float | None] = mapped_column(Float, nullable=True, comment="建议入场价")
    target_price: Mapped[float | None] = mapped_column(Float, nullable=True, comment="目标价位")
    stop_loss: Mapped[float | None] = mapped_column(Float, nullable=True, comment="止损价位")
    risk_level: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="风险等级")
    macd_signal: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="MACD信号")
    rsi_value: Mapped[float | None] = mapped_column(Float, nullable=True, comment="RSI值")
    boll_signal: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="布林带信号")
    kdj_signal: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="KDJ信号")
    trend_score: Mapped[int | None] = mapped_column(Integer, nullable=True, comment="趋势评分 0-100")
    success_rate: Mapped[float | None] = mapped_column(Float, nullable=True, comment="交易成功率")
    resistance_levels: Mapped[dict | None] = mapped_column(JSON, nullable=True, comment="压力位列表")
    support_levels: Mapped[dict | None] = mapped_column(JSON, nullable=True, comment="支撑位列表")
    period_trends: Mapped[dict | None] = mapped_column(JSON, nullable=True, comment="各周期趋势")

    def __repr__(self) -> str:
        return f"<FuturesAnalysis {self.symbol} {self.analysis_time}>"


class WatchedSymbol(Base):
    """用户关注品种表。"""

    __tablename__ = "watched_symbols"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    symbol: Mapped[str] = mapped_column(String(32), nullable=False, unique=True, comment="品种合约代码")
    name: Mapped[str | None] = mapped_column(String(64), nullable=True, comment="品种名称")
    note: Mapped[str | None] = mapped_column(Text, nullable=True, comment="备注")
    created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=datetime.now)
    updated_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=datetime.now, onupdate=datetime.now)

    def __repr__(self) -> str:
        return f"<WatchedSymbol {self.symbol}>"


class AIModelConfig(Base):
    """AI模型配置表。"""

    __tablename__ = "ai_model_configs"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    provider: Mapped[str] = mapped_column(String(32), nullable=False, comment="AI提供商")
    model_name: Mapped[str] = mapped_column(String(64), nullable=False, comment="模型名称")
    api_key: Mapped[str] = mapped_column(String(256), nullable=False, comment="API密钥")
    api_base: Mapped[str | None] = mapped_column(String(256), nullable=True, comment="API基础URL")
    model_id: Mapped[str | None] = mapped_column(String(64), nullable=True, comment="模型ID")
    temperature: Mapped[float | None] = mapped_column(Float, nullable=True, default=0.7, comment="温度参数")
    max_tokens: Mapped[int | None] = mapped_column(Integer, nullable=True, default=2000, comment="最大输出token")
    enabled: Mapped[bool] = mapped_column(Boolean, nullable=False, default=True, comment="是否启用")
    is_active: Mapped[bool] = mapped_column(Boolean, nullable=False, default=False, comment="是否为当前活跃模型")
    created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=datetime.now)
    updated_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=datetime.now, onupdate=datetime.now)

    def __repr__(self) -> str:
        return f"<AIModelConfig {self.provider} {self.model_name}>"


class AnalysisSettings(Base):
    """分析设置表（单例配置）。"""

    __tablename__ = "analysis_settings"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    key: Mapped[str] = mapped_column(String(64), nullable=False, unique=True, comment="配置键")
    value: Mapped[dict] = mapped_column(JSON, nullable=False, comment="配置值")
    updated_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=datetime.now, onupdate=datetime.now)

    def __repr__(self) -> str:
        return f"<AnalysisSettings {self.key}>"


class AIAnalysisCache(Base):
    """AI分析缓存表。"""

    __tablename__ = "ai_analysis_cache"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    symbol: Mapped[str] = mapped_column(String(32), nullable=False, index=True, comment="品种合约代码")
    analysis_data: Mapped[dict] = mapped_column(JSON, nullable=False, comment="AI分析结果数据")
    kline_timestamp: Mapped[datetime | None] = mapped_column(DateTime, nullable=True, comment="分析时K线数据的时间戳")
    created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=datetime.now, index=True, comment="分析时间")

    def __repr__(self) -> str:
        return f"<AIAnalysisCache {self.symbol} {self.created_at}>"


class ReviewDate(Base):
    """复盘日期表。"""

