futures-data-platform/backend/app/models/__init__.py

from app.database import Base
from sqlalchemy import Column, Integer, String, Float, DateTime, BigInteger, Boolean, Text, Index, func
from datetime import datetime


class ProductInfo(Base):
    """品种元数据表"""
    __tablename__ = "product_info"

    id = Column(Integer, primary_key=True, autoincrement=True)
    product_code = Column(String(10), unique=True, nullable=False, comment="品种代码，如 rb")
    product_name = Column(String(50), nullable=False, comment="品种中文名，如 螺纹钢")
    exchange = Column(String(10), nullable=False, comment="所属交易所")
    multiplier = Column(Integer, default=10, comment="合约乘数")
    price_tick = Column(Float, comment="最小变动价位")
    margin_ratio = Column(Float, default=0.1, comment="保证金比例(%)")
    category = Column(String(20), comment="品种分类: 金属/农产品/能源化工/金融")
    is_active = Column(Boolean, default=True, comment="是否仍在交易")
    created_at = Column(DateTime, default=datetime.utcnow)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)

    __table_args__ = (
        Index("idx_product_category", "category"),
        Index("idx_product_exchange", "exchange"),
    )


class ContractInfo(Base):
    """期货合约信息表"""
    __tablename__ = "contract_info"

    id = Column(Integer, primary_key=True, autoincrement=True)
    symbol = Column(String(20), unique=True, nullable=False, comment="合约代码，如 rb2401")
    exchange = Column(String(10), nullable=False, comment="交易所代码: SHFE/DCE/CZCE/INE/CFFEX")
    name = Column(String(50), comment="合约名称")
    product = Column(String(20), comment="品种代码，如 rb")
    multiplier = Column(Integer, default=10, comment="合约乘数")
    price_tick = Column(Float, comment="最小变动价位")
    limit_up_ratio = Column(Float, comment="涨停板比例")
    limit_down_ratio = Column(Float, comment="跌停板比例")
    expire_date = Column(DateTime, comment="到期日")
    is_active = Column(Boolean, default=True, comment="是否活跃")
    # 新增字段
    year_month = Column(String(7), comment="交割年月，如 2024-01")
    delivery_month = Column(Integer, comment="交割月份，如 1")
    is_main = Column(Boolean, default=False, comment="是否主力合约")
    listing_date = Column(DateTime, comment="上市日期")
    volume = Column(BigInteger, default=0, comment="成交量(用于计算主力)")
    open_interest = Column(BigInteger, default=0, comment="持仓量")
    created_at = Column(DateTime, default=datetime.utcnow)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)

    __table_args__ = (
        Index("idx_contract_product", "product"),
        Index("idx_contract_exchange", "exchange"),
        Index("idx_contract_year_month", "year_month"),
        Index("idx_contract_is_main", "is_main"),
    )


class KlineDaily(Base):
    """日K线表"""
    __tablename__ = "kline_daily"

    id = Column(Integer, primary_key=True, autoincrement=True)
    symbol = Column(String(20), nullable=False)
    trade_date = Column(DateTime, nullable=False)
    open = Column(Float)
    high = Column(Float)
    low = Column(Float)
    close = Column(Float)
    volume = Column(BigInteger, comment="成交量")
    turnover = Column(Float, comment="成交额")
    open_interest = Column(BigInteger, comment="持仓量")
    settle = Column(Float, comment="结算价")
    pre_settle = Column(Float, comment="昨结算")
    created_at = Column(DateTime, default=datetime.utcnow)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)

    __table_args__ = (
        Index("idx_kline_daily_symbol_date", "symbol", "trade_date", unique=True),
    )


class KlineWeekly(Base):
    """周K线表"""
    __tablename__ = "kline_weekly"

    id = Column(Integer, primary_key=True, autoincrement=True)
    symbol = Column(String(20), nullable=False)
    trade_date = Column(DateTime, nullable=False, comment="周最后一天")
    open = Column(Float)
    high = Column(Float)
    low = Column(Float)
    close = Column(Float)
    volume = Column(BigInteger)
    turnover = Column(Float)
    open_interest = Column(BigInteger)
    created_at = Column(DateTime, default=datetime.utcnow)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)

    __table_args__ = (
        Index("idx_kline_weekly_symbol_date", "symbol", "trade_date", unique=True),
    )


class KlineIntraday(Base):
    """分钟级K线表（5m/15m/30m/60m共用，通过period区分）"""
    __tablename__ = "kline_intraday"

    id = Column(Integer, primary_key=True, autoincrement=True)
    symbol = Column(String(20), nullable=False)
    period = Column(String(10), nullable=False, comment="周期: 5m/15m/30m/60m")
    trade_time = Column(DateTime, nullable=False)
    open = Column(Float)
    high = Column(Float)
    low = Column(Float)
    close = Column(Float)
    volume = Column(BigInteger)
    turnover = Column(Float)
    open_interest = Column(BigInteger)
    created_at = Column(DateTime, default=datetime.utcnow)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)

    __table_args__ = (
        Index("idx_kline_intraday_symbol_period_time", "symbol", "period", "trade_time", unique=True),
    )


class DataSourceConfig(Base):
    """数据源配置表"""
    __tablename__ = "data_source_config"

    id = Column(Integer, primary_key=True, autoincrement=True)
    source_name = Column(String(30), unique=True, nullable=False, comment="数据源名称: tushare/ctp")
    display_name = Column(String(50), comment="显示名称")
    is_enabled = Column(Boolean, default=False, comment="是否启用")
    config_json = Column(Text, comment="JSON格式的配置信息")
    priority = Column(Integer, default=0, comment="优先级，数字越小优先级越高")
    last_sync_time = Column(DateTime, comment="最后同步时间")
    status = Column(String(20), default="unknown", comment="状态: ok/error/unknown")
    error_msg = Column(Text, comment="错误信息")
    created_at = Column(DateTime, default=datetime.utcnow)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)