python_market_data_service/app/repositories/models.py

"""数据库模型定义"""
from datetime import datetime
from typing import Optional

from sqlalchemy import (
    Column, Integer, String, Float, DateTime, 
    Boolean, Numeric, BigInteger, Index, Text
)

from app.repositories.database import Base


# ============================================
# 股票相关表
# ============================================

class StockSymbol(Base):
    """股票标的表"""
    __tablename__ = "stock_symbols"
    
    symbol_id = Column(String(20), primary_key=True, index=True, comment="标的代码")
    symbol_type = Column(String(20), nullable=False, comment="标的类型")
    exchange = Column(String(10), nullable=False, index=True, comment="交易所")
    name = Column(String(100), nullable=False, comment="名称")
    name_en = Column(String(100), nullable=True, comment="英文名称")
    list_date = Column(DateTime, nullable=True, comment="上市日期")
    delist_date = Column(DateTime, nullable=True, comment="退市日期")
    industry = Column(String(50), nullable=True, comment="行业分类")
    status = Column(String(20), nullable=False, default="active", comment="状态")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class StockTradingCalendar(Base):
    """股票交易日历表"""
    __tablename__ = "stock_trading_calendar"
    
    trade_date = Column(String(8), primary_key=True, comment="交易日期")
    is_trading_day = Column(Boolean, nullable=False, comment="是否交易日")
    week_day = Column(Integer, nullable=True, comment="星期几")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class StockKLine1M(Base):
    """股票1分钟K线"""
    __tablename__ = "stock_klines_1m"
    __table_args__ = (
        Index("idx_stock_1m_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")


class StockKLine5M(Base):
    """股票5分钟K线"""
    __tablename__ = "stock_klines_5m"
    __table_args__ = (
        Index("idx_stock_5m_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")


class StockKLine1D(Base):
    """股票日线K线"""
    __tablename__ = "stock_klines_1d"
    __table_args__ = (
        Index("idx_stock_1d_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    
    # 新增字段
    trade_date = Column(String(10), nullable=True, index=True, comment="交易日 (YYYY-MM-DD)")
    is_limit_up = Column(Boolean, nullable=True, comment="是否涨停")
    is_limit_down = Column(Boolean, nullable=True, comment="是否跌停")
    total_market_cap = Column(Numeric(20, 2), nullable=True, comment="总市值（元）")
    float_market_cap = Column(Numeric(20, 2), nullable=True, comment="流通市值（元）")
    inst_holding_ratio = Column(Numeric(8, 4), nullable=True, comment="机构持仓占比（%）")
    trading_days = Column(Integer, nullable=True, comment="可交易日数（从上市至今）")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")


# ============================================
# 期货相关表
# ============================================

class FuturesSymbol(Base):
    """期货合约表"""
    __tablename__ = "futures_symbols"
    
    symbol_id = Column(String(20), primary_key=True, index=True, comment="合约代码")
    symbol_type = Column(String(20), nullable=False, comment="标的类型")
    exchange = Column(String(10), nullable=False, index=True, comment="交易所")
    name = Column(String(100), nullable=False, comment="名称")
    underlying = Column(String(10), nullable=False, index=True, comment="品种代码")
    contract_month = Column(String(6), nullable=False, comment="合约月份")
    list_date = Column(DateTime, nullable=True, comment="上市日期")
    delist_date = Column(DateTime, nullable=True, comment="退市日期")
    status = Column(String(20), nullable=False, default="active", comment="状态")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesTradingCalendar(Base):
    """期货交易日历表"""
    __tablename__ = "futures_trading_calendar"
    
    trade_date = Column(String(8), primary_key=True, comment="交易日期")
    is_trading_day = Column(Boolean, nullable=False, comment="是否交易日")
    has_night_session = Column(Boolean, default=False, comment="是否有夜盘")
    week_day = Column(Integer, nullable=True, comment="星期几")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesKLine1M(Base):
    """期货1分钟K线"""
    __tablename__ = "futures_klines_1m"
    __table_args__ = (
        Index("idx_futures_1m_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")


class FuturesKLine1D(Base):
    """期货日线K线"""
    __tablename__ = "futures_klines_1d"
    __table_args__ = (
        Index("idx_futures_1d_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")