    __tablename__ = "review_dates"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    review_date: Mapped[str] = mapped_column(String(16), nullable=False, unique=True, index=True, comment="复盘日期 YYYY-MM-DD")
    week_day: Mapped[str | None] = mapped_column(String(8), nullable=True, comment="星期")
    created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=datetime.now)

    def __repr__(self) -> str:
        return f"<ReviewDate {self.review_date}>"


class SymbolRanking(Base):
    """品种排名表。"""

    __tablename__ = "symbol_rankings"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    review_date_id: Mapped[int] = mapped_column(Integer, nullable=False, index=True, comment="关联复盘日期ID")
    symbol: Mapped[str] = mapped_column(String(32), nullable=False, comment="品种合约代码")
    name: Mapped[str | None] = mapped_column(String(64), nullable=True, comment="品种名称")
    rank_type: Mapped[str] = mapped_column(String(32), nullable=False, comment="排名类型")
    rank: Mapped[int] = mapped_column(Integer, nullable=False, comment="排名")
    value: Mapped[str | None] = mapped_column(String(64), nullable=True, comment="数值")
    price: Mapped[str | None] = mapped_column(String(32), nullable=True, comment="价格")
    change_pct: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="涨跌幅")

    def __repr__(self) -> str:
        return f"<SymbolRanking {self.symbol} {self.rank_type} rank={self.rank}>"


class TradingPlan(Base):
    """交易计划表。"""

    __tablename__ = "trading_plans"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    review_date_id: Mapped[int] = mapped_column(Integer, nullable=False, index=True, comment="关联复盘日期ID")
    symbol: Mapped[str] = mapped_column(String(32), nullable=False, comment="品种合约代码")
    name: Mapped[str | None] = mapped_column(String(64), nullable=True, comment="品种名称")
    plan_type: Mapped[str] = mapped_column(String(16), nullable=False, comment="计划类型: long/short")
    score: Mapped[int] = mapped_column(Integer, nullable=False, comment="评分 0-100")
    logic: Mapped[str | None] = mapped_column(Text, nullable=True, comment="多空逻辑")
    reason: Mapped[str | None] = mapped_column(Text, nullable=True, comment="入选理由")
    entry_price: Mapped[str | None] = mapped_column(String(64), nullable=True, comment="入场价位")
    stop_loss: Mapped[str | None] = mapped_column(String(32), nullable=True, comment="止损价位")
    take_profit: Mapped[str | None] = mapped_column(String(64), nullable=True, comment="止盈价位")
    confidence: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="置信度")
    position_suggestion: Mapped[str | None] = mapped_column(String(32), nullable=True, comment="仓位建议")
    created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=datetime.now)

    def __repr__(self) -> str:
        return f"<TradingPlan {self.symbol} {self.plan_type} score={self.score}>"


class SymbolScoreV2(Base):
    """V2 品种多维度评分表。"""