# ============================================
# 公共表
# ============================================

class DataSourceConfig(Base):
    """数据源配置表"""
    __tablename__ = "data_source_config"
    
    asset_class = Column(String(20), primary_key=True, comment="资产类别")
    active_source = Column(String(50), nullable=False, comment="当前激活源")
    standby_sources = Column(Text, nullable=True, comment="待命源列表(JSON)")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class DataQualityCheck(Base):
    """数据质量检查表"""
    __tablename__ = "data_quality_checks"
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    check_date = Column(String(8), nullable=False, index=True, comment="检查日期")
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    freq = Column(String(10), nullable=False, comment="周期")
    check_type = Column(String(20), nullable=False, comment="检查类型")
    status = Column(String(10), nullable=False, comment="状态 pass/fail")
    expect_count = Column(Integer, nullable=True, comment="期望数量")
    actual_count = Column(Integer, nullable=True, comment="实际数量")
    detail = Column(String(500), nullable=True, comment="详情")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")


class StockAdjustFactor(Base):
    """股票复权系数表"""
    __tablename__ = "stock_adjust_factors"
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    trade_date = Column(String(10), nullable=False, index=True, comment="交易日期 YYYY-MM-DD")
    qfq_factor = Column(Numeric(18, 8), nullable=False, default=1.0, comment="前复权系数")
    hfq_factor = Column(Numeric(18, 8), nullable=False, default=1.0, comment="后复权系数")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")
    
    __table_args__ = (
        Index("idx_adj_factor_symbol_date", "symbol_id", "trade_date"),
    )



# ============================================
# 期货分表结构 (新增)
# ============================================

class FuturesKLine1DBase(Base):
    """期货日线K线 - 基础表"""
    __tablename__ = "futures_klines_1d_base"
    __table_args__ = (
        Index("idx_futures_1d_base_symbol_ts", "symbol_id", "ts"),
        Index("idx_futures_1d_base_symbol_date", "symbol_id", "trade_date"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, index=True, comment="交易日 YYYY-MM-DD")
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    settlement = Column(Numeric(18, 4), nullable=True, comment="结算价")
    pre_settlement = Column(Numeric(18, 4), nullable=True, comment="昨结算价")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesKLine1DQuote(Base):
    """期货日线K线 - 行情指标表"""
    __tablename__ = "futures_klines_1d_quote"
    __table_args__ = (
        Index("idx_futures_1d_quote_symbol_date", "symbol_id", "trade_date"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    trade_date = Column(String(10), nullable=False, index=True, comment="交易日 YYYY-MM-DD")
    change_pct = Column(Numeric(8, 4), nullable=True, comment="涨跌幅%")
    change_5d_pct = Column(Numeric(8, 4), nullable=True, comment="5日涨跌幅%")
    change_10d_pct = Column(Numeric(8, 4), nullable=True, comment="10日涨跌幅%")
    change_20d_pct = Column(Numeric(8, 4), nullable=True, comment="20日涨跌幅%")
    ma5 = Column(Numeric(18, 4), nullable=True, comment="5日均线")
    ma10 = Column(Numeric(18, 4), nullable=True, comment="10日均线")
    ma20 = Column(Numeric(18, 4), nullable=True, comment="20日均线")
    ma30 = Column(Numeric(18, 4), nullable=True, comment="30日均线")
    ma60 = Column(Numeric(18, 4), nullable=True, comment="60日均线")
    macd_dif = Column(Numeric(18, 6), nullable=True, comment="MACD DIF")
    macd_dea = Column(Numeric(18, 6), nullable=True, comment="MACD DEA")
    macd_bar = Column(Numeric(18, 6), nullable=True, comment="MACD BAR")
    oi_change = Column(BigInteger, nullable=True, comment="持仓量变化")
    oi_change_pct = Column(Numeric(8, 4), nullable=True, comment="持仓量变化%")
    amplitude = Column(Numeric(8, 4), nullable=True, comment="振幅%")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesKLine1MBase(Base):
    """期货1分钟K线 - 基础表"""
    __tablename__ = "futures_klines_1m_base"
    __table_args__ = (Index("idx_futures_1m_base_symbol_ts", "symbol_id", "ts"),)
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesKLine5MBase(Base):
    """期货5分钟K线 - 基础表"""
    __tablename__ = "futures_klines_5m_base"
    __table_args__ = (Index("idx_futures_5m_base_symbol_ts", "symbol_id", "ts"),)
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesRealTimeQuote(Base):
    """期货实时行情快照"""
    __tablename__ = "futures_realtime_quotes"
    symbol_id = Column(String(20), primary_key=True, comment="合约代码")
    update_time = Column(DateTime, nullable=False, comment="更新时间")
    last_price = Column(Numeric(18, 4), nullable=True, comment="最新价")
    open = Column(Numeric(18, 4), nullable=True, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=True, comment="最高价")
    low = Column(Numeric(18, 4), nullable=True, comment="最低价")
    pre_close = Column(Numeric(18, 4), nullable=True, comment="昨收")
    pre_settlement = Column(Numeric(18, 4), nullable=True, comment="昨结算")
    settlement = Column(Numeric(18, 4), nullable=True, comment="结算价")
    volume = Column(BigInteger, nullable=True, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=True, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    bid1 = Column(Numeric(18, 4), nullable=True, comment="买一价")
    bid1_volume = Column(BigInteger, nullable=True, comment="买一量")
    ask1 = Column(Numeric(18, 4), nullable=True, comment="卖一价")
    ask1_volume = Column(BigInteger, nullable=True, comment="卖一量")
    limit_up = Column(Numeric(18, 4), nullable=True, comment="涨停价")
    limit_down = Column(Numeric(18, 4), nullable=True, comment="跌停价")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