    __tablename__ = "symbol_scores_v2"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    review_date_id: Mapped[int] = mapped_column(Integer, nullable=False, index=True, comment="关联复盘日期ID")
    symbol: Mapped[str] = mapped_column(String(32), nullable=False, comment="品种合约代码")
    name: Mapped[str | None] = mapped_column(String(64), nullable=True, comment="品种名称")
    close_price: Mapped[float | None] = mapped_column(Float, nullable=True, comment="收盘价")
    prev_close: Mapped[float | None] = mapped_column(Float, nullable=True, comment="昨收价")
    high_price: Mapped[float | None] = mapped_column(Float, nullable=True, comment="当日最高")
    low_price: Mapped[float | None] = mapped_column(Float, nullable=True, comment="当日最低")
    volume: Mapped[float | None] = mapped_column(Float, nullable=True, comment="当日成交量")
    avg_volume_5: Mapped[float | None] = mapped_column(Float, nullable=True, comment="近5日均量")
    amplitude_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="振幅得分 0-100")
    volume_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="量能得分 0-100")
    change_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="涨跌幅得分 0-100")
    trend_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="趋势得分 -100~100")
    activity_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="活跃度得分 0-100")
    composite_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="综合评分 0-100")
    amplitude_pct: Mapped[float | None] = mapped_column(Float, nullable=True, comment="振幅百分比")
    change_pct: Mapped[float | None] = mapped_column(Float, nullable=True, comment="涨跌幅百分比")
    volume_ratio: Mapped[float | None] = mapped_column(Float, nullable=True, comment="量比")
    trend_60m: Mapped[float | None] = mapped_column(Float, nullable=True, comment="60分钟趋势分")
    trend_15m: Mapped[float | None] = mapped_column(Float, nullable=True, comment="15分钟趋势分")
    trend_5m: Mapped[float | None] = mapped_column(Float, nullable=True, comment="5分钟趋势分")
    direction: Mapped[str | None] = mapped_column(String(32), nullable=True, comment="方向标签")
    direction_tag: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="方向标签简写")
    category: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="分类: green/yellow/red")
    pivot: Mapped[float | None] = mapped_column(Float, nullable=True, comment="枢轴点")
    r1: Mapped[float | None] = mapped_column(Float, nullable=True, comment="阻力位1")
    r2: Mapped[float | None] = mapped_column(Float, nullable=True, comment="阻力位2")
    s1: Mapped[float | None] = mapped_column(Float, nullable=True, comment="支撑位1")
    s2: Mapped[float | None] = mapped_column(Float, nullable=True, comment="支撑位2")
    rank: Mapped[int | None] = mapped_column(Integer, nullable=True, comment="综合排名")
    data_date: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="实际数据日期 YYYY-MM-DD")

    def __repr__(self) -> str:
        return f"<SymbolScoreV2 {self.symbol} score={self.composite_score}>"


class TradingPlanV2(Base):
    """V2 交易计划表。"""

    __tablename__ = "trading_plans_v2"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    review_date_id: Mapped[int] = mapped_column(Integer, nullable=False, index=True, comment="关联复盘日期ID")
    symbol: Mapped[str] = mapped_column(String(32), nullable=False, comment="品种合约代码")
    name: Mapped[str | None] = mapped_column(String(64), nullable=True, comment="品种名称")
    direction: Mapped[str] = mapped_column(String(16), nullable=False, comment="方向: long/short")
    composite_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="综合评分")
    entry_low: Mapped[float | None] = mapped_column(Float, nullable=True, comment="入场区间下限")
    entry_high: Mapped[float | None] = mapped_column(Float, nullable=True, comment="入场区间上限")
    stop_loss: Mapped[float | None] = mapped_column(Float, nullable=True, comment="止损位")
    target1: Mapped[float | None] = mapped_column(Float, nullable=True, comment="目标位1")
    target2: Mapped[float | None] = mapped_column(Float, nullable=True, comment="目标位2")
    trigger: Mapped[str | None] = mapped_column(String(128), nullable=True, comment="触发条件")
    amplitude_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="振幅得分")
    volume_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="量能得分")
    trend_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="趋势得分")
    activity_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="活跃度得分")
    category: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="分类: green/yellow/red")

    def __repr__(self) -> str:
        return f"<TradingPlanV2 {self.symbol} {self.direction} score={self.composite_score}>"


class SectorHeat(Base):
    """板块热度表。"""

    __tablename__ = "sector_heat"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    review_date_id: Mapped[int] = mapped_column(Integer, nullable=False, index=True, comment="关联复盘日期ID")
    sector_name: Mapped[str] = mapped_column(String(32), nullable=False, comment="板块名称")
    avg_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="板块均分")
    avg_trend: Mapped[float | None] = mapped_column(Float, nullable=True, comment="平均趋势分")
    direction: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="方向")
    heat_level: Mapped[int | None] = mapped_column(Integer, nullable=True, comment="热度等级 0-3")
    leader_symbol: Mapped[str | None] = mapped_column(String(32), nullable=True, comment="龙头品种代码")
    leader_score: Mapped[float | None] = mapped_column(Float, nullable=True, comment="龙头品种评分")
    members: Mapped[dict | None] = mapped_column(JSON, nullable=True, comment="板块成员")

    def __repr__(self) -> str:
        return f"<SectorHeat {self.sector_name} avg={self.avg_score}>"


class ReviewPlanV2(Base):
    """V2 复盘计划总表。"""