# 向后兼容别名
FuturesKLine1M = FuturesKLine1MBase
FuturesKLine5M = FuturesKLine5MBase
FuturesKLine1D = FuturesKLine1DBase



# ============================================
# 股票日线历史数据表 (1d) - 分表 (新增)
# ============================================

class StockKLine1DBase(Base):
    """股票日线K线 - 基础表
    
    存储最基础的K线数据，对应 query_kline 接口
    """
    __tablename__ = "stock_klines_1d_base"
    __table_args__ = (
        Index("idx_stock_1d_base_symbol_ts", "symbol_id", "ts"),
        Index("idx_stock_1d_base_symbol_date", "symbol_id", "trade_date"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, index=True, comment="交易日 YYYY-MM-DD")
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量(股)")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额(元)")
    adj_factor = Column(Numeric(18, 8), nullable=True, comment="复权系数")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class StockKLine1DQuote(Base):
    """股票日线K线 - 行情指标表
    
    存储需要计算的行情指标
    """
    __tablename__ = "stock_klines_1d_quote"
    __table_args__ = (
        Index("idx_stock_1d_quote_symbol_date", "symbol_id", "trade_date"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    trade_date = Column(String(10), nullable=False, index=True, comment="交易日 YYYY-MM-DD")
    change_pct = Column(Numeric(8, 4), nullable=True, comment="涨跌幅%")
    change_5d_pct = Column(Numeric(8, 4), nullable=True, comment="5日涨跌幅%")
    change_10d_pct = Column(Numeric(8, 4), nullable=True, comment="10日涨跌幅%")
    change_20d_pct = Column(Numeric(8, 4), nullable=True, comment="20日涨跌幅%")
    change_30d_pct = Column(Numeric(8, 4), nullable=True, comment="30日涨跌幅%")
    change_60d_pct = Column(Numeric(8, 4), nullable=True, comment="60日涨跌幅%")
    ma5 = Column(Numeric(18, 4), nullable=True, comment="5日均线")
    ma10 = Column(Numeric(18, 4), nullable=True, comment="10日均线")
    ma20 = Column(Numeric(18, 4), nullable=True, comment="20日均线")
    ma30 = Column(Numeric(18, 4), nullable=True, comment="30日均线")
    ma60 = Column(Numeric(18, 4), nullable=True, comment="60日均线")
    ma120 = Column(Numeric(18, 4), nullable=True, comment="120日均线")
    ma250 = Column(Numeric(18, 4), nullable=True, comment="250日均线")
    macd_dif = Column(Numeric(18, 6), nullable=True, comment="MACD DIF")
    macd_dea = Column(Numeric(18, 6), nullable=True, comment="MACD DEA")
    macd_bar = Column(Numeric(18, 6), nullable=True, comment="MACD BAR")
    bias_5 = Column(Numeric(8, 4), nullable=True, comment="5日乖离率%")
    bias_10 = Column(Numeric(8, 4), nullable=True, comment="10日乖离率%")
    bias_20 = Column(Numeric(8, 4), nullable=True, comment="20日乖离率%")
    is_limit_up = Column(Boolean, nullable=True, comment="是否涨停")
    is_limit_down = Column(Boolean, nullable=True, comment="是否跌停")
    limit_up_price = Column(Numeric(18, 4), nullable=True, comment="涨停价")
    limit_down_price = Column(Numeric(18, 4), nullable=True, comment="跌停价")
    is_st = Column(Boolean, nullable=True, comment="是否ST")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class StockKLine1DFinance(Base):
    """股票日线K线 - 财务数据表
    
    存储财务相关数据
    """
    __tablename__ = "stock_klines_1d_finance"
    __table_args__ = (
        Index("idx_stock_1d_finance_symbol_date", "symbol_id", "trade_date"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    trade_date = Column(String(10), nullable=False, index=True, comment="交易日 YYYY-MM-DD")
    total_market_cap = Column(Numeric(20, 4), nullable=True, comment="总市值(元)")
    float_market_cap = Column(Numeric(20, 4), nullable=True, comment="流通市值(元)")
    total_shares = Column(BigInteger, nullable=True, comment="总股本(股)")
    float_shares = Column(BigInteger, nullable=True, comment="流通股本(股)")
    inst_holding_shares = Column(BigInteger, nullable=True, comment="机构持股数量")
    inst_holding_ratio = Column(Numeric(8, 4), nullable=True, comment="机构持仓占比%")
    top10_holders_ratio = Column(Numeric(8, 4), nullable=True, comment="前十大股东持股占比%")
    net_profit = Column(Numeric(20, 4), nullable=True, comment="净利润")
    revenue = Column(Numeric(20, 4), nullable=True, comment="营业总收入")
    eps = Column(Numeric(12, 4), nullable=True, comment="每股收益")
    roe = Column(Numeric(8, 4), nullable=True, comment="净资产收益率%")
    trading_days = Column(Integer, nullable=True, comment="从上市至今交易日数")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class StockRealTimeQuote(Base):
    """股票实时行情快照"""
    __tablename__ = "stock_realtime_quotes"
    
    symbol_id = Column(String(20), primary_key=True, comment="标的代码")
    update_time = Column(DateTime, nullable=False, comment="更新时间")
    last_price = Column(Numeric(18, 4), nullable=True, comment="最新价")
    open = Column(Numeric(18, 4), nullable=True, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=True, comment="最高价")
    low = Column(Numeric(18, 4), nullable=True, comment="最低价")
    pre_close = Column(Numeric(18, 4), nullable=True, comment="昨收")
    volume = Column(BigInteger, nullable=True, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=True, comment="成交额")
    bid1 = Column(Numeric(18, 4), nullable=True, comment="买一价")
    ask1 = Column(Numeric(18, 4), nullable=True, comment="卖一价")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


# 股票表向后兼容别名
StockKLine1D = StockKLine1DBase



# ============================================
# 股票15/30/60分钟K线表 (新增)
# ============================================

class StockKLine15M(Base):
    """股票15分钟K线"""
    __tablename__ = "stock_klines_15m"
    __table_args__ = (
        Index("idx_stock_15m_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    
    change_pct = Column(Numeric(8, 4), nullable=True, comment="涨跌幅%")
    macd_dif = Column(Numeric(18, 6), nullable=True, comment="MACD DIF")
    macd_dea = Column(Numeric(18, 6), nullable=True, comment="MACD DEA")
    macd_bar = Column(Numeric(18, 6), nullable=True, comment="MACD BAR")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class StockKLine30M(Base):
    """股票30分钟K线"""
    __tablename__ = "stock_klines_30m"
    __table_args__ = (
        Index("idx_stock_30m_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    
    change_pct = Column(Numeric(8, 4), nullable=True, comment="涨跌幅%")
    macd_dif = Column(Numeric(18, 6), nullable=True, comment="MACD DIF")
    macd_dea = Column(Numeric(18, 6), nullable=True, comment="MACD DEA")
    macd_bar = Column(Numeric(18, 6), nullable=True, comment="MACD BAR")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class StockKLine60M(Base):
    """股票60分钟K线"""
    __tablename__ = "stock_klines_60m"
    __table_args__ = (
        Index("idx_stock_60m_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    
    change_pct = Column(Numeric(8, 4), nullable=True, comment="涨跌幅%")
    macd_dif = Column(Numeric(18, 6), nullable=True, comment="MACD DIF")
    macd_dea = Column(Numeric(18, 6), nullable=True, comment="MACD DEA")
    macd_bar = Column(Numeric(18, 6), nullable=True, comment="MACD BAR")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")




# ============================================
# 期货15/30/60分钟K线表 (新增)
# ============================================

class FuturesKLine15MBase(Base):
    """期货15分钟K线 - 基础表"""
    __tablename__ = "futures_klines_15m_base"
    __table_args__ = (
        Index("idx_futures_15m_base_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesKLine30MBase(Base):
    """期货30分钟K线 - 基础表"""
    __tablename__ = "futures_klines_30m_base"
    __table_args__ = (
        Index("idx_futures_30m_base_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesKLine60MBase(Base):
    """期货60分钟K线 - 基础表"""
    __tablename__ = "futures_klines_60m_base"
    __table_args__ = (
        Index("idx_futures_60m_base_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")