    __tablename__ = "review_plans_v2"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    review_date: Mapped[str] = mapped_column(String(16), nullable=False, unique=True, index=True, comment="复盘日期 YYYY-MM-DD")
    week_day: Mapped[str | None] = mapped_column(String(8), nullable=True, comment="星期")
    data_basis: Mapped[str | None] = mapped_column(String(128), nullable=True, comment="数据基准说明")
    core_conclusion: Mapped[str | None] = mapped_column(String(128), nullable=True, comment="核心结论")
    bull_count: Mapped[int | None] = mapped_column(Integer, nullable=True, comment="多头品种数")
    bear_count: Mapped[int | None] = mapped_column(Integer, nullable=True, comment="空头品种数")
    neutral_count: Mapped[int | None] = mapped_column(Integer, nullable=True, comment="震荡品种数")
    opportunity_count: Mapped[int | None] = mapped_column(Integer, nullable=True, comment="交易机会数")
    risk_warnings: Mapped[dict | None] = mapped_column(JSON, nullable=True, comment="风险提示列表")
    actual_data_date: Mapped[str | None] = mapped_column(String(16), nullable=True, comment="实际数据日期")
    data_date_matches: Mapped[int | None] = mapped_column(Integer, nullable=True, comment="数据日期是否与复盘日期一致")
    created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=datetime.now)

    def __repr__(self) -> str:
        return f"<ReviewPlanV2 {self.review_date}>"


class TradeRecord(Base):
    """交易记录表 - 从期货结算单导入的逐笔交易明细。"""

    __tablename__ = "trade_records"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    trade_type: Mapped[str] = mapped_column(String(8), nullable=False, comment="类型: 期货/期权")
    symbol: Mapped[str] = mapped_column(String(32), nullable=False, index=True, comment="合约代码")
    variety: Mapped[str] = mapped_column(String(16), nullable=False, index=True, comment="品种代码")
    symbol_name: Mapped[str | None] = mapped_column(String(64), nullable=True, comment="品种名称")
    direction: Mapped[str] = mapped_column(String(8), nullable=False, comment="买卖方向: 买/卖")
    offset: Mapped[str | None] = mapped_column(String(8), nullable=True, comment="开平标志: 开/平")
    price: Mapped[float | None] = mapped_column(Float, nullable=True, comment="成交价")
    volume: Mapped[float | None] = mapped_column(Float, nullable=True, comment="手数")
    amount: Mapped[float | None] = mapped_column(Float, nullable=True, comment="成交额")
    close_pnl: Mapped[float | None] = mapped_column(Float, nullable=True, default=0.0, comment="平仓盈亏")
    commission: Mapped[float | None] = mapped_column(Float, nullable=True, default=0.0, comment="手续费")
    trade_date: Mapped[str | None] = mapped_column(String(16), nullable=True, index=True, comment="成交日期 YYYY-MM-DD")
    trade_time: Mapped[str | None] = mapped_column(String(32), nullable=True, comment="成交时间 HH:MM:SS")
    import_batch: Mapped[str] = mapped_column(String(64), nullable=False, index=True, comment="导入批次号 UUID")
    source_file: Mapped[str | None] = mapped_column(String(128), nullable=True, comment="来源文件名")
    created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=datetime.now)

    __table_args__ = (
        Index("ix_trade_records_date_variety", "trade_date", "variety"),
    )

    def __repr__(self) -> str:
        return f"<TradeRecord {self.symbol} {self.direction} {self.offset} {self.trade_date}>"


class TradeImportBatch(Base):
    """交易导入批次表。"""

    __tablename__ = "trade_import_batches"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    batch_id: Mapped[str] = mapped_column(String(64), nullable=False, unique=True, index=True, comment="批次号 UUID")
    source_file: Mapped[str] = mapped_column(String(128), nullable=False, comment="来源文件名")
    futures_count: Mapped[int] = mapped_column(Integer, nullable=False, default=0, comment="期货交易记录数")
    options_count: Mapped[int] = mapped_column(Integer, nullable=False, default=0, comment="期权交易记录数")
    trade_dates: Mapped[str | None] = mapped_column(String(256), nullable=True, comment="涉及交易日期范围")
    created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=datetime.now)

    def __repr__(self) -> str:
        return f"<TradeImportBatch {self.batch_id} {self.source_file}>"